Futures Trading Based on Market Profile Day Timeframe Structures

机译：基于市场概况日时间框架的期货交易

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Use of Market Profile~® , a part of technical analysis, can improve trading. This paper analyzes Market Profile Day Timeframe Structures and the Initial Balance defined in 1980s by J. Peter Steidlmayer on today's US stock market. Quantitative analysis is performed on several years of historical data. Individual Day Timeframe Structures are defined and their occurrence on the current market is calculated. Comparative analysis of the structures and further analysis of potential dependency among them is performed. The paper concludes that the Day Timeframe Structures do not fully cover the current US stock market. Importance of the Initial Balance is confirmed by the paper and a trading advantage using the Initial Balance is explained.

机译：使用Market Profile〜®（技术分析的一部分）可以改善交易。本文分析了J. Peter Steidlmayer在当今美国股票市场上定义的市场概况日时间框架和1980年代定义的初始余额。对数年的历史数据进行定量分析。定义了单个日时间表框架，并计算了它们在当前市场上的发生率。对结构进行比较分析，并对结构之间的潜在依赖性进行进一步分析。本文的结论是，日时间表框架不能完全涵盖当前的美国股市。本文确认了初始余额的重要性，并说明了使用初始余额的交易优势。

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来源
《Advances in finance amp; accounting》|2012年|80-85|共6页
会议地点 Zlin(CZ)
作者
JAN FIRICH;
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作者单位

Department of Finance and Accounting, Faculty of Management and Economics Tomas Bata University in Zlin Mostni 5139, 760 01 Zlin CZECH REPUBLIC;

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原文格式 PDF
正文语种 eng
中图分类
关键词
Market Profile; Initial Balance; Day Timeframe Structure; Steidlmayer; CME; Trading; Value Area;

机译：市场概况；初始余额；日时间表框架； Steidlmayer;芝商所贸易;价值区;

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Futures Trading Based on Market Profile Day Timeframe Structures

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