fv计算机公式,原版“FVE公式源码”及使用事项

Finite Volume Elements

(FVE)

- Indicator Divergences by

Markos Katsanos

Markos Katsanos' article "Detecting Breakouts" includes the

MetaStock formula for the finite volume elements (FVE) indicator.

However, Katsanos lists six methods of detecting a divergence

between the FVE and price. Three of those were formula-based. As no

actual buy or sell signals were included, these are provided as

indicators only.

Linear Regression Slope method:

Finite Volume

Elements (FVE) - Lin Reg Slope

pds:=Input("period for

FVE",10,80,22);

pds1:=Input("period for regression line",5,100,35);

mf:=C-(H+L)/2+Typical()-Ref(Typical(),-1);

fve:=Sum(If(mf>0.3*C/100,+V,

If(mf

/Mov(V,pds,S)/pds*100;

If(LinRegSlope(fve,pds1)>0,1,-1)-

If(LinRegSlope(C,pds1)>0,1,-1);

This formula plots a 2 when the FVE slope is positive and price

slope is negative, and plots a -2 when the FVE slope is negative

while price slope is positive. At all other times, it plots a zero

(Figure 26).

FIGURE 26: METASTOCK, FINITE VOLUME ELEMENTS. In the linear

regression slope method of detecting divergences between the FVE

and price, a 2 is plotted when the FVE slope is positive and price

slope is negative. A -2 is plotted when the FVE slope is negative

while price slope is positive. At all other times, it plots a

zero.

%B method:

Finite Volume

Elements (FVE) - %B

pds:=Input("period for

FVE",10,80,22);

pds1:=Input("periods for bollinger bands",10,80,20);

mf:=C-(H+L)/2+Typical()-Ref(Typical(),-1);

fve:=Sum(If(mf>0.3*C/100,+V,

If(mf

/Mov(V,pds,S)/pds*100;

bbfve:=(fve-BBandBot(fve,pds1,S,2))

/(BBandTop(fve,pds1,S,2)-BBandBot(fve,pds1,S,2));

bbc:=(C-BBandBot(C,pds1,S,2))/(BBandTop(C,pds1,S,2)

-BBandBot(C,pds1,S,2));

bbfve-bbc

No buy or sell conditions were included with this method. The

results of the indicator will be similar to the chart in Figure

27.

FIGURE 27: METASTOCK, FINITE VOLUME ELEMENTS. Here are sample

results of using the %B method to detect divergences between the

FVE and price, as described in Katsanos' article this issue.

Storz's Divergence method.

Finite Volume

Elements (FVE) - Storz's Divergence

pds:=Input("period for

FVE",10,80,22);

z:=Input("zig zag percent",1,80,5);

r:=Input("bars used to normalize data",10,500,125);

mf:=C-(H+L)/2+Typical()-Ref(Typical(),-1);

fve:=Sum(If(mf>0.3*C/100,+V,

If(mf

/Mov(V,pds,S)/pds*100;

dfve:=(Peak(1,fve,z)-Peak(2,fve,z))/

(HHV(fve,r)-LLV(fve,r));

dc:=(Peak(1,C,z)-Peak(2,C,z))/

(HHV(C,r)-LLV(C,r));

dfve-dc

Again, no buy or sell conditions were included with this method.

The results of the indicator will be similar to the chart in Figure

28.

FIGURE 28: METASTOCK, FINITE VOLUME ELEMENTS. Here are sample

results of using Storz' method to detect divergences between the

FVE and price.

--William Golson

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FVE is a money flow indicator but with two important

differences from existing money flow indicators:

It resolves contradictions between intraday money flow

indicators (such as Chaikin?s money flow) and interday money flow

indicators (like On Balance Volume) by taking into account both

intra- and interday price action.

Unlike other money flow indicators which add or subtract all volume

even if the security closed just 1 cent higher than the previous

close, FVE uses a volatility threshold to take into account minimal

price changes.

The FVE provides 3 types of signals:

1.The strongest signal is divergence between

price and the indicator. Divergence can provide leading signals of

breakouts or warnings of impending corrections. The classic method

for detecting divergence is for FVE to make lower highs while price

makes higher highs (negative divergence). An alternative method is

to draw the linear regression line on both charts, and compare the

slopes. A logical buy signal would be for FVE, diverging from

price, to rise sharply and make a series higher highs and/or higher

lows.

2.The most obvious and coincident signal is the

slope of the FVE line. An upward slope indicates that the bulls are

in control and the opposite for downward.

3.This is a unique and very important property of

this indicator. Values above zero are bullish and indicate

accumulation while values below zero indicate distribution. FVE

crossing the zero line indicates that the short to intermediate

balance of power is changing from the bulls to the bears or vice

versa. The best scenario is when a stock is in the process of

building a base, and FVE diverges from price and rises to cross the

zero line from below, at a sharp angle. Conversely the crossing of

the zero line from above is a bearish signal to liquidate positions

or initiate a short trade.