RTA-77

ATR fluctuation abnormal warning RTA77 1.0

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ATR fluctuation abnormal warning RTA77 1.0

BTCUSD

"coming? "

A classic technical term for impending volatility. But "coming" generally means that the question of whether volatility or a trend is coming is asked only after volatility has been observed.

By combining short-term volatility, long-term volatility, and abnormal changes in relative cycles, this indicator identifies potential changes in upcoming volatility (volatility changes) at an earlier stage, allowing the market to be asked the question "Is it coming?

Since volatility itself has a lag, and the longer the period, the more lagged the detection of abnormal volatility will be, so this indicator is only suitable for short-term, small period (15M - 1H) best. Because volatility is passed from small to large, there is a chance to detect large volatility quotes by catching potential volatility abnormal changes in small cycles.

The "volatility warning" of this indicator all refers to the plate is in abnormal volatility, or is about to occur volatility anomaly, can be used as a precursor warning of the emergence of volatility anomaly in the later market. When a golden cross between short-term volatility and long-term volatility is observed, it means that in a short period of time, or in the future, a high volatility market will be profitable in contrast to the previous low volatility market.
(Alert triggering is not only limited to a single time, if it is confirmed several times in a short period of time, if volatility has not yet occurred, the probability of volatility in the future market increases in the short term)

This indicator of "shock warning" all refers to the plate may have been from the previous state of high volatility, into a low volatility of the shock state, orderly or disorderly, suggesting that volatility in the short term appeared to reduce the higher the volatility of the previous section of the market, when the shock warning signal, the probability of starting to enter the shock adjustment market.

The ATR of two different cycles can be changed as needed, but must maintain the relationship between short-term and long-term correspondence, each subject has a different cycle, you need to judge and find the optimal parameters

Continuously updated.



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ATR波动异常预警 RTA77 1.0

《来了?》

一个经典代表波动即将来临的专业术语。但“来了”一般情况下指有当人们观察到波动以后,才会发出对市场的提问,波动或趋势是否到来?

本指标通过结合短期波动率,长期波动率,在相对周期内的异常变化表现,从而在更早的阶段发现即将出现波动的潜在变化(波动率变化),使得能够更早的向市场提出疑问《来了?》

由于波动率本身具有滞后性,且周期越长,发现波动异常的时候就会越滞后,所以本指标仅适合在短期,小周期里使用(15M - 1H)最佳。因为波动是从小到大传递,所以通过抓取小周期内潜在的波动异常变化,从而有机会发现大波动行情。

本指标的 “波动预警” 皆指的是盘面正处于异常波动,或者即将发生波动异常,可做为对后市出现波动异常的前兆预警。当观察到短期波动与长期波动金叉时,意味着在短时间内,或者未来将盈利与之前低波动行情相反的高波动行情。
(警报触发不仅限单次,如在短期内多次确认时,如还未发生波动,则后市短期内出现波动概率增大)

本指标的 “震荡预警” 皆指的是盘面可能已经从之前的高波动状态,转变为低波动的震荡状态,有序或无序,提示短期内波动率出现降低,前段波动幅度越高的行情,当出现震荡预警信号时,则大概率开始进入震荡调整行情。

两条不同周期的ATR可以按需要更改,但必须保持短期和长期对应的关系,每个标的有着不同的周期,需要自行判断并找出最优参数

持续更新中。。

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