Соотношение положительных / отрицательных сторон

Что такое Соотношение положительных / отрицательных сторон?

Соотношение роста и снижения — это индикатор ширины рынка, который показывает взаимосвязь между объемами увеличения и уменьшения выпусков на бирже. Инвесторы обычно используют индикатор для определения импульса рынка в любой момент времени.

Соотношение роста и убытка рассчитывается следующим образом:

Uпsяdе/Dошпsяdе ратяознак равноАdvапcяпг яssтыеsDеcляпяпг яssтыеsжчере:Аdvапcяпг яssтыеsзнак равнототал vолтыме траded of securities thatclose above their opening priceDeclining Issues=total volume traded of securities thatclose below their opening price\begin{aligned} &Upside/Downside~Ratio = \dfrac{Advancing~Issues}{Declining~Issues}\\ &\textbf{where:}\\ &Advancing~Issues=\text{\small total volume traded of securities that}\\&\text{\small close above their opening price}\\ &Declining~Issues=\text{\small total volume traded of securities that}\\&\text{\small close below their opening price}\\ \end{aligned}​Upside/Downside Ratio=Declining Issues

BREAKING DOWN Upside/Downside Ratio

The upside/downside ratio is often smoothed using a simple moving average to filter out smaller, less significant movements. The indicator generates values greater than 1 when the volume on advancing issues is greater than declining issues. It generates values less than 1 when the volume on the declining issues is greater than advancing issues. The upside/downside ratio, also known as the upside/downside volume ratio, is available as a technical indicator on many trading platforms. (For further reading, see: How to Use Volume to Improve Your Trading.)

Trading With the Upside/Downside Ratio

Contrarian Strategies: The upside/downside ratio is often used to gauge overbought and oversold conditions in the market. Low values can indicate that the market is reaching oversold levels, while high values can indicate that the market is becoming overbought. Traders should use other technical indicators in conjunction with the upside/downside ratio when building a trading strategy. For example, if the indicator has a value less than 1, traders could look for buy entry points in securities that are approaching significant support levels, such as stocks nearing their long-term trendlines.

Momentum/Trend Strategies: Momentum traders, who trade in the direction of the prevailing trend, often use the upside/downside ratio to confirm the broader market has support from institutional investors. Traders may decide to use the indicator as a trade entry filter. For instance, they may only buy a stock when the indicator is above 1.5 or take a short position when it is below 0.5.

Other technical indicators, such as the relative strength index (RSI) and stochastic oscillator could be used with the upside/downside ratio to ensure the market is not in an extreme overbought or oversold condition and due for a price correction. For example, if the indicator has a value less than 0.5 and the RSI is below 30, it may be prudent to avoid entering a short position until a short-term retracement occurs. (For more, see: Overbought or Oversold? Use the Relative Strength Index to Find Out.)