Download 187 pre-packaged layouts

Survey
yes no Was this document useful for you?
   Thank you for your participation!

* Your assessment is very important for improving the workof artificial intelligence, which forms the content of this project

Document related concepts

Financial economics wikipedia , lookup

Business intelligence wikipedia , lookup

Financialization wikipedia , lookup

Public finance wikipedia , lookup

Technical analysis wikipedia , lookup

Transcript
MetaStock XIII
New Features Overview
•
•
•
•
•
•
EcoStat
SectorStat
Local Data
MetaStock Forecaster
Snapshot Data for End of Day
New Systems and Indicators
EcoStat
• 187 pre-packaged layouts of key macroeconomic indicators
for 11 countries (US, UK, Canada, France, Germany, Italy,
Japan, Australia, Russia, China, and Brazil.)
• Key Indicator categories: Business cycle, consumer
confidence, national debt, GDP, inflation, personal savings,
monetary, leading economic indicators, , and foreign
trade.
• Interpretative help to assess impact of indicators on stocks,
bonds, and commodities.
EcoStat
Dashboard Layout (Japan)
EcoStat
Personal Savings Rate
EcoStat
National Debt
EcoStat
Leading Economic Index
EcoStat
US Business Cycle
EcoStat
Australia Foreign Trade
EcoStat
Brazil Inflation
SectorStat
• Breadth Analysis extended to the sector level
• Breadth Indicators derived from the 6 core breadth values calculated on
each of 10 major US sectors (Advances, Declines, New Highs, New Lows,
Up Volume, Down Volume)
• Breadth Indicators for each of the 10 sectors include:
–
–
–
–
–
–
–
–
–
–
–
Advance Decline Line
Advance Decline Oscillator
Arms Index Oscillator
Breadth Thrust
Composite Tape Index
McClellan Oscillator
McClellan Oscillator (of New Highs/New Lows)
McClellan Oscillator (of Up/Down Volume)
McClellan Summation Index
Up Down Volume Oscillator
Relative Strength (Sector vs. Market)
SectorStat
Breadth Indicators on 10 US Sectors including:
•
•
•
•
•
•
•
•
•
•
Consumer Discretionary
Consumer Staples
Energy
Financial
Health Care
Industrial
Basic Materials
Technology
Telecommunications
Utilities
SectorStat
Breadth Indicators (in Indicator Quicklist)
SectorStat
Advance/Decline Line of Tech Sector
SectorStat
McClellan Oscillator of Energy Sector
SectorStat
Advance/Decline Osc. For S&P500, Healthcare, and Consumer Staples
SectorStat
Sector Rotation Model
The Sector Rotation Model (SRM) indicator helps gauge the state of the market relative to the economic cycle.
Six sectors are used in its calculation; Consumer Discretionary, Consume Staples, Financial, Healthcare,
Technology, and Utilities. When Staples, Healthcare and Utilities are outperforming, the market is weaker. This
is shown by sustained negative values of the SRM and usually indicates the trouble in the market.
Conversely, when Financial, Technology and Discretionary sectors are outperforming, the SRM will show
sustained positive values. Bull markets usually follow this condition.
SectorStat
Sector Rotation Exploraton
Rotate assets into the top 3 performing sectors monthly
Local Data Support
•
•
•
•
•
MetaStock directly reads CSV (text) files
All standard intervals supported (1-min to Yearly)
Custom intervals supported (3 hour, 7-min, etc)
Flexible field ordering
Automatically detects interval by analyzing the
records
• Easily accessed via special custom lists designed
for local data
• Use the Downloader to convert old files to CSV
Local Data Support
Local Data Support
(CSV formatting examples)
Intraday Snapshots on Daily Bars
• Get Intraday snapshots using MetaStock XIII
and Datalink
• Hourly snapshot data posted for major
markets at 20 minutes past the hour.
• Top Indices and Sectors for each market
update along with select markets with Indices
subscription.
• Latest data displayed when chart opens,
market scan, back test or forecast.
New Systems and Indicators
•
•
•
•
Jim Berg Volatility System
Dick Arms APC indicator
Alan Hull Moving Average
Justine Pollard – Smart Weekly Long System
What we do today?
Indicators and Line studies with Charts
Scans and Filters with the Explorer
Backtest with the System Tester
Alerts and Commentary with Expert Advisor
What is missing?
Visualizing the Future with
The MetaStock Forecaster
What does The MetaStock Forecaster do?
It analyzes price action AFTER past events to
determine the probabilities of future price action
It answers the question
Where are prices most likely to be in the future
after an “event” occurs
A event can be anything including crossovers,
divergences, overbought/oversold, breakouts, or
candle patterns.
• Technical Analysis emphasizes the past
• Technical Analysis with the Forecaster
emphasizes the future
• Complex statistics and probability analysis are
elegantly blended into simple, easy-tounderstand Probability Clouds.
How does it determine Probabilities
Statistical and Probability Analysis Techniques
 Randomness Check
 Sample Sizes
 Normal Distribution
 Standard Deviation
 Chi-squared
 Mean Percent Change
 Margin of Error
 Linear Interpolation
The Probability Map
The heart of The Forecaster is the “Probability
Map”.
The colors represent the tendency of prices to
congregate at a specific level after XX days have
passed since an event.
The more intense the color the higher the
probability that prices tend to congregate in that
price zone.
What does the probability map
suggest?
•
•
•
•
Where are prices going?
How long will it take to get there?
What is the direction of price? Long or short?
What should my price targets be?
Pre-defined Event Recognizers
Searches the
instrument’s price
data for 67 events
Composite Probability Map
(% Based)
Accounts for all “CCI Overbought” events on Adobe found over the date range.
Map overlaid on Recent Event
(Point based)
Map projected forward from the last “CCI Overbought” event
provides projections for future price movement.
Map overlaid on Old Event
Map projected forward from the “CCI Overbought” event on
December 7, 2012.
1….2….3 Forecast
67 Event Scans in the Explorer