http://v-yefremov.livejournal.com/ Опыты - LiveJournal.com Fri, 12 Dec 2008 04:07:42 GMT LiveJournal / LiveJournal.com v_yefremov 15524326 personal http://l-userpic.livejournal.com/74422759/15524326 http://v-yefremov.livejournal.com/ 100 87 http://v-yefremov.livejournal.com/46477.html Fri, 12 Dec 2008 04:07:42 GMT http://v-yefremov.livejournal.com/46477.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0009drwz/"><img src="http://pics.livejournal.com/v_yefremov/pic/0009drwz/s320x240" width="175" height="240" border="0" /></a><br />Расчет по вечерней сессии. <br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/0009e51c/"><img src="http://pics.livejournal.com/v_yefremov/pic/0009e51c/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 11.12.2008 18:00 to 11.12.2008 23:40 N=35 (10мин.)<br /> O: 67190 H: 68940 L: 67180 C: 67355 V: 95 617 Ch: +0.60%<br />У-Стат: Dn: 67030 Mid: 67947 Up: 68863 Sig: 458 CSig: -0.6<br />Л-Канал: Dn: 67400 Mid: 68213 Up: 69026 Sig: 407 CSig: -1.1 T: +1.73% Rc=0.35(0.08)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.56</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.68</td><td>.67</td><td>.66</td><td>.67</td><td>.69</td><td>.68</td><td>.68</td><td style="background-color: rgb(208,224,230);">.12</td><td>.67</td><td>-.06</td></tr><tr><td>30 мин</td><td>.35</td><td>.32</td><td>.46</td><td>.36</td><td>.49</td><td>.43</td><td>.43</td><td style="background-color: rgb(208,224,230);">-.13</td><td>.40</td><td>-.66</td></tr><tr><td>40 мин</td><td>.26</td><td>.26</td><td>.23</td><td>.25</td><td>.22</td><td>.24</td><td>.24</td><td style="background-color: rgb(208,224,230);">-.33</td><td>.24</td><td>.15</td></tr><tr><td>50 мин</td><td>.60</td><td>.70</td><td>.30</td><td>.58</td><td>.12</td><td>.34</td><td>.34</td><td style="background-color: rgb(208,224,230);">-.22</td><td>.46</td><td>2.16</td></tr><tr><td>60 мин</td><td>1.09</td><td>1.11</td><td>1.06</td><td>1.09</td><td>1.02</td><td>1.06</td><td>1.06</td><td style="background-color: rgb(208,224,230);">.50</td><td>1.08</td><td>.31</td></tr><tr><td>70 мин</td><td>.99</td><td>.99</td><td>1.01</td><td>.99</td><td>1.01</td><td>1.01</td><td>1.01</td><td style="background-color: rgb(208,224,230);">.44</td><td>1.00</td><td>-.12</td></tr><tr><td>80 мин</td><td>.58</td><td>.56</td><td>.64</td><td>.58</td><td>.70</td><td>.64</td><td>.64</td><td style="background-color: rgb(208,224,230);">.08</td><td>.61</td><td>-.52</td></tr><tr><td>90 мин</td><td>.51</td><td>.54</td><td>.35</td><td>.49</td><td>.32</td><td>.39</td><td>.39</td><td style="background-color: rgb(208,224,230);">-.17</td><td>.44</td><td>.88</td></tr><tr><td>100 мин</td><td>.72</td><td>.84</td><td>.34</td><td>.69</td><td>.11</td><td>.39</td><td>.39</td><td style="background-color: rgb(208,224,230);">-.18</td><td>.54</td><td>2.75</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.0373 &Delta;&mu; + 0.0038 Корреляция &Delta;D_f и Mu R_c=.16</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>-.60</td><td>.28</td><td>-.02</td><td>.30</td></tr><tr><td> 40 мин</td><td>.81</td><td>.15</td><td>.03</td><td>.12</td></tr><tr><td> 50 мин</td><td>2.01</td><td>-.21</td><td>.08</td><td>-.29</td></tr><tr><td> 60 мин</td><td>-1.85</td><td>-.62</td><td>-.07</td><td>-.55</td></tr><tr><td> 70 мин</td><td>-.43</td><td>.08</td><td>-.01</td><td>.09</td></tr><tr><td> 80 мин</td><td>-.40</td><td>.39</td><td>-.01</td><td>.40</td></tr><tr><td> 90 мин</td><td>1.39</td><td>.17</td><td>.06</td><td>.12</td></tr><tr><td> 100 мин</td><td>1.87</td><td>-.10</td><td>.07</td><td>-.17</td></tr></tbody></table></pre><br /></div><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/46477.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/46210.html Thu, 11 Dec 2008 04:15:22 GMT http://v-yefremov.livejournal.com/46210.html RIZ8 (10мин)-вечер 10.12.2008<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0009btet/"><img src="http://pics.livejournal.com/v_yefremov/pic/0009btet/s320x240" width="175" height="240" border="0" /></a><br />Расчет по вечерней сессии. <br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/0009cew7/"><img src="http://pics.livejournal.com/v_yefremov/pic/0009cew7/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 10.12.2008 18:00 to 10.12.2008 23:40 N=35 (10мин.)<br /> O: 65860 H: 67685 L: 65120 C: 66650 V: 161 724 Ch: +1.15%<br />У-Стат: Dn: 65281 Mid: 66367 Up: 67452 Sig: 543 CSig: +0.3<br />Л-Канал: Dn: 65655 Mid: 66682 Up: 67709 Sig: 513 CSig: +0.0 T: +2.09% Rc=0.33(0.08)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.43</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.67</td><td>.67</td><td>.72</td><td>.68</td><td>.73</td><td>.71</td><td>.71</td><td style="background-color: rgb(208,224,230);">.28</td><td>.69</td><td>-.26</td></tr><tr><td>30 мин</td><td>.47</td><td>.44</td><td>.59</td><td>.48</td><td>.65</td><td>.57</td><td>.57</td><td style="background-color: rgb(208,224,230);">.14</td><td>.53</td><td>-.80</td></tr><tr><td>40 мин</td><td>.52</td><td>.53</td><td>.40</td><td>.50</td><td>.39</td><td>.44</td><td>.44</td><td style="background-color: rgb(208,224,230);">.00</td><td>.47</td><td>.58</td></tr><tr><td>50 мин</td><td>.44</td><td>.54</td><td>.15</td><td>.42</td><td>-.02</td><td>.19</td><td>.19</td><td style="background-color: rgb(208,224,230);">-.24</td><td>.31</td><td>2.09</td></tr><tr><td>60 мин</td><td>.39</td><td>.45</td><td>.25</td><td>.38</td><td>.13</td><td>.25</td><td>.25</td><td style="background-color: rgb(208,224,230);">-.18</td><td>.32</td><td>1.15</td></tr><tr><td>70 мин</td><td>.51</td><td>.45</td><td>.59</td><td>.50</td><td>.73</td><td>.61</td><td>.61</td><td style="background-color: rgb(208,224,230);">.18</td><td>.56</td><td>-.99</td></tr><tr><td>80 мин</td><td>.21</td><td>.27</td><td>.05</td><td>.20</td><td>-.06</td><td>.07</td><td>.07</td><td style="background-color: rgb(208,224,230);">-.36</td><td>.14</td><td>1.24</td></tr><tr><td>90 мин</td><td>-.17</td><td>-.09</td><td>-.34</td><td>-.17</td><td>-.49</td><td>-.33</td><td>-.33</td><td style="background-color: rgb(208,224,230);">-.76</td><td>-.25</td><td>1.47</td></tr><tr><td>100 мин</td><td>-.09</td><td>-.22</td><td>.30</td><td>-.06</td><td>.52</td><td>.24</td><td>.24</td><td style="background-color: rgb(208,224,230);">-.19</td><td>.09</td><td>-2.77</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.1059 &Delta;&mu; + 0.1088 Корреляция &Delta;D_f и Mu R_c=.84</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>-.54</td><td>.17</td><td>.05</td><td>.11</td></tr><tr><td> 40 мин</td><td>1.38</td><td>.06</td><td>.25</td><td>-.20</td></tr><tr><td> 50 мин</td><td>1.51</td><td>.16</td><td>.27</td><td>-.11</td></tr><tr><td> 60 мин</td><td>-.94</td><td>-.01</td><td>.01</td><td>-.02</td></tr><tr><td> 70 мин</td><td>-2.14</td><td>-.24</td><td>-.12</td><td>-.12</td></tr><tr><td> 80 мин</td><td>2.23</td><td>.42</td><td>.34</td><td>.07</td></tr><tr><td> 90 мин</td><td>.24</td><td>.39</td><td>.13</td><td>.25</td></tr><tr><td> 100 мин</td><td>-4.24</td><td>-.34</td><td>-.34</td><td>.00</td></tr></tbody></table></pre><br /></div><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/46210.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/46029.html Wed, 10 Dec 2008 03:07:06 GMT http://v-yefremov.livejournal.com/46029.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/00099ezh/"><img src="http://pics.livejournal.com/v_yefremov/pic/00099ezh/s320x240" width="175" height="240" border="0" /></a><br />Расчет по вечерней сессии. <br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/0009awbh/"><img src="http://pics.livejournal.com/v_yefremov/pic/0009awbh/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 09.12.2008 18:00 to 09.12.2008 23:40 N=35 (10мин.)<br /> O: 64765 H: 65510 L: 62800 C: 63320 V: 132 684 Ch: -2.31%<br />У-Стат: Dn: 62987 Mid: 64149 Up: 65311 Sig: 581 CSig: -0.7<br />Л-Канал: Dn: 62634 Mid: 63279 Up: 63924 Sig: 323 CSig: +0.1 T: -6.17% Rc=-0.84(0.03)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.42</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.71</td><td>.72</td><td>.66</td><td>.70</td><td>.63</td><td>.67</td><td>.67</td><td style="background-color: rgb(208,224,230);">.24</td><td>.69</td><td>.34</td></tr><tr><td>30 мин</td><td>.58</td><td>.57</td><td>.65</td><td>.59</td><td>.66</td><td>.63</td><td>.63</td><td style="background-color: rgb(208,224,230);">.20</td><td>.61</td><td>-.35</td></tr><tr><td>40 мин</td><td>.38</td><td>.31</td><td>.60</td><td>.40</td><td>.71</td><td>.56</td><td>.56</td><td style="background-color: rgb(208,224,230);">.14</td><td>.48</td><td>-1.51</td></tr><tr><td>50 мин</td><td>.15</td><td>.14</td><td>.28</td><td>.17</td><td>.29</td><td>.24</td><td>.24</td><td style="background-color: rgb(208,224,230);">-.18</td><td>.21</td><td>-.64</td></tr><tr><td>60 мин</td><td>.19</td><td>.24</td><td>-.02</td><td>.17</td><td>-.09</td><td>.03</td><td>.03</td><td style="background-color: rgb(208,224,230);">-.40</td><td>.10</td><td>1.27</td></tr><tr><td>70 мин</td><td>.32</td><td>.41</td><td>-.12</td><td>.27</td><td>-.26</td><td>-.02</td><td>-.02</td><td style="background-color: rgb(208,224,230);">-.44</td><td>.13</td><td>2.60</td></tr><tr><td>80 мин</td><td>.46</td><td>.58</td><td>.05</td><td>.43</td><td>-.16</td><td>.12</td><td>.12</td><td style="background-color: rgb(208,224,230);">-.31</td><td>.27</td><td>2.78</td></tr><tr><td>90 мин</td><td>.45</td><td>.49</td><td>.32</td><td>.44</td><td>.25</td><td>.34</td><td>.34</td><td style="background-color: rgb(208,224,230);">-.08</td><td>.39</td><td>.91</td></tr><tr><td>100 мин</td><td>.41</td><td>.32</td><td>.74</td><td>.44</td><td>.90</td><td>.68</td><td>.68</td><td style="background-color: rgb(208,224,230);">.26</td><td>.56</td><td>-2.22</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.0478 &Delta;&mu; + 0.0307 Корреляция &Delta;D_f и Mu R_c=.52</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>-.69</td><td>.08</td><td>.00</td><td>.08</td></tr><tr><td> 40 мин</td><td>-1.16</td><td>.13</td><td>-.02</td><td>.15</td></tr><tr><td> 50 мин</td><td>.87</td><td>.27</td><td>.07</td><td>.20</td></tr><tr><td> 60 мин</td><td>1.92</td><td>.11</td><td>.12</td><td>-.01</td></tr><tr><td> 70 мин</td><td>1.32</td><td>-.03</td><td>.09</td><td>-.12</td></tr><tr><td> 80 мин</td><td>.19</td><td>-.15</td><td>.04</td><td>-.19</td></tr><tr><td> 90 мин</td><td>-1.87</td><td>-.12</td><td>-.06</td><td>-.06</td></tr><tr><td> 100 мин</td><td>-3.12</td><td>-.17</td><td>-.12</td><td>-.05</td></tr></tbody></table></pre><br /></div><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/46029.html riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/45767.html Tue, 09 Dec 2008 02:54:52 GMT http://v-yefremov.livejournal.com/45767.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/000971rw/"><img src="http://pics.livejournal.com/v_yefremov/pic/000971rw/s320x240" width="175" height="240" border="0" /></a><br />Узловые ценовые зоны сопротивления на часовых индексах (RTSI и MICEX) и фьючерсе не совпадают.<br /><a name="cutid1"></a> <br />Возможно из-за а) большего продолжения торгов фьючерсами на ФОРТС (вечерняя сессия) и б) искажений динамики спотовых индексов из-за вмешательства Регуляторов (СТОП-торги).<br />Декабрьский фьючерс RIZ8 на индекс РТС (10 мин.). Расчет по вечерней сессии. <br /><a href="http://pics.livejournal.com/v_yefremov/pic/00098kr1/"><img src="http://pics.livejournal.com/v_yefremov/pic/00098kr1/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 08.12.2008 18:00 to 08.12.2008 23:40 N=35 (10мин.)<br /> O: 64415 H: 66955 L: 64415 C: 65955 V: 140 492 Ch: +1.32%<br />У-Стат: Dn: 64956 Mid: 65943 Up: 66931 Sig: 494 CSig: +0.0<br />Л-Канал: Dn: 65550 Mid: 66348 Up: 67145 Sig: 399 CSig: -0.5 T: +2.59% Rc=0.48(0.07)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.46</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.66</td><td>.66</td><td>.67</td><td>.66</td><td>.69</td><td>.67</td><td>.67</td><td style="background-color: rgb(208,224,230);">.22</td><td>.67</td><td>-.10</td></tr><tr><td>30 мин</td><td>.62</td><td>.58</td><td>.67</td><td>.61</td><td>.76</td><td>.68</td><td>.68</td><td style="background-color: rgb(208,224,230);">.23</td><td>.65</td><td>-.63</td></tr><tr><td>40 мин</td><td>.50</td><td>.45</td><td>.66</td><td>.51</td><td>.75</td><td>.64</td><td>.64</td><td style="background-color: rgb(208,224,230);">.18</td><td>.57</td><td>-1.12</td></tr><tr><td>50 мин</td><td>.31</td><td>.37</td><td>.25</td><td>.33</td><td>.12</td><td>.23</td><td>.23</td><td style="background-color: rgb(208,224,230);">-.23</td><td>.28</td><td>.88</td></tr><tr><td>60 мин</td><td>.29</td><td>.32</td><td>.23</td><td>.29</td><td>.17</td><td>.23</td><td>.23</td><td style="background-color: rgb(208,224,230);">-.22</td><td>.26</td><td>.53</td></tr><tr><td>70 мин</td><td>.30</td><td>.35</td><td>.27</td><td>.31</td><td>.14</td><td>.23</td><td>.23</td><td style="background-color: rgb(208,224,230);">-.22</td><td>.27</td><td>.70</td></tr><tr><td>80 мин</td><td>.18</td><td>.16</td><td>.27</td><td>.19</td><td>.29</td><td>.25</td><td>.25</td><td style="background-color: rgb(208,224,230);">-.21</td><td>.22</td><td>-.53</td></tr><tr><td>90 мин</td><td>-.16</td><td>-.20</td><td>.07</td><td>-.13</td><td>.13</td><td>.02</td><td>.02</td><td style="background-color: rgb(208,224,230);">-.44</td><td>-.06</td><td>-1.32</td></tr><tr><td>100 мин</td><td>-.85</td><td>-.82</td><td>-.88</td><td>-.84</td><td>-.93</td><td>-.88</td><td>-.88</td><td style="background-color: rgb(208,224,230);">-1.34</td><td>-.86</td><td>.36</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.1583 &Delta;&mu; + 0.1823 Корреляция &Delta;D_f и Mu R_c=.67</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>-.53</td><td>.02</td><td>.10</td><td>-.08</td></tr><tr><td> 40 мин</td><td>-.49</td><td>.07</td><td>.10</td><td>-.03</td></tr><tr><td> 50 мин</td><td>2.01</td><td>.30</td><td>.50</td><td>-.20</td></tr><tr><td> 60 мин</td><td>-.36</td><td>.02</td><td>.13</td><td>-.11</td></tr><tr><td> 70 мин</td><td>.18</td><td>-.01</td><td>.21</td><td>-.22</td></tr><tr><td> 80 мин</td><td>-1.23</td><td>.05</td><td>-.01</td><td>.07</td></tr><tr><td> 90 мин</td><td>-.78</td><td>.27</td><td>.06</td><td>.22</td></tr><tr><td> 100 мин</td><td>1.68</td><td>.81</td><td>.45</td><td>.36</td></tr></tbody></table></pre><br /></div><br />Область преодоления узла сопротивления использована дял построения микросетки ценовых уровней. По модели контрхода.<br /><br /><div align="center" title="Расчеты проведены программой GAZOVIK(2.3.3)" style="color: black;"><h3>RIZ8m10(10 мин.): последняя 65955 на 08.12.2008 23:40</h3>Движение вниз на -2540 от 65150 (08.12.2008 12:00) до 62610 (08.12.2008 15:10) (-3.90%)<br /><table cellspacing="2" cellpadding="2" border="1" align="center" style="background-color: RGB(204,222,240); width: 200px; text-align: center; font-weight: normal; color: black;"><caption style="font-weight: bold;">Коррекции для движения</caption><tbody><tr><th>Уровень</th><th>Цена</th><th>Движение</th></tr><tr><td>24%</td><td>63209</td><td>-599</td></tr><tr><td>38%</td><td>63580</td><td>-970</td></tr><tr><td>50%</td><td>63880</td><td>-1270</td></tr><tr><td>62%</td><td>64180</td><td>-1570</td></tr><tr><td>76%</td><td>64551</td><td>-1941</td></tr> </tbody></table></div><br /><br /><br />Движение вниз (анулировано первоначально быстрым возвратом цен над пограничным значением 24% триггера на падение и последующим закреплением цен над ростовым триггером 76%).<br /><br /><div align="center" title="Расчеты проведены программой GAZOVIK(2.3.3)" style="color: black;"><h3>RIZ8m10(10 мин.): последняя 65955 на 08.12.2008 23:40</h3>Движение вниз на -2540 от 65150 (08.12.2008 12:00) до 62610 (08.12.2008 15:10) (-3.90%)<br /><table cellspacing="2" cellpadding="2" border="1" align="center" style="background-color: MistyRose; width: 200px; text-align: center; font-weight: normal; color: black;"><caption style="font-weight: bold;">Движение по вектору</caption><tbody><tr><th>Уровень</th><th>Цена</th><th>Движение</th></tr><tr><td>MinOP</td><td>61640</td><td>-3510</td></tr><tr><td>MidOP</td><td>61040</td><td>-4110</td></tr><tr><td>MinXOP</td><td>60070</td><td>-5080</td></tr><tr><td>Crit</td><td>59471</td><td>-5679</td></tr><tr><td>Quadr</td><td>57530</td><td>-7620</td></tr><tr><td>Popul</td><td>53291</td><td>-11859</td></tr> </tbody></table></div><br /><br /><br />Итак, рынок выбирает движение вверх:<br /><br /><div align="center" title="Расчеты проведены программой GAZOVIK(2.3.3)" style="color: black;"><h3>RIZ8m10(10 мин.): последняя 65955 на 08.12.2008 23:40</h3>Движение вниз на -2540 от 65150 (08.12.2008 12:00) до 62610 (08.12.2008 15:10) (-3.90%)<br /><table cellspacing="2" cellpadding="2" border="1" align="center" style="background-color: HoneyDew; width: 200px; text-align: center; font-weight: normal; color: black;"><caption style="font-weight: bold;">Ход, обратный вектору</caption><tbody><tr><th>Уровень</th><th>Цена</th><th>Движение</th></tr><tr><td>Fail</td><td>64551</td><td>-1941</td></tr><tr><td>.62</td><td>66720</td><td>1570</td></tr><tr><td>ZigZag</td><td>67690</td><td>2540</td></tr><tr><td>1.62</td><td>69260</td><td>4110</td></tr><tr><td>2.62</td><td>71800</td><td>6650</td></tr><tr><td>3.62</td><td>74340</td><td>9190</td></tr><tr><td>4.62</td><td>76880</td><td>11730</td></tr><tr><td>Popul</td><td>77009</td><td>11859</td></tr> </tbody></table></div><br /><br /><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/45767.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/45363.html Fri, 05 Dec 2008 22:45:36 GMT http://v-yefremov.livejournal.com/45363.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/00095eg2/"><img src="http://pics.livejournal.com/v_yefremov/pic/00095eg2/s320x240" width="175" height="240" border="0" /></a><br />Расчет по вечерней сессии. <br /><a name="cutid1"></a><br />Декабрьский фьючерс RIZ8 на индекс РТС (10 мин.) <br /><a href="http://pics.livejournal.com/v_yefremov/pic/00096sd8/"><img src="http://pics.livejournal.com/v_yefremov/pic/00096sd8/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 05.12.08 18:00 to 05.12.08 23:40 N=35 (10мин.)<br /> O: 59220 H: 61300 L: 58355 C: 61300 V: 98 229 Ch: +3.21%<br />У-Стат: Dn: 57827 Mid: 59471 Up: 61116 Sig: 822 CSig: +1.1<br />Л-Канал: Dn: 59891 Mid: 60775 Up: 61659 Sig: 442 CSig: +0.6 T: +9.71% Rc=0.86(0.02)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.60</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.63</td><td>.66</td><td>.52</td><td>.62</td><td>.47</td><td>.54</td><td>.54</td><td style="background-color: rgb(208,224,230);">-.06</td><td>.58</td><td>.72</td></tr><tr><td>30 мин</td><td>.57</td><td>.61</td><td>.43</td><td>.56</td><td>.37</td><td>.45</td><td>.45</td><td style="background-color: rgb(208,224,230);">-.14</td><td>.51</td><td>.93</td></tr><tr><td>40 мин</td><td>.54</td><td>.56</td><td>.40</td><td>.52</td><td>.37</td><td>.44</td><td>.44</td><td style="background-color: rgb(208,224,230);">-.16</td><td>.48</td><td>.76</td></tr><tr><td>50 мин</td><td>.62</td><td>.64</td><td>.53</td><td>.61</td><td>.49</td><td>.55</td><td>.55</td><td style="background-color: rgb(208,224,230);">-.05</td><td>.58</td><td>.58</td></tr><tr><td>60 мин</td><td>.95</td><td>.98</td><td>.93</td><td>.96</td><td>.87</td><td>.92</td><td>.92</td><td style="background-color: rgb(208,224,230);">.32</td><td>.94</td><td>.36</td></tr><tr><td>70 мин</td><td>1.00</td><td>1.03</td><td>.95</td><td>1.00</td><td>.90</td><td>.95</td><td>.95</td><td style="background-color: rgb(208,224,230);">.36</td><td>.98</td><td>.45</td></tr><tr><td>80 мин</td><td>.77</td><td>.80</td><td>.69</td><td>.76</td><td>.63</td><td>.69</td><td>.69</td><td style="background-color: rgb(208,224,230);">.10</td><td>.73</td><td>.63</td></tr><tr><td>90 мин</td><td>.75</td><td>.78</td><td>.64</td><td>.74</td><td>.58</td><td>.66</td><td>.66</td><td style="background-color: rgb(208,224,230);">.06</td><td>.70</td><td>.75</td></tr><tr><td>100 мин</td><td>.80</td><td>.82</td><td>.68</td><td>.78</td><td>.66</td><td>.71</td><td>.71</td><td style="background-color: rgb(208,224,230);">.12</td><td>.75</td><td>.62</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.7062 &Delta;&mu; - 0.0127 Корреляция &Delta;D_f и Mu R_c=.74</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>.21</td><td>.07</td><td>.13</td><td>-.06</td></tr><tr><td> 40 мин</td><td>-.17</td><td>.03</td><td>-.13</td><td>.16</td></tr><tr><td> 50 мин</td><td>-.17</td><td>-.10</td><td>-.13</td><td>.04</td></tr><tr><td> 60 мин</td><td>-.23</td><td>-.36</td><td>-.17</td><td>-.18</td></tr><tr><td> 70 мин</td><td>.09</td><td>-.04</td><td>.05</td><td>-.09</td></tr><tr><td> 80 мин</td><td>.18</td><td>.25</td><td>.11</td><td>.13</td></tr><tr><td> 90 мин</td><td>.12</td><td>.03</td><td>.07</td><td>-.04</td></tr><tr><td> 100 мин</td><td>-.13</td><td>-.05</td><td>-.10</td><td>.05</td></tr></tbody></table></pre><br /></div><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/45363.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/45153.html Fri, 05 Dec 2008 04:27:41 GMT http://v-yefremov.livejournal.com/45153.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/00093wdd/"><img src="http://pics.livejournal.com/v_yefremov/pic/00093wdd/s320x240" width="175" height="240" border="0" /></a><br />Расчет по вечерней сессии. <br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/00094k7x/"><img src="http://pics.livejournal.com/v_yefremov/pic/00094k7x/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 04.12.08 18:00 to 04.12.08 23:40 N=35 (10мин.)<br /> O: 60500 H: 60675 L: 58050 C: 58195 V: 106 890 Ch: -3.34%<br />У-Стат: Dn: 58753 Mid: 59589 Up: 60425 Sig: 418 CSig: -1.7<br />Л-Канал: Dn: 58316 Mid: 59014 Up: 59711 Sig: 349 CSig: -1.2 T: -4.19% Rc=-0.67(0.05)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.63</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.56</td><td>.56</td><td>.60</td><td>.57</td><td>.59</td><td>.58</td><td>.58</td><td style="background-color: rgb(208,224,230);">-.05</td><td>.58</td><td>-.12</td></tr><tr><td>30 мин</td><td>.72</td><td>.70</td><td>.82</td><td>.73</td><td>.84</td><td>.79</td><td>.79</td><td style="background-color: rgb(208,224,230);">.16</td><td>.76</td><td>-.54</td></tr><tr><td>40 мин</td><td>.67</td><td>.64</td><td>.81</td><td>.68</td><td>.86</td><td>.78</td><td>.78</td><td style="background-color: rgb(208,224,230);">.15</td><td>.73</td><td>-.85</td></tr><tr><td>50 мин</td><td>.71</td><td>.70</td><td>.77</td><td>.72</td><td>.79</td><td>.76</td><td>.76</td><td style="background-color: rgb(208,224,230);">.13</td><td>.74</td><td>-.33</td></tr><tr><td>60 мин</td><td>.47</td><td>.45</td><td>.58</td><td>.48</td><td>.60</td><td>.55</td><td>.55</td><td style="background-color: rgb(208,224,230);">-.08</td><td>.52</td><td>-.59</td></tr><tr><td>70 мин</td><td>.45</td><td>.41</td><td>.59</td><td>.46</td><td>.67</td><td>.57</td><td>.57</td><td style="background-color: rgb(208,224,230);">-.06</td><td>.52</td><td>-.97</td></tr><tr><td>80 мин</td><td>.04</td><td>.05</td><td>.06</td><td>.05</td><td>.04</td><td>.05</td><td>.05</td><td style="background-color: rgb(208,224,230);">-.58</td><td>.05</td><td>-.02</td></tr><tr><td>90 мин</td><td>.38</td><td>.32</td><td>.42</td><td>.36</td><td>.54</td><td>.45</td><td>.45</td><td style="background-color: rgb(208,224,230);">-.18</td><td>.40</td><td>-.75</td></tr><tr><td>100 мин</td><td>-.02</td><td>-.08</td><td>-.06</td><td>-.05</td><td>.08</td><td>.00</td><td>.00</td><td style="background-color: rgb(208,224,230);">-.63</td><td>-.03</td><td>-.44</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.3802 &Delta;&mu; + 0.0904 Корреляция &Delta;D_f и Mu R_c=.76</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>-.42</td><td>-.19</td><td>-.07</td><td>-.12</td></tr><tr><td> 40 мин</td><td>-.31</td><td>.03</td><td>-.03</td><td>.06</td></tr><tr><td> 50 мин</td><td>.52</td><td>-.01</td><td>.29</td><td>-.30</td></tr><tr><td> 60 мин</td><td>-.26</td><td>.22</td><td>-.01</td><td>.23</td></tr><tr><td> 70 мин</td><td>-.38</td><td>.00</td><td>-.05</td><td>.05</td></tr><tr><td> 80 мин</td><td>.95</td><td>.47</td><td>.45</td><td>.02</td></tr><tr><td> 90 мин</td><td>-.73</td><td>-.36</td><td>-.19</td><td>-.17</td></tr><tr><td> 100 мин</td><td>.31</td><td>.43</td><td>.21</td><td>.22</td></tr></tbody></table></pre><br /></div><br />Ориентиры от утреннего подскока:<br /><br /><div align="center" title="Расчеты проведены программой GAZOVIK(2.3.3)" style="color: black;"><h3>RIZ8m10(10 мин.): последняя 58195 на 04.12.2008 23:40</h3>Движение вверх на 3085 от 59100 (04.12.2008 11:00) до 62185 (04.12.2008 11:40) (+5.22%)<br /><table cellspacing="2" cellpadding="2" border="1" align="center" style="background-color: HoneyDew; width: 200px; text-align: center; font-weight: normal; color: black;"><caption style="font-weight: bold;">Движение по вектору</caption><tbody><tr><th>Уровень</th><th>Цена</th><th>Движение</th></tr><tr><td>MinOP</td><td>63363</td><td>4263</td></tr><tr><td>MidOP</td><td>64092</td><td>4992</td></tr><tr><td>MinXOP</td><td>65270</td><td>6170</td></tr><tr><td>Crit</td><td>65998</td><td>6898</td></tr><tr><td>Quadr</td><td>68355</td><td>9255</td></tr><tr><td>Popul</td><td>73504</td><td>14404</td></tr> </tbody></table></div><br /><br /><br /><br /><div align="center" title="Расчеты проведены программой GAZOVIK(2.3.3)" style="color: black;"><h3>RIZ8m10(10 мин.): последняя 58195 на 04.12.2008 23:40</h3>Движение вверх на 3085 от 59100 (04.12.2008 11:00) до 62185 (04.12.2008 11:40) (+5.22%)<br /><table cellspacing="2" cellpadding="2" border="1" align="center" style="background-color: RGB(204,222,240); width: 200px; text-align: center; font-weight: normal; color: black;"><caption style="font-weight: bold;">Коррекции для движения</caption><tbody><tr><th>Уровень</th><th>Цена</th><th>Движение</th></tr><tr><td>24%</td><td>61457</td><td>728</td></tr><tr><td>38%</td><td>61007</td><td>1178</td></tr><tr><td>50%</td><td>60643</td><td>1543</td></tr><tr><td>62%</td><td>60278</td><td>1907</td></tr><tr><td>76%</td><td>59828</td><td>2357</td></tr> </tbody></table></div><br /><br /><br /><br /><div align="center" title="Расчеты проведены программой GAZOVIK(2.3.3)" style="color: black;"><h3>RIZ8m10(10 мин.): последняя 58195 на 04.12.2008 23:40</h3>Движение вверх на 3085 от 59100 (04.12.2008 11:00) до 62185 (04.12.2008 11:40) (+5.22%)<br /><table cellspacing="2" cellpadding="2" border="1" align="center" style="background-color: MistyRose; width: 200px; text-align: center; font-weight: normal; color: black;"><caption style="font-weight: bold;">Ход, обратный вектору</caption><tbody><tr><th>Уровень</th><th>Цена</th><th>Движение</th></tr><tr><td>Fail</td><td>59828</td><td>2357</td></tr><tr><td>.62</td><td>57193</td><td>-1907</td></tr><tr><td>ZigZag</td><td>56015</td><td>-3085</td></tr><tr><td>1.62</td><td>54108</td><td>-4992</td></tr><tr><td>2.62</td><td>51023</td><td>-8077</td></tr><tr><td>3.62</td><td>47938</td><td>-11162</td></tr><tr><td>4.62</td><td>44853</td><td>-14247</td></tr><tr><td>Popul</td><td>44696</td><td>-14404</td></tr> </tbody></table></div><br /><br /><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/45153.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/44851.html Thu, 04 Dec 2008 04:16:34 GMT http://v-yefremov.livejournal.com/44851.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/000915sx/"><img src="http://pics.livejournal.com/v_yefremov/pic/000915sx/s320x240" width="175" height="240" border="0" /></a><br />Расчет по вечерней сессии. <br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/00092dkz/"><img src="http://pics.livejournal.com/v_yefremov/pic/00092dkz/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 03.12.2008 18:00 to 03.12.2008 23:40 N=35 (10мин.)<br /> O: 59005 H: 61895 L: 58305 C: 61005 V: 168 605 Ch: +3.15%<br />У-Стат: Dn: 59130 Mid: 60452 Up: 61774 Sig: 661 CSig: +0.4<br />Л-Канал: Dn: 59425 Mid: 60667 Up: 61910 Sig: 621 CSig: +0.3 T: +1.26% Rc=0.16(0.08) отстутсвует<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.43</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.75</td><td>.73</td><td>.83</td><td>.75</td><td>.87</td><td>.81</td><td>.81</td><td style="background-color: rgb(208,224,230);">.38</td><td>.78</td><td>-.54</td></tr><tr><td>30 мин</td><td>.71</td><td>.72</td><td>.65</td><td>.70</td><td>.63</td><td>.66</td><td>.66</td><td style="background-color: rgb(208,224,230);">.23</td><td>.68</td><td>.34</td></tr><tr><td>40 мин</td><td>.60</td><td>.67</td><td>.49</td><td>.61</td><td>.34</td><td>.48</td><td>.48</td><td style="background-color: rgb(208,224,230);">.04</td><td>.54</td><td>1.17</td></tr><tr><td>50 мин</td><td>.41</td><td>.38</td><td>.53</td><td>.42</td><td>.59</td><td>.51</td><td>.51</td><td style="background-color: rgb(208,224,230);">.08</td><td>.47</td><td>-.81</td></tr><tr><td>60 мин</td><td>-.03</td><td>.01</td><td>-.23</td><td>-.05</td><td>-.27</td><td>-.18</td><td>-.18</td><td style="background-color: rgb(208,224,230);">-.61</td><td>-.12</td><td>1.09</td></tr><tr><td>70 мин</td><td>.10</td><td>.08</td><td>.00</td><td>.07</td><td>.05</td><td>.05</td><td>.05</td><td style="background-color: rgb(208,224,230);">-.38</td><td>.06</td><td>.19</td></tr><tr><td>80 мин</td><td>-.01</td><td>.09</td><td>-.34</td><td>-.04</td><td>-.52</td><td>-.29</td><td>-.29</td><td style="background-color: rgb(208,224,230);">-.72</td><td>-.16</td><td>2.28</td></tr><tr><td>90 мин</td><td>.25</td><td>.29</td><td>.14</td><td>.25</td><td>.07</td><td>.16</td><td>.16</td><td style="background-color: rgb(208,224,230);">-.27</td><td>.20</td><td>.81</td></tr><tr><td>100 мин</td><td>.24</td><td>.21</td><td>.30</td><td>.24</td><td>.37</td><td>.31</td><td>.31</td><td style="background-color: rgb(208,224,230);">-.13</td><td>.27</td><td>-.56</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.1330 &Delta;&mu; + 0.0642 Корреляция &Delta;D_f и Mu R_c=.76</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>.87</td><td>.10</td><td>.18</td><td>-.08</td></tr><tr><td> 40 мин</td><td>.83</td><td>.14</td><td>.18</td><td>-.03</td></tr><tr><td> 50 мин</td><td>-1.98</td><td>.07</td><td>-.20</td><td>.27</td></tr><tr><td> 60 мин</td><td>1.90</td><td>.58</td><td>.32</td><td>.26</td></tr><tr><td> 70 мин</td><td>-.90</td><td>-.18</td><td>-.06</td><td>-.12</td></tr><tr><td> 80 мин</td><td>2.09</td><td>.22</td><td>.34</td><td>-.12</td></tr><tr><td> 90 мин</td><td>-1.47</td><td>-.36</td><td>-.13</td><td>-.23</td></tr><tr><td> 100 мин</td><td>-1.37</td><td>-.07</td><td>-.12</td><td>.05</td></tr></tbody></table></pre><br /></div><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/44851.html riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/44703.html Wed, 03 Dec 2008 01:17:01 GMT http://v-yefremov.livejournal.com/44703.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/00090e42/"><img src="http://pics.livejournal.com/v_yefremov/pic/00090e42/s320x240" width="175" height="240" border="0" /></a><br />Расчет по вечерней сессии. <br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008zzpk/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008zzpk/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 02.12.08 18:00 to 02.12.08 23:40 N=35 (10мин.)<br /> O: 60530 H: 62300 L: 59615 C: 61465 V: 125 006 Ch: +1.11%<br />У-Стат: Dn: 59799 Mid: 61025 Up: 62251 Sig: 613 CSig: +0.4<br />Л-Канал: Dn: 59506 Mid: 60667 Up: 61828 Sig: 580 CSig: +0.7 T: -2.97% Rc=-0.37(0.07)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.44</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.69</td><td>.67</td><td>.71</td><td>.69</td><td>.76</td><td>.72</td><td>.72</td><td style="background-color: rgb(208,224,230);">.28</td><td>.70</td><td>-.30</td></tr><tr><td>30 мин</td><td>.58</td><td>.65</td><td>.49</td><td>.59</td><td>.34</td><td>.47</td><td>.47</td><td style="background-color: rgb(208,224,230);">.03</td><td>.53</td><td>1.07</td></tr><tr><td>40 мин</td><td>.39</td><td>.44</td><td>.29</td><td>.39</td><td>.20</td><td>.29</td><td>.29</td><td style="background-color: rgb(208,224,230);">-.14</td><td>.34</td><td>.86</td></tr><tr><td>50 мин</td><td>.33</td><td>.34</td><td>.30</td><td>.33</td><td>.28</td><td>.30</td><td>.30</td><td style="background-color: rgb(208,224,230);">-.13</td><td>.32</td><td>.25</td></tr><tr><td>60 мин</td><td>.48</td><td>.47</td><td>.50</td><td>.48</td><td>.50</td><td>.49</td><td>.49</td><td style="background-color: rgb(208,224,230);">.06</td><td>.49</td><td>-.12</td></tr><tr><td>70 мин</td><td>.45</td><td>.44</td><td>.43</td><td>.44</td><td>.45</td><td>.44</td><td>.44</td><td style="background-color: rgb(208,224,230);">.01</td><td>.44</td><td>.01</td></tr><tr><td>80 мин</td><td>.45</td><td>.51</td><td>.19</td><td>.42</td><td>.08</td><td>.24</td><td>.24</td><td style="background-color: rgb(208,224,230);">-.20</td><td>.33</td><td>1.63</td></tr><tr><td>90 мин</td><td>.23</td><td>.30</td><td>.00</td><td>.21</td><td>-.12</td><td>.04</td><td>.04</td><td style="background-color: rgb(208,224,230);">-.40</td><td>.12</td><td>1.58</td></tr><tr><td>100 мин</td><td>.05</td><td>.07</td><td>-.04</td><td>.04</td><td>-.07</td><td>-.02</td><td>-.02</td><td style="background-color: rgb(208,224,230);">-.46</td><td>.01</td><td>.55</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.0388 &Delta;&mu; + 0.0827 Корреляция &Delta;D_f и Mu R_c=.29</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>1.37</td><td>.18</td><td>.14</td><td>.04</td></tr><tr><td> 40 мин</td><td>-.21</td><td>.19</td><td>.07</td><td>.11</td></tr><tr><td> 50 мин</td><td>-.60</td><td>.02</td><td>.06</td><td>-.03</td></tr><tr><td> 60 мин</td><td>-.37</td><td>-.17</td><td>.07</td><td>-.24</td></tr><tr><td> 70 мин</td><td>.12</td><td>.04</td><td>.09</td><td>-.04</td></tr><tr><td> 80 мин</td><td>1.62</td><td>.11</td><td>.15</td><td>-.03</td></tr><tr><td> 90 мин</td><td>-.05</td><td>.21</td><td>.08</td><td>.12</td></tr><tr><td> 100 мин</td><td>-1.04</td><td>.12</td><td>.04</td><td>.07</td></tr></tbody></table></pre><br /></div><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/44703.html ценовой вектор riz8 фьючерс ksi-модель public 1 http://v-yefremov.livejournal.com/44498.html Tue, 02 Dec 2008 06:49:29 GMT http://v-yefremov.livejournal.com/44498.html Декабрьский фьючерс RIZ8 на индекс РТС (дни)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008xw30/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008xw30/s320x240" width="175" height="240" border="0" /></a><br />Расчет по вечерней сессии.<br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008yrh7/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008yrh7/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 01.12.2008 19:30 to 01.12.2008 23:40 N=26 (10мин.)<br /> O: 60210 H: 60520 L: 58745 C: 58790 V: 75 126 Ch: -2.38%<br />У-Стат: Dn: 59226 Mid: 59908 Up: 60590 Sig: 341 CSig: -1.6<br />Л-Канал: Dn: 58862 Mid: 59378 Up: 59895 Sig: 258 CSig: -1.1 T: -5.12% Rc=-0.74(0.04)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 7 точкам &lt;&xi;&gt; =.58</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.67</td><td>.67</td><td>.70</td><td>.68</td><td>.70</td><td>.69</td><td>.69</td><td style="background-color: rgb(208,224,230);">.11</td><td>.68</td><td>-.13</td></tr><tr><td>30 мин</td><td>.71</td><td>.67</td><td>.77</td><td>.71</td><td>.86</td><td>.78</td><td>.78</td><td style="background-color: rgb(208,224,230);">.20</td><td>.74</td><td>-.68</td></tr><tr><td>40 мин</td><td>.53</td><td>.51</td><td>.68</td><td>.55</td><td>.69</td><td>.63</td><td>.63</td><td style="background-color: rgb(208,224,230);">.05</td><td>.59</td><td>-.72</td></tr><tr><td>50 мин</td><td>.44</td><td>.42</td><td>.55</td><td>.45</td><td>.58</td><td>.52</td><td>.52</td><td style="background-color: rgb(208,224,230);">-.06</td><td>.49</td><td>-.62</td></tr><tr><td>60 мин</td><td>.01</td><td>.07</td><td>-.19</td><td>-.01</td><td>-.30</td><td>-.16</td><td>-.16</td><td style="background-color: rgb(208,224,230);">-.74</td><td>-.08</td><td>1.41</td></tr><tr><td>70 мин</td><td>.06</td><td>.08</td><td>-.04</td><td>.05</td><td>-.06</td><td>-.01</td><td>-.01</td><td style="background-color: rgb(208,224,230);">-.59</td><td>.02</td><td>.55</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.2350 &Delta;&mu; + 0.1014 Корреляция &Delta;D_f и Mu R_c=.99</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>-.55</td><td>-.06</td><td>-.03</td><td>-.03</td></tr><tr><td> 40 мин</td><td>-.04</td><td>.15</td><td>.09</td><td>.06</td></tr><tr><td> 50 мин</td><td>.10</td><td>.10</td><td>.13</td><td>-.02</td></tr><tr><td> 60 мин</td><td>2.03</td><td>.57</td><td>.58</td><td>-.01</td></tr><tr><td> 70 мин</td><td>-.86</td><td>-.10</td><td>-.10</td><td>.00</td></tr></tbody></table></pre><br /></div><br />Ориентиры по вектору начала падения.<br /><br /><div align="center" title="Расчеты проведены программой GAZOVIK(2.3.3)" style="color: black;"><h3>RIZ8m10(10 мин.): последняя 58790 на 01.12.2008 23:40</h3>Движение вниз на -5570 от 70570 (27.11.2008 12:10) до 65000 (28.11.2008 15:00) (-7.89%)<br /><table cellspacing="2" cellpadding="2" border="1" align="center" style="background-color: MistyRose; width: 200px; text-align: center; font-weight: normal; color: black;"><caption style="font-weight: bold;">Движение по вектору</caption><tbody><tr><th>Уровень</th><th>Цена</th><th>Движение</th></tr><tr><td>MinOP</td><td>62872</td><td>-7698</td></tr><tr><td>MidOP</td><td>61558</td><td>-9012</td></tr><tr><td>MinXOP</td><td>59430</td><td>-11140</td></tr><tr><td>Crit</td><td>58115</td><td>-12455</td></tr><tr><td>Quadr</td><td>53860</td><td>-16710</td></tr><tr><td>Popul</td><td>44564</td><td>-26006</td></tr> </tbody></table></div><br /><br /><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/44498.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/44282.html Fri, 28 Nov 2008 22:14:13 GMT http://v-yefremov.livejournal.com/44282.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008tx8q/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008tx8q/s320x240" width="175" height="240" border="0" /></a><br />Расчет по доминирующему циклу (10-минутки) N=36<br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008wzf5/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008wzf5/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 28.11.2008 17:40 to 28.11.2008 23:40 N=36 (10мин.)<br /> O: 66835 H: 67485 L: 65500 C: 66900 V: 63 150 Ch: +0.11%<br />У-Стат: Dn: 65551 Mid: 66463 Up: 67374 Sig: 456 CSig: +0.5<br />Л-Канал: Dn: 66655 Mid: 67140 Up: 67626 Sig: 243 CSig: -0.5 T: +4.52% Rc=0.85(0.02)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.33</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.35</td><td>.36</td><td>.23</td><td>.33</td><td>.21</td><td>.26</td><td>.26</td><td style="background-color: rgb(208,224,230);">-.07</td><td>.29</td><td>.60</td></tr><tr><td>30 мин</td><td>.14</td><td>.27</td><td>-.25</td><td>.12</td><td>-.48</td><td>-.19</td><td>-.19</td><td style="background-color: rgb(208,224,230);">-.53</td><td>-.04</td><td>2.79</td></tr><tr><td>40 мин</td><td>.63</td><td>.47</td><td>1.01</td><td>.64</td><td>1.33</td><td>.99</td><td>.99</td><td style="background-color: rgb(208,224,230);">.66</td><td>.82</td><td>-3.14</td></tr><tr><td>50 мин</td><td>.61</td><td>.70</td><td>.46</td><td>.62</td><td>.28</td><td>.45</td><td>.45</td><td style="background-color: rgb(208,224,230);">.12</td><td>.53</td><td>1.49</td></tr><tr><td>60 мин</td><td>.49</td><td>.63</td><td>.18</td><td>.48</td><td>-.09</td><td>.19</td><td>.19</td><td style="background-color: rgb(208,224,230);">-.14</td><td>.34</td><td>2.60</td></tr><tr><td>70 мин</td><td>.67</td><td>.76</td><td>.37</td><td>.65</td><td>.21</td><td>.42</td><td>.42</td><td style="background-color: rgb(208,224,230);">.08</td><td>.53</td><td>2.08</td></tr><tr><td>80 мин</td><td>.77</td><td>.87</td><td>.41</td><td>.74</td><td>.25</td><td>.48</td><td>.48</td><td style="background-color: rgb(208,224,230);">.14</td><td>.61</td><td>2.38</td></tr><tr><td>90 мин</td><td>.42</td><td>.55</td><td>.08</td><td>.41</td><td>-.16</td><td>.11</td><td>.11</td><td style="background-color: rgb(208,224,230);">-.22</td><td>.26</td><td>2.62</td></tr><tr><td>100 мин</td><td>.61</td><td>.66</td><td>.41</td><td>.59</td><td>.33</td><td>.45</td><td>.45</td><td style="background-color: rgb(208,224,230);">.12</td><td>.52</td><td>1.24</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.1210 &Delta;&mu; - 0.0379 Корреляция &Delta;D_f и Mu R_c=.90</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>2.19</td><td>.33</td><td>.23</td><td>.11</td></tr><tr><td> 40 мин</td><td>-5.94</td><td>-.85</td><td>-.76</td><td>-.10</td></tr><tr><td> 50 мин</td><td>4.64</td><td>.28</td><td>.52</td><td>-.24</td></tr><tr><td> 60 мин</td><td>1.11</td><td>.20</td><td>.10</td><td>.10</td></tr><tr><td> 70 мин</td><td>-.52</td><td>-.19</td><td>-.10</td><td>-.09</td></tr><tr><td> 80 мин</td><td>.30</td><td>-.08</td><td>.00</td><td>-.07</td></tr><tr><td> 90 мин</td><td>.24</td><td>.35</td><td>-.01</td><td>.36</td></tr><tr><td> 100 мин</td><td>-1.38</td><td>-.26</td><td>-.21</td><td>-.06</td></tr></tbody></table></pre><br /></div><br />Приведены уровни для расчета по первому малому удару вниз.<br /><br /><div align="center" title="Расчеты проведены программой GAZOVIK(2.3.3)" style="color: black;"><h3>RIZ8m10(10 мин.): последняя 66900 на 28.11.2008 23:40</h3>Движение вниз на -1300 от 69000 (28.11.2008 10:30) до 67700 (28.11.2008 10:40) (-1.88%)<br /><table cellspacing="2" cellpadding="2" border="1" align="center" style="background-color: MistyRose; width: 200px; text-align: center; font-weight: normal; color: black;"><caption style="font-weight: bold;">Движение по вектору</caption><tbody><tr><th>Уровень</th><th>Цена</th><th>Движение</th></tr><tr><td>MinOP</td><td>67203</td><td>-1797</td></tr><tr><td>MidOP</td><td>66897</td><td>-2103</td></tr><tr><td>MinXOP</td><td>66400</td><td>-2600</td></tr><tr><td>Crit</td><td>66093</td><td>-2907</td></tr><tr><td>Quadr</td><td>65100</td><td>-3900</td></tr><tr><td>Popul</td><td>62930</td><td>-6070</td></tr> </tbody></table></div><br /><br /><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/44282.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/43978.html Fri, 28 Nov 2008 05:11:28 GMT http://v-yefremov.livejournal.com/43978.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008rx5x/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008rx5x/s320x240" width="175" height="240" border="0" /></a><br />Расчет по доминирующему циклу 315 мин (на основе 10-минуток)<br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008sky5/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008sky5/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 27.11.2008 18:30 to 27.11.2008 23:40 N=32 (10мин.)<br /> O: 67885 H: 68750 L: 67250 C: 68300 V: 24 421 Ch: +0.61%<br />У-Стат: Dn: 67441 Mid: 68099 Up: 68757 Sig: 329 CSig: +0.3<br />Л-Канал: Dn: 67933 Mid: 68447 Up: 68960 Sig: 257 CSig: -0.3 T: +2.57% Rc=0.62(0.05)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 9 точкам &lt;&xi;&gt; =.43</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.52</td><td>.53</td><td>.47</td><td>.51</td><td>.44</td><td>.48</td><td>.48</td><td style="background-color: rgb(208,224,230);">.04</td><td>.49</td><td>.32</td></tr><tr><td>30 мин</td><td>.71</td><td>.70</td><td>.73</td><td>.71</td><td>.74</td><td>.73</td><td>.73</td><td style="background-color: rgb(208,224,230);">.29</td><td>.72</td><td>-.15</td></tr><tr><td>40 мин</td><td>.54</td><td>.60</td><td>.40</td><td>.54</td><td>.28</td><td>.41</td><td>.41</td><td style="background-color: rgb(208,224,230);">-.03</td><td>.47</td><td>1.17</td></tr><tr><td>50 мин</td><td>.42</td><td>.37</td><td>.50</td><td>.42</td><td>.60</td><td>.51</td><td>.51</td><td style="background-color: rgb(208,224,230);">.07</td><td>.46</td><td>-.81</td></tr><tr><td>60 мин</td><td>.29</td><td>.31</td><td>.06</td><td>.26</td><td>.06</td><td>.14</td><td>.14</td><td style="background-color: rgb(208,224,230);">-.29</td><td>.20</td><td>1.04</td></tr><tr><td>70 мин</td><td>.25</td><td>.41</td><td>-.22</td><td>.22</td><td>-.51</td><td>-.16</td><td>-.16</td><td style="background-color: rgb(208,224,230);">-.60</td><td>.03</td><td>3.41</td></tr><tr><td>80 мин</td><td>.31</td><td>.30</td><td>.29</td><td>.30</td><td>.31</td><td>.30</td><td>.30</td><td style="background-color: rgb(208,224,230);">-.13</td><td>.30</td><td>.01</td></tr><tr><td>90 мин</td><td>.40</td><td>.36</td><td>.65</td><td>.43</td><td>.71</td><td>.59</td><td>.59</td><td style="background-color: rgb(208,224,230);">.15</td><td>.51</td><td>-1.38</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.0902 &Delta;&mu; + 0.0194 Корреляция &Delta;D_f и Mu R_c=.83</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>-.47</td><td>-.22</td><td>-.02</td><td>-.20</td></tr><tr><td> 40 мин</td><td>1.32</td><td>.25</td><td>.14</td><td>.11</td></tr><tr><td> 50 мин</td><td>-1.99</td><td>.01</td><td>-.16</td><td>.17</td></tr><tr><td> 60 мин</td><td>1.85</td><td>.27</td><td>.19</td><td>.08</td></tr><tr><td> 70 мин</td><td>2.37</td><td>.17</td><td>.23</td><td>-.06</td></tr><tr><td> 80 мин</td><td>-3.40</td><td>-.27</td><td>-.29</td><td>.01</td></tr><tr><td> 90 мин</td><td>-1.39</td><td>-.21</td><td>-.11</td><td>-.10</td></tr></tbody></table></pre><br /></div><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/43978.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/43652.html Thu, 27 Nov 2008 02:46:41 GMT http://v-yefremov.livejournal.com/43652.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008p0sc/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008p0sc/s320x240" width="175" height="240" border="0" /></a><br />Расчет от неудавшегося продавливания вниз (10-минутки)<br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008qtfw/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008qtfw/s320x240" width="281" height="240" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 26.11.2008 16:30 to 26.11.2008 23:40 N=43 (10мин.)<br /> O: 65550 H: 68795 L: 64510 C: 68400 V: 187 305 Ch: +4.40%<br />У-Стат: Dn: 64270 Mid: 66311 Up: 68352 Sig: 1021 CSig: +1.0<br />Л-Канал: Dn: 66621 Mid: 67837 Up: 69054 Sig: 608 CSig: +0.5 T: +8.21% Rc=0.82(0.03)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 12 точкам &lt;&xi;&gt; =.53</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.61</td><td>.69</td><td>.44</td><td>.61</td><td>.28</td><td>.44</td><td>.44</td><td style="background-color: rgb(208,224,230);">-.09</td><td>.52</td><td>1.49</td></tr><tr><td>30 мин</td><td>.70</td><td>.68</td><td>.75</td><td>.70</td><td>.80</td><td>.75</td><td>.75</td><td style="background-color: rgb(208,224,230);">.22</td><td>.73</td><td>-.46</td></tr><tr><td>40 мин</td><td>.70</td><td>.69</td><td>.77</td><td>.71</td><td>.79</td><td>.75</td><td>.75</td><td style="background-color: rgb(208,224,230);">.22</td><td>.73</td><td>-.40</td></tr><tr><td>50 мин</td><td>.71</td><td>.71</td><td>.71</td><td>.71</td><td>.71</td><td>.71</td><td>.71</td><td style="background-color: rgb(208,224,230);">.18</td><td>.71</td><td>-.01</td></tr><tr><td>60 мин</td><td>.60</td><td>.62</td><td>.56</td><td>.60</td><td>.52</td><td>.56</td><td>.56</td><td style="background-color: rgb(208,224,230);">.03</td><td>.58</td><td>.37</td></tr><tr><td>70 мин</td><td>.47</td><td>.48</td><td>.41</td><td>.46</td><td>.39</td><td>.42</td><td>.42</td><td style="background-color: rgb(208,224,230);">-.11</td><td>.44</td><td>.34</td></tr><tr><td>80 мин</td><td>.45</td><td>.47</td><td>.34</td><td>.43</td><td>.32</td><td>.37</td><td>.37</td><td style="background-color: rgb(208,224,230);">-.16</td><td>.40</td><td>.59</td></tr><tr><td>90 мин</td><td>.31</td><td>.36</td><td>.14</td><td>.30</td><td>.06</td><td>.17</td><td>.17</td><td style="background-color: rgb(208,224,230);">-.36</td><td>.23</td><td>1.15</td></tr><tr><td>100 мин</td><td>.24</td><td>.31</td><td>-.02</td><td>.22</td><td>-.13</td><td>.03</td><td>.03</td><td style="background-color: rgb(208,224,230);">-.50</td><td>.12</td><td>1.68</td></tr><tr><td>110 мин</td><td>.09</td><td>.15</td><td>-.15</td><td>.06</td><td>-.25</td><td>-.11</td><td>-.11</td><td style="background-color: rgb(208,224,230);">-.64</td><td>-.02</td><td>1.54</td></tr><tr><td>120 мин</td><td>.21</td><td>.29</td><td>.03</td><td>.20</td><td>-.13</td><td>.04</td><td>.04</td><td style="background-color: rgb(208,224,230);">-.50</td><td>.12</td><td>1.51</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.1237 &Delta;&mu; + 0.0403 Корреляция &Delta;D_f и Mu R_c=.72</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>-1.95</td><td>-.20</td><td>-.20</td><td>.00</td></tr><tr><td> 40 мин</td><td>.06</td><td>-.01</td><td>.05</td><td>-.05</td></tr><tr><td> 50 мин</td><td>.39</td><td>.02</td><td>.09</td><td>-.07</td></tr><tr><td> 60 мин</td><td>.39</td><td>.13</td><td>.09</td><td>.04</td></tr><tr><td> 70 мин</td><td>-.04</td><td>.14</td><td>.04</td><td>.10</td></tr><tr><td> 80 мин</td><td>.25</td><td>.04</td><td>.07</td><td>-.03</td></tr><tr><td> 90 мин</td><td>.56</td><td>.17</td><td>.11</td><td>.06</td></tr><tr><td> 100 мин</td><td>.54</td><td>.11</td><td>.11</td><td>.00</td></tr><tr><td> 110 мин</td><td>-.15</td><td>.14</td><td>.02</td><td>.12</td></tr><tr><td> 120 мин</td><td>-.03</td><td>-.14</td><td>.04</td><td>-.18</td></tr></tbody></table></pre><br /></div><br />В качестве малых ориентиров принимаем цели по последнему неудавшемуся тычку вниз.<br /><br /><div align="center" title="Расчеты проведены программой GAZOVIK(2.3.3)" style="color: black;"><h3>RIZ8m10(10 мин.): последняя 68400 на 26.11.2008 23:40</h3>Движение вниз на -2640 от 67150 (26.11.2008 15:30) до 64510 (26.11.2008 16:30) (-3.93%)<br /><table cellspacing="2" cellpadding="2" border="1" align="center" style="background-color: HoneyDew; width: 200px; text-align: center; font-weight: normal; color: black;"><caption style="font-weight: bold;">Ход, обратный вектору</caption><tbody><tr><th>Уровень</th><th>Цена</th><th>Движение</th></tr><tr><td>Fail</td><td>66527</td><td>-2017</td></tr><tr><td>.62</td><td>68782</td><td>1632</td></tr><tr><td>ZigZag</td><td>69790</td><td>2640</td></tr><tr><td>1.62</td><td>71422</td><td>4272</td></tr><tr><td>2.62</td><td>74062</td><td>6912</td></tr><tr><td>3.62</td><td>76702</td><td>9552</td></tr><tr><td>4.62</td><td>79342</td><td>12192</td></tr><tr><td>Popul</td><td>79476</td><td>12326</td></tr> </tbody></table></div><br /><br /><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/43652.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/43350.html Wed, 26 Nov 2008 02:31:44 GMT http://v-yefremov.livejournal.com/43350.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008hbrz/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008hbrz/s320x240" width="175" height="240" border="0" /></a><br />Расчет по вечерней сессии. Ширина в полтора доминирующего периода <br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008k7xc/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008k7xc/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 25.11.2008 18:00 to 25.11.2008 23:40 N=35 (10мин.)<br /> O: 69390 H: 70750 L: 65325 C: 66700 V: 160 733 Ch: -3.75%<br />У-Стат: Dn: 64671 Mid: 67053 Up: 69434 Sig: 1191 CSig: -0.1<br />Л-Канал: Dn: 64066 Mid: 65840 Up: 67613 Sig: 887 CSig: +0.5 T: -8.06% Rc=-0.61(0.05)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.34</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.70</td><td>.66</td><td>.83</td><td>.71</td><td>.89</td><td>.80</td><td>.80</td><td style="background-color: rgb(208,224,230);">.47</td><td>.76</td><td>-.87</td></tr><tr><td>30 мин</td><td>.58</td><td>.55</td><td>.71</td><td>.59</td><td>.75</td><td>.68</td><td>.68</td><td style="background-color: rgb(208,224,230);">.34</td><td>.63</td><td>-.80</td></tr><tr><td>40 мин</td><td>.49</td><td>.56</td><td>.34</td><td>.49</td><td>.22</td><td>.35</td><td>.35</td><td style="background-color: rgb(208,224,230);">.02</td><td>.42</td><td>1.22</td></tr><tr><td>50 мин</td><td>.14</td><td>.13</td><td>.14</td><td>.13</td><td>.16</td><td>.15</td><td>.15</td><td style="background-color: rgb(208,224,230);">-.19</td><td>.14</td><td>-.12</td></tr><tr><td>60 мин</td><td>-.10</td><td>-.12</td><td>-.04</td><td>-.10</td><td>.00</td><td>-.05</td><td>-.05</td><td style="background-color: rgb(208,224,230);">-.38</td><td>-.07</td><td>-.44</td></tr><tr><td>70 мин</td><td>-.38</td><td>-.31</td><td>-.62</td><td>-.40</td><td>-.75</td><td>-.58</td><td>-.58</td><td style="background-color: rgb(208,224,230);">-.92</td><td>-.49</td><td>1.65</td></tr><tr><td>80 мин</td><td>-.27</td><td>-.29</td><td>-.20</td><td>-.26</td><td>-.16</td><td>-.21</td><td>-.21</td><td style="background-color: rgb(208,224,230);">-.55</td><td>-.24</td><td>-.48</td></tr><tr><td>90 мин</td><td>.34</td><td>.34</td><td>.40</td><td>.35</td><td>.39</td><td>.38</td><td>.38</td><td style="background-color: rgb(208,224,230);">.04</td><td>.36</td><td>-.24</td></tr><tr><td>100 мин</td><td>.31</td><td>.43</td><td>.06</td><td>.31</td><td>-.18</td><td>.06</td><td>.06</td><td style="background-color: rgb(208,224,230);">-.27</td><td>.18</td><td>2.19</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.0749 &Delta;&mu; + 0.0428 Корреляция &Delta;D_f и Mu R_c=.38</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>.08</td><td>.12</td><td>.05</td><td>.07</td></tr><tr><td> 40 мин</td><td>2.02</td><td>.21</td><td>.19</td><td>.02</td></tr><tr><td> 50 мин</td><td>-1.33</td><td>.28</td><td>-.06</td><td>.34</td></tr><tr><td> 60 мин</td><td>-.32</td><td>.21</td><td>.02</td><td>.19</td></tr><tr><td> 70 мин</td><td>2.09</td><td>.42</td><td>.20</td><td>.22</td></tr><tr><td> 80 мин</td><td>-2.14</td><td>-.25</td><td>-.12</td><td>-.13</td></tr><tr><td> 90 мин</td><td>.24</td><td>-.60</td><td>.06</td><td>-.66</td></tr><tr><td> 100 мин</td><td>2.44</td><td>.18</td><td>.23</td><td>-.05</td></tr></tbody></table></pre><br /></div><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/43350.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/43252.html Mon, 24 Nov 2008 23:04:26 GMT http://v-yefremov.livejournal.com/43252.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008gg0y/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008gg0y/s320x240" width="175" height="240" border="0" /></a><br />Расчет по доминирующему циклу (10-минутки)<br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008f4se/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008f4se/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 24.11.2008 16:40 to 24.11.2008 23:40 N=42 (10мин.)<br /> O: 63200 H: 69395 L: 62800 C: 69125 V: 229 530 Ch: +9.38%<br />У-Стат: Dn: 62858 Mid: 66179 Up: 69501 Sig: 1661 CSig: +0.9<br />Л-Канал: Dn: 66744 Mid: 68597 Up: 70450 Sig: 927 CSig: +0.3 T: +12.89% Rc=0.82(0.02)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 11 точкам &lt;&xi;&gt; =.58</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.73</td><td>.69</td><td>.83</td><td>.74</td><td>.89</td><td>.82</td><td>.82</td><td style="background-color: rgb(208,224,230);">.24</td><td>.78</td><td>-.74</td></tr><tr><td>30 мин</td><td>.60</td><td>.56</td><td>.73</td><td>.61</td><td>.80</td><td>.71</td><td>.71</td><td style="background-color: rgb(208,224,230);">.14</td><td>.66</td><td>-.90</td></tr><tr><td>40 мин</td><td>.59</td><td>.60</td><td>.52</td><td>.58</td><td>.50</td><td>.54</td><td>.54</td><td style="background-color: rgb(208,224,230);">-.04</td><td>.56</td><td>.39</td></tr><tr><td>50 мин</td><td>.53</td><td>.61</td><td>.36</td><td>.53</td><td>.22</td><td>.37</td><td>.37</td><td style="background-color: rgb(208,224,230);">-.20</td><td>.45</td><td>1.41</td></tr><tr><td>60 мин</td><td>.44</td><td>.46</td><td>.40</td><td>.44</td><td>.36</td><td>.40</td><td>.40</td><td style="background-color: rgb(208,224,230);">-.18</td><td>.42</td><td>.36</td></tr><tr><td>70 мин</td><td>.64</td><td>.69</td><td>.45</td><td>.62</td><td>.37</td><td>.49</td><td>.49</td><td style="background-color: rgb(208,224,230);">-.09</td><td>.55</td><td>1.20</td></tr><tr><td>80 мин</td><td>.74</td><td>.89</td><td>.38</td><td>.73</td><td>.10</td><td>.41</td><td>.41</td><td style="background-color: rgb(208,224,230);">-.17</td><td>.57</td><td>2.88</td></tr><tr><td>90 мин</td><td>.65</td><td>.71</td><td>.51</td><td>.64</td><td>.40</td><td>.52</td><td>.52</td><td style="background-color: rgb(208,224,230);">-.06</td><td>.58</td><td>1.12</td></tr><tr><td>100 мин</td><td>.50</td><td>.47</td><td>.55</td><td>.50</td><td>.61</td><td>.55</td><td>.55</td><td style="background-color: rgb(208,224,230);">-.02</td><td>.52</td><td>-.51</td></tr><tr><td>110 мин</td><td>.46</td><td>.46</td><td>.50</td><td>.47</td><td>.48</td><td>.48</td><td>.48</td><td style="background-color: rgb(208,224,230);">-.10</td><td>.47</td><td>-.12</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = -0.0007 &Delta;&mu; + 0.0337 Корреляция &Delta;D_f и Mu R_c=-.01</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>-.16</td><td>.11</td><td>.03</td><td>.08</td></tr><tr><td> 40 мин</td><td>1.28</td><td>.10</td><td>.03</td><td>.07</td></tr><tr><td> 50 мин</td><td>1.02</td><td>.11</td><td>.03</td><td>.08</td></tr><tr><td> 60 мин</td><td>-1.05</td><td>.03</td><td>.03</td><td>.00</td></tr><tr><td> 70 мин</td><td>.84</td><td>-.13</td><td>.03</td><td>-.17</td></tr><tr><td> 80 мин</td><td>1.68</td><td>-.01</td><td>.03</td><td>-.05</td></tr><tr><td> 90 мин</td><td>-1.77</td><td>-.02</td><td>.03</td><td>-.05</td></tr><tr><td> 100 мин</td><td>-1.63</td><td>.06</td><td>.03</td><td>.02</td></tr><tr><td> 110 мин</td><td>.39</td><td>.05</td><td>.03</td><td>.02</td></tr></tbody></table></pre><br /></div><br /><br /><br /><div align="center" title="Расчеты проведены программой GAZOVIK(2.3.3)" style="color: black;"><h3>RIZ8m10(10 мин.): последняя 69125 на 24.11.2008 23:40</h3>Движение вверх на 5680 от 54820 (21.11.2008 22:00) до 60500 (24.11.2008 10:30) (+10.36%)<br /><table cellspacing="2" cellpadding="2" border="1" align="center" style="background-color: HoneyDew; width: 200px; text-align: center; font-weight: normal; color: black;"><caption style="font-weight: bold;">Движение по вектору</caption><tbody><tr><th>Уровень</th><th>Цена</th><th>Движение</th></tr><tr><td>MinOP</td><td>62670</td><td>7850</td></tr><tr><td>MidOP</td><td>64010</td><td>9190</td></tr><tr><td>MinXOP</td><td>66180</td><td>11360</td></tr><tr><td>Crit</td><td>67520</td><td>12700</td></tr><tr><td>Quadr</td><td>71860</td><td>17040</td></tr><tr><td>Popul</td><td>81340</td><td>26520</td></tr> </tbody></table></div><br /><br /><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/43252.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/42781.html Sat, 22 Nov 2008 09:50:19 GMT http://v-yefremov.livejournal.com/42781.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008d3gt/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008d3gt/s320x240" width="175" height="240" border="0" /></a><br />Расчет для декабрьского фьючерса RIZ8 на индекс РТС (10 мин.) в окне, определенном из Фурье-анализа.<br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008e59e/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008e59e/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 21.11.2008 18:30 to 21.11.2008 23:40 N=32 (10мин.)<br /> O: 57030 H: 59220 L: 54820 C: 59150 V: 142 859 Ch: +3.68%<br />У-Стат: Dn: 54745 Mid: 56331 Up: 57918 Sig: 793 CSig: +1.8<br />Л-Канал: Dn: 54577 Mid: 56378 Up: 58178 Sig: 900 CSig: +1.5 T: -0.04% Rc=0.00(0.09) отстутсвует<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 9 точкам &lt;&xi;&gt; =.48</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.73</td><td>.72</td><td>.76</td><td>.73</td><td>.77</td><td>.75</td><td>.75</td><td style="background-color: rgb(208,224,230);">.27</td><td>.74</td><td>-.22</td></tr><tr><td>30 мин</td><td>.59</td><td>.58</td><td>.63</td><td>.59</td><td>.64</td><td>.62</td><td>.62</td><td style="background-color: rgb(208,224,230);">.14</td><td>.61</td><td>-.25</td></tr><tr><td>40 мин</td><td>.45</td><td>.38</td><td>.71</td><td>.47</td><td>.84</td><td>.67</td><td>.67</td><td style="background-color: rgb(208,224,230);">.18</td><td>.57</td><td>-1.74</td></tr><tr><td>50 мин</td><td>.20</td><td>.14</td><td>.44</td><td>.22</td><td>.54</td><td>.39</td><td>.39</td><td style="background-color: rgb(208,224,230);">-.09</td><td>.31</td><td>-1.53</td></tr><tr><td>60 мин</td><td>.17</td><td>.15</td><td>.17</td><td>.16</td><td>.20</td><td>.18</td><td>.18</td><td style="background-color: rgb(208,224,230);">-.31</td><td>.17</td><td>-.15</td></tr><tr><td>70 мин</td><td>.14</td><td>.17</td><td>-.22</td><td>.08</td><td>-.23</td><td>-.11</td><td>-.11</td><td style="background-color: rgb(208,224,230);">-.59</td><td>-.01</td><td>1.67</td></tr><tr><td>80 мин</td><td>.21</td><td>.45</td><td>-.49</td><td>.16</td><td>-.91</td><td>-.40</td><td>-.40</td><td style="background-color: rgb(208,224,230);">-.88</td><td>-.12</td><td>5.06</td></tr><tr><td>90 мин</td><td>.43</td><td>.35</td><td>.67</td><td>.45</td><td>.82</td><td>.64</td><td>.64</td><td style="background-color: rgb(208,224,230);">.16</td><td>.54</td><td>-1.71</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.0836 &Delta;&mu; + 0.0458 Корреляция &Delta;D_f и Mu R_c=.88</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>-.04</td><td>.13</td><td>.04</td><td>.09</td></tr><tr><td> 40 мин</td><td>-1.48</td><td>.03</td><td>-.08</td><td>.11</td></tr><tr><td> 50 мин</td><td>.21</td><td>.26</td><td>.06</td><td>.20</td></tr><tr><td> 60 мин</td><td>1.38</td><td>.14</td><td>.16</td><td>-.02</td></tr><tr><td> 70 мин</td><td>1.81</td><td>.18</td><td>.20</td><td>-.01</td></tr><tr><td> 80 мин</td><td>3.39</td><td>.10</td><td>.33</td><td>-.23</td></tr><tr><td> 90 мин</td><td>-6.77</td><td>-.66</td><td>-.52</td><td>-.14</td></tr></tbody></table></pre><br /></div><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/42781.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/42500.html Fri, 21 Nov 2008 05:45:26 GMT http://v-yefremov.livejournal.com/42500.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008bw2q/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008bw2q/s320x240" width="175" height="240" border="0" /></a><br />Сорвавшийся сценарий пробоя давящего сопротивления<br />Расчет по вечерней сессии.<br /><a name="cutid1"></a><br />Декабрьский фьючерс RIZ8 на индекс РТС (10 мин.) <br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008cp0e/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008cp0e/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 20.11.08 18:00 to 20.11.08 23:40 N=35 (10мин.)<br /> O: 55180 H: 61315 L: 54330 C: 54870 V: 178 837 Ch: +0.27%<br />У-Стат: Dn: 54568 Mid: 57846 Up: 61123 Sig: 1639 CSig: -0.9<br />Л-Канал: Dn: 54890 Mid: 58184 Up: 61478 Sig: 1647 CSig: -1.0 T: +2.81% Rc=0.13(0.08) отстутсвует<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.58</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.76</td><td>.75</td><td>.80</td><td>.77</td><td>.81</td><td>.79</td><td>.79</td><td style="background-color: rgb(208,224,230);">.21</td><td>.78</td><td>-.22</td></tr><tr><td>30 мин</td><td>.73</td><td>.74</td><td>.69</td><td>.73</td><td>.69</td><td>.71</td><td>.71</td><td style="background-color: rgb(208,224,230);">.13</td><td>.72</td><td>.17</td></tr><tr><td>40 мин</td><td>.68</td><td>.70</td><td>.62</td><td>.67</td><td>.58</td><td>.62</td><td>.62</td><td style="background-color: rgb(208,224,230);">.05</td><td>.65</td><td>.45</td></tr><tr><td>50 мин</td><td>.65</td><td>.68</td><td>.54</td><td>.64</td><td>.48</td><td>.56</td><td>.56</td><td style="background-color: rgb(208,224,230);">-.02</td><td>.60</td><td>.75</td></tr><tr><td>60 мин</td><td>.57</td><td>.64</td><td>.40</td><td>.56</td><td>.26</td><td>.41</td><td>.41</td><td style="background-color: rgb(208,224,230);">-.17</td><td>.48</td><td>1.38</td></tr><tr><td>70 мин</td><td>.35</td><td>.40</td><td>.16</td><td>.33</td><td>.07</td><td>.19</td><td>.19</td><td style="background-color: rgb(208,224,230);">-.38</td><td>.26</td><td>1.23</td></tr><tr><td>80 мин</td><td>.45</td><td>.51</td><td>.31</td><td>.45</td><td>.19</td><td>.31</td><td>.31</td><td style="background-color: rgb(208,224,230);">-.26</td><td>.38</td><td>1.17</td></tr><tr><td>90 мин</td><td>.43</td><td>.49</td><td>.25</td><td>.41</td><td>.14</td><td>.27</td><td>.27</td><td style="background-color: rgb(208,224,230);">-.31</td><td>.34</td><td>1.30</td></tr><tr><td>100 мин</td><td>.47</td><td>.44</td><td>.48</td><td>.46</td><td>.56</td><td>.51</td><td>.51</td><td style="background-color: rgb(208,224,230);">-.07</td><td>.48</td><td>-.42</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.0961 &Delta;&mu; + 0.0394 Корреляция &Delta;D_f и Mu R_c=.59</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>.39</td><td>.06</td><td>.08</td><td>-.01</td></tr><tr><td> 40 мин</td><td>.28</td><td>.07</td><td>.07</td><td>.00</td></tr><tr><td> 50 мин</td><td>.29</td><td>.05</td><td>.07</td><td>-.01</td></tr><tr><td> 60 мин</td><td>.64</td><td>.11</td><td>.10</td><td>.01</td></tr><tr><td> 70 мин</td><td>-.15</td><td>.22</td><td>.02</td><td>.20</td></tr><tr><td> 80 мин</td><td>-.06</td><td>-.12</td><td>.03</td><td>-.15</td></tr><tr><td> 90 мин</td><td>.12</td><td>.04</td><td>.05</td><td>-.01</td></tr><tr><td> 100 мин</td><td>-1.71</td><td>-.14</td><td>-.13</td><td>-.01</td></tr></tbody></table></pre><br /></div><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/42500.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/42410.html Thu, 20 Nov 2008 05:52:21 GMT http://v-yefremov.livejournal.com/42410.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008900e/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008900e/s320x240" width="175" height="240" border="0" /></a><br />Расчет по вечерней сессии.<br /><a name="cutid1"></a><br />Декабрьский фьючерс RIZ8 на индекс РТС (10 мин.) <br /><a href="http://pics.livejournal.com/v_yefremov/pic/0008ae43/"><img src="http://pics.livejournal.com/v_yefremov/pic/0008ae43/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 19.11.08 18:00 to 19.11.08 23:40 N=35 (10мин.)<br /> O: 61510 H: 62930 L: 57910 C: 58010 V: 137 429 Ch: -6.74%<br />У-Стат: Dn: 58841 Mid: 60588 Up: 62335 Sig: 874 CSig: -1.5<br />Л-Канал: Dn: 58183 Mid: 59571 Up: 60960 Sig: 694 CSig: -1.1 T: -7.14% Rc=-0.61(0.05)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.44</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.60</td><td>.59</td><td>.61</td><td>.59</td><td>.62</td><td>.61</td><td>.61</td><td style="background-color: rgb(208,224,230);">.16</td><td>.60</td><td>-.11</td></tr><tr><td>30 мин</td><td>.41</td><td>.39</td><td>.49</td><td>.42</td><td>.52</td><td>.47</td><td>.47</td><td style="background-color: rgb(208,224,230);">.03</td><td>.45</td><td>-.47</td></tr><tr><td>40 мин</td><td>.42</td><td>.39</td><td>.57</td><td>.44</td><td>.60</td><td>.53</td><td>.53</td><td style="background-color: rgb(208,224,230);">.09</td><td>.48</td><td>-.81</td></tr><tr><td>50 мин</td><td>.33</td><td>.32</td><td>.40</td><td>.34</td><td>.40</td><td>.38</td><td>.38</td><td style="background-color: rgb(208,224,230);">-.07</td><td>.36</td><td>-.33</td></tr><tr><td>60 мин</td><td>.04</td><td>.09</td><td>.03</td><td>.06</td><td>-.09</td><td>.00</td><td>.00</td><td style="background-color: rgb(208,224,230);">-.45</td><td>.03</td><td>.60</td></tr><tr><td>70 мин</td><td>.31</td><td>.21</td><td>.49</td><td>.31</td><td>.71</td><td>.50</td><td>.50</td><td style="background-color: rgb(208,224,230);">.06</td><td>.41</td><td>-1.77</td></tr><tr><td>80 мин</td><td>.93</td><td>.94</td><td>.79</td><td>.91</td><td>.78</td><td>.83</td><td>.83</td><td style="background-color: rgb(208,224,230);">.39</td><td>.87</td><td>.66</td></tr><tr><td>90 мин</td><td>.30</td><td>.32</td><td>.19</td><td>.29</td><td>.16</td><td>.22</td><td>.22</td><td style="background-color: rgb(208,224,230);">-.23</td><td>.25</td><td>.63</td></tr><tr><td>100 мин</td><td>-.43</td><td>-.31</td><td>-.59</td><td>-.42</td><td>-.87</td><td>-.63</td><td>-.63</td><td style="background-color: rgb(208,224,230);">-1.08</td><td>-.52</td><td>1.96</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.0583 &Delta;&mu; + 0.1255 Корреляция &Delta;D_f и Mu R_c=.19</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>-.35</td><td>.16</td><td>.11</td><td>.05</td></tr><tr><td> 40 мин</td><td>-.35</td><td>-.04</td><td>.11</td><td>-.14</td></tr><tr><td> 50 мин</td><td>.49</td><td>.12</td><td>.15</td><td>-.03</td></tr><tr><td> 60 мин</td><td>.92</td><td>.33</td><td>.18</td><td>.15</td></tr><tr><td> 70 мин</td><td>-2.37</td><td>-.38</td><td>-.01</td><td>-.36</td></tr><tr><td> 80 мин</td><td>2.42</td><td>-.46</td><td>.27</td><td>-.73</td></tr><tr><td> 90 мин</td><td>-.03</td><td>.62</td><td>.12</td><td>.49</td></tr><tr><td> 100 мин</td><td>1.33</td><td>.77</td><td>.20</td><td>.57</td></tr></tbody></table></pre><br /></div><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/42410.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/42162.html Wed, 19 Nov 2008 05:24:54 GMT http://v-yefremov.livejournal.com/42162.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/00087fe9/"><img src="http://pics.livejournal.com/v_yefremov/pic/00087fe9/s320x240" width="192" height="240" border="0" /></a><br />Ориентиры для последнего удара.<br /><a name="cutid1"></a><br />Декабрьский фьючерс RIZ8 на индекс РТС (10 мин.)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/00088c94/"><img src="http://pics.livejournal.com/v_yefremov/pic/00088c94/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 18.11.2008 18:00 to 18.11.2008 23:40 N=35 (10мин.)<br /> O: 61760 H: 64825 L: 59105 C: 61870 V: 133 006 Ch: +0.69%<br />У-Стат: Dn: 58595 Mid: 62000 Up: 65405 Sig: 1702 CSig: +0.0<br />Л-Канал: Dn: 57641 Mid: 59795 Up: 61949 Sig: 1077 CSig: +1.0 T: -17.41% Rc=-0.78(0.03)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.65</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.71</td><td>.69</td><td>.74</td><td>.71</td><td>.77</td><td>.74</td><td>.74</td><td style="background-color: rgb(208,224,230);">.08</td><td>.72</td><td>-.28</td></tr><tr><td>30 мин</td><td>.65</td><td>.72</td><td>.50</td><td>.65</td><td>.35</td><td>.50</td><td>.50</td><td style="background-color: rgb(208,224,230);">-.16</td><td>.57</td><td>1.34</td></tr><tr><td>40 мин</td><td>.52</td><td>.49</td><td>.53</td><td>.51</td><td>.59</td><td>.55</td><td>.55</td><td style="background-color: rgb(208,224,230);">-.11</td><td>.53</td><td>-.33</td></tr><tr><td>50 мин</td><td>.58</td><td>.54</td><td>.78</td><td>.60</td><td>.83</td><td>.73</td><td>.73</td><td style="background-color: rgb(208,224,230);">.08</td><td>.67</td><td>-1.14</td></tr><tr><td>60 мин</td><td>.60</td><td>.58</td><td>.74</td><td>.62</td><td>.75</td><td>.70</td><td>.70</td><td style="background-color: rgb(208,224,230);">.04</td><td>.66</td><td>-.70</td></tr><tr><td>70 мин</td><td>.71</td><td>.75</td><td>.70</td><td>.72</td><td>.59</td><td>.67</td><td>.67</td><td style="background-color: rgb(208,224,230);">.01</td><td>.70</td><td>.52</td></tr><tr><td>80 мин</td><td>.84</td><td>.86</td><td>.74</td><td>.83</td><td>.70</td><td>.76</td><td>.76</td><td style="background-color: rgb(208,224,230);">.11</td><td>.79</td><td>.62</td></tr><tr><td>90 мин</td><td>.96</td><td>.97</td><td>.78</td><td>.93</td><td>.77</td><td>.84</td><td>.84</td><td style="background-color: rgb(208,224,230);">.18</td><td>.88</td><td>.83</td></tr><tr><td>100 мин</td><td>.88</td><td>.89</td><td>.72</td><td>.85</td><td>.71</td><td>.77</td><td>.77</td><td style="background-color: rgb(208,224,230);">.12</td><td>.81</td><td>.74</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.0286 &Delta;&mu; - 0.0146 Корреляция &Delta;D_f и Mu R_c=.31</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>1.62</td><td>.15</td><td>.03</td><td>.12</td></tr><tr><td> 40 мин</td><td>-1.67</td><td>.04</td><td>-.06</td><td>.11</td></tr><tr><td> 50 мин</td><td>-.81</td><td>-.14</td><td>-.04</td><td>-.10</td></tr><tr><td> 60 мин</td><td>.44</td><td>.01</td><td>.00</td><td>.01</td></tr><tr><td> 70 мин</td><td>1.22</td><td>-.04</td><td>.02</td><td>-.06</td></tr><tr><td> 80 мин</td><td>.10</td><td>-.10</td><td>-.01</td><td>-.09</td></tr><tr><td> 90 мин</td><td>.21</td><td>-.09</td><td>-.01</td><td>-.08</td></tr><tr><td> 100 мин</td><td>-.09</td><td>.07</td><td>-.02</td><td>.09</td></tr></tbody></table></pre><br /></div><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/42162.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/41966.html Tue, 18 Nov 2008 06:08:07 GMT http://v-yefremov.livejournal.com/41966.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/00085te3/"><img src="http://pics.livejournal.com/v_yefremov/pic/00085te3/s320x240" width="175" height="240" border="0" /></a><br />Проникновение цен в коррекционную область опорного треугольника 13 ноября.<br /><a name="cutid1"></a><br />Расчет по вечерней сессии.<br /><a href="http://pics.livejournal.com/v_yefremov/pic/00086trk/"><img src="http://pics.livejournal.com/v_yefremov/pic/00086trk/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 17.11.2008 18:00 to 17.11.2008 23:40 N=35 (10мин.)<br /> O: 61640 H: 62875 L: 59515 C: 61695 V: 103 957 Ch: +0.19%<br />У-Стат: Dn: 60011 Mid: 61468 Up: 62924 Sig: 728 CSig: +0.2<br />Л-Канал: Dn: 60732 Mid: 62033 Up: 63335 Sig: 651 CSig: -0.3 T: +4.24% Rc=0.46(0.07)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.24</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.48</td><td>.45</td><td>.58</td><td>.48</td><td>.63</td><td>.56</td><td>.56</td><td style="background-color: rgb(208,224,230);">.33</td><td>.52</td><td>-.70</td></tr><tr><td>30 мин</td><td>.05</td><td>.17</td><td>-.26</td><td>.03</td><td>-.47</td><td>-.23</td><td>-.23</td><td style="background-color: rgb(208,224,230);">-.46</td><td>-.10</td><td>2.36</td></tr><tr><td>40 мин</td><td>.33</td><td>.30</td><td>.24</td><td>.30</td><td>.33</td><td>.30</td><td>.30</td><td style="background-color: rgb(208,224,230);">.06</td><td>.30</td><td>.01</td></tr><tr><td>50 мин</td><td>.42</td><td>.45</td><td>.38</td><td>.42</td><td>.32</td><td>.37</td><td>.37</td><td style="background-color: rgb(208,224,230);">.14</td><td>.40</td><td>.47</td></tr><tr><td>60 мин</td><td>.10</td><td>.16</td><td>-.06</td><td>.09</td><td>-.18</td><td>-.05</td><td>-.05</td><td style="background-color: rgb(208,224,230);">-.28</td><td>.02</td><td>1.25</td></tr><tr><td>70 мин</td><td>.27</td><td>.23</td><td>.43</td><td>.28</td><td>.51</td><td>.40</td><td>.40</td><td style="background-color: rgb(208,224,230);">.17</td><td>.34</td><td>-1.06</td></tr><tr><td>80 мин</td><td>.56</td><td>.63</td><td>.34</td><td>.54</td><td>.21</td><td>.37</td><td>.37</td><td style="background-color: rgb(208,224,230);">.13</td><td>.46</td><td>1.60</td></tr><tr><td>90 мин</td><td>.29</td><td>.26</td><td>.42</td><td>.30</td><td>.47</td><td>.39</td><td>.39</td><td style="background-color: rgb(208,224,230);">.16</td><td>.35</td><td>-.81</td></tr><tr><td>100 мин</td><td>-.01</td><td>-.02</td><td>-.08</td><td>-.03</td><td>-.04</td><td>-.04</td><td>-.04</td><td style="background-color: rgb(208,224,230);">-.28</td><td>-.04</td><td>.14</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.1025 &Delta;&mu; + 0.0593 Корреляция &Delta;D_f и Mu R_c=.63</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>3.06</td><td>.62</td><td>.37</td><td>.25</td></tr><tr><td> 40 мин</td><td>-2.35</td><td>-.40</td><td>-.18</td><td>-.21</td></tr><tr><td> 50 мин</td><td>.46</td><td>-.10</td><td>.11</td><td>-.20</td></tr><tr><td> 60 мин</td><td>.78</td><td>.37</td><td>.14</td><td>.23</td></tr><tr><td> 70 мин</td><td>-2.31</td><td>-.32</td><td>-.18</td><td>-.14</td></tr><tr><td> 80 мин</td><td>2.66</td><td>-.11</td><td>.33</td><td>-.44</td></tr><tr><td> 90 мин</td><td>-2.41</td><td>.11</td><td>-.19</td><td>.30</td></tr><tr><td> 100 мин</td><td>.95</td><td>.38</td><td>.16</td><td>.23</td></tr></tbody></table></pre><br /></div><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/41966.html опорный ценовой треугольник riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/41532.html Sat, 15 Nov 2008 09:54:55 GMT http://v-yefremov.livejournal.com/41532.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/00083aba/"><img src="http://pics.livejournal.com/v_yefremov/pic/00083aba/s320x240" width="175" height="240" border="0" /></a><br />Сброс на уровни предыдущих сигналов на покупку<br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/000847c4/"><img src="http://pics.livejournal.com/v_yefremov/pic/000847c4/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 14.11.2008 18:00 to 14.11.2008 23:40 N=35 (10мин.)<br /> O: 65500 H: 68925 L: 63075 C: 65700 V: 105 784 Ch: +0.46%<br />У-Стат: Dn: 62372 Mid: 65612 Up: 68851 Sig: 1620 CSig: +0.0<br />Л-Канал: Dn: 65739 Mid: 67753 Up: 69767 Sig: 1007 CSig: -1.0 T: +14.72% Rc=0.78(0.03)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.48</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.65</td><td>.64</td><td>.68</td><td>.65</td><td>.69</td><td>.67</td><td>.67</td><td style="background-color: rgb(208,224,230);">.19</td><td>.66</td><td>-.18</td></tr><tr><td>30 мин</td><td>.50</td><td>.52</td><td>.55</td><td>.52</td><td>.51</td><td>.52</td><td>.52</td><td style="background-color: rgb(208,224,230);">.04</td><td>.52</td><td>-.03</td></tr><tr><td>40 мин</td><td>.36</td><td>.36</td><td>.32</td><td>.35</td><td>.35</td><td>.35</td><td>.35</td><td style="background-color: rgb(208,224,230);">-.13</td><td>.35</td><td>.06</td></tr><tr><td>50 мин</td><td>.34</td><td>.44</td><td>-.03</td><td>.31</td><td>-.18</td><td>.04</td><td>.04</td><td style="background-color: rgb(208,224,230);">-.44</td><td>.17</td><td>2.37</td></tr><tr><td>60 мин</td><td>.50</td><td>.56</td><td>.34</td><td>.49</td><td>.23</td><td>.36</td><td>.36</td><td style="background-color: rgb(208,224,230);">-.13</td><td>.42</td><td>1.24</td></tr><tr><td>70 мин</td><td>.72</td><td>.74</td><td>.59</td><td>.70</td><td>.56</td><td>.62</td><td>.62</td><td style="background-color: rgb(208,224,230);">.14</td><td>.66</td><td>.73</td></tr><tr><td>80 мин</td><td>.91</td><td>.96</td><td>.76</td><td>.90</td><td>.67</td><td>.78</td><td>.78</td><td style="background-color: rgb(208,224,230);">.30</td><td>.84</td><td>1.11</td></tr><tr><td>90 мин</td><td>.78</td><td>.77</td><td>.77</td><td>.77</td><td>.81</td><td>.79</td><td>.79</td><td style="background-color: rgb(208,224,230);">.31</td><td>.78</td><td>-.13</td></tr><tr><td>100 мин</td><td>.80</td><td>.80</td><td>.83</td><td>.81</td><td>.81</td><td>.81</td><td>.81</td><td style="background-color: rgb(208,224,230);">.33</td><td>.81</td><td>-.07</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.0818 &Delta;&mu; - 0.0196 Корреляция &Delta;D_f и Mu R_c=.50</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>.15</td><td>.14</td><td>-.01</td><td>.15</td></tr><tr><td> 40 мин</td><td>.08</td><td>.17</td><td>-.01</td><td>.18</td></tr><tr><td> 50 мин</td><td>2.31</td><td>.18</td><td>.17</td><td>.01</td></tr><tr><td> 60 мин</td><td>-1.12</td><td>-.25</td><td>-.11</td><td>-.14</td></tr><tr><td> 70 мин</td><td>-.51</td><td>-.24</td><td>-.06</td><td>-.18</td></tr><tr><td> 80 мин</td><td>.38</td><td>-.18</td><td>.01</td><td>-.19</td></tr><tr><td> 90 мин</td><td>-1.24</td><td>.06</td><td>-.12</td><td>.18</td></tr><tr><td> 100 мин</td><td>.06</td><td>-.03</td><td>-.01</td><td>-.01</td></tr></tbody></table></pre><br /></div><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/41532.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/41445.html Fri, 14 Nov 2008 05:16:09 GMT http://v-yefremov.livejournal.com/41445.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/000823ef/"><img src="http://pics.livejournal.com/v_yefremov/pic/000823ef/s320x240" width="175" height="240" border="0" /></a>Резкий разворот в 21 мск. Расчет по вечерней сессии.<br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/00081kxw/"><img src="http://pics.livejournal.com/v_yefremov/pic/00081kxw/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 13.11.2008 18:00 to 13.11.2008 23:40 N=35 (10мин.)<br /> O: 64235 H: 74600 L: 58605 C: 73985 V: 151 648 Ch: +15.42%<br />У-Стат: Dn: 56828 Mid: 63911 Up: 70994 Sig: 3542 CSig: +1.4<br />Л-Канал: Dn: 61819 Mid: 68110 Up: 74402 Sig: 3146 CSig: +0.9 T: +27.16% Rc=0.60(0.05)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.71</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.75</td><td>.74</td><td>.74</td><td>.75</td><td>.76</td><td>.75</td><td>.75</td><td style="background-color: rgb(208,224,230);">.05</td><td>.75</td><td>-.05</td></tr><tr><td>30 мин</td><td>.65</td><td>.68</td><td>.59</td><td>.65</td><td>.53</td><td>.59</td><td>.59</td><td style="background-color: rgb(208,224,230);">-.12</td><td>.62</td><td>.55</td></tr><tr><td>40 мин</td><td>.67</td><td>.67</td><td>.59</td><td>.66</td><td>.61</td><td>.63</td><td>.63</td><td style="background-color: rgb(208,224,230);">-.08</td><td>.64</td><td>.26</td></tr><tr><td>50 мин</td><td>.76</td><td>.83</td><td>.59</td><td>.75</td><td>.47</td><td>.61</td><td>.61</td><td style="background-color: rgb(208,224,230);">-.10</td><td>.68</td><td>1.32</td></tr><tr><td>60 мин</td><td>.96</td><td>1.04</td><td>.82</td><td>.96</td><td>.64</td><td>.80</td><td>.80</td><td style="background-color: rgb(208,224,230);">.10</td><td>.88</td><td>1.44</td></tr><tr><td>70 мин</td><td>.87</td><td>.88</td><td>.89</td><td>.88</td><td>.85</td><td>.87</td><td>.87</td><td style="background-color: rgb(208,224,230);">.16</td><td>.87</td><td>.09</td></tr><tr><td>80 мин</td><td>.81</td><td>.76</td><td>.96</td><td>.82</td><td>1.04</td><td>.94</td><td>.94</td><td style="background-color: rgb(208,224,230);">.23</td><td>.88</td><td>-1.05</td></tr><tr><td>90 мин</td><td>.74</td><td>.70</td><td>.87</td><td>.75</td><td>.94</td><td>.85</td><td>.85</td><td style="background-color: rgb(208,224,230);">.15</td><td>.80</td><td>-.93</td></tr><tr><td>100 мин</td><td>.62</td><td>.65</td><td>.59</td><td>.63</td><td>.51</td><td>.57</td><td>.57</td><td style="background-color: rgb(208,224,230);">-.13</td><td>.60</td><td>.47</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.0436 &Delta;&mu; + 0.0159 Корреляция &Delta;D_f и Mu R_c=.35</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>.60</td><td>.13</td><td>.04</td><td>.09</td></tr><tr><td> 40 мин</td><td>-.29</td><td>-.02</td><td>.00</td><td>-.02</td></tr><tr><td> 50 мин</td><td>1.06</td><td>-.04</td><td>.06</td><td>-.10</td></tr><tr><td> 60 мин</td><td>.12</td><td>-.20</td><td>.02</td><td>-.22</td></tr><tr><td> 70 мин</td><td>-1.35</td><td>.01</td><td>-.04</td><td>.05</td></tr><tr><td> 80 мин</td><td>-1.14</td><td>.00</td><td>-.03</td><td>.03</td></tr><tr><td> 90 мин</td><td>.13</td><td>.08</td><td>.02</td><td>.06</td></tr><tr><td> 100 мин</td><td>1.40</td><td>.20</td><td>.08</td><td>.12</td></tr></tbody></table></pre><br /></div><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/41445.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/41142.html Thu, 13 Nov 2008 05:18:12 GMT http://v-yefremov.livejournal.com/41142.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0007yhxr/"><img src="http://pics.livejournal.com/v_yefremov/pic/0007yhxr/s320x240" width="175" height="240" border="0" /></a><br />Расчет по вечерней сессии.<br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/0007zdek/"><img src="http://pics.livejournal.com/v_yefremov/pic/0007zdek/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 12.11.2008 18:00 to 12.11.2008 23:40 N=35 (10мин.)<br /> O: 58610 H: 61795 L: 57215 C: 58500 V: 117 703 Ch: -0.18%<br />У-Стат: Dn: 57510 Mid: 59525 Up: 61540 Sig: 1007 CSig: -0.5<br />Л-Канал: Dn: 57074 Mid: 59085 Up: 61096 Sig: 1005 CSig: -0.3 T: -3.25% Rc=-0.24(0.08)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.20</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.53</td><td>.54</td><td>.58</td><td>.54</td><td>.55</td><td>.55</td><td>.55</td><td style="background-color: rgb(208,224,230);">.35</td><td>.55</td><td>-.08</td></tr><tr><td>30 мин</td><td>.36</td><td>.38</td><td>.26</td><td>.35</td><td>.23</td><td>.28</td><td>.28</td><td style="background-color: rgb(208,224,230);">.08</td><td>.31</td><td>.57</td></tr><tr><td>40 мин</td><td>.24</td><td>.17</td><td>.42</td><td>.25</td><td>.55</td><td>.40</td><td>.40</td><td style="background-color: rgb(208,224,230);">.20</td><td>.33</td><td>-1.38</td></tr><tr><td>50 мин</td><td>.41</td><td>.43</td><td>.24</td><td>.39</td><td>.22</td><td>.29</td><td>.29</td><td style="background-color: rgb(208,224,230);">.09</td><td>.34</td><td>.88</td></tr><tr><td>60 мин</td><td>-.09</td><td>.07</td><td>-.46</td><td>-.10</td><td>-.76</td><td>-.44</td><td>-.44</td><td style="background-color: rgb(208,224,230);">-.64</td><td>-.27</td><td>3.02</td></tr><tr><td>70 мин</td><td>-.32</td><td>-.17</td><td>-.71</td><td>-.34</td><td>-1.00</td><td>-.68</td><td>-.68</td><td style="background-color: rgb(208,224,230);">-.88</td><td>-.51</td><td>3.04</td></tr><tr><td>80 мин</td><td>.22</td><td>.14</td><td>.56</td><td>.26</td><td>.66</td><td>.48</td><td>.48</td><td style="background-color: rgb(208,224,230);">.28</td><td>.37</td><td>-2.01</td></tr><tr><td>90 мин</td><td>-.27</td><td>-.26</td><td>-.49</td><td>-.31</td><td>-.47</td><td>-.41</td><td>-.41</td><td style="background-color: rgb(208,224,230);">-.61</td><td>-.36</td><td>.91</td></tr><tr><td>100 мин</td><td>.22</td><td>.17</td><td>.47</td><td>.25</td><td>.52</td><td>.40</td><td>.40</td><td style="background-color: rgb(208,224,230);">.20</td><td>.33</td><td>-1.36</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.1811 &Delta;&mu; + 0.0564 Корреляция &Delta;D_f и Mu R_c=.88</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>.66</td><td>.23</td><td>.18</td><td>.06</td></tr><tr><td> 40 мин</td><td>-1.96</td><td>-.01</td><td>-.30</td><td>.29</td></tr><tr><td> 50 мин</td><td>2.26</td><td>-.01</td><td>.47</td><td>-.48</td></tr><tr><td> 60 мин</td><td>2.14</td><td>.61</td><td>.44</td><td>.16</td></tr><tr><td> 70 мин</td><td>.02</td><td>.24</td><td>.06</td><td>.18</td></tr><tr><td> 80 мин</td><td>-5.05</td><td>-.88</td><td>-.86</td><td>-.02</td></tr><tr><td> 90 мин</td><td>2.92</td><td>.73</td><td>.59</td><td>.14</td></tr><tr><td> 100 мин</td><td>-2.27</td><td>-.68</td><td>-.35</td><td>-.33</td></tr></tbody></table></pre><br /></div><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/41142.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/40732.html Wed, 12 Nov 2008 02:05:48 GMT http://v-yefremov.livejournal.com/40732.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0007wa4b/"><img src="http://pics.livejournal.com/v_yefremov/pic/0007wa4b/s320x240" width="175" height="240" border="0" /></a><br />Расчет по вечерней сессии.<br /><a name="cutid1"></a><br />Декабрьский фьючерс RIZ8 на индекс РТС (10 мин.) <br /><a href="http://pics.livejournal.com/v_yefremov/pic/0007xeyh/"><img src="http://pics.livejournal.com/v_yefremov/pic/0007xeyh/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 11.11.2008 18:00 to 11.11.2008 23:40 N=35 (10мин.)<br /> O: 70735 H: 70735 L: 63115 C: 65875 V: 134 663 Ch: -7.10%<br />У-Стат: Dn: 62200 Mid: 66283 Up: 70366 Sig: 2041 CSig: -0.1<br />Л-Канал: Dn: 62280 Mid: 66000 Up: 69720 Sig: 1860 CSig: +0.0 T: -0.79% Rc=-0.04(0.09) отстутсвует<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.60</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.77</td><td>.80</td><td>.69</td><td>.77</td><td>.65</td><td>.70</td><td>.70</td><td style="background-color: rgb(208,224,230);">.11</td><td>.74</td><td>.56</td></tr><tr><td>30 мин</td><td>.74</td><td>.76</td><td>.70</td><td>.74</td><td>.66</td><td>.70</td><td>.70</td><td style="background-color: rgb(208,224,230);">.10</td><td>.72</td><td>.38</td></tr><tr><td>40 мин</td><td>.76</td><td>.78</td><td>.68</td><td>.75</td><td>.65</td><td>.70</td><td>.70</td><td style="background-color: rgb(208,224,230);">.10</td><td>.73</td><td>.48</td></tr><tr><td>50 мин</td><td>.65</td><td>.66</td><td>.62</td><td>.65</td><td>.61</td><td>.63</td><td>.63</td><td style="background-color: rgb(208,224,230);">.03</td><td>.64</td><td>.18</td></tr><tr><td>60 мин</td><td>.60</td><td>.61</td><td>.56</td><td>.59</td><td>.54</td><td>.57</td><td>.57</td><td style="background-color: rgb(208,224,230);">-.03</td><td>.58</td><td>.26</td></tr><tr><td>70 мин</td><td>.39</td><td>.39</td><td>.34</td><td>.38</td><td>.35</td><td>.36</td><td>.36</td><td style="background-color: rgb(208,224,230);">-.24</td><td>.37</td><td>.20</td></tr><tr><td>80 мин</td><td>.26</td><td>.25</td><td>.19</td><td>.24</td><td>.22</td><td>.22</td><td>.22</td><td style="background-color: rgb(208,224,230);">-.37</td><td>.23</td><td>.18</td></tr><tr><td>90 мин</td><td>.42</td><td>.49</td><td>.22</td><td>.41</td><td>.10</td><td>.25</td><td>.25</td><td style="background-color: rgb(208,224,230);">-.35</td><td>.33</td><td>1.42</td></tr><tr><td>100 мин</td><td>.20</td><td>.27</td><td>.09</td><td>.21</td><td>-.05</td><td>.08</td><td>.08</td><td style="background-color: rgb(208,224,230);">-.51</td><td>.15</td><td>1.15</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = -0.1451 &Delta;&mu; + 0.0844 Корреляция &Delta;D_f и Mu R_c=-.71</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>-.18</td><td>.02</td><td>.11</td><td>-.10</td></tr><tr><td> 40 мин</td><td>.10</td><td>-.01</td><td>.07</td><td>-.08</td></tr><tr><td> 50 мин</td><td>-.29</td><td>.09</td><td>.13</td><td>-.04</td></tr><tr><td> 60 мин</td><td>.08</td><td>.06</td><td>.07</td><td>-.02</td></tr><tr><td> 70 мин</td><td>-.06</td><td>.21</td><td>.09</td><td>.12</td></tr><tr><td> 80 мин</td><td>-.02</td><td>.14</td><td>.09</td><td>.05</td></tr><tr><td> 90 мин</td><td>1.24</td><td>-.09</td><td>-.10</td><td>.00</td></tr><tr><td> 100 мин</td><td>-.27</td><td>.18</td><td>.12</td><td>.06</td></tr></tbody></table></pre><br /></div><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/40732.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/40491.html Tue, 11 Nov 2008 03:15:32 GMT http://v-yefremov.livejournal.com/40491.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0007tar2/"><img src="http://pics.livejournal.com/v_yefremov/pic/0007tar2/s320x240" width="175" height="240" border="0" /></a><br />Расчет по вечерней сессии.<br /><a name="cutid1"></a><br /><a href="http://pics.livejournal.com/v_yefremov/pic/0007tar2/"><img src="http://pics.livejournal.com/v_yefremov/pic/0007tar2/s320x240" width="175" height="240" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 10.11.2008 17:30 to 10.11.2008 23:40 N=35 (10мин.)<br /> O: 84405 H: 84890 L: 77800 C: 78100 V: 95 945 Ch: -7.40%<br />У-Стат: Dn: 76845 Mid: 80163 Up: 83480 Sig: 1659 CSig: -0.6<br />Л-Канал: Dn: 76011 Mid: 78103 Up: 80196 Sig: 1046 CSig: +0.0 T: -11.37% Rc=-0.73(0.04)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.60</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.74</td><td>.74</td><td>.76</td><td>.74</td><td>.78</td><td>.76</td><td>.76</td><td style="background-color: rgb(208,224,230);">.16</td><td>.75</td><td>-.15</td></tr><tr><td>30 мин</td><td>.60</td><td>.62</td><td>.59</td><td>.60</td><td>.55</td><td>.58</td><td>.58</td><td style="background-color: rgb(208,224,230);">-.02</td><td>.59</td><td>.21</td></tr><tr><td>40 мин</td><td>.66</td><td>.66</td><td>.73</td><td>.67</td><td>.71</td><td>.70</td><td>.70</td><td style="background-color: rgb(208,224,230);">.10</td><td>.69</td><td>-.21</td></tr><tr><td>50 мин</td><td>.72</td><td>.68</td><td>.84</td><td>.73</td><td>.92</td><td>.83</td><td>.83</td><td style="background-color: rgb(208,224,230);">.23</td><td>.78</td><td>-.89</td></tr><tr><td>60 мин</td><td>.56</td><td>.56</td><td>.54</td><td>.55</td><td>.56</td><td>.55</td><td>.55</td><td style="background-color: rgb(208,224,230);">-.05</td><td>.55</td><td>.03</td></tr><tr><td>70 мин</td><td>.34</td><td>.41</td><td>.11</td><td>.32</td><td>-.01</td><td>.15</td><td>.15</td><td style="background-color: rgb(208,224,230);">-.45</td><td>.23</td><td>1.56</td></tr><tr><td>80 мин</td><td>.31</td><td>.41</td><td>.05</td><td>.30</td><td>-.13</td><td>.08</td><td>.08</td><td style="background-color: rgb(208,224,230);">-.52</td><td>.19</td><td>1.98</td></tr><tr><td>90 мин</td><td>.33</td><td>.35</td><td>.31</td><td>.34</td><td>.28</td><td>.31</td><td>.31</td><td style="background-color: rgb(208,224,230);">-.29</td><td>.32</td><td>.26</td></tr><tr><td>100 мин</td><td>.49</td><td>.38</td><td>.86</td><td>.52</td><td>1.05</td><td>.80</td><td>.80</td><td style="background-color: rgb(208,224,230);">.20</td><td>.66</td><td>-2.53</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.1461 &Delta;&mu; + 0.0554 Корреляция &Delta;D_f и Mu R_c=.96</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>.36</td><td>.16</td><td>.11</td><td>.05</td></tr><tr><td> 40 мин</td><td>-.42</td><td>-.09</td><td>-.01</td><td>-.09</td></tr><tr><td> 50 мин</td><td>-.68</td><td>-.09</td><td>-.04</td><td>-.05</td></tr><tr><td> 60 мин</td><td>.92</td><td>.22</td><td>.19</td><td>.04</td></tr><tr><td> 70 мин</td><td>1.53</td><td>.32</td><td>.28</td><td>.04</td></tr><tr><td> 80 мин</td><td>.42</td><td>.05</td><td>.12</td><td>-.07</td></tr><tr><td> 90 мин</td><td>-1.72</td><td>-.14</td><td>-.20</td><td>.06</td></tr><tr><td> 100 мин</td><td>-2.79</td><td>-.33</td><td>-.35</td><td>.02</td></tr></tbody></table></pre><br /></div><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/40491.html ценовой вектор riz8 фьючерс ksi-модель public 0 http://v-yefremov.livejournal.com/40305.html Sat, 08 Nov 2008 08:59:15 GMT http://v-yefremov.livejournal.com/40305.html Декабрьский фьючерс RIZ8 на индекс РТС (часы)<br /><a href="http://pics.livejournal.com/v_yefremov/pic/0007rhd5/"><img src="http://pics.livejournal.com/v_yefremov/pic/0007rhd5/s320x240" width="175" height="240" border="0" /></a><br />Рост после 50% понижательной коррекции большого отскока.<br />Расчет по вечерней сессии.<br /><a name="cutid1"></a><br />Декабрьский фьючерс RIZ8 на индекс РТС (10 мин.) <br /><a href="http://pics.livejournal.com/v_yefremov/pic/0007sf95/"><img src="http://pics.livejournal.com/v_yefremov/pic/0007sf95/s320x240" width="320" height="237" border="0" /></a><br /><div style="background-color: rgb(255, 255, 205);"><pre><span style="font-weight: bold;">Расчеты KSI-Модели для Средняя цена (H+L)/2</span><br />RIZ8m10 07.11.2008 18:00 to 07.11.2008 23:40 N=35 (10мин.)<br /> O: 77255 H: 82210 L: 76830 C: 81900 V: 94 621 Ch: +6.08%<br />У-Стат: Dn: 76905 Mid: 79008 Up: 81112 Sig: 1052 CSig: +1.4<br />Л-Канал: Dn: 78561 Mid: 80242 Up: 81923 Sig: 841 CSig: +1.0 T: +6.63% Rc=0.63(0.05)<br /><table border="1" align="center" style="background-color: rgb(255,235,205); text-align: center;"><caption style="font-weight: bold; font-color: brown;">Средняя по 10 точкам &lt;&xi;&gt; =.28</caption><tbody><tr><th>Вперед</th><th>&xi;₂^э</th><th>&xi;₂^в</th><th>&xi;₄^э</th><th>&xi;₄^в</th><th>&xi;₆^э</th><th>&xi;₆^в</th><th>&lt;&xi;&gt;</th><th style="background-color: rgb(208,224,230);">&Delta;&lt;&xi;&gt;</th><th>&alpha;</th><th>&mu;</th></tr><tr><td>20 мин</td><td>.49</td><td>.51</td><td>.42</td><td>.49</td><td>.38</td><td>.43</td><td>.43</td><td style="background-color: rgb(208,224,230);">.15</td><td>.46</td><td>.50</td></tr><tr><td>30 мин</td><td>.31</td><td>.36</td><td>.13</td><td>.29</td><td>.07</td><td>.17</td><td>.17</td><td style="background-color: rgb(208,224,230);">-.11</td><td>.23</td><td>1.09</td></tr><tr><td>40 мин</td><td>.48</td><td>.47</td><td>.58</td><td>.50</td><td>.59</td><td>.55</td><td>.55</td><td style="background-color: rgb(208,224,230);">.27</td><td>.52</td><td>-.47</td></tr><tr><td>50 мин</td><td>-.07</td><td>-.09</td><td>.01</td><td>-.06</td><td>.05</td><td>.00</td><td>.00</td><td style="background-color: rgb(208,224,230);">-.28</td><td>-.03</td><td>-.53</td></tr><tr><td>60 мин</td><td>.26</td><td>.31</td><td>.20</td><td>.27</td><td>.09</td><td>.18</td><td>.18</td><td style="background-color: rgb(208,224,230);">-.10</td><td>.22</td><td>.76</td></tr><tr><td>70 мин</td><td>.44</td><td>.53</td><td>.05</td><td>.40</td><td>-.09</td><td>.13</td><td>.13</td><td style="background-color: rgb(208,224,230);">-.15</td><td>.27</td><td>2.37</td></tr><tr><td>80 мин</td><td>.20</td><td>.33</td><td>-.19</td><td>.17</td><td>-.44</td><td>-.15</td><td>-.15</td><td style="background-color: rgb(208,224,230);">-.43</td><td>.01</td><td>2.86</td></tr><tr><td>90 мин</td><td>.71</td><td>.66</td><td>.87</td><td>.72</td><td>.94</td><td>.84</td><td>.84</td><td style="background-color: rgb(208,224,230);">.56</td><td>.78</td><td>-1.05</td></tr><tr><td>100 мин</td><td>.81</td><td>.80</td><td>.86</td><td>.82</td><td>.87</td><td>.85</td><td>.85</td><td style="background-color: rgb(208,224,230);">.56</td><td>.83</td><td>-.26</td></tr></tbody></table><br /><span style="align: center; color: black; font-weight: bold;">&xi;_n^в = n(&alpha; + &mu;C_n), C_n = (3-n)/18: C₂ = 2/18, C₄ = -1/18, C₆ = -3/18<br />&Delta;D_f^в = 0.1377 &Delta;&mu; - 0.0335 Корреляция &Delta;D_f и Mu R_c=.62</span><br /><br /><table align="center" border="1" style="background-color: RGB(240,255,255); text-align: center;"><tbody><tr><th>Вперед</th><th>&Delta;&mu;</th><th>&Delta;D_f^э</th><th>&Delta;D_f^в</th><th>&Delta;D_f^э-&Delta;D_f^в</th></tr><tr><td> 30 мин</td><td>.59</td><td>.22</td><td>.05</td><td>.18</td></tr><tr><td> 40 мин</td><td>-1.56</td><td>-.29</td><td>-.25</td><td>-.04</td></tr><tr><td> 50 мин</td><td>-.06</td><td>.56</td><td>-.04</td><td>.60</td></tr><tr><td> 60 мин</td><td>1.30</td><td>-.26</td><td>.15</td><td>-.40</td></tr><tr><td> 70 мин</td><td>1.61</td><td>-.04</td><td>.19</td><td>-.23</td></tr><tr><td> 80 мин</td><td>.49</td><td>.25</td><td>.03</td><td>.22</td></tr><tr><td> 90 мин</td><td>-3.91</td><td>-.77</td><td>-.57</td><td>-.19</td></tr><tr><td> 100 мин</td><td>.79</td><td>-.05</td><td>.08</td><td>-.13</td></tr></tbody></table></pre><br /></div><br /><a name='cutid1-end'></a> http://v-yefremov.livejournal.com/40305.html опорный ценовой треугольник riz8 фьючерс ksi-модель public 0