Contents - Index
ＶＡランク機能 Volume Analyzer (VA) Rank Function
ＶＡランク機能は株価が割高であるか割安であるかの判定を行なうものです。これは、ＶＡ分析 Volume Analyzer
(VA) によるＶＡラインと中値を比較して判断します。
結果は数量化され、ランク付けされます。
- ＶＡ値が比較的低く、現在中値が比較的高い状況での「小さいギャップ」は、売りを示唆し、
- ＶＡ値が比較的高く、現在中値が比較的低い状況での「大きいギャップ」は、買いを示唆します。
イタはギャップの量を直近の最大値、最小値と比較し、ランク値を算出します。ランク値は０から１００％の値を取り、ランクが高いほどギャップが大きく、強い買いシグナルを示唆します。
ＶＡ買い･売りシグナル VA
Buy and Sell Tags はＶＡランク値に基づきます。
直近の期間設定 How many previous entries are compared?:
ランク･ウインドウ "Rank Win" 内の日数により、直近が規定されます。通常１００日を指定します。もし設定しないと、過去の全てのデータに対し比較されます。
ＶＡランクの信頼性 Reliability of VA Rank:
ＶＡランクはＶＡラインと株価の乖離が大きい時にその信頼性も高まります。
ＶＡラインが比較的高い位置にあり、株価が比較的低い場合、強い買いシグナルを示唆します。逆に、ＶＡラインが比較的低く、株価が比較的高い場合は、強い売りシグナルを示唆します。
ＶＡラインと株価が高い位置を更新している時は、ＶＡランクは際立った動きを見せず、ＶＡランク値は５０％近辺の数値となります。このニュートラル･ポジションでは売買の実行は見合わせるという判断も成立します。
このような期間では、ＶＡランク機能はグレイ色で描かれ、通常の紫色と対比されています。ここでは、
ＶＡ買い･売りタグ VA
Buy and Sell Tags は出されません。
マニュアル目次へ
Volume
Analyzer (VA) Rank Function
The
VA RANK function is an Insider TA tool that determines whether a stock price
is over- or under-valued, by comparing the Volume Analyzer (VA) line against the price midpoint.
The outcome can be quantified, or ranked, into VA Rank values which
may suggest timely buy and sell points.
・A small "gap" -- marked by a relatively low VA when the
current price is relatively high -- indicates a possible "sell"
signal.
・A large "gap" -- marked by a relatively high VA when
the current price is relatively low -- indicates a possible "buy"
signal.
Insider TA will determine the magnitude of each gap, and compare it with
the largest and smallest gap in previous entries. The result of this comparison
yields a VA Rank value. VA Ranks, based on a percentage outcome, range
anywhere from 0 to 100 percent: the higher the rank value, the larger the
gap and stronger the "buy" signal.
VA Rank values are used to insert VA Buy and Sell Tags.
How many previous entries
are compared?:
The
number spinner labeled "Rank Win" (abbreviation for "Rank
Window") governs how many previous entries are used to determine the
VA rank value.
- When this switch is checked ON, Insider TA will calculate VA Rank values
by analyzing only a set number, or window, of past data. The size of this
window is governed by the RANK WINDOW setting. A Rank Window Marker (a vertical
white line with arrow-heads) will be drawn in the graph to mark the beginning
of the rank window.
Example: If there are 400 entries in a file and the RANK WINDOW
setting is 75, then the Rank Window Marker will be drawn at entry #325 (400
minus 75). The next day, when a new entry #401 is added, the Rank Window
Marker will be drawn at entry #326.
- When the RANK WINDOW is checked OFF (the checkbox is empty), then VA Rank
values are compared against all previous data entries, beginning from the
very first entry in the file.
Note that a VA Rank value for any given data entry is calculated using the
minimum and maximum gaps seen in previous entries (in other words,
it never "looks ahead").
Reliability of VA Rank:
VA Rank is
most reliable when VA and price values are "out-of-sync" with
each other. Strong "buy" signals prevail when the VA line is
relatively high while the stock price is relatively low. Conversely, "sell"
signals are dominant when the VA line is relatively low while the stock
price is relatively high.
In situations where the VA and price line are both hitting new highs, the
VA rank values become more vague in their translation. In these regions
of ambiguity, VA Rank values will be calculated to values close to 50 (i.e.
an average, or "neutral" setting). This is neither to be taken
as a positive or negative sign -- it merely reflects that the stock price
is venturing into "unchartered territory", and hence the VA Rank
function can not make any valuations in these areas.
The VA Rank function, normally shown in purple, will be drawn in gray for
these periods. VA Buy and Sell Tags will not be generated in these
areas.
Insider TA™ v5.3
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