Einleitung
Die Bedingungen für die Patternsuche basieren in den Grundlagen auf Analysen von Steve Nison aus seinem Buch "Japanese Candlestick Charting Techniques". Neben den reinen Patterns gibt es genutzte Sonderformen. Diese sind beim Pattern mit <Pattern>:<Form> beschrieben. Beispiele hierfür sind: Hammer:Gap.
Bemerkungen
Die Volumenanalyse nur anhand der benachbarten Kerzen führte zu keiner merkenswerten Verbesserung der Trefferquote. Erst die Verwendung eines 60d-Moving Average(Volumen) und die Durchführung entsprechender Vergleiche führten zu einer deutlichen Anhebung der Trefferquoten. Patterns mit entsprechender Berücksichtigung des Umgebungsvolumen enthalten eine [V] zur Kennzeichnung. Eine Umfeldanalyse (Widerständen, Unterstützungen, Gaps) bringt in den meisten Fällen zusätzlichen Erfolg.
Statistikauswertungen
- 2.7.5.14 SHAREholder vom 27.02.2005
- Kursdatenversorgung über Taipan
Ziel ist es interessante Tradingpositionen automatisch im Markt zu finden und bei eigenen Depotpositionen rechtzeitig Warnungen zu erhalten vom System.
Nebenbedingungen
- Einstellungen
- DSmS-BuyZone: 35
- DSmS-SellZone: 65
- DSmS-Fast/Slow-MA: 2d/3d
TecDAX
Buy | Abounded Baby | 50 | 111 | 45% | 48 | 111 | 43% |
Buy | Abounded Baby[V] | 19 | 34 | 56% | 18 | 34 | 53% |
Buy | BeltHold[EV] | 322 | 639 | 50% | 341 | 636 | 54% |
Buy | Bullish BreakAway | 5 | 6 | 83% | 5 | 6 | 83% |
Buy | Bullish Gap[EV] | 270 | 530 | 51% | 269 | 528 | 51% |
Buy | Bullish Sticky Sandwich | 175 | 319 | 55% | 171 | 319 | 54% |
Buy | Doji[EV] | 188 | 380 | 49% | 186 | 380 | 49% |
Buy | Engulfing[EV] | 28 | 58 | 48% | 28 | 58 | 48% |
Buy | Hammer | 544 | 1233 | 44% | 550 | 1231 | 45% |
Buy | Hammer:Gap | 57 | 124 | 46% | 63 | 124 | 51% |
Buy | Hammer[V] | 98 | 196 | 50% | 98 | 196 | 50% |
Buy | Harami[EV] | 45 | 76 | 59% | 42 | 76 | 55% |
Buy | Inverted Hammer | 2070 | 4051 | 51% | 1903 | 4051 | 47% |
Buy | Inverted Hammer[V] | 936 | 1809 | 52% | 883 | 1809 | 49% |
Buy | Kicking | 215 | 423 | 51% | 204 | 423 | 48% |
Buy | Ladder Bottom | 35 | 83 | 42% | 39 | 83 | 47% |
Buy | Matching Low | 379 | 763 | 50% | 343 | 763 | 45% |
Buy | Meeting Lines[V] | 79 | 149 | 53% | 76 | 149 | 51% |
Buy | Morning Doji Star | 30 | 58 | 52% | 27 | 58 | 47% |
Buy | Morning Star | 94 | 206 | 46% | 96 | 206 | 47% |
Buy | Piercing Line[EV] | 374 | 717 | 52% | 373 | 716 | 52% |
Buy | Rising Three Methods | 97 | 193 | 50% | 113 | 193 | 59% |
Buy | separat ing Lines[EV] | 13 | 19 | 68% | 14 | 19 | 74% |
Buy | SideBySideWhiteLines | 4 | 14 | 29% | 7 | 14 | 50% |
Buy | Three Line Strikes | 6 | 10 | 60% | 6 | 10 | 60% |
Buy | Three Methods Gap[EV] | 4 | 6 | 67% | 6 | 6 | 100% |
Buy | Three White Soldiers[EV] | 5 | 13 | 38% | 6 | 13 | 46% |
Buy | UniqueThreeRiverBottom[V] | 7 | 14 | 50% | 8 | 14 | 57% |
Buy | Upside Tasuki Gap[EV] | 9 | 13 | 69% | 7 | 13 | 54% |
Buy | Volume:>x3 | 364 | 647 | 56% | 336 | 647 | 52% |
Sell | Abounded Baby | 44 | 81 | 54% | 38 | 81 | 47% |
Sell | Advance Block | 88 | 144 | 61% | 80 | 142 | 56% |
Sell | Bearish BreakAway | 3 | 6 | 50% | 3 | 6 | 50% |
Sell | Bearish Counterattack | 514 | 900 | 57% | 496 | 898 | 55% |
Sell | Bearish Gap | 757 | 1455 | 52% | 759 | 1452 | 52% |
Sell | Bearish Gap[V] | 174 | 329 | 53% | 170 | 328 | 52% |
Sell | BeltHold | 1288 | 2430 | 53% | 1313 | 2427 | 54% |
Sell | Dark Cloud Over | 166 | 286 | 58% | 160 | 286 | 56% |
Sell | Dark Cloud Over[V] | 57 | 93 | 61% | 58 | 93 | 62% |
Sell | Deliberation | 24 | 39 | 62% | 25 | 39 | 64% |
Sell | Doji[EV] | 237 | 442 | 54% | 233 | 440 | 53% |
Sell | Engulfing | 169 | 281 | 60% | 160 | 278 | 58% |
Sell | Evening Star | 36 | 75 | 48% | 37 | 74 | 50% |
Sell | Falling Three Methods | 50 | 98 | 51% | 47 | 98 | 48% |
Sell | Gravestone Doji | 240 | 435 | 55% | 244 | 431 | 57% |
Sell | Hanging Man | 982 | 1651 | 59% | 972 | 1650 | 59% |
Sell | Harami | 71 | 123 | 58% | 59 | 122 | 48% |
Sell | Kicking | 83 | 159 | 52% | 88 | 159 | 55% |
Sell | Meeting Lines | 68 | 115 | 59% | 56 | 114 | 49% |
Sell | On Neck | 125 | 224 | 56% | 113 | 224 | 50% |
Sell | separat ing Lines | 561 | 994 | 56% | 550 | 994 | 55% |
Sell | separat ing Lines[EV] | 8 | 15 | 53% | 6 | 15 | 40% |
Sell | Shooting Star | 120 | 202 | 59% | 126 | 202 | 62% |
Sell | Shooting Star:Gap | 43 | 67 | 64% | 45 | 67 | 67% |
Sell | Shooting Star:White | 76 | 123 | 62% | 75 | 123 | 61% |
Sell | SideBySideWhiteLines | 0 | 4 | 0% | 0 | 4 | 0% |
Sell | Three Black Crows | 141 | 268 | 53% | 139 | 267 | 52% |
Sell | Three Line Strikes[EV] | 1 | 1 | 100% | 1 | 1 | 100% |
Sell | Three Methods Gap | 25 | 47 | 53% | 26 | 47 | 55% |
Sell | Three White Soldiers[EV] | 15 | 23 | 65% | 16 | 23 | 70% |
Sell | TwoCrows | 13 | 21 | 62% | 14 | 21 | 67% |
Sell | TwoCrows:UpsideGap | 1 | 2 | 50% | 2 | 2 | 100% |
Sell | Volume:>x3 | 149 | 271 | 55% | 155 | 270 | 57% |
DAX
Buy | Abounded Baby | 47 | 66 | 71% | 41 | 66 | 62% |
Buy | Abounded Baby[V] | 28 | 37 | 76% | 26 | 37 | 70% |
Buy | BeltHold[EV] | 8 | 12 | 67% | 7 | 12 | 58% |
Buy | Bullish BreakAway | 1 | 1 | 100% | 1 | 1 | 100% |
Buy | Bullish Gap[EV] | 48 | 81 | 59% | 48 | 81 | 59% |
Buy | Bullish Sticky Sandwich | 10 | 23 | 43% | 12 | 23 | 52% |
Buy | Doji[EV] | 28 | 46 | 61% | 28 | 46 | 61% |
Buy | Engulfing[EV] | 10 | 21 | 48% | 13 | 21 | 62% |
Buy | Hammer | 244 | 457 | 53% | 234 | 457 | 51% |
Buy | Hammer:Gap | 32 | 59 | 54% | 31 | 59 | 53% |
Buy | Hammer[V] | 25 | 48 | 52% | 26 | 48 | 54% |
Buy | Harami[EV] | 3 | 10 | 30% | 5 | 10 | 50% |
Buy | Inverted Hammer | 510 | 961 | 53% | 506 | 960 | 53% |
Buy | Inverted Hammer[V] | 262 | 474 | 55% | 263 | 474 | 55% |
Buy | Kicking | 29 | 49 | 59% | 32 | 49 | 65% |
Buy | Ladder Bottom | 16 | 22 | 73% | 13 | 22 | 59% |
Buy | Matching Low | 40 | 81 | 49% | 47 | 81 | 58% |
Buy | Meeting Lines[V] | 6 | 16 | 38% | 7 | 16 | 44% |
Buy | Morning Doji Star | 7 | 20 | 35% | 9 | 20 | 45% |
Buy | Morning Star | 62 | 119 | 52% | 56 | 119 | 47% |
Buy | Piercing Line[EV] | 66 | 102 | 65% | 60 | 102 | 59% |
Buy | Rising Three Methods | 25 | 47 | 53% | 29 | 47 | 62% |
Buy | separat ing Lines[EV] | 1 | 5 | 20% | 1 | 5 | 20% |
Buy | SideBySideWhiteLines | 5 | 8 | 63% | 5 | 8 | 63% |
Buy | Three Line Strikes | 1 | 1 | 100% | 1 | 1 | 100% |
Buy | Three Methods Gap[EV] | 2 | 2 | 100% | 2 | 2 | 100% |
Buy | Three White Soldiers[EV] | 7 | 8 | 88% | 3 | 8 | 38% |
Buy | UniqueThreeRiverBottom[V] | 0 | 1 | 0% | 1 | 1 | 100% |
Buy | Upside Tasuki Gap[EV] | 5 | 9 | 56% | 7 | 9 | 78% |
Buy | Volume:>x3 | 36 | 62 | 58% | 35 | 62 | 56% |
Sell | Abounded Baby | 42 | 85 | 49% | 36 | 85 | 42% |
Sell | Advance Block | 28 | 62 | 45% | 24 | 62 | 39% |
Sell | Bearish Counterattack | 56 | 112 | 50% | 52 | 112 | 46% |
Sell | Bearish Gap | 239 | 513 | 47% | 251 | 513 | 49% |
Sell | Bearish Gap[V] | 35 | 63 | 56% | 37 | 63 | 59% |
Sell | BeltHold | 106 | 209 | 51% | 105 | 208 | 50% |
Sell | Dark Cloud Over | 74 | 141 | 52% | 70 | 141 | 50% |
Sell | Dark Cloud Over[V] | 2 | 6 | 33% | 2 | 6 | 33% |
Sell | Deliberation | 12 | 17 | 71% | 7 | 17 | 41% |
Sell | Doji[EV] | 79 | 145 | 54% | 69 | 145 | 48% |
Sell | Engulfing | 45 | 111 | 41% | 48 | 110 | 44% |
Sell | Evening Star | 40 | 79 | 51% | 34 | 79 | 43% |
Sell | Falling Three Methods | 9 | 24 | 38% | 12 | 24 | 50% |
Sell | Gravestone Doji | 72 | 144 | 50% | 71 | 144 | 49% |
Sell | Hanging Man | 428 | 787 | 54% | 421 | 786 | 54% |
Sell | Harami | 37 | 69 | 54% | 36 | 69 | 52% |
Sell | Kicking | 11 | 26 | 42% | 13 | 26 | 50% |
Sell | Meeting Lines | 19 | 34 | 56% | 18 | 34 | 53% |
Sell | On Neck | 13 | 30 | 43% | 11 | 30 | 37% |
Sell | separat ing Lines | 37 | 81 | 46% | 32 | 81 | 40% |
Sell | separat ing Lines[EV] | 2 | 2 | 100% | 2 | 2 | 100% |
Sell | Shooting Star | 61 | 132 | 46% | 65 | 132 | 49% |
Sell | Shooting Star:Gap | 26 | 52 | 50% | 26 | 52 | 50% |
Sell | Shooting Star:White | 32 | 84 | 38% | 40 | 84 | 48% |
Sell | SideBySideWhiteLines | 2 | 3 | 67% | 2 | 3 | 67% |
Sell | Three Black Crows | 55 | 97 | 57% | 46 | 97 | 47% |
Sell | Three Line Strikes[EV] | 1 | 3 | 33% | 2 | 3 | 67% |
Sell | Three Methods Gap | 2 | 9 | 22% | 4 | 9 | 44% |
Sell | Three White Soldiers[EV] | 4 | 10 | 40% | 6 | 10 | 60% |
Sell | TwoCrows | 4 | 5 | 80% | 3 | 5 | 60% |
Sell | Volume:>x3 | 23 | 37 | 62% | 22 | 37 | 59% |