Таблица поведения цены на n-день после четырехбарного патерна
| Акция: | РАО ЕЭС | ЛУКОЙЛ | РОСТЕЛЕКОМ | СУРНЕФТЕГАЗ | ГАЗПРОМ | ДОУ-ДЖОНС | генератор случайных чисел |
| Модель | раз | 1 | 2 | 3 | 4 | 5 | раз | 1 | 2 | 3 | 4 | 5 | раз | 1 | 2 | 3 | 4 | 5 | раз | 1 | 2 | 3 | 4 | 5 | раз | 1 | 2 | 3 | 4 | 5 | раз | 1 | 2 | 3 | 4 | 5 | раз | 1 | 2 | 3 | 4 | 5 |
| 1234 | 126 | 2.7 | 5.3 | 8.3 | 8.6 | 8.8 | 139 | 2.0 | 4.0 | 6.1 | 6.2 | 6.4 | 112 | 2.6 | 5.4 | 7.9 | 7.2 | 7.0 | 149 | 2.6 | 5.3 | 7.7 | 7.4 | 7.3 | 171 | 2.1 | 4.3 | 6.4 | 6.7 | 6.9 | 115 | 0.9 | 1.7 | 2.6 | 2.6 | 2.6 | 112 | 1.5 | 3.0 | 4.5 | 4.2 | 4.3 |
| 1342 | 24 | 4.5 | 2.1 | 3.0 | 2.7 | 4.0 | 15 | 4.1 | 1.1 | 2.7 | 4.3 | 5.1 | 24 | 4.3 | 1.7 | 3.2 | 3.3 | 3.1 | 20 | 3.8 | 1.6 | 2.8 | 3.2 | 2.8 | 20 | 2.9 | 1.4 | 2.2 | 1.6 | 2.0 | 20 | 1.9 | 0.8 | 1.2 | 1.3 | 1.2 | 18 | 2.2 | 0.8 | 1.5 | 1.8 | 1.4 |
| 2134 | 65 | -1.3 | 1.9 | 4.7 | 4.7 | 4.7 | 71 | -1.0 | 1.7 | 3.8 | 4.0 | 3.3 | 63 | -1.4 | 2.1 | 4.6 | 4.6 | 4.3 | 63 | -1.4 | 2.3 | 5.0 | 6.0 | 5.6 | 62 | -1.1 | 1.7 | 4.1 | 4.5 | 4.1 | 65 | -0.6 | 1.0 | 2.0 | 1.6 | 1.6 | 69 | -1.0 | 0.8 | 2.3 | 2.5 | 2.1 |
| 2341 | 26 | -3.9 | -3.0 | -2.1 | -1.9 | -1.8 | 26 | -3.0 | -2.2 | -1.2 | -1.2 | -0.5 | 17 | -4.2 | -3.1 | -1.8 | -1.1 | -2.8 | 23 | -4.0 | -2.3 | -1.3 | -0.1 | -0.7 | 22 | -3.2 | -2.4 | -1.4 | -0.6 | -0.2 | 18 | -1.6 | -1.1 | -0.7 | -0.6 | -0.4 | 22 | -2.0 | -1.5 | -0.6 | -1.0 | -1.5 |
| 3214 | 32 | -1.3 | -2.5 | 1.8 | 2.4 | 2.4 | 29 | -1.0 | -2.1 | 1.6 | 1.1 | -0.9 | 33 | -1.2 | -2.9 | 2.0 | 1.3 | 1.2 | 23 | -1.0 | -2.4 | 1.6 | 2.6 | 3.0 | 27 | -1.0 | -2.0 | 1.3 | 1.2 | 1.4 | 30 | -0.6 | -1.2 | 0.7 | 0.5 | 0.2 | 20 | -0.8 | -1.2 | 0.8 | 0.9 | 1.0 |
| 3142 | 14 | 3.7 | -1.0 | 1.5 | 2.5 | 2.2 | 16 | 2.0 | -0.9 | 0.5 | -0.1 | 1.2 | 14 | 2.4 | -1.3 | 0.8 | 2.5 | 4.7 | 9 | 1.9 | -1.3 | 0.8 | 2.1 | 2.8 | 10 | 1.9 | -1.1 | 0.9 | 0.5 | 0.1 | 18 | 0.6 | -0.3 | 0.2 | -0.3 | 0.1 | 15 | 1.5 | -1.0 | 0.7 | 1.1 | 0.6 |
| 4231 | 50 | -3.2 | -2.2 | -5.8 | -5.7 | -6.0 | 31 | -2.2 | -1.4 | -3.6 | -3.4 | -2.9 | 42 | -2.9 | -1.9 | -5.3 | -4.9 | -5.6 | 40 | -2.9 | -2.2 | -5.2 | -4.9 | -5.6 | 49 | -2.3 | -1.7 | -3.8 | -3.4 | -3.3 | 54 | -1.4 | -0.9 | -2.2 | -2.2 | -2.6 | 29 | -1.8 | -1.0 | -2.9 | -3.3 | -3.1 |
| 4312 | 61 | 1.5 | -2.3 | -5.1 | -4.8 | -4.4 | 58 | 1.5 | -1.6 | -3.5 | -3.4 | -3.2 | 66 | 1.9 | -2.5 | -4.7 | -4.1 | -3.5 | 71 | 2.1 | -2.0 | -4.6 | -4.2 | -4.2 | 62 | 1.4 | -1.8 | -3.8 | -3.7 | -3.7 | 71 | 0.7 | -0.9 | -1.8 | -1.9 | -1.9 | 80 | 1.0 | -0.8 | -2.1 | -1.9 | -1.8 |
| 1243 | 60 | 2.3 | 6.3 | 4.8 | 4.9 | 4.8 | 74 | 2.0 | 4.9 | 3.7 | 3.8 | 3.9 | 62 | 2.7 | 6.0 | 4.8 | 5.3 | 6.5 | 55 | 2.6 | 5.5 | 4.3 | 4.6 | 4.7 | 67 | 2.2 | 4.8 | 3.8 | 3.9 | 4.5 | 59 | 1.1 | 2.7 | 2.0 | 2.1 | 2.3 | 70 | 1.5 | 3.4 | 2.4 | 2.4 | 2.3 |
| 1423 | 41 | 3.7 | 5.4 | 2.3 | 2.7 | 2.1 | 36 | 2.8 | 4.2 | 1.7 | 1.0 | 1.1 | 38 | 3.1 | 4.9 | 2.0 | 1.5 | 2.3 | 37 | 3.6 | 5.5 | 2.6 | 2.1 | 2.2 | 18 | 3.1 | 5.2 | 2.0 | 0.4 | 0.0 | 39 | 1.4 | 2.2 | 0.9 | 1.1 | 1.0 | 37 | 1.8 | 2.9 | 1.0 | 0.8 | 1.1 |
| 2143 | 33 | -1.4 | 3.1 | 1.7 | 2.0 | 2.1 | 25 | -0.9 | 2.7 | 1.2 | 1.9 | 1.7 | 31 | -1.3 | 3.4 | 1.9 | 2.5 | 2.4 | 24 | -1.3 | 2.9 | 1.4 | 3.0 | 3.8 | 27 | -0.8 | 2.5 | 1.3 | 1.9 | 1.3 | 34 | -0.4 | 1.4 | 0.8 | 0.7 | 0.8 | 16 | -0.9 | 1.1 | 0.6 | 0.3 | 0.2 |
| 2413 | 19 | -1.9 | 2.1 | -0.7 | 1.1 | -0.6 | 12 | -1.8 | 1.4 | -0.7 | -0.9 | 0.1 | 15 | -2.6 | 1.9 | -1.5 | -1.4 | -1.6 | 12 | -2.1 | 1.5 | -0.6 | 1.2 | -0.7 | 11 | -1.4 | 0.9 | -0.7 | -0.7 | -1.5 | 10 | -0.6 | 0.4 | -0.2 | 0.1 | 0.1 | 15 | -1.6 | 0.5 | -0.7 | -1.2 | -1.0 |
| 3241 | 26 | -3.3 | -4.6 | -2.2 | -2.7 | -2.9 | 34 | -2.9 | -3.9 | -1.9 | -1.4 | -1.3 | 31 | -4.0 | -5.5 | -2.7 | -3.7 | -3.7 | 34 | -3.2 | -4.7 | -2.0 | -1.7 | -2.6 | 28 | -2.4 | -3.3 | -1.4 | -1.3 | -0.4 | 36 | -1.1 | -1.6 | -0.6 | -0.8 | -0.6 | 51 | -1.6 | -2.9 | -1.0 | -0.8 | -0.6 |
| 3421 | 63 | -2.4 | -5.6 | -4.3 | -4.7 | -4.0 | 58 | -2.1 | -4.5 | -3.4 | -3.2 | -2.9 | 56 | -2.0 | -5.3 | -4.0 | -3.4 | -3.5 | 68 | -2.4 | -5.4 | -4.1 | -4.1 | -4.0 | 62 | -2.0 | -4.3 | -3.6 | -3.7 | -3.4 | 65 | -1.2 | -2.5 | -2.0 | -1.8 | -2.0 | 59 | -1.4 | -3.3 | -2.4 | -2.2 | -2.3 |
| 4213 | 14 | -1.2 | 2.1 | -3.1 | -4.3 | -3.4 | 29 | -1.0 | 1.3 | -2.0 | -1.8 | -2.0 | 21 | -1.1 | 1.1 | -3.3 | -4.4 | -4.4 | 27 | -1.3 | 1.3 | -3.4 | -4.4 | -4.1 | 28 | -0.7 | 0.8 | -2.5 | -2.0 | -2.3 | 20 | -0.4 | 0.4 | -0.9 | -0.6 | -0.2 | 18 | -0.6 | 0.8 | -1.4 | -1.1 | -0.9 |
| 4123 | 22 | 1.3 | 2.5 | -1.3 | -1.2 | 0.5 | 22 | 1.2 | 2.1 | -1.4 | -1.4 | -1.4 | 24 | 1.4 | 3.4 | -1.7 | -1.5 | -0.3 | 31 | 1.4 | 3.0 | -1.4 | -1.8 | -1.9 | 35 | 0.9 | 2.3 | -1.3 | -1.3 | -0.5 | 27 | 0.6 | 1.2 | -0.6 | -0.9 | -1.2 | 26 | 0.7 | 1.3 | -0.8 | -1.0 | -1.2 |
| 1324 | 49 | 3.4 | 2.1 | 5.9 | 6.0 | 6.0 | 52 | 2.7 | 1.9 | 4.8 | 4.8 | 5.2 | 48 | 3.8 | 2.6 | 5.8 | 6.7 | 6.5 | 41 | 2.8 | 1.7 | 5.4 | 5.6 | 7.0 | 48 | 2.5 | 1.7 | 4.1 | 4.3 | 4.0 | 38 | 1.2 | 0.8 | 2.5 | 2.7 | 2.3 | 41 | 1.7 | 0.9 | 2.5 | 2.7 | 2.9 |
| 1432 | 25 | 4.2 | 3.2 | 2.1 | 2.4 | 3.1 | 23 | 4.1 | 2.6 | 1.3 | 0.5 | 0.7 | 23 | 3.8 | 2.7 | 1.4 | 0.7 | 2.0 | 16 | 4.4 | 3.0 | 1.8 | 2.0 | 1.9 | 16 | 3.5 | 2.3 | 1.4 | 1.4 | 0.7 | 25 | 1.9 | 1.3 | 0.7 | 0.7 | 0.9 | 18 | 1.9 | 1.3 | 0.6 | 0.0 | 0.3 |
| 2314 | 31 | -3.4 | -1.3 | 2.9 | 3.9 | 3.9 | 33 | -2.4 | -1.1 | 2.0 | 2.4 | 2.2 | 44 | -2.9 | -1.5 | 2.5 | 2.8 | 3.2 | 39 | -2.4 | -1.1 | 2.0 | 1.6 | 1.8 | 33 | -2.3 | -1.2 | 1.6 | 2.2 | 2.0 | 42 | -1.0 | -0.5 | 0.9 | 0.6 | 0.8 | 42 | -1.8 | -0.7 | 0.9 | 0.8 | 0.5 |
| 2431 | 18 | -4.3 | -2.2 | -3.1 | -2.0 | -0.9 | 18 | -3.6 | -1.4 | -2.2 | -0.2 | -0.9 | 20 | -3.3 | -1.4 | -2.5 | -2.6 | -3.7 | 21 | -2.8 | -1.5 | -2.1 | -1.6 | -1.1 | 17 | -2.8 | -1.2 | -2.0 | -1.6 | -1.8 | 17 | -1.5 | -0.8 | -1.2 | -1.2 | -0.8 | 15 | -2.1 | -0.6 | -1.3 | -1.3 | -1.8 |
| 3124 | 25 | 0.8 | -1.3 | 3.0 | 2.5 | 4.1 | 23 | 0.8 | -0.7 | 1.8 | 1.4 | 2.0 | 18 | 0.7 | -0.9 | 3.2 | 2.3 | 2.7 | 26 | 1.1 | -1.0 | 3.1 | 1.6 | 2.8 | 25 | 0.5 | -1.0 | 2.0 | 2.2 | 3.4 | 24 | 0.4 | -0.4 | 1.4 | 1.9 | 1.7 | 18 | 0.7 | -0.9 | 1.2 | 0.9 | 0.2 |
| 3412 | 24 | 1.2 | -3.3 | -2.1 | -2.4 | -2.7 | 19 | 1.1 | -2.1 | -1.2 | -0.1 | 0.3 | 27 | 1.2 | -2.5 | -1.4 | -2.1 | -1.2 | 25 | 1.0 | -2.5 | -1.8 | -2.0 | -0.9 | 27 | 1.2 | -2.4 | -1.4 | -0.4 | 1.0 | 27 | 0.7 | -1.1 | -0.6 | -1.1 | -1.2 | 13 | 0.7 | -1.5 | -0.8 | -1.0 | -1.8 |
| 4321 | 114 | -2.7 | -5.2 | -7.3 | -7.0 | -7.4 | 115 | -2.4 | -4.7 | -6.9 | -6.8 | -6.6 | 128 | -2.7 | -4.8 | -6.9 | -6.8 | -7.1 | 100 | -2.8 | -5.1 | -7.2 | -7.1 | -6.9 | 84 | -2.4 | -4.4 | -6.1 | -5.8 | -5.6 | 107 | -1.2 | -2.2 | -3.2 | -2.9 | -2.9 | 133 | -1.3 | -2.6 | -3.9 | -3.8 | -3.6 |
| 4132 | 31 | 3.7 | 1.9 | -1.6 | -2.2 | -1.4 | 36 | 2.3 | 1.1 | -1.1 | -1.3 | -1.8 | 32 | 2.6 | 1.1 | -2.3 | -1.5 | -2.1 | 36 | 2.1 | 1.1 | -1.4 | -0.8 | 0.3 | 37 | 2.1 | 1.0 | -1.2 | -0.8 | -0.7 | 35 | 1.4 | 0.7 | -0.7 | -0.5 | 0.1 | 33 | 1.9 | 0.9 | -1.0 | -1.4 | -1.2 |
Пояснения к таблице:
В колонке "Модель" указано 1- сегодняшняя цена, 2 - вчерашняя цена, 3- позавчерашняя цена, 4 - поза-позавчерашняя цена в порядке их убывания. На первом месте стоит максимальная из цен закрытий, на последнем минимальная из цен закрытий.
В колонке "РАЗ" указано, сколько раз возникала данная модель на истории в 1000 баров (исследование проводилось 15 февраля 2004 года)
В колонках 1,2,3,4,5 указаны средние изменения цен в процентах на первый, второй, третий, четвертый и пятый дни ПОСЛЕ формирования исследуемой модели. Положительные цифры означают рост, отрицательные - падение.
График генератора случайных чисел строился в экселе по формуле =ОКРУГЛВНИЗ(СЛЧИС()*2;0)*2-1). Эта формула дает +/-1 в произвольном порядке. Все плюс/минус единички суммировались в соседнем столбце, который копировался через буфер обмена в даунлодер метастока.
Зеленым цветом выделена модель с прогнозом максимального роста, красным- с прогнозом сильного падения.
Последний раз я тут ковырялся: