移動平均振蕩指標（OSMA）

我們的一個讀者George Topalides，建議我設置一個可以反映價格和MA關系的振蕩器。經過一番讨論後，我們決定利用簡單移動平均數（MA）的百分比，也就是一個簡單的移動平均振蕩指標來反映價格和MA的關系。該指標應該與MA結合使用，呈現在一個交易圖表窗口中，並根據它的信號來判定趨勢系統中的進場和平倉時機。

移動平均振蕩指標的交易信號
移動平均振蕩指標可以用於趨勢交易以及調整期。
趨勢市場
• 出現看漲背離並且第二輪低點在-50%之上時，做多。
• 當OSMA向上反轉並且位於0之上時做多。
• 如果OSMA位於50%上方，但方向向下時，多頭頭寸平倉。
• 出現看跌背離且第二輪高點沒有突破前期高點時，做空。
• 當OSMA的下降趨勢被打破，並且OSMA向下穿過零軸時，做空。
• 如果OSMA從-50%自下往上上升，那麼多頭頭寸平倉。

示例

FMG集團股票以及63日OSMA、63日指數移動平均線。

 
1.  [X] 處多單平倉 ——OSMA大於50%，並向下反轉；接下來的看跌背離進一步確認了該信號。
2. 三重看跌背離發出了在[S] 處看跌的信號。而價格仍然在63日指數移動平均線之上。
3. [XL] 處平倉後做多——在經歷一翻下跌後，價格重新回到63日指數移動平均線之上。
4. [X] 處平掉多頭倉位。OSMA從50%下降。
5. [L] 處做多——在經歷一翻下降後，價格重新向上穿過63日指數移動平均線。
6. [XS] 處的看跌背離發出了平倉的警告。當價格向下穿過63日指數移動平均線之後做空。
7. [X] 處平倉——OSMA從-50%之下向上反轉。
8. [S] 處做空——OSMA 沒有反轉到前期高點之上，並且仍低於-50%。
9. [X] 處平倉——OSMA上升但仍然位於-50%之下。
10. [L] 處三重看漲背離發出了做多信號，並且價格仍然位於63日指數移動平均線之下。
需要註意的是，價格穿過63日指數移動平均線時，OSMA值為零。

OSMA的設置
OSMA的設置十分簡單。默認的時間週期是21日，但是為了方便追隨長期趨勢，我更喜歡使用63日週期。我們推薦使用指數移動平均線的默認週期，因為它將產生比簡單移動平均線更可靠的信號。

OSMA 的計算公式
公式僅僅為： (收盤價 –指數 MA) / 指數 MA ，是以百分比的形式表現出來。

OSMA 的評價
一個簡單的卻十分有用的工具。

Moving Average Oscillator
One of our subscribers, George Topalides, asked me to set up an oscillator to reflect the variation between price and its moving average. After some discussion, we decided on a simple Moving Average Oscillator that reflects the variance between price and the moving average as a percentage of the MA. The indicator should be used in conjunction with the same moving average, plotted on the price chart, and is used to signal entries and exits in a trend-following system.
Moving Average Oscillator Trading Signals
The Moving Average Oscillator may be used in trending and ranging markets.
Trending Markets
• Go long on a bullish divergence where the second dip does not cross below -50%.
• Go long when a downward trendline on the Moving Average Oscillator is broken and the Oscillator crosses to above zero.
• Exit long positions if the Moving Average Oscillator turns down while above 50%.
• Go short on a bearish divergence where the second peak does not cross above 50%.
• Go short when a downward trendline on the Moving Average Oscillator is broken and the Oscillator crosses to below zero.
• Exit short positions if the Moving Average Oscillator turns up while below -50%.
 
EXAMPLE
Australian miner Fortescue Metals Group [FMG] is displayed with 63-day Moving Average Oscillator and 63-day exponential moving average.
1. Exit [X] from previous long trade when Moving Average Oscillator turns down while above 50%; bearish divergence later strengthens the signal
2. Bearish triple divergence gives a signal to go short [S] (while still above the 63-day exponential moving average)
3. Exit and go long [XL] when price crosses above the 63-day exponential moving average after breaking the downward trendline
4. Exit [X] long position when Moving Average Oscillator turns down while above 50%
5. Go long [L] when price crosses above the 63-day exponential moving average after breaking the downward trendline
6. Bearish divergence (below 50%) warns to exit long trade [XS]; go short when price crosses below the 63-day exponential moving average
7. Exit [X] short position when the Moving Average Oscillator turns up while below -50%
8. Go short [S] when the Moving Average Oscillator reverses below the rising trendline and reverses below -50%
9. Exit [X] when the Moving Average Oscillator turns up while below -50%
10. Bullish triple divergence gives a signal to go long [L] while still below the 63-day exponential moving average.
Note that price crossing the 63-day exponential moving average is equivalent to the Moving Average Oscillator crossing zero.
Moving Average Oscillator Setup
Setup for the Moving Average Oscillator is simple. The default time period is 21 days, but I prefer 63 days for longer trends. We recommend using the default exponential moving average as this gives more reliable signals than a simple moving average.
See Indicator Panel for directions on how to set up an indicator.
Moving Average Oscillator Formula
The formula is simply (Close - Exponential MA) / Exponential MA expressed as a percentage.
Moving Average Oscillator Evaluation
A simple but useful tool.

本文翻譯由兄弟財經提供

文章來源：http://www.incrediblecharts.com/indicators/moving_average_oscillator.php