第二章_股票市场模型.xls
求和项:NET PRICEDATEHighLowMid总计Trend Move-aver(3)Move-aver(7)11994/1/11964997541449486521994/2/12906118611762675731994/3/12054944401170098650 3406.741994/4/12477123351378847 10543 5872.751994/5/12522176742178506 12436 8120.761994/6/130702210664211922 14328 9758.371994/7/1468247771053419993 1622113474 8498.28681994/8/147486330867619754 1811417223 11113.2991994/9/156416142812819911 200071988613706101994/10/1621561581119523568 2189921078 16071.57111994/11/1547777871393327197 237922355918693121994/12/1566994591569730825 2568527197 21881.43131995/1/1765085161695933125 2757830382 24910.43141995/2/17463103891718335035 2947032995 27059.29151995/3/17087100121847435573 3136334578 29319.14161995/4/17283114981590434685 3325635098 31429.71171995/5/19006128501544237298 3514935852 33391.14181995/6/19131142081620939548 3704137177 35155.57191995/7/17367136571860939633 3893438826 36413.86201995/8/17545147291761539889 4082739690 37380.14211995/9/17104157111680539620 4272039714 38035.14221995/10/16968131281744537541 4461239017 38316.29231995/11/18119163031728241704 465053962239319241995/12/17685158882037443947 4839841064 40268.86251996/1/19715154751967044860 5029143504 41027.71261996/2/111051187102350153262 5218347356 42974.71271996/3/111576160042240749987 5407649370 44417.29281996/4/111838187152428754840 5596952696 46591.57291996/5/112679217932913963611 5786256146 50315.86301996/6/112282225103212366915 5975461789 53917.43311996/7/113272208982961663786 6164764771 56751.57321996/8/113473201153091864506 6354065069 59558.14331996/9/115070201003318868358 6543265550 61714.71341996/10/115233176222973962594 6732565153 63515.71351996/11/114729196583126565652 6921865535 65060.29361996/12/117599194133383470846 7111166364 66093.86总计293966 435819 637773 1367558SLOPE1892.7LinestIntercept2972.01892.7 2972.01XFORECAST4078681.7NetNet salessales growthgrowth1994/3/11994/6/11994/9/11994/12/11995/3/11995/6/11995/9/11995/12/11996/3/11996/6/11996/9/11996/12/10 010000100002000020000300003000040000400005000050000600006000070000700008000080000y y =60.619x60.619x -2E+062E+06R R2 =0.9610.961HighHighLowLowMidMid总总计计Linear(Linear(总总计计)Y=k*X+b移移动动平平均均1994/3/11994/6/11994/9/11994/12/11995/3/11995/6/11995/9/11995/12/11996/3/11996/6/11996/9/11996/12/10 010000100002000020000300003000040000400005000050000600006000070000700008000080000实际值预测值Move-aver(7)Move-aver(7)NetNet salessales growthgrowth1994/3/11994/6/11994/9/11994/12/11995/3/11995/6/11995/9/11995/12/11996/3/11996/6/11996/9/11996/12/10 010000100002000020000300003000040000400005000050000600006000070000700008000080000y y =60.619x60.619x -2E+062E+06R R2 =0.9610.961HighHighLowLowMidMid总总计计Linear(Linear(总总计计)移移动动平平均均1994/3/11994/6/11994/9/11994/12/11995/3/11995/6/11995/9/11995/12/11996/3/11996/6/11996/9/11996/12/10 010000100002000020000300003000040000400005000050000600006000070000700008000080000实际值预测值Move-aver(7)NetNet salessales growthgrowth1994/3/11994/6/11994/9/11994/12/11995/3/11995/6/11995/9/11995/12/11996/3/11996/6/11996/9/11996/12/10 050005000100001000015000150002000020000250002500030000300003500035000HighHighLowLowMidMidLinear(Mid)Linear(Mid)Linear(Low)Linear(Low)Linear(High)Linear(High)NetNet salessales growthgrowth1994/3/11994/6/11994/9/11994/12/11995/3/11995/6/11995/9/11995/12/11996/3/11996/6/11996/9/11996/12/10 050005000100001000015000150002000020000250002500030000300003500035000HighHighLowLowMidMidLinear(Mid)Linear(Mid)Linear(Low)Linear(Low)Linear(High)Linear(High)bm1001.08xdata110821093124413751446152716881859208102161124112258132741430015310LOGEST1.0834121.08341297.1197.11XGROWTH20482.10Y=b*mXLOGEST123456789101112131415100125150175200225250275300325350y y =97.1099e97.1099e0.0801xdatadataExpon.(data)Expon.(data)LOGEST123456789101112131415100125150175200225250275300325350y y =97.1099e97.1099e0.0801xdatadataExpon.(data)Expon.(data)ShanghaiShanghai IndexIndex WeeklyWeekly1990/12/211991/2/211991/4/211991/6/211991/8/211991/10/211991/12/211992/2/211992/4/211992/6/211992/8/211992/10/211992/12/211993/2/211993/4/211993/6/211993/8/211993/10/211993/12/211994/2/211994/4/211994/6/211994/8/211994/10/211994/12/211995/2/211995/4/211995/6/211995/8/211995/10/211995/12/211996/2/211996/4/211996/6/211996/8/211996/10/211996/12/211997/2/211997/4/211997/6/211997/8/211997/10/211997/12/211998/2/211998/4/211998/6/211998/8/211998/10/211998/12/211999/2/211999/4/211999/6/211999/8/211999/10/211999/12/212000/2/212000/4/212000/6/210.E+001.E+082.E+083.E+084.E+085.E+086.E+0805001000150020002500DateDateAmountAmountPriceShanghaiShanghai IndexIndex WeeklyWeekly1990/12/211991/2/211991/4/211991/6/211991/8/211991/10/211991/12/211992/2/211992/4/211992/6/211992/8/211992/10/211992/12/211993/2/211993/4/211993/6/211993/8/211993/10/211993/12/211994/2/211994/4/211994/6/211994/8/211994/10/211994/12/211995/2/211995/4/211995/6/211995/8/211995/10/211995/12/211996/2/211996/4/211996/6/211996/8/211996/10/211996/12/211997/2/211997/4/211997/6/211997/8/211997/10/211997/12/211998/2/211998/4/211998/6/211998/8/211998/10/211998/12/211999/2/211999/4/211999/6/211999/8/211999/10/211999/12/212000/2/212000/4/212000/6/210.E+001.E+082.E+083.E+084.E+085.E+086.E+0805001000150020002500y y =0.3225x0.3225x -10386.045610386.0456DateDateAmountAmountPriceMove-AverageMove-Average ShanghaiShanghai12/21/903/21/199106/21/919/21/199112/21/19913/21/19926/21/19929/21/199212/21/19923/21/19936/21/19939/21/199312/21/19933/21/19946/21/19949/21/199412/21/19943/21/19956/21/19959/21/199512/21/19953/21/199606/21/969/21/199612/21/199603/21/976/21/19979/21/199712/21/19973/21/19986/21/19989/21/199812/21/19983/21/19996/21/19999/21/199912/21/19993/21/20006/21/2000020040060080010001200140016001800收盘Mav(3)Mav(7)Mav(14)RSI(14)RSI(14)5005004004003003002002001001000 00 0101020203030404050506060707080809090100100日期RSI(14)1996-1-199.32KD(9,3,3)KD(9,3,3)12/21/903/21/199106/21/919/21/199112/21/19913/21/19926/21/19929/21/199212/21/19923/21/19936/21/19939/21/199312/21/19933/21/19946/21/19949/21/199412/21/19943/21/19956/21/19959/21/199512/21/19953/21/199606/21/969/21/199612/21/199603/21/976/21/19979/21/199712/21/19973/21/19986/21/19989/21/199812/21/19983/21/19996/21/19999/21/199912/21/19993/21/20006/21/20000102030405060708090100K(3)D(3)0033106679741326172529191922151110721413018121368567100SUPPORT and RESISTANCE5015025035045055065075085095010501150125013501450155016501750454035302520151050指数周数MAV-PROFITMAV-PROFIT MAXMAX04/30/9912/16/9708/03/9603/22/9511/07/9306/25/9202/11/91020040060080010001200140016001800DATADATAINDEXINDEX收盘Mav(short term)Mav(long term)Buy PriceSell Price9 913131406080.621406080.62日期成交量开盘最高最低收盘成交额涨幅%12/21/90148596.05109.1395.79109.13594012/28/90321113.57126.45109.13126.4528215.87%01/04/91730126.56131.44126.48131.444733.95%01/11/9132063131.99134.61131.45134.6176892.40%01/18/9118147134.11135.19133.65134.2410067-0.27%01/25/918804133.7134.24132.03132.054423-1.63%02/01/917876131.46131.55129.45129.513919-1.92%02/08/9119123129.05130.39128.06130.38107530.67%02/14/9117867130.92132.53130.39132.5393761.65%02/22/919271133.12134.87133.08134.8755101.77%03/01/9111500134.37134.87132.47132.538271-1.74%03/08/915720132.09132.09129.84129.894665-1.99%03/15/913085129.3129.89125.08125.172145-3.63%03/22/913178124.7125.17122.62122.622576-2.04%03/29/915421122.12122.62120.11120.194090-1.98%04/05/9136984120.69122.2119.68121.54181101.12%04/12/913286121.11121.11119.15119.213130-1.92%04/19/911431118.73119.22117.05117.081379-1.79%04/26/9115709116.63117.08114.52115.567510-1.30%05/03/9118956114.86116.29112.3112.419854-2.73%05/10/917577111.65112.41108.53108.534233-3.45%05/17/9124192107.88107.88104.96106.759752-1.64%05/24/9126944107.76110.08106.71110.08136313.12%05/31/9112378111.05114.83109.47114.8383404.32%06/07/915231115.9120.47114.89120.4741834.91%06/14/9129816121.65126.34120.47124.53166723.37%06/21/9126356125.63130.86123.54130.86148825.08%06/28/9116425132.1137.56131.8137.56106555.12%07/05/9156427136.64138.62134.19135.9635570-1.16%07/12/9128556135.26136.57132.42132.813894-2.32%07/19/9127064133.9138.54131.87136.7129652.94%07/26/9133662138.07141.46136.7140.66164722.90%08/02/9130898141.22146.68140.81146.68151964.28%08/09/9113900148.06154.1146.68154.172735.06%08/16/9131959155.34161.6154.1161.6170434.87%08/23/916870163.21169.81161.6169.8144555.08%08/30/9111610171.51178.43169.81178.4373975.08%09/06/917812180.08187.36178.43187.3651525.00%09/13/91115511189.1190.98185.01187.79788330.23%09/20/9190098189.55191.18185.66185.9258005-1.00%09/27/9147118185185.92181.19181.8229778-2.21%10/04/9151695180.28184.29179.8184.29397041.36%10/11/9173722185.95192.88185.41192.85475564.64%10/18/9151102194.06202.51192.32202.51340065.01%10/25/9160295204.53211.97202.51211.86414524.62%11/01/9118129213.5220.72211.86220.72134674.18%11/08/9129366222.77231.22220.79231.22228894.76%11/15/917088233.48238.25231.22238.2567773.04%11/22/9110808240.04248.53238.25248.5394874.31%11/29/9143102250.84259.85248.53259.6367494.45%12/06/9124634261.78269.35259.67269.35223183.76%12/13/915139270.27277269.3527757782.84%12/20/917320277.53282.83277282.8399742.10%12/27/914824285.65290.85282.83290.8558592.84%01/03/924113291.71296.52290.85296.5259201.95%01/10/927499297.68301.83296.52301.83101031.79%01/17/922244302.83307.38302307.3830781.84%01/24/922426307.38309.05307.38309.0531780.54%01/31/922372311.6313.24309.05313.2431511.36%02/07/92632314.18314.72313.24314.7211100.47%02/14/922397315.55319.68314.72319.6838991.58%02/21/9245100319.77359.93319.68359.598219612.48%02/28/9260158361.11364.67357.07364.66784891.41%03/06/9225605365.15371.76364.66371.76442611.95%03/13/9242833372.26377.57371.88376.38770441.24%03/20/9224352377378.32376.21377.99488120.43%03/27/9238605378.61380.79377.45380.77824820.74%04/03/9237484381.54382.06380.76381.331085490.15%04/10/9228011381.97382.88381.2382.03707330.18%04/17/9295463387.27414.42382.03414.422053498.48%04/24/92201447417.19421.55394.6414.42876340.00%04/30/92178252422.45448.94413.47445.382268877.48%05/08/92230456454.86468.42439.96468.113704945.10%05/15/92194418483.29544.56468.11544.3532585816.29%05/22/92326810560.091349.71544.351339.99624798146.16%05/29/923216291411.981429.01823.361234.71764086-7.86%06/05/922016201175.691249.581033.471105.76476829-10.44%06/12/922046781092.071206.511079.651171.715284145.96%06/19/921619071174.411186.591152.691171.944024660.02%06/26/921132961173.681207.821144.461164.67323687-0.62%07/03/922926731168.891215.131156.681189.166897252.10%07/10/923120161197.761215.241166.451188.62804336-0.05%07/17/922540041156.831214.831100.161125.56607245-5.31%07/24/922491271100.61178.9961.611142.024762111.46%07/31/923931911169.421178.811032.541052.07478937-7.88%08/07/923245321034.71060.36983.221005.23422740-4.45%08/14/92553612992.731006.64627.36858.38784593-14.61%08/21/92668935898.66999.69858.38916.259486106.74%08/28/92439304888.95920.85825.01848.2628949-7.43%09/04/92489416833.5848.4742.74753.58642907-11.16%09/11/92530050745.69789.18595.42776.297064603.01%09/18/92556457762.82793.36694.32754.4783158-2.82%09/25/92371193740.97760.13708.5729.79459595-3.26%09/30/92197165724.45729.79698.91702.32219691-3.76%10/09/92398038676.47702.32640.22660.29479447-5.98%10/16/92473124687.45713.77648.84664.756481060.68%10/23/92521284643.8667.46524.07559.73575128-15.80%10/30/92653925539.5561.5447.93507.25582137-9.38%11/06/92549614471.18508.81455.73457.05400269-9.90%11/13/92563080439.81459.04388.32414.09398932-9.40%11/20/92502628402.02415.64386.85401.44326814-3.05%11/27/921265885404.05752.32401.82637.67123634658.85%12/04/921374247682.08841.02637.67807.02184060226.56%12/11/921495535765.87811.57592.78722.281909036-10.50%12/18/92670313741.06748.19663.17698.13825953-3.34%12/25/921001957709.87781.36697.7764.2813667699.48%12/31/92590277764.43784.03754.54780.397403002.11%01/08/931568698784.13893.86777.16889.47231229613.98%01/15/932763264913.441099.83901.471063.76419588919.59%01/22/9315568621067.981109.59984.741100.3125763523.44%01/29/9314528301126.371198.481113.571198.4824426268.92%02/05/9330669001242.351404.641222.181332.96602743511.22%02/12/9337615661339.591528.511334.191458.7672617749.44%02/19/9325310461544.11558.951441.071499.7462528512.81%02/26/9329162671487.841527.131196.471339.886455103-10.66%03/05/9317823551328.221339.11026.181109.543577984-17.19%03/12/9323030501133.521325.491089.361236.37544696811.43%03/19/9311060141226.661241.041155.11174.992000424-4.96%03/26/9316795881148.291179.05913.741039.762579364-11.51%04/02/9310741611008.41047.88915.59944.011469303-9.21%04/09/933852041945.581340.91924.491243.02670199031.67%04/16/9334366631254.621341.191195.571214.757483512-2.27%04/23/9321106671203.851295.761185.761260.2542456543.75%04/30/9332760511298.921392.621282.541358.7872020177.82%05/07/9326660951365.151380.51151.491199.815664278-11.70%05/14/9313377721216.721221.981107.661167.472563924-2.70%05/21/939045391162.071178.541097.611143.971522392-2.01%05/28/9313620421136.291143.97942.21972.772044940-14.97%06/04/933221400975.051177.91859.481004.353067913.24%06/11/9325192571006.261101.69982.03104744744074.25%06/18/9310888721046.071046.07981.841005.981919183-3.92%06/25/938361541003.981041.22967.741006.6410316680.07%07/02/9324045361006.631043.05980.05986.984081308-1.95%07/09/931141809976.67980.92865.31868.571635039-12.00%07/16/931395729855.5870.05828.55846.871876045-2.50%07/23/931044959846.87849.04803.22813.54967427-3.94%07/30/932314845810.07901.12777.73881.0725874568.30%08/06/933040257885.31913.15823855.523410007-2.90%08/13/935310733866.65947.26861.19947.26612019010.72%08/20/934517982969.91042.47937.99946.546080969-0.08%08/27/931707103933.72937.3873.13894.592088934-5.49%09/03/931141138901.09926.11884.51922.6912122113.14%09/10/931516287940.46947.53887.65903.561933060-2.07%09/17/93791085895.62903.24865.61881.41897457-2.45%09/24/931261988875.97915.06864.38875.811381891-0.64%09/30/931885272876.61909.84876.39890.2719523711.65%10/08/934170952895.69934.4874.28874.767283297-1.74%10/15/932482576872.95879.68848.53856.923577456-2.04%10/22/933621600852.82852.82818.81818.814995408-4.45%10/29/934870233792.78834.79774.54814.827785471-0.49%11/05/932790781801.86824.49793.32814.393916844-0.05%11/12/934765238833.26868.91819.09865.9775989056.33%11/19/936194171875.8924.67875.8924.6773903696.78%11/26/93 10187665924.671011.76898.49965.39 142174264.40%12/03/935792152968.44993.74956.34980.6782514941.58%12/10/939220450986.121044.85957.65978.57 13975406-0.21%12/17/934778403982.38982.38884.47901.76219962-7.86%12/24/935537423823.77852.63750.46834.396794874-7.46%12/31/934816788841.49854.65816.36833.85748179-0.07%01/07/946088921837.7883.99823.1879.6464384215.50%01/14/947755925891.99907.09842.62849.238137828-3.46%01/21/944727348861.34868.88777.83812.884582274-4.28%01/28/944860285830.16842.04795.07799.263758889-1.68%02/04/944373932781.54797.88750.61797.863933714-0.18%02/18/943338994813.95818.57761.64769.182906656-3.59%02/25/945318988769.94787.67749.63787.4256934452.37%03/04/947506122785.82795.2724.33726.38699515-7.76%03/11/94 10824686718.35741.44694.03717.38 13687606-1.23%03/18/94 19235947774.77807.52751.2765.22 200691786.67%03/25/94 10115652755.86757.55714.59719.05 11214370-6.03%04/01/94 10363506702.42714.1691.86698.84