NVT黄金交叉

NVT黄金交叉(NVT_GC)是一种基于NVT的信号指标,与布林带相似,计算方程如下。

Definition

NVT Golden Cross (NVT_GC) is a Bollinger-band-like signaling indicator based on NVT, defined as the following equation.

\text{NVT} = \frac{\text{Market Cap}}{\text{Transaction Volume}} \\ \text{NVT_diff} = \text{NVT (10 days moving average)} - \text{NVT (30 days moving average)} \\ \text{NVT_GC} = \frac{\text{NVT_diff}}{\text{NVT_diff (300 days moving standard deviation)}}

Interpretation

NVT Golden Cross targets to generate short or long signals by comparing the short-term trend of NVT and the long-term trend of NVT. If the short-term trend is way greater than the long-term trend is, the network can be interpreted as overpriced and will soon revert to mean value, meaning short signal. Similarly, the opposite case may imply a long signal.

Use Case

Predicting Local Tops and Bottoms

We set the upper threshold as 2.2 and the lower threshold as -1.6 for detecting locally overpriced and underpriced network status. This leading indicator predicts the appearances of local tops and bottoms, which helps traders to take their short or long positions.

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