宝马的30ES contract帖子Q&A

戒急用忍

有问题在原帖里问，我知道马上就给活埋了，索性单开一贴

1） DSS DSS1 是什么指标？满光滑的。。。

 

biorjin

1%B of BB

2Double Smoothed Stochastic (WMA)

3Trend

 

原帖由 戒急用忍 于 2009-1-13 16:56 发表 有问题在原帖里问，我知道马上就给活埋了，索性单开一贴 1） DSS DSS1 是什么指标？满光滑的。。。  

[ 本帖最后由 biorjin 于 2009-1-13 17:03 编辑 ]

biorjin

DSS actually works best on 10min

戒急用忍

  Thanks!

biorjin

one more word about DSS, it is a pretty good indicator for market top on daily chart recently 

it can also be watch for divergence play

 

 

戒急用忍

我的神啊，生平第一个蓝钻！能不能把credit算给宝马啊，要不，多不好意思啊。。。

戒急用忍

股了一下，也不知道下面的话对大伙儿有没有帮助，添砖了。。。 Here are some tips for evaluating the usefulness or viability of using this or any other indicator in your charts for day trading. We are typically looking at using this on 1,2,3,5, and 10 minute charts although there is no reason why this could not be use on other time frames and tick and volume charts as well. When you're looking at the charts then take a look at the double confirmation of the DSS and count through the number of times that it was "right" and how right it was. In other words, is it even in the ballpark of being a usable indicator. The number of times that it is right gives you the win/loss ratio. This is useful if your targets and stops and the same size. If your targets and stops are different sizes then you need to see how right it was when it was right. This allows your win/loss ratio to be lower if you're taking bigger profits when it wins. Now move the chart such that you can see the signal developing on the right hand side of the chart but not the end result. Evaluate on which bar you consider the signal complete and work out how and when you would have entered. If, for example, you wait for a bar to complete on the time frame that you are trading then you can probably realistically allow yourself an entry of 1 tick worse than the opening price of the next bar. This entry point is important because it will determine if you are stopped out or not. Usually, the highest chance of being "unluckily" stopped out on a good trade is right at the beginning in the first few minutes. So even if the indicator is signaling a great trade that doesn't help and is not useful if you've been stopped out shortly after your entry. By determining your entry rule (e.g. open price of next bar less one tick) you will be able to determine the number of times you will be stopped out on what could have been a big winner. Remember that you will be stopped out on some "good" trades and that's how it goes so make some allowances for that while evaluating.

戒急用忍

 

戒急用忍

title = "127-3 DSS" + "   "  +  fullname() + "   "  +  Date( ) ;

Slw = 4;  Pds = 4;

A = Ema((CLOSE-LLV(LOW,Pds))/(HHV(H,pds)-LLV(L,Pds)),Slw)*100;

DSS = ema((A-LLV(A,pds))/(HHV(A,Pds)-LLV(A,Pds)),Slw)*100;

maxgraph = 10;
graph0 = DSS; graph0color = 2;    graph2 = DSS;
Overbought = 80;  Oversold =  20;

graph2barcolor = IIF (graph2 > overbought, 4,
                                   IIF (graph2 < oversold,5,6));

buy = cross (DSS, 20);
sell = cross (80,DSS);

fargo

宝马兄，你的原帖讲30+ES contract，为何要这么大才适用？

biorjin

I use 3-14 not default setting and the curve is smoothed by wma 

so you will get different curve if you use that code

原帖由 戒急用忍 于 2009-1-13 17:14 发表  

gear

Thanks

live111

nasa1100

WildWolf

WildWolf

Thanks BMW

biorjin

_SECTION_BEGIN("modified DSS with voice alert");

/* Double Smoothed Stochastic - DSS */

function SayNotTooOften( text, Minperiod )
{
   elapsed=GetPerformanceCounter()/1000;
   Lastelapsed = Nz( StaticVarGet("lastsaytime") );

  if( elapsed - Lastelapsed > Minperiod )
   {
     StaticVarSet("lastsaytime", elapsed );
    
     Say( text );
   }
  
}

Slw = 3;  Pds = 14;
A = EMA((Close-LLV(Low,Pds))/(HHV(H,pds)-LLV(L,Pds)),Slw)*100;
DSS = EMA((A-LLV(A,pds))/(HHV(A,Pds)-LLV(A,Pds)),Slw)*100;

Value1 = 0.1 * (DSS-50);
Value2 = WMA( Value1, 5 );

Sell = Cross (Value2, 4.5);
Buy = Cross ( -4.5, Value2);

if (Sell = 1) SayNotTooOften ("sell, sell, sell", 60);
if (Buy = 1) SayNotTooOften ("buy, buy, buy", 60);

Plot( Value2, "DSS", colorDarkGreen, styleThick );

_SECTION_END();

Brainteaser