移动平均振荡指标（OSMA）

我们的一个读者George Topalides，建议我设置一个可以反映价格和MA关系的振荡器。经过一番讨论后，我们决定利用简单移动平均数（MA）的百分比，也就是一个简单的移动平均振荡指标来反映价格和MA的关系。该指标应该与MA结合使用，呈现在一个交易图表窗口中，并根据它的信号来判定趋势系统中的进场和平仓时机。

移动平均振荡指标的交易信号
移动平均振荡指标可以用于趋势交易以及调整期。
趋势市场
• 出现看涨背离并且第二轮低点在-50%之上时，做多。
• 当OSMA向上反转并且位于0之上时做多。
• 如果OSMA位于50%上方，但方向向下时，多头头寸平仓。
• 出现看跌背离且第二轮高点没有突破前期高点时，做空。
• 当OSMA的下降趋势被打破，并且OSMA向下穿过零轴时，做空。
• 如果OSMA从-50%自下往上上升，那么多头头寸平仓。

示例

FMG集团股票以及63日OSMA、63日指数移动平均线。

 
1.  [X] 处多单平仓 ——OSMA大于50%，并向下反转；接下来的看跌背离进一步确认了该信号。
2. 三重看跌背离发出了在[S] 处看跌的信号。而价格仍然在63日指数移动平均线之上。
3. [XL] 处平仓后做多——在经历一翻下跌后，价格重新回到63日指数移动平均线之上。
4. [X] 处平掉多头仓位。OSMA从50%下降。
5. [L] 处做多——在经历一翻下降后，价格重新向上穿过63日指数移动平均线。
6. [XS] 处的看跌背离发出了平仓的警告。当价格向下穿过63日指数移动平均线之后做空。
7. [X] 处平仓——OSMA从-50%之下向上反转。
8. [S] 处做空——OSMA 没有反转到前期高点之上，并且仍低于-50%。
9. [X] 处平仓——OSMA上升但仍然位于-50%之下。
10. [L] 处三重看涨背离发出了做多信号，并且价格仍然位于63日指数移动平均线之下。
需要注意的是，价格穿过63日指数移动平均线时，OSMA值为零。

OSMA的设置
OSMA的设置十分简单。默认的时间周期是21日，但是为了方便追随长期趋势，我更喜欢使用63日周期。我们推荐使用指数移动平均线的默认周期，因为它将产生比简单移动平均线更可靠的信号。

OSMA 的计算公式
公式仅仅为： (收盘价 –指数 MA) / 指数 MA ，是以百分比的形式表现出来。

OSMA 的评价
一个简单的却十分有用的工具。

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.

本文翻译由兄弟财经提供

文章来源：http://www.incrediblecharts.com/indicators/moving_average_oscillator.php