Sannolikheter
Jag hittade en mycket intressant sajt av Thomas Bulkowski, författare till "encyclopedia of chart patterns", "trading classic chart patterns" mfl.
Bulkowski har fört statistik på hur väl olika formationer fungerar. Med andra ord: hur stor är sannolikheten att en huvudskuldra fungerar? Nu vet jag varken hur eller när han gjorde detta, men tycker ändå det kan vara intressant att se.
Flaggformationer toppar listan:
Bull flags
Overall performance rank (1 is best): 1 out of 23
Break even failure rate: 0%*
Average rise: 69%
Throwback rate: 54%
Percentage meeting price target: 90%
* None of the 253 patterns I looked at failed to rise less than 5%. However, this pattern does fail, I just didn?t find any when I did the statistical analysis.
UHS-formationer rankades sjua:
Overall performance rank (1 is best): 7 out of 23
Break even failure rate: 3%
Average rise: 38%
Throwback rate: 45%
Percentage meeting price target: 74%
Hur bra det här i verkligheten stämmer har jag inte en aning om, men för intresserade finns diverse sannolikheter för cirka 100 olika setups/formationer på denna hemsida!
En sammanfattning där han rankar alla formationer/setuper finns på denna länk!
Mvh
US trader
T.ex vilka fibonacciretracements som funkar bäst.
In a rising price trend, price moves up in a rise -- fall pattern, often retracing a portion of the prior climb. The median retrace is 59%. The most frequent retrace values are, in order, 61%, 56%, 50% and 55%. On a cumulative basis, a third (33%) of the samples stopped declining on or before retracing half (50%) of the prior up move. Two thirds retraced less than 67%.
Background
I found usable patterns in 766 stocks (but additional stocks were not used because they trended downward) and found 1,956 samples. About a quarter (535 samples) came from 1994 to 2003, which includes the 2000 to 2002 bear market. The rest came from 471 stocks from July 2005 to August 2006 (a bull market).
I measured the decline from B to C as a percentage of the rise from A to B (see the above figure). Point A is the start of the uptrend, B is the uptrend peak, and C is the retrace low.
Results
The top five most frequently occurring percentage retraces are:
61%
56%
50%
55%
44% and 59% (tied)
You will notice that the first (61%) and third (50%), are also found in the Fibonacci retrace list of 38.2%, 50% and 61.8%. There was no spike at the 38% retrace value in my data.
The median retrace is 59%. That means half the samples retraced less than 59% and half retraced more.
bra länk! bygger väl på hans bok gissar jag?
har själv inte läst hans böcker men skulle gissa på det
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ja flaggor i bullmarknad e grymt