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[公告] 量化投资实践专栏(15) [推广有奖]

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fengyg 企业认证  发表于 2019-9-6 16:08:25 |AI写论文

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2019年9月6日下午三点 焦炭J2001分析结果:

捕获1.PNG

捕获2.PNG


捕获3.PNG


捕获4.PNG


捕获5.PNG

Price is currently in the FIRST 4 daycycle, of the FIRST 8 day cycle, of the FIRST 17 day cycle, of the SECOND 34day cycle, of the 67 day cycle.

Formal Phasing Analysis (normal analysis:synchronised troughs) reveals that the dominant cycle has a wavelength of34.8d, or 35 bars. This is assumed to be the 40d nominal wave, which impliesthat all waves will be approximately the same (3% variance) as nominal. Thiscycle is RISING fast. The underlying trend to this cycle is currently slightlyDOWN, likely slowing down. Recent fulfilled projections confirm the trend isDOWN, but indicate that it is STRONGLY DOWN. The future FLD indicates that thiscycle will influence prices very little because despite near-term volatilitythe FLD becomes range-bound.

The sub-dominant cycle (next wave down fromthe dominant cycle) has a wavelength of 17.4d, or 17 bars. This is assumed tobe the 20d nominal wave. This cycle is overdue for a PEAK. This is probably theFIRST of 2 sub-waves. The underlying trend to this cycle is currently slightlyDOWN, likely slowing down. Recent fulfilled projections confirm the trend isslightly DOWN, but indicate it is accelerating (speeding up). The future FLDindicates that this cycle will influence prices to fall for a short time, andthen form a trough.

The pre-dominant cycle (next wave up fromthe dominant cycle) has a wavelength of 67.5d, or 68 bars. This is assumed tobe the 80d nominal wave. This cycle is FALLING fast. The underlying trend tothis cycle is currently slightly DOWN, likely accelerating. Recent fulfilledprojections however would seem to indicate that the underlying trend isSTRONGLY UP. The future FLD indicates that this cycle will influence prices toRISE.

Σ L is currently DOWN (strength: 1), and accelerating.

The 34.8d CYCLE component of Σ L iscurrently STRONGLY DOWN (strength: -2 cycles), but decelerating.

The 17.4d CYCLE component of Σ L iscurrently FLAT, likely TURNING UP.

The 8.6d CYCLE component of Σ L iscurrently UP (strength: 1), and accelerating.

The 4.3d CYCLE component of Σ L iscurrently STRONGLY DOWN (strength: -3 cycles), and accelerating.

CURRENT FLD PATTERN PROJECTION:

Price has fallen over the past 1 bars (lastclose 1918) in an otherwise UPWARD price movement, in an active FLD patterncascading down.

The first FLD pattern sequence (ref #0)projects a price movement DOWN to a target of 1736.82 by about 2019/9/28. Thismove would imply a 2-tier cascade of price crosses below the 4 day to 8 dayFLDs (est: 2019/9/7 & level: 1912.21) Price might cross UNDER the 17 day FLD on 2019/9/14 & level: 1902.67however this FLD cross is too late in the cycle to be considered valid, and soit is more likely that the FLD will form support at this level. Price mightcross UNDER the 34 day FLD on 2019/9/18 & level: 1896.28 however this FLDcross is too late in the cycle to be considered valid, and so it is more likelythat the FLD will form support at this level.

The second FLD pattern sequence (ref #1)projects a price movement UP to a target of 2026.20 by about 2019/10/22.

OUTSTANDING FLD PROJECTIONS:

67.5d: no projection

34.8d: no projection

17.4d: no projection

8.6d: no projection

4.3d: no projection


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