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Kaufman Efficiency Ratio (KER)
The Kaufman Efficiency Ratio (also known as the Efficiency Ratio or ER) is a technical indicator used in technical analysis to measure the efficiency of a financial instrument's price movement. It was developed by Perry J. Kaufman and is designed to help traders and analysts identify the trendiness or choppiness of a market.
The Kaufman Efficiency Ratio is calculated using the following formula:
ER = (Change in Price over N periods) / (Sum of the absolute price changes over N periods)
Here's how the formula works:
"Change in Price over N periods" is the net price change over a specified number of periods (usually days or bars). It's calculated by subtracting the closing price of N periods ago from the current closing price.
"Sum of the absolute price changes over N periods" is the sum of the absolute values of price changes (i.e., ignoring the direction) over the same N periods.
The resulting Efficiency Ratio (ER) value will fall within the range of 0 to 1, with 1 indicating a perfectly trending market and 0 indicating a perfectly choppy or range-bound market. In other words, the closer the ER is to 1, the stronger and more efficient the trend is perceived to be.
The Kaufman Efficiency Ratio is calculated using the following formula:
ER = (Change in Price over N periods) / (Sum of the absolute price changes over N periods)
Here's how the formula works:
"Change in Price over N periods" is the net price change over a specified number of periods (usually days or bars). It's calculated by subtracting the closing price of N periods ago from the current closing price.
"Sum of the absolute price changes over N periods" is the sum of the absolute values of price changes (i.e., ignoring the direction) over the same N periods.
The resulting Efficiency Ratio (ER) value will fall within the range of 0 to 1, with 1 indicating a perfectly trending market and 0 indicating a perfectly choppy or range-bound market. In other words, the closer the ER is to 1, the stronger and more efficient the trend is perceived to be.
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Skrip open-source
Dengan semangat TradingView yang sesungguhnya, penulis skrip ini telah menjadikannya sumber terbuka, sehingga para trader dapat meninjau dan memverifikasi fungsinya. Hormat untuk penulisnya! Meskipun anda dapat menggunakannya secara gratis, ingatlah bahwa penerbitan ulang kode tersebut tunduk pada Tata Tertib kami.
Pernyataan Penyangkalan
Informasi dan publikasi tidak dimaksudkan untuk menjadi, dan bukan merupakan saran keuangan, investasi, perdagangan, atau rekomendasi lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Persyaratan Penggunaan.