Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index)

Методы и инструменты анализа

RSI chiratidzo (Relative Strength Index), tsananguro uye mashandisirwo echiratidzo chesimba mukuita mukutengesa.

Chii chinonzi RSI chiratidzo uye chii chinorehwa, iyo formula yekuverenga iyo Relative Simba Index

Zvisarudzo zvakaitwa nemutengesi pamusika wekutengesa zvinogara zvichibatanidzwa neimwe njodzi. Kuti udzikise zvakanyanya sezvinobvira, zvinodikanwa kufunga pamusoro, kugadzira uye kushandisa imwe nzira yekutengesa. Imwe yemapoinzi ayo akakosha kugona kusarudza iyo yakakodzera yekupinda poindi yekutengesa. Izvi zvinogona kuitwa uchishandisa Relative Strength Index chiratidzo. Yakagadzirwa nemutengesi Wells Wilder. Akaburitsa chinyorwa nezvazvo muna 1978. Akaonekwa mumagazini yeCommodities. Zvinonakidza kuziva kuti Wells Wilder aive mainjiniya nekudzidziswa. Ichi chiratidzo chakakurukurwa zvakadzama mubhuku rake New Concepts in Trading Systems. Nekufamba kwenguva, Relative Strength Index yave yakakurumbira. Ikozvino inosanganisirwa mune yakajairwa seti yezviratidzo zveanenge ese
ekutengesa terminal.

Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index)
RSI chiratidzo chetsanangudzo uye kushandiswa nemuvambi Wells Wilder
Chiratidzo cheRSI chakagadzirirwa kuziva nzvimbo dzakatengwa uye dzakawandisa. Pane iyo terminal, inowanikwa mune imwe hwindo. RSI kukosha kunogona kubva pa0 kusvika ku100. Nhamba 30 uye 70 inonyanya kukosha. Kana mutengo uri pasi pekutanga kana mukuru pane wechipiri, saka tiri kutaura pamusoro pekutengesa kana kudarika, zvichienderana. Dzimwe nguva 20 ne80 anoshandiswa pachinzvimbo chemazinga anoratidzwa.
Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index) Muchiitiko chekutanga, zvakakosha kuti mukana wekufamba kwepamusoro kunotevera kwemutengo unowedzera, uye izvi zvinotibvumira kufunga nezvemamiriro ezvinhu seakanaka kutenga asset. Saizvozvo, kana yakawandisa, unogona kutarisira kudonha kwemutengo, izvo zvinofarirwa nekuitwa kwekutengesa kwekutengesa.

Chiratidzo chinobatsira kumisikidza maitiro emitengo yemitengo pasina kunonoka. Kubatsira kwakakosha kweRSI ndeyekuti inoshanda munenge marudzi ese emisika yekutsinhana.

Iyo chiratidzo chekuverenga algorithm yakaita seiyi:

  1. Pakutanga, sarudza rudzi rwemutengo waunoronga kushandisa pakuverenga. Semuenzaniso, Vhara (mutengo wekuvhara) uchashandiswa.
  2. Ngatitarisei nhamba yebhari yemazuva ano se 0. Tinofanira kugadzirisa kusiyana pakati peVhara mitengo yemapuranga 0 uye 1. Kushanda uku kunoitwa kanoverengeka kwakaenzana neN, chiyero chinotsanangurwa pakupinda maparameters.
  3. Migumisiro inowanikwa inofanira kugoverwa mumapoka maviri. Imwe yadzo (A) ichave nehunhu hwakanaka, imwe (B) ichave ne zero uye yakashata maitiro.
  4. Mune rimwe nerimwe remapoka akawanikwa, tinofanira kutora exponential average yenhamba idzi. Muchiitiko ichi, kuenzana kunoitika kwete nehuwandu hwezvinhu zveboka iri, asi naN. Muchiitiko ichi, nhamba mbiri dzichawanikwa: avhareji yezvakanaka zvakakosha (PS) uye yezvakaipa (OS).
  5. Tevere, iwe unofanirwa kuwana iyo quotient (H) kubva pakukamura iyo PS neOS, inotorwa neiyo Plus chiratidzo.
  6. Kuti uwane kukosha kwechiratidzo, unofanirwa kushandisa fomura inotevera: RSI = 100 – 100 / (1 + H).


Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index) RSI chiratidzo chekuverenga formula[/ Caption] Iyi nzira yekuverenga yakarongwa nemusiki wechiratidzo ichi – Wells Wilder. Mhando dzinotevera dzemitengo dzinogona kushandiswa pakuverenga:

  • mutengo wekuvhura;
  • mutengo wekuvhara;
  • maximum;
  • minimal;
  • mutengo wepakati, inova iyo arithmetic zvinoreva huwandu hwehuwandu uye hudiki hunokosha;
  • mutengo wakajairika, iyo irithmetic avhareji yenhamba dzakadaro: mutengo wekuvhara, huwandu uye hushoma;
  • mutengo wakayerwa ndeyeavhareji yenhamba ina: yakakwirira, yakaderera uye miviri yekuvhara mitengo.

Maitiro ekushandisa iyo RSI tekinoroji yekuongorora chiratidzo, tsananguro uye kuverenga kweiyo Relative Strength Index: https://youtu.be/q2uDPH8MizQ Mutengesi anogona kusarudza sarudzo inokodzera zvimwe. Mugadziri wechiratidzo akatenda kuti iyo yakakwana nguva yekuverenga ndeye 14 mabara. Iye zvino maonero ekuona anonyanya kufarirwa, izvo zvinoratidza kuti zviri nani kuti mutengesi asarudze nguva yakananga kune chiridzwa chinoshandiswa. Kana ipfupi, ipapo nhamba yezviratidzo ichave yakakura, asi mazhinji acho ndeenhema. Chiyero chekubudirira chakakwira kana nguva yacho yakareba. Zvisinei, zviratidzo zvakadaro zvichaitika zvishoma.
Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index)

RSI chiratidzo marongero

Kuti ugadzirise, unofanirwa kuseta zvinotevera parameter:

  1. Nguva yekugadzirisa data. Muchiitiko ichi, iwe unofanirwa kutsanangura nhamba yezvipfigiro izvo kuverenga kunofanira kuitwa.
  2. Iwe unofanirwa kusarudza kuti ndeupi mutengo webhawa unofanirwa kushandiswa. Izvi zvinogadziriswa nehurongwa hwekutengesa mutengesi ari kushandisa.
  3. Iwe unofanirwa kuseta mazinga, iyo kuyambuka iyo nemutengo ichave chiratidzo kune mutengesi.

Kutemerwa kwehurefu hwenguva yakakodzera kunofanira kusarudzwa nemazvo. Kana yakanyanya kupfupika, ipapo mutengesi achagamuchira nhamba huru yezviratidzo, kubva izvo zvichange zvakaoma kusarudza zvakakwana zvakavimbika. Nenguva yakareba kwazvo, iyo chiratidzo chati ichayambuka mazinga echiratidzo kashoma.

Zvinotendwa kuti panguva diki dzenguva ruzha ruchave rwakakwira, izvo zvingada kuwedzera kwenguva yekuverenga nguva. Zvinonakidza kuziva kuti munyori wechiratidzo akafunga gumi nemana seyakanakisa nguva yenguva dzakasiyana. Parizvino, 9 uye 25 dzakakurumbira zvakare.

Pane mutemo, uchitevera izvo, iwe unogona kuwana empirically nguva yaunoda. Kuti uite izvi, iwe unofanirwa kuseta iyi parameter muzvirongwa zvechiratidzo uye ona pane chati kuti zvii zviratidzo zvayakapa. Kana 80-90% yezviratidzo zvakadaro zvakasimbiswa nekufamba kwemutengo unoenderana, ipapo parameter yakasarudzwa ichashanda. Kana izvi zvisiri izvo, zvino zvinokurudzirwa kuita cheki imwechete kune imwe nhamba. Iwe unofanirwa kusarudza mazinga akakodzera echiratidzo. Vanokamura chati muzvikamu zvitatu. Kana mutengo ukayambuka danho rezasi rechiratidzo kubva kumusoro kusvika pasi, saka tinogona kutaura nezve oversold zone. Kana danho repamusoro richiyambuka kubva pasi zvichikwira, nzvimbo yakawandisa inotanga. Iwo anonyanya kufarirwa mazinga ndeye 20, 30, 40, 50, 60, 70, 80. Mutengesi anofanira kusarudza ayo aanoona seanonyanya kushanda.
Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index)

Mashandisiro eRSI Divergence Indicator – Strategy uye Mitemo

Pane nzira dzakawanda dzekushanda neRSI. Zvichida iyo inonyanya kuzivikanwa yeiyi tsanangudzo ye overbought kana oversold. Paunenge uchisarudza nezvekutengeserana, zvichave zvinobatsira kuongorora kwete chete ikozvino, asiwo yakakura nguva yakatarwa. Kana masaini ari unidirectional, izvi zvichawedzera mukana wekutengesa kunobatsira, uye kana paine mutsauko, njodzi yekurasikirwa ichawedzera. Nzira inonyanya kushanda ndeyekutengesa zvinoenderana neyazvino maitiro ekutungamira. Muchiitiko ichi, chete kutengeserana mukutungamira kwake kunotariswa. Semuenzaniso, mune downtrend, iwe unongoda kuvhura kutengeserana kutengesa zvinhu. Muchiitiko chiri kutariswa, chiratidzo chechiratidzo chichava kubuda kweRSA kubva kunzvimbo yakawandisa. Kune yakatarisana negwara remaitiro, chiratidzo chinosanganisira kubuda munzvimbo yakawandisa. Mune chimiro chayo chekare, iyo oscillator inonyanya kushanda kana ichishandiswa padivi maitiro. Pakukura, mazinga anoshandiswa ayo anokwidziridzwa achikwira kune echinyakare. Kune inodonha, iwe unofanirwa kuvafambisa pasi.
Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index) Iyi tekinoroji inoshandiswawo pakutengesa zvinopesana nemaitiro. Iyi sarudzo inonyanya kushandiswa nevatengesi vane ruzivo. Kana makotesheni eiyo asset yekuchinjana ari muuptrend, saka kuti upinde muchibvumirano chekutengesa, unofanirwa kumirira kusvika chiratidzo chayambuka mutsara wechiratidzo chepamusoro kubva kumusoro kusvika pasi, uchisiya nzvimbo yakawandisa.
Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index) Paunenge uchifunga nezve downtrend, ita zvimwe chete. Muchiitiko ichi, chiratidzo chekupinda muchibvumirano chekutengesa chichava chiratidzo chekuyambuka mutsara mukuru wechiratidzo kubva kumusoro kusvika pasi. Iwe unogona kushandisa chiratidzo kuti uone kuvepo kwemaitiro. RSI inokura icharatidzwa nekugara kwenguva refu muhafu yepamusoro yechati (mutengo mukuru kudarika kana wakaenzana ne50). Nokuda kwekudzika, zvakakosha kufunga nezvemamiriro ezvinhu apo chiratidzo chisingapfuuri 50. Sefa yakakosha yekugadzira kutengeserana inotarisa kutungamirirwa kwemaitiro. Chiratidzo chiri mubvunzo chinopa nzira yekuita izvi. Muchiitiko ichi, mutsara pazinga re 50. Kugara kwenguva refu kweRSI kune rumwe rutivi rwayo kunoratidza kuti mutengo uri muhutano. Mutsetse uyu unogona kazhinji kushanda seyekupokana kana mutsara wetsigiro mukufamba kuri kuita. Kumwe kushandiswa kwechiratidzo ndiko kutadza kutenderera kuumbwa. Tevere, isu tichatarisa mamiriro akanaka kune dhiri yekutengesa. Kuti uzvizive, zvinotevera zviratidzo zvinofanira kuvapo:

  1. Iyo RSI chiratidzo inoyambuka yekumusoro chiratidzo mutsara, nekudaro ichipinda munzvimbo yakawandisa.
  2. Ari mairi, anoratidza peak up.
  3. Mushure mekuderera kwechinguva chiduku, inoita imwe yepamusoro yakadaro, asi kureba kwayo kunofanira kunge kuduku kudarika kwekutanga.
  4. Panguva imwecheteyo, mutengo unokwira.

Mamiriro ezvinhu aya anoratidza kuti mutengo wemasheya mune ramangwana ungangodzikira. Mumamiriro ezvinhu aya, kune mikana mikuru yekupinza zvine mutsindo chibvumirano chekutengesa zvibatiso. Yakakundikana Kugadzira Swing:
Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index) Pasinei nokuti kukura kunoenderera mberi, “kutadza kuzununguka” muenzaniso unoratidza kushaya simba kwekufamba kuripo. Zvinoratidza kuti maitiro matsva angangotanga. Pano tinoona mamiriro ezvinhu ekukura kwemaitiro. Chiratidzo chiriporipo ndiko kuyambuka mutsara wakachinjika wepasi paRSI chati, kubva panotanga peak yechipiri. Kuti kufunga kunodzikira, gakava rinoitwa nenzira yakafanana. Izvo zvinofanirwa kuyeukwa kuti kunyangwe isu tiri kutaura nezve yakakosha mukana wekubudirira, zvisinei, isu hatisi kutaura nezve yakakwana vimbiso yekuchinja kwemaitiro. Iyi nzira inodaidzwa zvakare kuti divergence. Vamwe vatengesi vane ruzivo vanofunga kuti chiratidzo ichi chakavimbika. Kuti uishandise, zvinokurudzirwa kumirira kutanga kwekusimbisa mutengo kufamba.
Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index) Imwe mhando yechiratidzo ndeye kuvapo kwemaitiro pane chiratidzo chati. Kana iwe ukadhirowa mutsara wakatwasuka padivi pemigero kana madhiri, ipapo kana ichiyambuka, unogona kutarisira kuti pane chati ichave zvakare inogoneka kupinda muchibvumirano munzira inoenderana. Panguva imwecheteyo, kuvapo kwechiratidzo chemaitiro hazvirevi kuti zvichange zvakafanana pane chati. Vamwe vatengesi vanofunga kuti zvine zvibereko kudzidza chiratidzo chechati kubva pakuona kwekuongorora kwehunyanzvi. Somuenzaniso, vanogona kushandisa zviratidzo zvakadai semireza,
katatu , “musoro nemapfudzi” uye nezvimwe pairi, vachizvidudzira nenzira imwecheteyo pane chati yemutengo.
Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index) Zvinonakidza kuziva kuti kuvapo kwenhamba idzi paRSI chati hakureve kuti dzinogona kuwanikwa pamutengo chati panguva iyoyo. Pasinei neizvi, kushandiswa kwemhando idzi dzezviratidzo kuchabatsira kuwana mikana yekutengeserana inobatsira.

Nguva yekushandisa RSI uye kana isingaite

Sarudzo yakarurama yemitsara yezviratidzo inoita basa rinokosha. Inofanirwa kuenderana nemhando yezviridzwa uye nguva dzakashandiswa. Sarudzo dze30 ne70 dzinoshanda zvakanaka mumisika yakadzikama. Inogonawo kushandiswa pane yakakwirira nguva yakatarwa. Kana musika uri bullish, saka mazinga haazove akaenzana. Imwe yesarudzo dzakakodzera ndeyekusarudza 40 uye 80. Kuti uwane downtrend, unoda kuchinja mazinga pasi. Somuenzaniso, 20 uye 60 zvingave zvakakodzera kana mutengesi achisarudza zviratidzo izvi nenzira iyo yakakodzera kushanda nechiridzwa chakasarudzwa.
Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index) Izvo zvinofanirwa kutakurwa mupfungwa kuti chiratidzo chechiratidzo muzviitiko zvakawanda chinoratidza shanduko yemaitiro. Zvinofanira kuyeukwa kuti mugumisiro wacho hausi nguva dzose wakapesana. Dzimwe nguva lateral movement inogona kuitika, iyo ichagara kwenguva yakati rebei. Naizvozvo, sarudzo yekupinda mukutengeserana inofanirwa kuitwa kana mutengo wekufamba uchisimbisa kutanga kwechido chekufamba.
Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index) Paunenge uchishandisa RSI, zvakakosha kuwedzera mukana wekupinda mukutengesa kunobatsira. Kuti uite izvi, zvinobatsira kuishandisa pamwe chete nevamwe. Zvinokurudzirwa kushandisa maitiro zviratidzo zveizvi. Semuenzaniso, mumamiriro ezvinhu aya, MACD kana
chiyero chekufamba chingave chakakodzera.. Nerubatsiro rwavo, maitiro anozotemerwa, uye kana uchishandisa iyo RSI, zvinova pachena kana iwe uchida kupinda muchibvumirano. Zviratidzo zvekupinda mubhizimusi rekutenga masheya mumusika wemombe:
Tsanangudzo uye mashandisirwo eiyo RSI chiratidzo (Relative Simba Index)

Zvayakanakira nezvayakaipira

Kushandisa Relative Strength Index kunoita kuti unakidzwe nezvikomborero zvinotevera:

  1. Ichi chiratidzo chinobvumira mutengesi kuti agamuchire yakavimbika overbought uye oversold masaini kunenge chero mhando yekuchinjana zvinhu.
  2. Inochengetedza kushanda kwayo kana ikashandiswa pane chero nguva yakatarwa.
  3. Inogona kushandiswa mune chero zvikamu zvekutengesa.
  4. Inogona kushandiswa nenzira dzakasiyana-siyana, kusanganisira kuona gwara uye simba remaitiro, kuona nzvimbo yekupinda mukutengeserana.
  5. Kumhanya kukuru kwekuita kune maitiro emutengo.
  6. Nekududzirwa kwakaringana kwechiratidzo chekuverenga uye masaini ayo, RSI inogona kutorwa sechiratidzo chaicho.
  7. Mukufamba kwebasa, mutengesi anogamuchira zviratidzo zvakakwana kuti akwanise kusarudza akakodzera zvakanyanya pakuita kutengeserana.

Kuti uishandise nemazvo, zvinodikanwa kufunga nezvezvinokanganisa zvinotevera:

  1. Kana nguva yekuverenga ipfupi, ipapo nhamba yezviratidzo zvakagamuchirwa ichawedzera zvakanyanya, umo zvichava zvakaoma kufamba. Muchiitiko ichi, iwe uchafanirwa kushandisa nzira dzinoshanda kudzisefa.
  2. Nekufamba kwenguva refu, zviratidzo zvechiratidzo zvingave zvisinganzwisisiki.
  3. Muchishandiso ichi, mitsetse yemharadzano ndiyo inonyanya kukosha, asi maitiro echiratidzo chati mune zvimwe zviitiko anogona kunetsa kududzira nemazvo.

Kuti ushandise chiratidzo nenzira inobudirira sezvinobvira, mutengesi anofanira kufunga nezvezvinhu zvayo zvose zvinokosha pakuongorora.

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