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[公告] 量化投资实践专栏(18) [推广有奖]

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fengyg 企业认证  发表于 2019-9-10 16:19:21 |AI写论文

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2019年9月10日下午三点焦炭主力连续合约J2001分析结果:




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Price is currently in the SECOND 4 daycycle, of the SECOND 9 day cycle, of the SECOND 18 day cycle, of the FIRST 37day cycle, of the 75 day cycle.

Formal Phasing Analysis (inverted analysis:synchronised peaks) reveals that the dominant cycle has a wavelength of 37.2d,or 37 bars. This is assumed to be the 40d nominal wave, which implies that allwaves will be (9%) longer than nominal. This cycle is overdue for a PEAK (and aminor nest-of-highs). The underlying trend to this cycle is currently slightlyUP, likely accelerating. Recent fulfilled projections however indicate that theunderlying trend is FLAT, probably turning UP. The future FLD indicates that thiscycle will influence prices to peak soon, and then fall.

The sub-dominant cycle (next wave down fromthe dominant cycle) has a wavelength of 18.9d, or 19 bars. This is assumed tobe the 20d nominal wave. This cycle is overdue for a PEAK (and a very minornest-of-highs). This is probably the SECOND of 2 sub-waves. The underlyingtrend to this cycle is currently slightly UP, likely slowing down. Recentfulfilled projections however indicate that the underlying trend is FLAT,probably turning DOWN. The future FLD indicates that this cycle will influenceprices to FALL.

The pre-dominant cycle (next wave up fromthe dominant cycle) has a wavelength of 75.5d, or 76 bars. This is assumed tobe the 80d nominal wave. This cycle is beginning to RISE, and is accelerating.The underlying trend to this cycle is currently slightly UP, likelyaccelerating. Recent fulfilled projections however would seem to indicate thatthe underlying trend is STRONGLY DOWN. The future FLD indicates that this cyclewill influence prices to RISE.

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

The 37.2d CYCLE component of Σ L iscurrently STRONGLY UP (strength: 4 cycles), and accelerating.

The 18.9d CYCLE component of Σ L iscurrently STRONGLY UP (strength: 2 cycles), but decelerating.

The 9.8d CYCLE component of Σ L iscurrently FLAT, likely TURNING DOWN.

The 4.9d CYCLE component of Σ L iscurrently FLAT, likely TURNING UP.

CURRENT FLD PATTERN PROJECTION:

Price has fallen over the past 1 bars (lastclose 1961) in an otherwise UPWARD price movement, in the final move of anactive downwards FLD pattern. It is possible that the first sequence of the FLDpattern has already been fulfilled, by the low of 1831 on 2019/8/28 which wouldindicate that the second, UPWARD sequence of the pattern is now in progress.

The first FLD pattern sequence (ref #0)projects a price movement DOWN to a target of 1837.92 by about 2019/8/22.

The second FLD pattern sequence (ref #1)projects a price movement UP to a target of 2189.31 by about 2019/10/5. Price mightcross OVER the 75 day FLD on 2019/9/22 & level: 1976.62 however this FLDcross is too late in the cycle to be considered valid, and so it is more likelythat the FLD will form resistance at this level.

OUTSTANDING FLD PROJECTIONS:

75.5d Mid-Channel Pause FLD projectioncreated on 2019/8/14 projecting a price fall of 149.2500 to 1807.7500 by2019/9/2. This projection target was approached to within 1.3% of the targetprice on 2019/8/28 and it seems unlikely to reach a new low before thecompletion of a full cycle and so it is being retired.

37.2d Normal FLD projection created on2019/9/10 projecting a price rise of 123.5000 to 2078.0000 by 2019/9/23. Thisis still a valid projection target.

18.9d Refined FLD projection created on2019/9/3 projecting a price rise of 78.2806 to 1987.5610 by 2019/9/10. This isstill a valid projection target. Normal FLD projection created on 2019/9/5projecting a price rise of 98.4583 to 2027.9170 by 2019/9/13. This is still avalid projection target.

9.8d Normal FLD projection created on2019/9/2 projecting a price rise of 74.4583 to 1979.9170 by 2019/9/9. Thisprojection target was approached to within 0.5% of the target price on2019/9/10 and it seems unlikely to reach a new high before the completion of afull cycle and so it is being retired.

4.9d: no projection






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