Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubula

Методы и инструменты анализа

Mu kiseera ky’enkulaakulana y’okusuubula okwekenneenya eby’ekikugu, ebikozesebwa bingi bivuddeyo. Naye mu bipimo ebisinga okuba ebyangu, eby’omugaso, eby’obukuumi era ebya bulijjo mu kusuubula, moving averages zaawulwamu. Wammanga binnyonnyola obwetaavu bwazo mu kusuubula n’ebintu ebiraga okukozesa ebika eby’enjawulo ebya moving averages mu nkola y’okusuubula.

Biki ebigenda mu maaso (moving averages) mu kusuubula

Moving Average oba nga bwe kiyitibwa era, Moving Average (MA) kiraga okusuubula ekigoberera entambula y’emiwendo. Ekigendererwa kyayo kwe kuteekawo obulagirizi bw’omulembe n’okusobola okugugonza. Nga babala moving average, abakugu basalawo okuteeka average ya bbeeyi y’ekintu ekimu okumala ekiseera ekigere.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubulaEkiseera kye kiraga ekikulu eky’ekiraga ekigerageranyo ekitambula, ekimu ku bika. Omutendera gw’obugonvu bwa layini y’ekiraga gusinziira ku muwendo gwayo. Ebiseera ebitonotono bisinga kutuukirawo mu biseera ebitono. Zisobozesa n’omusuubuzi atalina bumanyirivu okwanukula amangu emiwendo bwe gikyukakyuka.

Naye, obubonero obw’obulimba (oluusi mu bungi) tebugobwa.

Singa ekiseera ekiwanvu ekisusse kikozesebwa, kikulu okukimanya nti kiyinza okulwawo ennyo. Olw’ensonga y’emu, enkola ejja kulaga ebyafaayo ebikaddiye. Ennaku ennene zitera okukozesebwa okuwagira oba okuziyiza okumala ebbanga eddene.

Ebika ebikulu ebya Moving Average n’ennyonnyola yabyo

Waliwo ebika 4 ebikulu eby’ekiraga MA. Mu kuteeka mu nkola okwekenneenya okw’ekikugu okw’akatale k’okusiga ensimbi, average ennyangu, exponential, smoothed era linearly weighted moving average ekozesebwa.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubulaKiteesebwako okwemanyiiza ekigendererwa kyabwe:

  1. Simple Moving Average gwe mugatte gw’emiwendo egy’okuggalawo egy’ekintu ekirondeddwa, ekikiikirira ebiseera ebiwerako. Ekirala, ekiraga kino kigabanyizibwamu omuwendo gw’ebiseera bino. Si kya butanwa nti ekiraga kyayitibwa kyangu, kyangu okukozesa era kitwalibwa ng’ekikulu.
  2. Exponential Moving Average – mu mbeera eno, ekitundu ky’omuwendo gwennyini ogw’okuggalawo kyongerwa ku muwendo ogwasooka ogwa moving average.
  3. Linear Weighted Moving Average kye kiraga ekisinga okukola ku maka. Ekika kino kisobola okuwa omuwendo omunene ogw’obubonero obw’obulimba, naye kyangu okusinga ebirala okuzuula enkyukakyuka mu bbeeyi. Abasuubuzi tebatera kukozesa kiraga kino.
  4. Smoothed Moving Average y’esinga okugonvu mu ndala. SMMA egaba enkola y’okubalirira nga, obutafaananako SMA, nayo etunuulira emiwendo egy’omulembe. By the way, mu nkola, smoothed moving average ekozesebwa nnyo.

Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubulaExponential moving average – engeri y’okuteekawo n’engeri y’okukozesaamu mu nkola: https://youtu.be/3-4CwYfphXc

Enkola ey’okukozesa – algorithm engeri y’okukozesaamu moving average

The moving average is a trend indicator, mu nsonga eno, enkola z’okusuubula ezesigamiziddwa ku yo zikwatagana nnyo. Waliwo engeri 3 enkulu ez’okukozesaamu obubonero:

  1. Obulagirizi obw’awamu . Kikiikirira ebipimo by’omulembe ebituufu. Kiyinza okuba eky’ekiseera ekitono, eky’omu makkati oba eky’ekiseera ekiwanvu. Mu mbeera eno, MA etunuulirwa waggulu mu nkola ey’okulinnya, ate wansi mu nkola ey’okukka. Waliwo mode endala – flat, nga moving average eri horizontal.Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubula
  1. Okusomoka moving averages nga zirina ebiseera eby’enjawulo . Omutendera gwa siginiini bulijjo gusinziira ku MA alina ekiseera ekisinga obutono. Singa wabaawo okusala kwa layini eddako (okuva wansi okudda waggulu), olwo akabonero k’okufuna eky’obugagga. Bwe kitaba ekyo, kiba kabonero ka kutunda.Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubula
  2. Okuwagira n’okuziyiza . Enkulungo ya layini kika kya kabonero mu ludda lw’enkulungo yennyini. Ekiraga eky’obugagga ekimu kya njawulo ddala. Kirungi okujjukira kino.

Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubula

Okusalawo omuze nga tuyita mu kutambula

Moving average eraga obulagirizi bw’omulembe. Mu mbeera nga ekiraga emiwendo kibeera waggulu wa layini, ekikyusiddwa waggulu, olwo omuze guba gugenda waggulu. Average 3 ezitambula bwe zifuuka layini ezikwatagana ne “zitunuulira” mu ludda olumu, olwo kano ke kabonero akasinga amaanyi. Mu kiseera kye kimu, balina okuba n’ennaku ez’enjawulo. Singa ebbeeyi etambula mu bbanga erigere ku katale (si ku nkola emu), olwo wabaawo okusobola omuwendo omunene ogw’obubonero obw’enjawulo.

crossover eya wakati etambula

Average etambula amangu bw’esala empola, okuva wansi okudda waggulu, akabonero ak’amaanyi ennyo okugula (Buy) kayinza okubaawo. Singa embeera ekyusibwa (okuva waggulu okutuuka wansi), olwo kano kabonero ka kutunda (Okutunda). Naye bwe waba tewali muze gwa kigendererwa mu katale k’okusiga ensimbi, olwo waliwo obubonero bungi obwereere obutajja kuleeta migaso egisuubirwa.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubula

Okusalawo emitendera gy’okuziyiza n’okuwagira

Mu kiseera ky’okutondebwawo kw’emitendera gino, ebbeeyi eyinza okuva ku kigero ekitambula. Kino kisinga okweyoleka mu mbeera ya exponential moving average erimu ebiseera ebikulu. Mu kiseera kino, kisinga kuba kya mugaso okuyingira mu kifo.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubula

Moving averages ssatu nga zikwatagana ne ndala

Ebiseera ebisinga zizimbibwa kumpi nga zikwatagana ne ndala. Guno mukisa mulungi nnyo okuyingira ku ntikko y’omulembe. Singa ekikolwa ku ntandikwa yennyini kiragibwa ku kipande, olwo mu lulimi olulina obukwakkulizo olw’abasuubuzi, kiyinza okunnyonnyolwa nga “akamwa akaggule ak’enkima”.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubula

Ensengekera z’okubalirira buli kika kya average ezitambula

Nga bamaze okumanyiira buli kika kya moving average mu kusuubula, kirungi okusoma ensengekera zaabwe ez’okubalirira.

Enkola ya SMA

Okusobola okuzuula ekiraga ekigerageranyo ekitambula eky’enjawulo, kimala okukozesa ensengekera eno wammanga:
SMA \u003d SUM (CLOSE (i), N) / N
Ennyinyonnyola:

  • SUM gwe mugatte;
  • CLOSE (i) kitegeeza omuwendo gw’ekiseera ekiragiddwa;
  • N gwe muwendo gw’ebiseera.

SMA ekoleddwa okusobola okutebenkeza emiwendo gy’ekiseera ekigere. Obuzito obw’enjawulo obw’omuwendo gwonna oguddako buteekebwa ku kye kimu. Mu mbeera y’okubuuka kw’ebbeeyi okulabika, SMA ejja kubitwala mu nkola wamu n’omutindo gw’emiwendo egy’omutindo.

Enkola y’okubala EMA

Okubala ekigerageranyo ekitambula eky’ekigerageranyo, olina okuwandiika ensengekera bweti:
EMA = (CLOSE (i) * P) + (EMA (i – 1) * (100 – P))
Ennyinyonnyola:

  • CLOSE (i) – ekiraga emiwendo gy’ekiseera ekiweereddwa;
  • EMA (i – 1) – diguli ya EMA ey’ekiseera ekiyise;
  • P kitundu ekitongole eky’omuwendo gw’ebbeeyi.

EMA kye kika kya moving average ekisinga okukozesebwa mu kusuubula. Nga eyambibwako, kisoboka okumalawo ensobi za SMA. Mu mbeera eno, kizuuka okuzuula embeera entuufu ey’akatale mu kiseera ekigere. Era era ekiraga DEMA – EMA ey’emirundi ebiri: https://articles.opexflow.com/enkola-n’ebikozesebwa-okwekenneenya/indikator-dema.htm

Enkola y’okubala SMMA

Okubala ekigerageranyo ekitambula ekiweweevu, osobola okukozesa ensengekera eno wammanga:
SMMA (i) = (SMMA (i – 1) * (N – 1) + CLOSE (i)) / N
Ennyinyonnyola:

  • SMMA (i – 1) – ekiraga omumuli ogwayita;
  • CLOSE (i) – omuwendo gw’okuggalawo kati;
  • N ye diguli y’ekiseera ky’okugonza.

Enkola y’okubalirira eya LWMA

Nga obala ekigerageranyo ekitambula ekizitowa mu layini, olina okulungamizibwa ensengekera eno wammanga:
LWMA = SUM (CLOSE (i) * i, N) / SUM (i, N)
Ennyinyonnyola:

  • SUM – ekiraga omugatte;
  • CLOSE(i) – omuwendo gwennyini ogw’okuggalawo;
  • SUM (i, N) gwe mugatte gw’emigerageranyo.
  • N ye nsengeka y’ekiseera.

Okwebaza linearly weighted and smoothed moving averages, kisoboka okugerageranya amakulu g’emiwendo mu kiseera ekigere eky’okubalirira.

Ebifaananyi by’okuteekawo ebiseera

Indicator parameters zisobola okuteekebwateekebwa okusinziira ku by’omukozesa by’ayagala. Asobola okuteekawo ekiseera ekirungi. Gy’ekoma okuba entono, moving average gyekoma okuba ey’obuwulize era entuufu mu kulaga obubonero. Wadde nga waliwo endowooza ez’enjawulo, tewali kiseera “kituufu”. Okuteekawo ekiseera ekisinga obulungi, omukozesa ajja kuba alina okugezesa okumala akaseera. N’ekyavaamu, ajja kutegeera ekiseera ekisinga okumusinga obulungi okusinziira ku bukodyo bwe obw’obuntu. Entambula za Average mu TradingView:
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubula

Moving averages ez’okusala omutwe

“Scalping” kitwalibwa ng’ekigambo eky’olulimi mu kusuubula. Ebiyitibwa enkola z’okusuubula ez’ekiseera ekitono. Moving averages mu scalping zaawulwamu olw’okussa mu nkola omuwendo omunene ogw’okutunda. Enkola eno esaanira abo abatagoberera biruubirirwa bya nsi yonna mu nsonga z’amagoba. Mu kusuubula scalping, chati ezirina ebiseera ebitono zitera okukozesebwa. Enkola eno nkadde ekimala eya bulijjo, mu biseera ebiyise. Kino kyavudde ku kukozesa enkola ya margin trading. Enkola eno ekola nnyo era esobola okuleeta ebirungi mu by’ensimbi. Scalping kirungi eri abasuubuzi abateeka ssente entonotono ne bakoma ku kukolagana okw’ekiseera ekitono. Naye kino tekitegeeza nti enkola eno nnyangu ate nga tekozesa maanyi mangi. Omukozesa ajja kuba alina okuwaayo obudde bungi okusobola okufuna ssente ennyingi. Kyetaagisa okulaba buli kiseera akatale k’ebyensimbi mu lunaku okusobola okufuna akabonero k’okusuubula, awamu n’okuwagira emirimu egy’olubeerera. Olw’okukuba omutwe, omusuubuzi ajja kusobola okusikiriza ssente ennungi. Ekikulu kwe kugezesa enkola y’okusuubula mu nkola, obutatya kugezesa, okuwaayo obudde obumala okukola emirimu n’okugikola mu nkola. Ekiraga nti average etambula – ekifo eky’okusuubula ekya QUIK: https://youtu.be/ZOUMHFmpruk

Ebifaananyi by’okusuubula ku moving averages, n’ebyokulabirako

Waliwo obukodyo bungi obw’okusuubula nga tukozesa moving averages. Mu byo, kirungi okulaga enjawulo 4 enkulu ez’okusuubula:

  1. MA okusala okusinziira ku bbeeyi;
  2. okumenyaamenya kwa average ezitambula 2 oba okusingawo;
  3. okusala okw’obulimba MA;
  4. okudda ku kigero.

Oluusi okugatta ebiraga ebimu n’ebirala kukolebwa. Kiteesebwako okulowooza ku buli emu ku nsonga zino mu bujjuvu. Okusomoka SMA n’omuwendo kitwalibwa ng’enkola ennyangu omukozesa yenna gy’ayinza okukozesa, awatali kulowooza ku ddaala ly’okumanya kwe mu kitundu ky’okuteeka ssente. Ate ku katale ka Forex, enkola ng’eno tegenda kuba nnungi. Singa SMA esala okuva wansi okudda waggulu, kijja kusoboka okuyingira mu kifo ekiwanvu, bwe kitaba ekyo (okuva waggulu okutuuka wansi), okuyingira okumpi kujja kukolebwa. Okufuluma mu busuubuzi, olina okulinda okumenyawo okuddako.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubulaOkumenyawo moving averages 2 oba okusingawo nakyo kyangu. Naye tekikola nnyo. Kibaawo bwe kiti: EMA (1) emenya EMA (2) okuva waggulu okutuuka wansi. Mu kugeraageranya okukontana, kisoboka okuyingiza mu bumpimpi. N’olwekyo, singa nkulungo egenda okuva wansi okudda waggulu, olwo okuyingira okuwanvu kujja kukolebwa. Ku breakout eddako, obusuubuzi bufuluma.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubulaMA false crossover era eyitibwa “enkola y’okumenya okw’obulimba”. Kirabika oluvannyuma lw’okusomoka EMA. Oluvannyuma lw’ekiseera (ekikulu kwe kulinda), bbeeyi ejja kudda. Amangu ddala nga kino kibaddewo, osobola okuyingira obulungi mu nkolagana. Bwe kityo, okufuluma okuva mu yo kulina okukolebwa oluvannyuma lw’okusalako EMA okuddako.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubulaOkudda ku average y’emu ku nkozesa ezisinga obutabeera za bulijjo ez’ekintu ekiyitibwa moving average mu kusuubula. Okusuubula kwesigamiziddwa ku kudda ku kigero. Kwe kugamba, kyetaagisa okukola entry against the trend (kino kikulu). Mu kiseera kino, bbeeyi ejja kugenda wala okuva ku exponential moving average. Olina okufuluma ng’osobodde okutuuka ku kiraga emiwendo gya EMA (21). Wadde, singa okikola obubonero 3-4 nga bukyali, enkyukakyuka tezijja kuba za maanyi.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubulaEngeri Abasuubuzi gye Bakozesaamu Moving Average mu Kusuubula – Algorithms ne Strategy: https://youtu.be/WrtMA-SLw9g

Okulonda okutuufu okw’ekiseera eky’okusuubula ku average etambula

Abasuubuzi abasooka batera okwagala engeri esinga obulungi ey’okulondamu ekiseera eky’okusuubula. Mu butuufu, tewali kizibu, ekikulu kwe kutegeera amazima amangu. Okugeza, ekiseera ekitambula (moving average period) gwe muwendo gwa kandulo ku kiseera ekigere. Ekiseera kya moving average okusinga kisinziira ku bbanga omukozesa ly’asobola okukwata obusuubuzi. Okugeza yateekateeka okukuuma ddiiru okumala essaawa nga 1. Mu mbeera eno, ekiraga (12) ku kipande eky’eddakiika 5 kijja kukola. Kya lwatu nti zino miwendo gya wakati egy’essaawa 1. Osobola okweyisa mu ngeri ey’enjawulo katono. Ka tugambe nti waliwo okwagala okubeera mu kifo okumala wiiki 1-2. Mu mbeera eno, okusinga bwe kyali kibadde, EMA (7) ne (14) ku D1 zijja kukola. Naye okusinziira ku kuba nti mu wiiki mulimu ennaku 5 zokka ez’okukola (kubanga wiikendi tezitunuulirwa), kisingako okuba eky’amagezi okutwala EMA (5) ne (10).

Ekifo kya moving averages mu katale k’emigabo

Mazima ddala waliwo ekifo eky’okugaziya wano. Okuva moving averages bwe ziri enkulu ennyo mu katale k’emigabo, kirungi ensonga eno okutegeera obulungi. Ensonga eri mu njawulo eriwo wakati w’akatale ka Forex n’ebikozesebwa ebya bulijjo eby’okuwanyisiganya ssente. Singa ogenda mu bujjuvu, kyeyoleka bulungi nti ku Forex omugerageranyo gw’ebyenfuna by’amawanga abiri ag’enjawulo guyinza okuba nga tegutegeerekeka nnyo. Embeera ekyukakyuka buli kiseera. N’olwekyo, ssente bbiri zitera okukyusa ennyo obulagirizi bwazo. Ate era, tewali muze gwa nnamaddala ogw’okweyongera buli kiseera, oba vice versa, ogw’okugwa okw’amaanyi. Ku ky’akatale k’emigabo, emigabo n’emiwendo gy’ebintu ebigenda bikula bigenda bigenda bikula nga bigenda bikula era nga byeyongera okubeera eby’okuteebereza. Naye mu biseera eby’obuzibu, wabaawo entambula ennene n’okubuuka ebizibu okulagula nga bukyali. Bwe kityo, kizuuka nti akatale k’emigabo practically ka pure brand, okuggyako abatono. Kino kitegeeza nti ddala osobola okukola ssente ennungi ku moving averages singa omulimu guno ogutwala nga kikulu.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubulaIndex bulijjo eba mu uptrend. Okusinziira ku kino, tusobola okumaliriza nti enkola eno nnyangu nnyo okukozesa. Kimala okugula kwokka, ate nga index eri kumpi ne moving average oba ekka katono. Oluvannyuma lw’ekyo, olina okukuuma ekintu ekyo mu portfolio okutuusa nga kisukka ku average.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubulaOkusinziira ku kugezesebwa kwa exponential moving average, kirungi okugula eky’obugagga nga bbeeyi eri waggulu. Nga ogoberera enkola ya logical algorithm, kirungi okuva mu busuubuzi nga bbeeyi eri wansi.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubulaKiteesebwako okufaayo ku bivudde mu kuzuula obulwadde nga bakozesa EMA (200). Nga bw’olaba, okuggyibwako ssente kukendedde emirundi nga esatu. Kyokka, ku kigero ekitono, kikosa enyingiza. Kyeyoleka nti omutindo gukyuse katono.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubulaEnkola ekola, naye tolina kulowooza nti obuwanguzi bw’enkola y’okusuubula ng’eyo bukwata ku sitoowa zonna, eby’obugagga eby’omuwendo ne indices. Waliwo n’ezo ezitambula mu ngeri etategeerekeka nnyo. Wadde nga analytics yatondebwawo ku misango egy’engeri eno. Okukebera obulungi ebyafaayo by’ebigambo ebijuliziddwa nakyo kijja kuyamba. Singa, okugeza, tutwala akatale k’emigabo mu Russian Federation, olwo tusobola okulaba nti mu mbeera zino entuufu kizibu nnyo okukola ne moving averages.
Engeri y’okukozesaamu n’okuteekawo moving averages mu kusuubulaEnyingiza ku katale k’emigabo mu Russia ejja kusobola okufuna ku kudda ku miwendo egya wakati. Kino kiva ku kuba nti akatale kano katera okubeera mu mukutu omugazi. Be that as it may, mu katale k’emigabo ekigendererwa kino kituukibwako mangu nnyo era nga kyangu okusinga mu kusuubula Forex. Ekikulu kwe kukola ennyo ku kulonda ebikozesebwa ebinywevu, kabeere indices z’Amerika, emigabo gy’ebitongole ebinene, ebiwandiiko eby’omuwendo eby’ebika ebimanyiddwa, n’ebirala. Nga tonnaba kuteeka ssente mu ngeri ya random, kirungi okugezaako okukozesa moving averages, okusengejja ssente z’ofuna n’okukendeeza ku ssente eziggyibwako. Eno y’engeri gy’ofunamu ebivaamu ebirungi.

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