我揣想也许用一些指标加权而成。
例如 breath indicator such as Advance/Decline,bullish percent; Fear index such as vix; momentum indicator such as KD,MACD; Trend and structure indicators regarding price change; maybe also market environment indexes.
至于选取哪个指标,还有那个指标的权重如何,应该就是楼主个人经验了。。。
一般大家在看过各个指标20几张图之后 对次日 次周 次月的走势都会有个感觉。而楼主做到了将这些指标量化汇总 确实是值得赞赏的。
我在这个博客上也见过类似的算法:http://blogs.stockcharts.com/arthurhill/2012/03/indicator-summary-remains-positive-but-mcclellan-oscillators-weaken.html?st=NYMO