Market_wolf

Triple Standard Deviation

==日本語説明も併記 // Japanese discription is following ==

■ Momentum Indicator (Triple Indication of Standard Deviation Volatilities)
■ Effective assets: All

■Example of utilization
1) Assume that a trend is generated at the timing when the yellow area chart (26) rises
2) Confirm the candlestick and if the price jumps out of the Bollinger band ± 1 σ, the trend toward that direction
3) If the closing price is confirmed within ± 1σ of the Bollinger band, close the position

■ Detailed explanation
Three standard deviation volatilities with different parameters are displayed at the same time. As represented by convergence divergence of Bollinger, it has a characteristic that it rises in the trend generation period and falls during the trend convergence period.
It develops color in a rising phase so that trend generation is easy to recognize, and fades in a falling phase.

Daily use is basic, but you can use it with the same parameters for other time feet.
The basic parameter (26) is displayed in yellow area for the most visibility.
The long-term parameter (52) is indicated by a yellow dot as an auxiliary element for judging the rising margin of the basic line.
The short-term parameter (13) is displayed as a line as an auxiliary element for recognizing the peak out of the basic line in advance.

In some cases, by changing short term (13) to super long term (100) you can recognize the major market price level once in several years.

Three periods The phrase "all lines" goes from "low position" to "rising together" is considered the strongest trend.
On the other hand, in the case where the short-term line rises backwards as the longer-term line goes down, it tends to end up with short-lived trends and failure to form trends.

If the trend speed is constant as a standard feature of calculating the standard deviation, the standard deviation may decrease even during trend continuation. Therefore, it is desirable to make a comprehensive judgment by comparing the shape of candlestick with the longer-term line.

Please note that there is no way to judge whether the trend suggested by this index rises or falls from this index, so it is necessary to confirm the main chart. (It is preferable to display parabolic or Bollinger band)


■ Remarks
It is an index created assuming that it is used as Triple STD-ADX in combination with Triple Smoothed ADX(to be posted later).

■ About Triple STD-ADX
Triple Standard Deviation "and" Triple Smoothed ADX "are superimposed and displayed as" Screen (without scale) "to function as" Triple STD - ADX ".

The method of utilization is the same as Triple Standard Deviation and Triple Smoothed ADX, but by simultaneously displaying two momentum indicators with different calculation approaches with multiple parameters, we aim to mutually complement the cognitive power of trends.

STD (13, 26, 52, 100, 200) and ADX (7, 14, 26, 52, 100) correspond to reaction rates respectively.
By choosing different reaction rates you can expect to further increase reliability.

You can estimate the reliability of the trend most reliably in a situation where all six signals in total rise from low to high.


■Sample: STD-ADX Trade Signal

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■ モメンタム指標(標準偏差ボラティリティの3連表示)
■ 有効アセット:すべて

■ 活用の一例
1)黄色のエリアチャート(26)が上昇したタイミングでトレンド発生を想定
2)ローソク足を確認し、ボリンジャーバンド±1σの外に価格が飛び出している場合はその方向へのトレンドと認識
3)ボリンジャーバンド±1σ以内で終値が確定した場合にはポジションクローズ

■ 詳細説明
パラメーターの異なる3つの標準偏差ボラティリティを同時に表示します。ボリンジャーの収束発散に代表されるように、トレンド発生期に上昇しトレンド収束期に低下する特性を持ちます。
トレンド発生を認識しやすいように上昇局面で発色し、下降局面で退色します。

活用は日足が基本ですが、他の時間足に対しても同一パラメーターで使用することができます。
基本パラメーター(26)は最も視認しやすいように黄色のエリア表示にしています。
長期パラメーター(52)は基本線の上昇余力を判断するための補助要素として黄色の丸点で表示しています。
短期パラメーター(13)は基本線のピークアウトを先行して認識するための補助要素としてラインで表示にしています。

場合によって、短期(13)を超長期(100)に変更することで数年に一度のレベルの大相場が認識できます。

3期間「全てのライン」が「低い位置」から「揃って上昇」する局面を最も強いトレンドと考えます。
一方、より長期のラインが低下する中、より短期のラインが逆行して上昇するケースでは、短命のトレンドやトレンド形成失敗に終わることが多くなります。

標準偏差の計算上の特徴としてトレンドの速度が一定の場合にトレンド継続中も標準偏差が低下することがあります。そのため、ローソク足の形状とより長期のラインを見比べて総合的に判断することが望ましいです。

なお、本指標が示唆するトレンドが上昇か下降かは本指標からは判断する術はないため、必ずメインチャートを確認する必要があります。(パラボリックやボリンジャーバンドを表示すると好適)

■備考
追って掲載するTriple Smoothed ADXと併用して、Triple STD-ADXとして使用することを想定して作成した指標です。

■Triple STD-ADXについて
「Triple Standard Deviation」と「Triple Smoothed ADX」を一方を「スクリーン(スケールなし)」として重ねて表示させることで「Triple STD-ADX」として機能します。

活用方法はTriple Standard DeviationやTriple Smoothed ADXと同じですが、算出アプローチの異なる2つのモメンタム指標を複数パラメーターで同時に表示させることで、トレンドの認識力を相互に補完する狙いがあります。

反応速度はそれぞれSTD(13,26,52,100,200)とADX(7,14,26,52,100)がほぼ対応します。
異なる反応速度を選択することで信頼度をさらに高めることを期待できます。

合計6本のシグナル全てが低い位置から揃って上昇する局面でトレンドの信頼性を最も高く見積もることができます。


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