PSI (PSI20) - Tópico Geral
Re: PSI 20
HJOR Escreveu:
Cada um interpreta como quiser. Era ou não era uma piada, eis a questão!
Há pouco foi Elliott e agora Gann. Continuas com Elliott e Gann atravessados. Não há maneira de passar...
Eu, atravessado com Ellioot e Gann? Estás enganado: as palavras que cito não são minhas. Quem parece estar atravessado é o Elder...vá-se lá saber a razão.
Aliás, é como disseste mais acima: quanto à qualidade das lições daqueles dois gurus, só quem sabe, realmente, usar as técnicas é que lhe dá o devido valor. Nem que para isso lhe ponha em cima um indicador como o adx só por causa das dúvidas.
Para poderes dizer que se tivesses de decidir só por um escolherias o adx vejo que te tens dedicado ao estudo dos indicadores. Continuação de bons estudos!
"Ever tried. Ever failed. No matter. Try again. Fail again. Fail better." - Samuel Becket
Pára de dar crédito fácil ao que lês e ouves, escuta o que o preço está a fazer e olha para o que te rodeia. - O Alquimista
Pára de dar crédito fácil ao que lês e ouves, escuta o que o preço está a fazer e olha para o que te rodeia. - O Alquimista
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- Registado: 12/3/2014 0:58
Re: PSI 20
O Alquimista Escreveu:Só agora percebeste a piada?
The more I dug into the source material, the darker the picture was and the more depressed I became. There were glaring errors and inconsistencies. It seemed that most things had never really been tested, some were probably untestable, and too much rested on appeals to cycles and Biblical authority. (Yes, you read that right. Gann thought he had discovered a secret code in the Bible, and that was the source of his stock trading system.) Every legendary guru I investigated failed to live up to the hype. For instance, Alexander Elder has this to say about Gann: (omito esta parte porque já citei num post anterior) (...) Modern experts fared little better. I remember one particularly famous chatroom trader with a following of thousands who eventually retired and told me that most of his or her2 trading was “on the simulator”. When I expressed concern that those trades had been the source of inspiration and teaching for many traders s/he said that it made no difference whether they were simulated or real. My trading world was imploding as one thing after another went up in flames. Nearly everything I tested–candlesticks, moving averages, most chart patterns, most indicators, most trading systems, ratios, etc.–nearly everything showed no edge, and the edges I found were very, very small. There appeared to be no 80% patterns in the market; I was finding, at best, 55% patterns. The more I understood human perception and randomness, the more I understood why trendlines, moving averages, or any line at all on a chart could be meaningful to traders. Everyone makes the argument that you can draw any trendline you want; well, it seemed they were right, just not in the way they meant. I held on to things that didn’t work for a long time, but, eventually, I stripped away one thing after another until almost nothing was left. Almost, but not quite.
Cada um interpreta como quiser. Era ou não era uma piada, eis a questão!
Há pouco foi Elliott e agora Gann. Continuas com Elliott e Gann atravessados. Não há maneira de passar...

The trend is your friend until it ends. Until then, let the profits run.
Gann Rule #23: Never change your position in the market without a good reason.
Gann Rule #23: Never change your position in the market without a good reason.
Re: PSI 20
HJOR Escreveu:O Alquimista Escreveu:em 3/11/2014:O Alquimista Escreveu:Ganha a maioria?
viewtopic.php?t=71105&p=1156083#p1156083
(...)
This is an excellent case of “analysis paralysis“.
Só agora percebeste a piada?
The more I dug into the source material, the darker the picture was and the more depressed I became. There were glaring errors and inconsistencies. It seemed that most things had never really been tested, some were probably untestable, and too much rested on appeals to cycles and Biblical authority. (Yes, you read that right. Gann thought he had discovered a secret code in the Bible, and that was the source of his stock trading system.) Every legendary guru I investigated failed to live up to the hype. For instance, Alexander Elder has this to say about Gann: (omito esta parte porque já citei num post anterior) (...) Modern experts fared little better. I remember one particularly famous chatroom trader with a following of thousands who eventually retired and told me that most of his or her2 trading was “on the simulator”. When I expressed concern that those trades had been the source of inspiration and teaching for many traders s/he said that it made no difference whether they were simulated or real. My trading world was imploding as one thing after another went up in flames. Nearly everything I tested–candlesticks, moving averages, most chart patterns, most indicators, most trading systems, ratios, etc.–nearly everything showed no edge, and the edges I found were very, very small. There appeared to be no 80% patterns in the market; I was finding, at best, 55% patterns. The more I understood human perception and randomness, the more I understood why trendlines, moving averages, or any line at all on a chart could be meaningful to traders. Everyone makes the argument that you can draw any trendline you want; well, it seemed they were right, just not in the way they meant. I held on to things that didn’t work for a long time, but, eventually, I stripped away one thing after another until almost nothing was left. Almost, but not quite.
"Ever tried. Ever failed. No matter. Try again. Fail again. Fail better." - Samuel Becket
Pára de dar crédito fácil ao que lês e ouves, escuta o que o preço está a fazer e olha para o que te rodeia. - O Alquimista
Pára de dar crédito fácil ao que lês e ouves, escuta o que o preço está a fazer e olha para o que te rodeia. - O Alquimista
- Mensagens: 3408
- Registado: 12/3/2014 0:58
Re: PSI 20
O Alquimista Escreveu:em 3/11/2014:O Alquimista Escreveu:Ganha a maioria?
viewtopic.php?t=71105&p=1156083#p1156083
(...)
This is an excellent case of “analysis paralysis“.
The trend is your friend until it ends. Until then, let the profits run.
Gann Rule #23: Never change your position in the market without a good reason.
Gann Rule #23: Never change your position in the market without a good reason.
Re: PSI 20
Boas,
Estou com problema, investi na PT SGPS, na altura comprei cada acção a 0,596, hoje decidi dar ordem de venda a 0,505, para não correr mais riscos. Em que empresa acham agora um bom investimento, eu estava a pensar na Teixeira Duarte que dizem?
Cumprimentos
Estou com problema, investi na PT SGPS, na altura comprei cada acção a 0,596, hoje decidi dar ordem de venda a 0,505, para não correr mais riscos. Em que empresa acham agora um bom investimento, eu estava a pensar na Teixeira Duarte que dizem?
Cumprimentos
- Mensagens: 62
- Registado: 23/4/2015 1:09
Re: PSI 20
em 3/11/2014:
viewtopic.php?t=71105&p=1156083#p1156083
Indicadores são como os chapéus: há muitos.
I had a magic ratio system. It produced good stats on market data. I had random walk price data that I had generated. I had the idea to apply my magical ratio formula to a test on the random price data, and I was amazed: My magical ratio formula was so good that it also worked on random price data! This, certainly, is what Elliott was talking about with those ratios that are the foundations of the Universe. Not only was I going to make a lot of money, but I was probably looking at part of the blueprint of Creation, reading the mind of God… blah, blah, blah. It was a heady time, and I remember going to bed thinking that I had pretty much solved all the problems at once. Well, I had my epiphany later that night when I realized that seeing the same results on random data as real market data meant that my tool was not finding a pattern in the market. I had, in fact, accomplished the exact opposite of what I thought a had proven. What I had just stumbled into was the concept of significance testing–looking at a statistical test against a random baseline. It’s pretty common to see technical patterns in books or on blogs with a comment like “It could be chance, or…” The authors, unintentionally, are making an important point: we are so easily deceived by patterns; humans have exceedingly poor intuition about randomness. Yes, any chart example, no matter how perfect, could be random–we should require a lot of convincing evidence to think something is not random. The burden of proof should always be on the pattern to prove itself non-random. This was the key question that technical analysts did not seem to be asking: given many occurrences of the pattern, is there something discernibly non-random about price movement following (or, possibly, before) the pattern? - Adam Grimes
PS. Alguém viu a minha lupa?
O Alquimista Escreveu:Ganha a maioria?
viewtopic.php?t=71105&p=1156083#p1156083
Indicadores são como os chapéus: há muitos.
I had a magic ratio system. It produced good stats on market data. I had random walk price data that I had generated. I had the idea to apply my magical ratio formula to a test on the random price data, and I was amazed: My magical ratio formula was so good that it also worked on random price data! This, certainly, is what Elliott was talking about with those ratios that are the foundations of the Universe. Not only was I going to make a lot of money, but I was probably looking at part of the blueprint of Creation, reading the mind of God… blah, blah, blah. It was a heady time, and I remember going to bed thinking that I had pretty much solved all the problems at once. Well, I had my epiphany later that night when I realized that seeing the same results on random data as real market data meant that my tool was not finding a pattern in the market. I had, in fact, accomplished the exact opposite of what I thought a had proven. What I had just stumbled into was the concept of significance testing–looking at a statistical test against a random baseline. It’s pretty common to see technical patterns in books or on blogs with a comment like “It could be chance, or…” The authors, unintentionally, are making an important point: we are so easily deceived by patterns; humans have exceedingly poor intuition about randomness. Yes, any chart example, no matter how perfect, could be random–we should require a lot of convincing evidence to think something is not random. The burden of proof should always be on the pattern to prove itself non-random. This was the key question that technical analysts did not seem to be asking: given many occurrences of the pattern, is there something discernibly non-random about price movement following (or, possibly, before) the pattern? - Adam Grimes
PS. Alguém viu a minha lupa?
"Ever tried. Ever failed. No matter. Try again. Fail again. Fail better." - Samuel Becket
Pára de dar crédito fácil ao que lês e ouves, escuta o que o preço está a fazer e olha para o que te rodeia. - O Alquimista
Pára de dar crédito fácil ao que lês e ouves, escuta o que o preço está a fazer e olha para o que te rodeia. - O Alquimista
- Mensagens: 3408
- Registado: 12/3/2014 0:58
Re: PSI 20
ainda a propósito do ADX(), ver esta página cá mais para o fim 

Editado pela última vez por rsacramento em 22/5/2015 0:25, num total de 1 vez.
Re: PSI 20
Boas,
A minha visão do PSI.
Manchini
A minha visão do PSI.
Manchini
E no final do dia a quantidade de ações no mercado é a mesma...
Re: PSI 20
Se me fosse colocado o seguinte desafio:
Sabendo que terás de colocar (obrigado) apenas e só um indicador num gráfico, qual o indicador que colocarias?
A minha resposta é imediata e diria o ADX.
Permite retirar muita informação, muita mesmo.
Recomendo a leitura do livro "ADXcellence: Power Trend Strategies" escrito por Charles B. Schaap.
E mais algumas que não estão nesse livro...

Sabendo que terás de colocar (obrigado) apenas e só um indicador num gráfico, qual o indicador que colocarias?
A minha resposta é imediata e diria o ADX.
Permite retirar muita informação, muita mesmo.
Recomendo a leitura do livro "ADXcellence: Power Trend Strategies" escrito por Charles B. Schaap.
E mais algumas que não estão nesse livro...


The trend is your friend until it ends. Until then, let the profits run.
Gann Rule #23: Never change your position in the market without a good reason.
Gann Rule #23: Never change your position in the market without a good reason.
Re: PSI 20
a leitura que faço do ADX é que o psi neste momento está sem tendencia definida e que o arranque que fizer proximamente ditará o rumo para os próximos tempos.
- Mensagens: 79
- Registado: 5/8/2013 13:37
Re: PSI 20
The Average Directional Index (ADX) measures trend strength without regard to trend direction
ou seja, dá-te a força do movimento
ADX
Re: PSI 20
HJOR Escreveu:rsacramento Escreveu:seja como for, o ADX(), para mim, é um excelente indicador
já não me lembro se foi o semStops quem falou nele em primeiro lugar
Sim, o ADX não está em causa mas sim a forma como é calculado por diferentes plataformas.
Quanto à qualidade do indicador, só quem o sabe usar é que lhe dá o devido valor.
Boas Hjor,
Queres partilhar o valor que dás ao fato do indicador estar cá em baixo?
Os leigos continuam a olhar para o palácio.
Manchini
E no final do dia a quantidade de ações no mercado é a mesma...
Re: PSI 20
rsacramento Escreveu:seja como for, o ADX(), para mim, é um excelente indicador
já não me lembro se foi o semStops quem falou nele em primeiro lugar
Sim, o ADX não está em causa mas sim a forma como é calculado por diferentes plataformas.
Quanto à qualidade do indicador, só quem o sabe, realmente, usar é que lhe dá o devido valor.

The trend is your friend until it ends. Until then, let the profits run.
Gann Rule #23: Never change your position in the market without a good reason.
Gann Rule #23: Never change your position in the market without a good reason.
Re: PSI 20
seja como for, o ADX(), para mim, é um excelente indicador
já não me lembro se foi o semStops quem falou nele em primeiro lugar
já não me lembro se foi o semStops quem falou nele em primeiro lugar
Re: PSI 20
rsacramento Escreveu:a diferença já eu a apontara; gostava é que colocasses um gráfico do teu meta, para se comparar
The trend is your friend until it ends. Until then, let the profits run.
Gann Rule #23: Never change your position in the market without a good reason.
Gann Rule #23: Never change your position in the market without a good reason.
Re: PSI 20
a diferença já eu a apontara; gostava é que colocasses um gráfico do teu meta, para se comparar
Re: PSI 20
Como podes verificar, dá valores diferentes.
The trend is your friend until it ends. Until then, let the profits run.
Gann Rule #23: Never change your position in the market without a good reason.
Gann Rule #23: Never change your position in the market without a good reason.
Re: PSI 20
rsacramento Escreveu:Here are custom ADX and ADXR formulas that will plot the decimals after the calculation. The built-in indicators plot exactly as Welles Wilder plots them in his book, New Concepts in Technical Trading Systems. These custom indicators calculate the same way except they do not round as Wilder does
fonte
Isso mesmo.
The trend is your friend until it ends. Until then, let the profits run.
Gann Rule #23: Never change your position in the market without a good reason.
Gann Rule #23: Never change your position in the market without a good reason.
Re: PSI 20
Here are custom ADX and ADXR formulas that will plot the decimals after the calculation. The built-in indicators plot exactly as Welles Wilder plots them in his book, New Concepts in Technical Trading Systems. These custom indicators calculate the same way except they do not round as Wilder does
fonte
Re: PSI 20
rsacramento Escreveu:podes explicar melhor?
Suponho que estejas a perguntar sobre o ADX no metastock.
Qual a versão, do metastock, que usas?
No metastock usas o ADX por defeito ou modificado?
Basta procurares no google por "metastock adx rounding" e terás a resposta.
The trend is your friend until it ends. Until then, let the profits run.
Gann Rule #23: Never change your position in the market without a good reason.
Gann Rule #23: Never change your position in the market without a good reason.
Re: PSI 20
rsacramento Escreveu:HJOR Escreveu:Uma curiosidade, para quem gosta do ADX.
Desde o mínimo de 2012, o ADX(14) só atingiu valores abaixo do valor de hoje em setembro de 2013 e Maio de 2014.
em maio foi acima
08/05/2014 -> ADX(14)=12,01182
20/05/2014 -> ADX(14)=12,01615
Com o dia de hoje sim, está em cima, mas o gráfico apresentado é de ontem.
(dados prorealtime)
Cuidado com o cálculo do ADX no metastock. Se o utilizas espero que o tenhas corrigido.
The trend is your friend until it ends. Until then, let the profits run.
Gann Rule #23: Never change your position in the market without a good reason.
Gann Rule #23: Never change your position in the market without a good reason.
Re: PSI 20
HJOR Escreveu:Uma curiosidade, para quem gosta do ADX.
Desde o mínimo de 2012, o ADX(14) só atingiu valores abaixo do valor de hoje em setembro de 2013 e Maio de 2014.
em maio foi acima
Re: PSI 20
http://www.jornaldenegocios.pt/mercados ... itais.html
Mercado unico de capitais em preparacao. Significará o fim da dupla tributação e simplificação da taxação quando se tem acções de outras empresas da UE? Esperemos que sim
Mercado unico de capitais em preparacao. Significará o fim da dupla tributação e simplificação da taxação quando se tem acções de outras empresas da UE? Esperemos que sim
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