TRIX指標 | TRIX指標

TRIX指標又叫三重指數平滑移動平均指標(Triple Exponentially Smoothed Average)TRIX指標又叫三重指數平滑移動平均指標,其英文全名為“Triple ...TRIX指標用手机看条目扫一扫,手机看条目出自MBA智库百科(https://wiki.mbalib.com/)TRIX指標又叫三重指數平滑移動平均指標(TripleExponentiallySmoothedAverage)目錄1TRIX指標2TRIX指標的原理和計算方法2.1TRIX指標的原理2.2TRIX指標的計算方法3TRIX指標的一般研判標準4TRIX指標的特殊分析方法4.1TRIX線和TRMA線的幾次交叉情況4.2TRIX指標曲線的形態4.3TRIX指標的背離5參數的修改[編輯]TRIX指標  TRIX指標又叫三重指數平滑移動平均指標,其英文全名為“TripleExponentiallySmoothedAverage”,是一種研究股價趨勢的長期技術分析工具。

Inthiscasedoublesmoothingwillnotwork.Wenowintroduceathirdequationtotakecareofseasonality(sometimescalledperiodicity).Theresultingsetofequationsiscalledthe"Holt-Winters"(HW)methodafterthenamesoftheinventors.[1]Whathappensifthedatashowtrendandseasonality?[1]Thebasicequationsfortheirmethodaregivenby:  OverallSmoothingbt=r(St−St−1)+(1−r)bt−1  TrendSmoothing  SeasonalSmoothingFt+m=(St+mbt)It−l+m  ForecastwhereyistheobservationSisthesmoothedobservationbisthetrendfactorIistheseasonalindexFistheforecastatmperiodsaheadtisanindexdenotingatimeperiodandα,β,andγareconstantsthatmustbeestimatedinsuchawaythattheMSEoftheerrorisminimized.Thisisbestlefttoagoodsoftwarepackage.CompleteseasonneededToinitializetheHWmethodweneedatleastonecompleteseason'sdatatodetermineinitialestimatesoftheseasonalindicesIt−L.LperiodsinaseasonAcompleteseason'sdataconsistsofLperiods.Andweneedtoestimatethetrendfactorfromoneperiodtothenext.Toaccomplishthis,itisadvisabletousetwocompleteseasons;thatis,2Lperiods.  InitialvaluesforthetrendfactorHowtogetinitialestimatesfortrendandseasonalityparametersThegeneralformulatoestimatetheinitialtrendisgivenby  InitialvaluesfortheSeasonalIndicesAswewillseeintheexample,weworkwithdatathatconsistof6yearswith4periods(thatis,4quarters)peryear.ThenStep1:computeyearlyaveragesStep1:Computetheaveragesofeachofthe6yearsp=1,2,……,6Step2:dividebyyearlyaveragesStep2:Dividetheobservationsbytheappropriateyearlymean123456y1/A1y5/A2y9/A3y13/A4y17/A5y21/A6y2/A1y6/A2y10/A3y14/A4y18/A5y22/A6y3/A1y7/A2y11/A3y15/A4y19/A5y23/A6y4/A1y8/A2y12/A3y16/A4y20/A5y24/A6Ste


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