永远有多远，新高有多高。。。

Wolf

jackyking

DJ, do you still think XLF will hit 16.5 soon?

globe

epsom

Thanks, but I don't think so.

maple888

SpringMountain

X中国陆军

Nice 1

creditor

ranchgirl

good analysis

acura

刁得一

今日高点，验证了俺一个多月之前的预期：

DJI 10119.47 ＝ 10120 target
XII 520.65 ＝ 520 target

BB Walk 进入第13周，今天新高＋达标，
因此我把calls和401K都平了仓，持币观望。

9/16我发贴说：美 ...
多吉 发表于 2009-10-21 14:22

nb.

爱山猫

好

股舞人生

多吉

SPX = 1094 now，
我觉得今天触顶，就酱汁乐。。。

JL01

多吉

收盘了，出个题目，看看是否有人肯出力DD to calculate the indicator

Be Aware Of The Hindenburg Omen Indicator

The market has touched a critical point at DJI 10100 for the 3rd time in this week，we gotta watch out for the Hindenburg Omen from now on，since NO MAJOR DECLINE has started without one Hindenburg Omen signaled upfront over the past 25 years. Needless to say, one did occur at the start of the EVERY SINGLE primary market run down.


Hindenburg Omen: Review of History
https://www.technicalindicatorindex.com/subscribers/guest-articles/The%20Hindenburg%20Omen%20Oct%202007%20Guest%20Article%20Jan%202008.pdf





**********************************************************************

The 5 parameters for the Hindenburg Omen:
http://en.wikipedia.org/wiki/Hindenburg_Omen


That the daily number of NYSE new 52 Week Highs and the daily number of new 52 Week Lows must both be greater than 2.2 percent of the total NYSE issues traded that day.

That the smaller of these numbers is greater than 75 (This is a function of the 2.2% total issues, not a rule)

That the NYSE 10 Week Moving Average is RISING.

That the McClellan Oscillator is NEGATIVE on that same day.

That the number of NEW 52 Week Highs cannot be more than twice the NEW 52 Week Lows（This condition is a must）.

These measures are calculated each evening using Wall Street Journal figures for consistency. The occurrence of all 5 criteria on one day is often referred to as an unconfirmed Hindenburg Omen. A confirmed Hindenburg Omen occurs if a second (or more) Hindenburg Omen signals occur during a 36-day period from the first signal.

mbna

Looking back at historical data, the probability of a move greater than 5% to the downside after a confirmed Hindenburg Omen was 77%, and usually takes place within the next forty-days. The probability of a panic sellout was 41% and the probability of a major stock market crash was 24%. However, the occurrence of a confirmed Hindenburg Omen does not necessarily mean that the stock market will go down, although every NYSE crash since 1985 has been preceded by a Hindenburg Omen.

Because of the very specific and seemingly random nature of the Hindenburg Omen criteria, it is possible that this phenomenon is simply a case of overfitting. That is, if one backtests through a large data set and tries enough different variables, eventually correlations are bound to be found that don't really have any predictive significance.

However, the fact remains that out of the previous 25 confirmed signals only 8% (two) have failed to predict at least a mild (2-4.9%) declines.

The effects of the recent merger of the NYSE with Euronext may have an effect on future predictions.

yuliang

看了看这一周的数据，new low 都不多于5，所以这个indicator 没有被trigger啊