Hola,
Estoy leyendo un libro de trading que incide sobre unos indicadores llamados TRICK y TRIN, pero no los encuentro en Visual Chart. Los conoceis? son útiles? Alguien me puede decir como se construyen?
Gracias!
Indicadores TICK y TRIN..
Indicadores TICK y TRIN..
Federico
TICK and TRIN indicators
TICK and TRIN are two indicators that measure the general sentiment of the market.
They can be used both to determine near term market movement.
Theses indicators are not well know by traders, and because they can be very important in implementing trading strategies, I will explain in this article what theses indicators are about.
First the tick data can be found on the NYSE, NASDAQ or AMEX; TICK on NYSE is the difference between the up ticks and the down ticks for all stocks that are traded in this exchange.
Example: Now, there are 400 stocks whose last trade is an up tick and 200 stocks whose last trade is a down tick, the Tick data show then a value of +200.
TRIN is a calculator, its formula is ((Advancing issues/declining issues) / (advancing volume/declining volume)), it's a contrarian indicator to detect overbought and oversold levels in the market.
How to day trade with these indicators?
TICK value between +200 and -300 indicate a neutral market sentiment.
It became bullish when its value became higher than +200 and bearish when it is lower -300.
Very bullish when its value is higher than +500 and very bearish when it is lower than -500.
Note that when TICK is higher than +1000 or lower than -1000, then a reversal of the market will probably happen soon.
Generally a rising TRIN is bearish and a falling TRIN is bullish.
A TRIN value higher than 1 is bearish while bullish when it is below 0.9
Hablado rapido,
El TRIN por debajo de 0,5 es demasiado "optimista" y por arriba de 2, demasiado pesimista. EL numero 1. separa el sentimiento bullish del bearish.
La mala noticia es que ese valor solo te lo dan en las bolsas americanas., NYSE, AMEX, etc... Me imagino que se podra programar para visual, pero ni papa
Lo mismo para el tick, con la salvedad que no vas a poder programarlo. Ese market internal no lo dan en europa...
siento no enrollarlme pero en la web esta lleno de este tema
TICK and TRIN are two indicators that measure the general sentiment of the market.
They can be used both to determine near term market movement.
Theses indicators are not well know by traders, and because they can be very important in implementing trading strategies, I will explain in this article what theses indicators are about.
First the tick data can be found on the NYSE, NASDAQ or AMEX; TICK on NYSE is the difference between the up ticks and the down ticks for all stocks that are traded in this exchange.
Example: Now, there are 400 stocks whose last trade is an up tick and 200 stocks whose last trade is a down tick, the Tick data show then a value of +200.
TRIN is a calculator, its formula is ((Advancing issues/declining issues) / (advancing volume/declining volume)), it's a contrarian indicator to detect overbought and oversold levels in the market.
How to day trade with these indicators?
TICK value between +200 and -300 indicate a neutral market sentiment.
It became bullish when its value became higher than +200 and bearish when it is lower -300.
Very bullish when its value is higher than +500 and very bearish when it is lower than -500.
Note that when TICK is higher than +1000 or lower than -1000, then a reversal of the market will probably happen soon.
Generally a rising TRIN is bearish and a falling TRIN is bullish.
A TRIN value higher than 1 is bearish while bullish when it is below 0.9
Hablado rapido,
El TRIN por debajo de 0,5 es demasiado "optimista" y por arriba de 2, demasiado pesimista. EL numero 1. separa el sentimiento bullish del bearish.
La mala noticia es que ese valor solo te lo dan en las bolsas americanas., NYSE, AMEX, etc... Me imagino que se podra programar para visual, pero ni papa
Lo mismo para el tick, con la salvedad que no vas a poder programarlo. Ese market internal no lo dan en europa...
siento no enrollarlme pero en la web esta lleno de este tema
Cuidado con los foros. Dont feed the troll
El cálculo del Tick y el Trin (conocido también como Arms Index) es complejo ya que utiliza todos los valores cotizados en un determinado mercado. Sin embargo muchos brokers lo dan si teneís contratado el tiempo real del mercado estadounidense. Por ejemplo, en IB si poneis TICK o TRIN como ticker os sale automáticamente.
Saludos,
X-Trader
Saludos,
X-Trader
"Los sistemas de trading pueden funcionar en ciertas condiciones de mercado todo el tiempo, en todas las condiciones de mercado en algún momento del tiempo, pero nunca en todas las condiciones de mercado todo el tiempo."
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