Prediction of tomorrow's trading limit of Low Frequency Quantization

Low frequency quantization

The market has its own law of operation , The wealth code is hidden in historical data .

Low frequency quantization , Designed to mine details from historical data , Explore hidden rules .

All data are presented objectively , For reference only .

Sealing plate strength

This is an emotional indicator , It expresses the willingness of funds to purchase goods .

At the close of the day, the order to stay and buy one pays the opportunity cost of that day's capital , The higher the cost , And the transaction amount of the day （ The swept goods ） The greater the ratio , It indicates that the height of future market strength is higher .

The formula ：

 Sealing plate strength  =  The total amount of the closing purchase is  /  Turnover on that day 

The premise is that the real sealing plate , It doesn't count to sell one .

give an example ：

 Sealing plate strength 
=15.35*1.5 Ten thousand hands /7.10 Billion 
=15.35*1.5*10000*100/7.1/100000000
=0.032429577464788736
≈0.03

The strength value of this sealing plate is very small , Forecast tomorrow （2022-04-20） The probability of sealing the plate is very low .

Indicator description

This indicator can predict the possibility of connecting the board , Measure back and forth with historical data , Can predict the probability of the next day's limit .

Data presentation

Last

Explain again ： All data are presented objectively , For reference only .

If there is a need for low-frequency quantization , Please reply in the background ： quantitative + WeChat ID , thank you ！~