Тех. Аналіз Фьючерсних Ринків, Джонн Мерфі

https://t.
me/ Trader_Mike
John J. Murphy
Technical Analysis of the
Futures Markets:
A Comprehensive Guide to Trading Methods and
Applications
New York Institute of Finance A Prentice-Hall Company
:
• 1996
: ., .
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: .- .: , 1996. - 592 .
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Copyright © 1986 by Prentice Hall AU Rights Reserved
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(PERCENTAGE RETRACEMENTS) .................... 82
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RSI
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269
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= 100 [ ( - L5) / ( 5 - L5)],
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.
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.
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. 10.14 S&P 500.
. 10.146 70
, 30 .
. ,
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.
270
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273
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" ". .
" " " " (Trading Strategies),
1984 .
274
. 10.17 .
. 10.176 .
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275
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276
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. 10.196
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. 10.20a
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. 10.206 VA, 7. -
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281
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.
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" (Contrary Opinion, How to
Use It for Profit in Trading Commodity Futures, R. Earl Hadady).
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" (Consensus Index of Bullish Market Opinion),
" ".
,
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282
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286
11.
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289
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. 11. 2. S&P 500 .

1.00, .
290
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. 11.4 . 11.2 11.3
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5/29
8515 8525 8510 8515 8510 8515 8505 8515 8512 8515 8510 8516
8510 8515 8506 8510 8506 8510 8500 8514 8510 8517 8510 8519
8508 8515 8510 8525 8520 8525 8522 8525 8520 8525 8522 8525
8520 8523 8520 8523 8517 8525 8520 8528 8525 8539 8535 8538
8535 8545 8540 8544 8540 8545 8535 8544 8540 8545 8535 8538
8532 8538 8535 8543 8540 8543 8539 8549 8545 8550 8547 8554
8546 8563 8553 8565 8560 8563 8560 8563 8560 8563 8560 8563
8557 8560 8552 8555 8546 8550 8545 8550 8545 8550 8540 8560
8550 8553 8545 8555 8540 8548 8542 8545 8540 8545 8537 8540
8535 8550 8546 8555 8550 8558 8555 8565 8560 8570 8565 8570
8566 8575 8570 8580 8570 8580 8575 8585 8577 8585
. 11.5. ,
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5/2 4870 4860 4865 4855 4860 4855 4860 4855 4860 4855 4865 4855
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5/4 4885 4880 4890 4885 4890 4875
5/5 4905 4900 4905 4900 4905
5/6 4885 4900 4890 4930 4920 4930 4925 4930 4925
5/9 4950 4925 4930 4925 4930 4925 4935 4925 4930 4925 4935 4930 4940 4935
5/10 4940 4915 4920 4905 4925 4920 4930 4925 4935 4930 4940 4935 4940
5/11 4935 4950 4945 4950 4935 4940 4935 4945 4940 4965 4960 4965 4955 4960 4955
4965 4960 4970
. 11.7 ,
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. 11.14 ( - 1/5 )-
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309
12.
1947 . "
" (Stock Market Timing, A.W. Cohen),
.
" "
: " " " (The Chartcraft
Method of Point and Figure Trading).
.
:" . -
" (How To Use The Three-Point Reversal Method Of
Point And Figure Stock Market Trading). -
,
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. 12.1
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.
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. "
" (Profit and Profitability, R.E. Davis), 1965 .
, 1914 1964 ,
1100 - 1954 1964 , , ,
, . 80% ( , )
, 25%.
313
. 12.2 .
(56,9%) -2 -
. S-2
(56,4%) - .
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(93,5%).
.
314
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322
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1970 ,
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1965 . .
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. , " :
" (Point and Figure Trading, A Computer Evaluation).
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,
.
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.
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"
" (Point and Figure Commodity Trading Techniques),
1975 . .
135 ( 17 1974
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1974 .
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41% 66%, - 100% 199%.
,
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324
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325
. 12.6 .
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" (Study Helps in Point and Figure Technique, A. Wheelan).
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" (The Three-Point
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326
. 12.7 .
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327
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328
13.
1938 " " (The Wave

Principle). , ,
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(1871-1948), ,
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1946
, , ,
": " - " (Nature's Law — The Secret of the
Universe).
, , . ,
-
, , .
,
, .
, . ,
1953
" ". -
1967 . I960 "
- " (Elliott Wave Principle - Critical Appraisal),
329
, -
. 1967 . , 1970
, ,
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. 1978 "
" (Elliott Wave Principle, A. J. Frost and R. Prechter),
. 1980
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331
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Тех. Аналіз Фьючерсних Ринків, Джонн Мерфі

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, 1.4 " " ,

" " 3 1984

. 2.3 " ". , ,

.2.4 " " . ( )

. 2.46 " " . 1

" " (failure swing).

.3.10 " ".

. 3.14 " "

250 . 1974 200 , 1976 ,

(channel line), (return line), ,

. 4.168 , " " -

(reversal day). : (top

.4.22 S&P 500 ,

: (common gap), " "

.4.24 . " "

(double tops and bottoms), V-

5.16 " " . ,

" " 100, " " - 80.

. 5.2 " '.

. 5.26 " " . " " ,

5.3 " ".

5.4 . " ", ,

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. 5.6 . " ".

. 5.86 " " . ,

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. 6.5 " ".

. 6.56 " ".

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. 6.9 " " .

. 6.10 " " .

. 6.106 " " . ,

, Standard & Poor's 500.

. 8.17 S&P 500. ,

3,49 117,482 -7,790 160 68 92

22,47 187,264 -8.805 484 217 267

25,50 184,487 -10,066 147 81 66

11,47 169,640 -5,282 358 140 218

. 9.13 " ". , ,

. 9.16 , " "(

. (rate of change - ROC)

. 10. 8 CRS, (CRB),

. 10.96 RSI 70 30.

. 10. 12a " " . RSI

. 10.126 " " ,

. 10.14 S&P 500.

" (three-point reversal method),

. 11.1 S&P 500

. 11. 2. S&P 500 .

. 11.4 . 11.2 11.3

, (" " "5")

, 1978 " , "

. 11.10 , " ".

1938 " " (The Wave

. 13.5 " " .

. 13. 8 " " . . 13.9 " " .

. 13.10 (5-3-5). . 13.11 (5-3-5).

. 13.12 (5-3-5). . 13.13 (5-3-5)

.13.19 " (3-3-5).

. 13.20 " " (3-3-5).