Izicwangciso zokurhweba ezisekelwe kwisalathisi se-ATR esingathethi ngayo: ukuseta kunye nesicelo

Методы и инструменты анализа

Indlela yokusebenzisa isalathisi se-ATR, indlela i-avareji yokwenyani ekhangeleka ngayo kwitshati, ukubeka, izicwangciso zokurhweba ezisekelwe kwisalathisi se-ATR, nini ukuyisebenzisa kunye neziphi izixhobo, kwaye ngokuphambene noko, xa kungenjalo. Isalathisi se-ATR (uluhlu oluyinyani oluyinyani) lubhekiselele
kwisalathisi sohlalutyo lobugcisa olubala ukuguquguquka kwemarike okanye ixabiso. Oku kunceda ukuhlalutya
ukuguquguquka okuhambelana notshintsho kwixabiso lalo naluphi na ukhuseleko kwaye ukhethe ixesha elifanelekileyo lokurhweba. I-ATR ithathwa njengesalathisi sokurhweba esithandwa kakhulu, kodwa kuqhelekile ukubona abahwebi betolika okanye besebenzisa i-ATR ngokungalunganga.
Izicwangciso zokurhweba ezisekelwe kwisalathisi se-ATR esingathethi ngayo: ukuseta kunye nesicelo

Yintoni isalathisi kwaye yintoni isalathisi esibonisa ngayo kwitshathi ye-ATR

I-ATR sisalathisi sobugcisa esilinganisa ukuguquguquka kwexabiso le-asethi. Ekubeni i-ATR isalathiso sokuguquguquka, ibonisa ukuba ixabiso liguquguquka kangakanani ngokomndilili kwixesha elithile. Uluhlu oluyinyani oluqhelekileyo lufikelela kwixabiso eliphezulu xa ukuguquguquka kwexabiso kukhulu kwaye ngokukhawuleza. Amanani amancinci esalathisi aqhelekile kumaxesha okuhamba okusecaleni kwexesha elide, okwenzeka kwindawo ephezulu yentengiso nangexesha lokudityaniswa.
Izicwangciso zokurhweba ezisekelwe kwisalathisi se-ATR esingathethi ngayo: ukuseta kunye nesicelo Uluhlu oluyinyani oluphakathi (ATR) lunokutolikwa ngolu hlobo lulandelayo:

  1. Ukuphakama kwexabiso lesikhombisi, kokukhona kuqikelelwa ngakumbi utshintsho lwentsingiselo.
  2. Ixabiso elincinci, libuthathaka intshukumo yomkhwa.

Kubalulekile! Isalathisi asibonisi izalathi zexabiso, kodwa ngokulula iqondo lokuguquguquka kwexabiso.

Amaxabiso e-ATR ikakhulu abalwa kangangeentsuku ezili-14. Abahlalutyi bayisebenzisela ukulinganisa ukuguquguquka kwalo naliphi na ixesha, ukusuka kwizakhelo zexesha le-intraday ukuya kumaxesha aphezulu. Ixabiso eliphezulu le-ATR lithetha ukonyuka kokuguquguquka, ngelixa ixabiso eliphantsi le-ATR libonisa ukuguquguquka okuncinci. https://articles.opexflow.com/trading-training/time-frame.htm

Umzekelo wokubala isalathisi se-ATP

I-ATR njengesixhobo sokulinganisa ukuguquguquka kwesitokhwe, i-forex kunye nempahla ingasetyenziselwa ukurhweba nge-crypto. Ifaneleka kakuhle kwimekobume ye-crypto ngenxa yokuguquguquka okuphezulu okubangelwa ukunyuka okubonakalayo kunye nokuwa kwamaxabiso e-cryptocurrency. Indlela ingabala ukuhamba kwexabiso kwithuba elithile. Nangona kunjalo, i-ATR ayibonisi ngokuthe ngqo ulwalathiso lwe-crypto trend. Endaweni yoko, inika umqondiso wokutshintsha kwendlela. Okukhona ixabiso le-ATR liphezulu, liphezulu ithuba lotshintsho kwindlela yeBitcoin / enye i-cryptocurrency kunye nexabiso elisezantsi, kokukhona buthathaka intshukumo eguquguqukayo.

Sibonisa ntoni isalathisi se-ATR?

Esi salathisi sifumaneka kuyo nayiphi na inkqubo yokurhweba, kuquka i-terminal yeMT4, kwaye inokongezwa kwisikrini setshathi nge-Faka imenyu. Ivela kwisikrini njengomgca wesignali phantsi kwetshathi ephambili.
Izicwangciso zokurhweba ezisekelwe kwisalathisi se-ATR esingathethi ngayo: ukuseta kunye nesicelo Umgca we-ATR awubonisi ulwalathiso okanye amandla omzila. Le datha kufuneka imiselwe ngokusebenzisa esinye isalathisi. Nangona kunjalo, usebenzisa i-algorithm, kunokwenzeka ukubona iimarike ezinokuguquguquka okuphezulu kunye nokuphantsi. Ukuba isalathisi sikwizinga eliphantsi, i-flat ilindeleke, kwaye umyalelo awudingi ukuvulwa. Yonke idatha iboniswa kwimo ezenzekelayo ngokupheleleyo. Abahwebi abadingi ukubala, kuphela ukutolika ngokuchanekileyo imiqondiso. Kwezinye iimeko, ungasebenzisa isalathisi ukufumana amanqaku okungena kwimarike. Ngokungafaniyo ne-indices ezahlukeneyo, i-ATR ayibonisi ukuguqulwa kwexabiso. Isetyenziselwa kuphela ukumisela ukuguquguquka kwinqanaba elithile ngexesha. Akunakwenzeka ukusebenzisa esi salathisi kuphela. Ezinye izalathisi zobugcisa ziyafuneka.

Ifomula yokubala ye-ATR

Uluhlu lweNyaniso lolona xabiso likhulu kula maxabiso alandelayo:

  • umahluko phakathi kwexabiso elidlulileyo lokuvala kunye nephezulu yangoku;
  • umahluko phakathi kowona mgangatho uphezulu kunye nobuncinci;
  • umahluko phakathi kwexabiso elidlulileyo lokuvala kunye nezantsi langoku.

Uluhlu lweNyaniso = Max(Phezulu[1]-Phantsi[1]; Phezulu[1] – Vala[2]; Vala[2]-Phantsi[1]) Umndilili woLuhlu lweNyaniso luthathwa njengomndilili ohambahambayo woluhlu oluyinyani: Umyinge oyiNyaniso Uluhlu = SMA (TR,N). Ngokubhekiselele kwizicwangciso, kule meko kuphela ixesha eliphakathi elilingana ne-14 likhoyo.

ATR Ukubala

Ngoko, i-ATR ibalwa njani ngokusekelwe kwimizekelo elula yamakhandlela. Nawuphi na umrhwebi kufuneka aqonde indlela izikhombisi zakhe ezenziwe ngayo ukuze athathe isenzo esifanelekileyo. I-ATR imele i-Average True Range, ethetha ukuba i-ATR ilinganisa ukuba lingakanani ixabiso elihamba ngokomndilili. Ngezantsi ungabona imizekelo embalwa yento isalathisi esisebenzisayo ukubala kwayo. Njengoko ihambela phezulu, ibeka umgama phakathi kokuvala kokugqibela kunye nekhandlela eliphezulu langoku (ekhohlo). Ngexesha lokuhla, i-ATR ibheka kwixesha elidlulileyo kunye nekhandlela elikufutshane (eliphakathi). Kumgama omncinci phakathi kokuvala kwangaphambili kunye nokuphantsi kwangoku, isalathisi siya kujonga uluhlu olupheleleyo lwekhandlela kwaye luthathe phezulu kunye nezantsi (ekunene).
Izicwangciso zokurhweba ezisekelwe kwisalathisi se-ATR esingathethi ngayo: ukuseta kunye nesicelo Kwakhona, i-ATR sisixhobo sokulinganisa ukuguquguquka. I-Volatility iza ngendlela yesantya. Oku kubonisa uxinzelelo oluninzi lokuthenga okanye ukuthengisa ii-asethi okanye izabelo. Amakhandlela amancinci kwitshathi ngamaxesha okuhlanganiswa xa izitokhwe zingekho njengento eguqukayo. Ukunyuka kwe-ATR kubonisa ukuba isitokhwe sihamba. Kodwa ayiyi kubonisa indlela yokuhamba.

Umgaqo wokusebenza

I-ATR ikuvumela ukuba uqikelele utshintsho lwentsingiselo usebenzisa umndilili kunye nokuchonga ukuguquguquka. Ukuba ixabiso le-ATR liphakama, kukho ukuguquguquka okuphezulu kunye nethuba eliphezulu lokutshintsha kwendlela. Ngokunjalo, i-ATR ephantsi ibhekiselele ekuguquguqukeni kwexabiso eliphantsi. Ngokusisiseko, ilandela ingqikelelo esisiseko yoluhlu lokhuseleko (ixabiso eliphezulu – ixabiso eliphantsi); ukuba uluhlu luphezulu, ukuguquguquka kuphezulu kwaye ngokuphambene noko. Isalathisi se-ATR asibhekiseli ngqo. Inento yokwenza nokuqikelela inguquko yentsingiselo kunendlela eya ngqo kuyo. Ayinakuze ichaze umkhombandlela, njengokuba i-bullish ibuyela umva okanye hayi. I-ATR iluncedo ngakumbi njengesalathisi sokufumana ukuphuka, ukufumanisa iimpawu zokungena, ukubeka ilahleko yokuyeka. Ukongeza, isoloko isetyenziswa ngokudibeneyo nezinye izikhombisi,
imigca ehambayo . Izicwangciso zokurhweba ezisekelwe kwisalathisi se-ATR esingathethi ngayo: ukuseta kunye nesicelo Umlinganiselo we-ATR luphawu oluguquguqukayo kuba unokulinganisa ukuguquguquka kokutshintsha kwexabiso kwiiklasi ze-asethi okanye iimarike. . Ukongeza, isetyenziselwa ukulinganisa ukuguquguquka kwayo nayiphi na ixesha elithile, ukusuka kwi-intraday ukuya kumaxesha aphezulu. Iimfihlo zokusebenzisa isalathisi se-ATR, apho wonke umntu athule malunga, indlela yokusebenzisa kunye nokuqwalasela: https://youtu.be/Wu-U0L7T3wE

Ukusebenzisa i-ATR ukuPhuma kwiNdawo

I-ATR isoloko isetyenziselwa ukuseta ilahleko yokuyeka ukuguquguquka, kunye nokudada kunye nokulungiswa. Ukurhweba, umbono wokuseta ilahleko yokuyeka esekwe kukuguquguquka uhlala usetyenziswa. Ukuze ubale ubungakanani obufunekayo bomyalelo wokumisa, ixabiso lesalathisi liphindaphindwa ngamanye amaxesha, ahluka ukusuka kwixesha lethiyori yorhwebo lwexesha elizayo. Ngokomzekelo, qwalasela i-2-4 rhoqo kwiitshathi zeyure. Masithi, kwimeko yentengiselwano kwi-EURUSD kunye ne-ATR = 0.0062 kwitshathi yeyure, kufuneka uphindaphinde i-6.2 ngokuqhubekayo, masithi i-3, kwaye ukumisa kuya kuba ngamanqaku angama-18-19.
Izicwangciso zokurhweba ezisekelwe kwisalathisi se-ATR esingathethi ngayo: ukuseta kunye nesicelo Isebenza ngakumbi kune-ATR yeendawo zokumisa ezilandelanayo. Kule meko, ixabiso lokumisa elilandelwayo liya kulungelelaniswa ngokuzenzekelayo ngokuxhomekeke kuguquko lwemarike. Masithi urhwebo lwenziwa, inzuzo yenziwe kwisikhundla, kwaye emva komgama othile, ukumisa ukulandelela kuqala ukuhamba kwicala lexabiso. Ixabiso liqala ukuhamba ngokukhawuleza kwicala elifunwayo. Kule meko, indawo yokumisa umkhondo yayikude kakhulu, nto leyo eyavumela ukuba imarike iqhubeke ihamba. Emva koko, inkqubo iyayeka kwaye iflethi iqala. I-ATR iyancipha ngokufanelekileyo, kwaye umkhondo uba mfutshane – indawo yokumisa isondela kwixabiso. Amaxesha eendlela ezinamandla alandelwa yidips kwaye amaxabiso aqala ngokukhawuleza ukuhamba kwakhona, kungekhona kwicala elifanelekileyo. Ukuba kukho ukuguqulwa emva kwexesha elicwangcisiweyo, kuncinci okulahlekileyo – ukumisa kuya kuba kufutshane kakhulu kwixabiso.

Ukusebenzisa i-ATR njengesihluzi

I-ATR ikwasetyenziswa njengesihluzo sentsingiselo. Oku kwenziwa ngokuzoba umgca ophakathi kwitshathi ye-ATR. Xa lo mgca uphukile, awona maxabiso abalulekileyo ahambayo ayenzeka. Isalathisi asikwazi kwaye akufanelekanga ukuba sibi, kwaye akufanele sibe nomgca ophakathi ochaziweyo. Kukhethwa ngeso, kwimeko nganye ethile. Kungcono ukubeka umyinge wexesha elide
lokuhambakwitshathi ye-ATR njengomgca ophakathi. Nangona i-ATR ingaphantsi komndilili wayo ohambahambayo, ukuguquguquka kuncinci kwaye imarike izolile. Xa i-ATR iwela ngaphezulu komndilili ohambahambayo, umkhwa uqala. Kwakhona, iingcali zicebisa ukusebenzisa isalathisi ngamaxesha ahlukeneyo, umzekelo, kwi-H1 kunye ne-D1. Ukuba izikhokelo zabo zihambelana, kwaye kwixesha elisezantsi isalathisi siwela umgca ophakathi, ngoko imarike yenze ukutsiba. Kwakhona, kufuneka ulungelelanise i-ATR kunye nomgca we-median ngokwahlukileyo kwimarike nganye kunye nexesha ngalinye.
Izicwangciso zokurhweba ezisekelwe kwisalathisi se-ATR esingathethi ngayo: ukuseta kunye nesicelo I-ATR14 kunye ne-MA100 isebenza kakuhle njengomgca ophakathi kwiinkqubo zokurhweba ezisekelwe kumgaqo wokubuyisela kwintsingiselo. Kwakhona kuhle kakhulu i-Envelopes (240) isalathisi esisetyenziswe kumaxabiso esalathisi se-ATR – xa i-ATR ingaphantsi
kweeMvulophu ., ukuguquguquka kuphantsi, kwaye ukuguquguquka okunamandla kulindeleke emva kokuphuka kwejelo. Izicwangciso zokurhweba ezisekelwe kwisalathisi se-ATR esingathethi ngayo: ukuseta kunye nesicelo Isalathisi sikwasetyenziswa rhoqo ukuseka ubude bekhandlela obuphakathi. Ukuba ixabiso langoku le-ATR likhulu kunokuba, yithi, i-20 okanye, ngokuchaseneyo, ngaphantsi kwe-10, ukungena kushiywe. Kule meko, yonke into icacile: ukuba kukho amakhandlela ambalwa kakhulu kwimarike, ke amathuba okufumana inzuzo ayancipha. Ukuba amakhandlela makhulu kakhulu, ke iziganeko ezigqithisileyo ziya kuchaphazela imarike, umzekelo, ukubhengezwa kweendaba ezibalulekileyo zezemali.

ATR+DATR

Kukwayimfuneko ukuqonda isalathiso ngokubanzi semarike kunye nenqanaba eliphezulu lexesha. Uninzi lweengcali zirhweba ngamaxesha asezantsi kwaye aziyithatheli ngqalelo into eziyiqapheleyo kumaxesha abekiweyo aphezulu emva kokuhlalutya amaxesha ahlukeneyo. I-DATR yi-avareji yemihla ngemihla yoluhlu lwenyani. Kule meko, ukuguquguquka kulinganiswa ngokukodwa kwixesha lemihla ngemihla. Umzekelo, i-DATR inokuhla iyonke, ngelixa i-ATR yexesha elisezantsi liza kuhamba ngamaza. Nangona kunjalo, zonke ii-spikes zexesha eliphantsi kwi-ATR volatility zinokuphila ixesha elifutshane kakhulu. Oku kubonisa ukuba ukuqonda yonke imeko yexesha eliphezulu lesakhelo kubalulekile ekuqondeni okunokwenzeka kumaxesha asezantsi.

Iinzuzo kunye neengozi zesalathisi se-ATR

IiPros:

  • ilungele ukusebenza ngamaxesha ahlukeneyo – kurhwebo lwexesha elifutshane lwe-intraday kunye nokutyalomali kwiitshathi zexesha elide.
  • ifumaneka ngokungagqibekanga kumaqonga orhwebo adumileyo;
  • inexesha eliguquguqukayo lokumisela ubuntununtunu;
  • I-ATR iya kukunceda ukuba uqonde amandla engeniso yorhwebo;
  • Ngokuqhelekileyo abahwebi bajonga ixabiso le-ATR ukumisela inqanaba lokulahlekelwa kokuyeka, kodwa kukho ezinye iindlela zokuyisebenzisa.

Amaminithi:

  • isalathisi asisona sixhobo sokuzimela, asiboneleli ngeempawu zokurhweba. Ngoko ke, kufuneka usebenzise i-ATR ngokudibanisa nezinye iindlela zokwenza izigqibo zokurhweba.

Ekugqibeleni, esi sibonakaliso sibonisa ukuguquguquka okukhulayo. Abarhwebi badinga amasheya aguqukayo ukuze bafumane urhwebo olunokwenzeka. I-ATR inokubonisa ukuba ngaba ukuguquguquka kukhoyo kwaye kunamandla ngokwaneleyo ukwenza umkhwa. I-ATR inokubizwa ngokuba sisisombululo esihle xa kuziwa ekuziqhelaniseni nokutshintsha kweemeko zemarike. Nangona kunjalo, inokuba sesona salathisi sibalaseleyo sokuqikelela ukujika kweemarike nje ukuba kukho utshintsho olukhulu lokuguquguquka. Uninzi lwabarhwebi bafumana iziphumo ezingahambelaniyo, ezidla ngokuba ngumphumo wendlela yokurhweba engaguqukiyo. Kunye nokuziphatha okuguquguqukayo kwamaxesha aphezulu kunye nomahluko phakathi kwe-uptrends kunye ne-downtrends, i-ATR yenza isixhobo sokurhweba esiguquguqukayo.

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