经过历史统计,我们发现欧元/dollar10The average daily wave amplitude over the years has remained relatively stable100Click around and then perform normal statistical analysis on the sample, and it is found that2/3The single day wave amplitude of is concentrated at70-130Within the range of points. This indicates that our main expected difference between the high and low points during the day is within this range when conducting intraday operations.
而市场在运行过程中还会出现这个范围之外的小波幅和大波幅,根据对历史数据的统计,我们将单日60The amplitude within a point is defined as the minimum amplitude day, and a single day is defined as the minimum amplitude day160The above amplitude is defined as the maximum amplitude day.
我们这里做的波幅分析主要是对极小波幅日出现后进行分析,规律:当市场连续出现极小波幅日时,接下来极容易出现极大波幅日。
At this point, further judgment should be made based on the morphology:
1If it appears continuously3A daily or longer period of extremely small volatility with a range fluctuation pattern indicates that the market is facing a breakthrough. Once the key resistance level of range oscillation is broken, it is likely to erupt into continuous unilateral extremely large volatility days.
2If it appears continuously3A day or longer with extremely small wave amplitudes should run in the same direction. At this time, it is necessary to distinguish whether it appears at the beginning or end of the trend, or whether the trend in that period is a secondary trend or a main trend.