Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeni

Методы и инструменты анализа

Ngexesha lokuziphendukela kwentengiso yohlalutyo lobugcisa, izixhobo ezininzi ziye zavela. Kodwa phakathi kwezona zilula, ziluncedo, izikhombisi ezikhuselekileyo kunye neziqhelekileyo ekurhwebeni, ii-avareji ezihambayo ziyahlukaniswa. Oku kulandelayo kuchaza imfuneko yabo ekurhwebeni kunye neempawu zokusebenzisa iintlobo ezahlukeneyo zemiyinge ehambayo kwisicwangciso sokurhweba.

Yintoni ehamba i-avareji kurhwebo

I-Avareji ehambayo, okanye njengoko ibizwa ngokuba, i-Moving Average (MA) isalathisi sokurhweba esilandela ukuhamba kwexabiso. Injongo yalo kukuseka isalathiso sendlela kunye nokwenzeka kokugudiswa kwayo. Xa ubala umndilili ohambahambayo, iingcali zikhetha ukulinganisa ixabiso lesixhobo esithile kwixesha elithile.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeniIxesha lisona sibonakaliso esiphambili sesalathisi esihambayo, enye yeentlobo. Inqanaba lokuhamba kakuhle komgca wesalathisi kuxhomekeke kwixabiso layo. Amaxesha amancinci afaneleke ngakumbi ngamaxesha aphantsi. Bavumela nokuba umthengisi ongenamava ukuba aphendule ngokukhawuleza kwiintshukumo zexabiso.

Nangona kunjalo, iimpawu zobuxoki (ngamanye amaxesha ngamanani amakhulu) azikhutshelwanga.

Ukuba kusetyenziswa ixesha elide kakhulu, kubalulekile ukuqonda ukuba linokulibaziseka kakhulu. Ngesizathu esifanayo, inkqubo iya kubonisa imbali ephelelwe lixesha. Amaxesha amaninzi ahlala esetyenziselwa ukuxhasa ixesha elide okanye ukuchasana.

Iintlobo eziphambili ze-Avareji yokuHamba kunye nenkcazo yazo

Kukho iintlobo ezi-4 eziphambili zesalathisi se-MA. Ekuphunyezweni kohlalutyo lobugcisa kwimarike yotyalo-mali, i-avareji ehambayo elula, ecacileyo, egudileyo kunye neyokulinganisa iyasetyenziswa.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeniKucetywa ukuba uziqhelanise nenjongo yabo:

  1. I-Simple Moving Average sisimbuku samaxabiso okuvala esixhobo esikhethiweyo, esimele amaxesha amaninzi. Ngaphezu koko, esi salathisi sahlulwe ngenani la maxesha. Akunjalo ngengozi ukuba isalathisi sabizwa ngokuba yinto elula, kulula ukuyisebenzisa kwaye ithathwa njengesiseko.
  2. I-Exponential Moving Average – kule meko, inxalenye yexabiso langempela lokuvala longezwa kwixabiso langaphambili lomyinge ohambayo.
  3. I-Linear Weighted Moving Average sesona salathisi sisebenzayo sosapho. Olu hlobo lunokunika inani elikhulu leempawu zobuxoki, kodwa likhawuleza kunabanye ukuchonga utshintsho kwixabiso. Abarhwebi abafane basebenzise esi salathisi.
  4. I-Average eSmoothed Moving Average yeyona igudileyo phakathi kwezinye. I-SMMA ibonelela ngendlela yokubala ethi, ngokungafaniyo ne-SMA, ikwathathele ingqalelo amaxabiso aphelelwe lixesha. Ngendlela, ekusebenzeni, i-avareji ehambayo egudileyo isetyenziswa ngokungaqhelekanga.

Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeniUmndilili oshukumayo obonakalayo-useta njani kwaye usetyenziswa njani xa usebenza: https://youtu.be/3-4CwYfphXc

Isicelo esisebenzayo – i-algorithm indlela yokusebenzisa i-avareji ehambayo

Umndilili ohambahambayo sisalathiso somkhwa, kulo mba, izicwangciso zokurhweba ezisekwe kuyo zifanelekile. Kukho iindlela ezi-3 eziphambili zokusebenzisa imiqondiso:

  1. Ulwalathiso ngokubanzi . Imele eyona ndlela yokulinganisa. Isenokuba lixesha elifutshane, eliphakathi okanye elide. Kule meko, i-MA iqondiswe phezulu kwi-uptrend, kunye nezantsi kwi-downtrend. Kukho enye imo – flat, xa umndilili oshukumayo uthe tye.Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeni
  1. Ukuwela imiyinge ehambayo enamaxesha ahlukeneyo . Inqanaba lomqondiso lihlala lixhomekeke kwi-MA kunye nexesha elincinci. Ukuba kukho ukunqumla umgca olandelayo (ukusuka ezantsi ukuya phezulu), ngoko ke uphawu lokufumana i-asethi. Ngaphandle koko, luphawu lokuthengisa.Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeni
  2. Inkxaso kunye nokuchasana . I-intersection yomgca luhlobo lomqondiso kwicala le-intersection ngokwayo. Isalathisi se-asethi ethile sahluke ngokupheleleyo. Kucetyiswa ukuba ukhumbule oku.

Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeni

Ukumiselwa kwendlela ngokuhamba

Umyinge ohambahambayo ubonisa isalathiso sendlela. Kwimeko apho isalathisi sexabiso sibekwe ngaphezu komgca, oguqulwe, ngoko umgangatho uphezulu. Xa i-3 i-avareji ehambayo ijika ibe yimigca ehambelanayo kwaye “ujonge” kwicala elithile, ke lo ngumqondiso onamandla. Kwangaxeshanye, kufuneka babe namaxesha ahlukeneyo. Ukuba ixabiso lihamba kuluhlu oluthile kwimarike (kungekhona kwi-trajectory enye), ngoko kukho inani elikhulu leempawu ezongezelelweyo.

ukuhamba okuphakathi kwe-crossover

Xa umndilili ohamba ngokukhawuleza uwela lowo ucothayo, ukusuka ezantsi ukuya phezulu, umqondiso onamandla wokuthenga (Thenga) kunokwenzeka. Ukuba imeko iguqulwe (ukusuka phezulu ukuya phezulu), ke lo ngumqondiso wokuthengisa (Thengisa). Kodwa ukuba akukho mkhwa onenjongo kwimarike yotyalo-mali, ngoko kukho iimpawu ezininzi ezingenanto ezingayi kuzisa inzuzo elindelekileyo.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeni

Ukuzimisela kwamanqanaba okumelana kunye nenkxaso

Ngethuba lokubunjwa kwala manqanaba, ixabiso linokuthi lihambe kumyinge ohambayo. Oku kwenzeka ngokuphawuleka ngakumbi kwimeko yomndilili oshukumayo ocacileyo onamaxesha abalulekileyo. Ngeli xesha, kuluncedo kakhulu ukungena kwisikhundla.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeni

Imiyinge emithathu ehambayo ehambelanayo

Ngokuqhelekileyo zakhiwe phantse zihambelana enye kwenye. Eli lithuba elihle kakhulu lokungena kubude bomkhwa. Ukuba isenzo ekuqaleni siboniswe kwitshathi, ngoko ngolwimi olunemiqathango lwabahwebi, lunokuchazwa ngokuthi “umlomo ovulekileyo we-alligator”.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeni

Iifomula zokubala uhlobo ngalunye lwemiyinge ehambayo

Emva kokuba uqhelane nohlobo ngalunye lwe-avareji ehambayo kurhwebo, kuyacetyiswa ukuba ufunde iifomula zabo zokubala.

Ifomula ye-SMA

Ukuze ufumane isalathisi somndilili ohambahambayo olula, kwanele ukusebenzisa le fomula ilandelayo:
SMA \u003d SUM (CLOSE (i), N) / N
Inkcazo:

  • I-SUM yisibalo;
  • UKUVALA (i) kuthetha ixabiso lexesha elinikiweyo;
  • N linani lamaxesha.

I-SMA yenzelwe ukulinganisa amaxabiso exesha elithile. Ubunzima obuthile balo naliphi na ixabiso elilandelayo limiselwe ngokufanayo. Kwimeko yokutsiba kwexabiso okubonakalayo, i-SMA iya kuzithathela ingqalelo kunye nexabiso eliqhelekileyo.

Ifomula yokubala yeEMA

Ukubala i-exponential move average, kufuneka ubhale ifomula ngolu hlobo lulandelayo:
EMA = (CLOSE (i) * P) + (EMA (i – 1) * (100 – P))
Ingcaciso:

  • VALA (i) – isalathisi sexabiso sexesha elinikiweyo;
  • I-EMA (i – 1) – iqondo le-EMA kwixesha elidlulileyo;
  • I-P yinxalenye ethile yexabiso lexabiso.

I-EMA lolona hlobo luqhelekileyo olusetyenziswayo lwe-avareji ehambayo ekurhwebeni. Ngoncedo lwayo, kunokwenzeka ukuphelisa iintsilelo ze-SMA. Kule meko, kuvela ukufumanisa imeko yemarike echanekileyo kwixesha elithile. Kwaye kwakhona isalathisi se-DEMA – i-EMA ephindwe kabini: https://articles.opexflow.com/analysis-methods-and-tools/indikator-dema.htm

Ifomula yokubala yeSMMA

Ukubala i-avareji egudileyo ehambayo, ungasebenzisa le fomula ilandelayo:
SMMA (i) = (SMMA (i – 1) * (N – 1) + CLOSE (i)) / N
Inkcazo:

  • I-SMMA (i-1) – isalathisi sekhandlela langaphambili;
  • VALA (i) – ixabiso lokuvala langoku;
  • N liqondo lexesha lokugudisa.

Ifomula yokubala ye-LWMA

Xa ubala i-avareji enobunzima bomgca, kufuneka ukhokelwe yile fomula ilandelayo:
LWMA = I-SUM (CLOSE (i) * i, N) / SUM (i, N)
Ingcaciso:

  • I-SUM – isalathisi sesixa;
  • CLOSE(i) – ixabiso elililo lokuvala;
  • I-SUM (i, N) sisimbuku see-coefficients.
  • N kukutyunjwa kwexesha.

Enkosi kwimiyinge enesisindo kunye negudisiweyo ehambayo, kuyenzeka ukukhupha ukubaluleka kwamaxabiso kwixesha elithile lokubala.

Iimpawu zokumisela amaxesha

Iiparamitha zesalathi-nkqubela zinokumiselwa ngokweminqweno yomsebenzisi. Unokumisela ixesha elifanelekileyo lexesha. Okukhona kuncinci, kokukhona ubuthathaka kwaye uchanekile umyinge ohambahambayo ekuboniseni. Ngaphandle kweembono ezahlukeneyo, akukho xesha “lichanekileyo” lexesha. Ukuseta elona xesha lihle, umsebenzisi kuya kufuneka azame okwethutyana. Ngenxa yoko, uya kuqonda ukuba leliphi ixesha elona lifanelekileyo kuye, ngokwesicwangciso sakhe sobuqu. Ukuhambisa i-Avareji kwi-TradingView:
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeni

Imiyinge ehambayo ye-scalping

“I-scalping” ithathwa njengegama le-slang kurhwebo. Oku kubizwa ngokuba yizicwangciso zokurhweba zexesha elifutshane. Imilinganiselo ehambayo kwi-scalping iyahlukaniswa ngokuphunyezwa kwenani elikhulu leentengiselwano. Le ndlela ifanelekile kwabo bangaphishekeli iinjongo zehlabathi malunga nenzuzo. Kurhwebo lwe-scalping, iitshathi ezinamaxesha amancinci zihlala zisetyenziswa. Esi sicwangciso sidala ngokwaneleyo, kumaxesha akutshanje. Oku kwakungenxa yokusetyenziswa korhwebo lomda. Le ndlela isebenza kakhulu kwaye inokuzisa iziphumo ezilungileyo zemali. I-Scalping ilungele abahwebi abatyala imali encinci kwaye bayeke kwintsebenziswano yexesha elifutshane. Kodwa oku akuthethi ukuba isicwangciso silula kwaye singenawo amandla. Umsebenzisi kuya kufuneka achithe ixesha elininzi ukufikelela kwingeniso ephezulu. Kuyimfuneko ukujonga rhoqo imarike yezemali ye-intraday ukuze ufumane umqondiso wokurhweba, kunye nokuxhasa ukuthengiselana okuvulekileyo. Ndiyabulela kwi-scalping, umrhwebi uya kukwazi ukutsala umvuzo omhle. Into ephambili kukuvavanya inkqubo yokurhweba ekusebenzeni, ukungoyiki iimvavanyo, ukunikela ixesha elaneleyo lokuqhuba ukuthengiselana kwaye ukwenze ngokucwangcisiweyo. Isalathisi somndilili oshukumayo – i-terminal ye-QUIK yokurhweba: https://youtu.be/ZOUMHFmpruk

Iimpawu zokurhweba kwimiyinge ehambayo, kunye nemizekelo

Kukho izicwangciso ezininzi zokurhweba usebenzisa i-avareji ehambayo. Phakathi kwazo, kufanelekile ukugqamisa iinguqulelo ezi-4 eziphambili zokurhweba:

  1. MA ukuwela ngexabiso;
  2. ukuqhekeka kwemiyinge emi-2 okanye ngaphezulu ehambayo;
  3. ukuwela i-MA yobuxoki;
  4. buyela kumndilili.

Ngamanye amaxesha indibaniselwano yezinye izalathisi kunye nezinye zenziwe. Kucetywa ukuba kuqwalaselwe imeko nganye ngokweenkcukacha ezithe vetshe. Ukuwela i-SMA ngexabiso libhekwa njengelona qhinga lilula ukuba nawuphi na umsebenzisi angasebenzisa, kungakhathaliseki ukuba inqanaba labo lolwazi kwintsimi yokutyalo-mali. Ngokuphathelele kwimarike ye-Forex, isicwangciso esinjalo asiyi kusebenza. Ukuba i-SMA iwela ukusuka phezulu ukuya phezulu, kuya kwenzeka ukuba ungene kwindawo ende, ngaphandle koko (ukusuka phezulu ukuya phezulu), ukungena okufutshane kuya kwenziwa. Ukuphuma kurhwebo, kufuneka ulinde ukuqhambuka okulandelayo.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeniUkuqhekeka kwe-2 okanye ngaphezulu kokuhamba okuhambayo kuyindlela elula. Kodwa ayisebenzi ngokukodwa. Kwenzeka ngolu hlobo: I-EMA (1) iphula i-EMA (2) ukusuka phezulu ukuya phezulu. Ngokulinganisa okuchaseneyo, kunokwenzeka ukuba ungene ngokufutshane. Ngoko ke, ukuba i-intersection ihamba ukusuka ezantsi ukuya phezulu, ngoko ke ukungena okude kuya kwenziwa. Kwi-breakout elandelayo, urhwebo luphumile.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeniI-crossover yobuxoki ye-MA ikwabizwa ngokuba “yiqhinga lokuqhawula ubuxoki”. Kubonakala emva kokuwela i-EMA. Emva kwexesha elithile (into ephambili kukulinda), ixabiso liya kubuya. Ngokukhawuleza ukuba oku kwenzeka, unokungena ngokukhuselekileyo kwintengiselwano. Ke, ukuphuma kuyo kufuneka kuqhutywe emva kokuwela i-EMA elandelayo.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeniUkubuyela kwi-avareji yenye yezona zinto zisetyenziswayo ezingaqhelekanga zesixhobo somndilili ohambahambayo ekurhwebeni. Ukurhweba kusekelwe ukuguqulwa kumyinge. Oko kukuthi, kuyimfuneko ukwenza ukungena ngokuchasene nomkhwa (oku kubalulekile). Ngeli xesha, ixabiso liya kuhamba kude kumyinge ohambayo obonakalayo. Kufuneka uphume xa ulawula ukufikelela kwisalathisi sexabiso le-EMA (21). Nangona, ukuba uyenza 3-4 amanqaku ngaphambili, utshintsho aluyi kuba lubalulekile.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeniAbarhwebi bawusebenzisa njani uMyinge oHambayo kuRhwebo-Ialgorithms kunye neQhinga: https://youtu.be/WrtMA-SLw9g

Ukhetho oluchanekileyo lwexesha lokurhweba kumndilili ohambahambayo

Abathengisi be-Debut bahlala benomdla kwindlela engcono yokukhetha ixesha lokurhweba. Enyanisweni, akukho nto inzima, into ephambili kukuqonda iinyaniso ezilula. Ngokomzekelo, ixesha elihambayo elihambayo linani lamakhandlela kwixesha lexesha. Ixesha lexesha lomyinge ohambahambayo ubukhulu becala lixhomekeke kwixesha elingakanani umsebenzisi angabamba urhwebo. Ngokomzekelo, waceba ukugcina isivumelwano malunga neyure eli-1. Kule meko, isalathisi (12) kwitshathi yemizuzu emi-5 iya kwenza. Ngokucacileyo, la ngamaxabiso aphakathi kwiyure eyi-1. Unokwenza ngokwahlukileyo kancinci. Masithi kukho umnqweno wokubamba isikhundla kwiiveki ezi-1-2. Kule meko, kunanini ngaphambili, i-EMA (7) kunye (14) kwi-D1 iya kwenza. Nangona kunjalo, ngenxa yokuba kukho iintsuku ezi-5 kuphela zokusebenza ngeveki (kuba iimpelaveki azithathelwa ngqalelo), kunengqiqo ukuthatha i-EMA (5) kunye (10).

Isikhundla semiyinge ehambayo kwimarike yemasheya

Ngokuqinisekileyo kukho indawo yokwandisa apha. Ekubeni i-avareji ehambayo ibaluleke kakhulu kwi-stock market, kuyafaneleka ukuqonda lo mbandela ngokucokisekileyo. Isizathu silele kumahluko phakathi kwemarike ye-Forex kunye nezixhobo zokutshintshiselana eziqhelekileyo. Ukuba uphonononga iinkcukacha, kuyacaca ukuba kwi-Forex umlinganiselo woqoqosho lwamazwe amabini ahlukeneyo unokungaqikeleleki kakhulu. Imeko iyatshintsha rhoqo. Ngoko ke, izibini zemali zihlala zitshintsha indlela yazo ngokukhawuleza. Ngaphezu koko, akukho mkhwa ocacileyo wokunyuka rhoqo, okanye ngokuchaseneyo, ukuwa okubukhali. Ngokubhekiselele kwimarike yemasheya, i-stocks ekhulayo kunye ne-indices zinyuka zithe tyaba kwaye ziqikelelwa ngakumbi. Nangona kunjalo, ngexesha lobunzima, kukho iintshukumo ezinkulu kunye nokutsiba ekunzima ukukuxela kwangaphambili. Ngaloo ndlela, kuvela ukuba i-stock market iluphawu olusulungekileyo, ngaphandle kwezinto ezimbalwa. Oku kuthetha ukuba unokwenza imali elungileyo kwimiyinge ehambayo ukuba uwuthathela ingqalelo lo msebenzi.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeniIsalathiso sihlala sikwi-uptrend. Ngokusekelwe koku, sinokugqiba ukuba esi sicwangciso silula kakhulu ukusebenzisa. Kwanele nje ukuthenga, ngelixa isalathiso sisondele kumyinge ohambahambayo okanye sithotywe kancinane. Emva koko, kufuneka ugcine isixhobo kwipotfoliyo de ibe ngaphezu komndilili.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeniNgokwe-exponential move average tests, kufanelekile ukuthenga i-asethi xa ixabiso liphezulu. Ukulandela i-algorithm enengqiqo, kungcono ukuphuma kurhwebo xa ixabiso liphantsi.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeniKucetyiswa ukuba ubeke ingqalelo kwiziphumo zokuxilonga ngexesha lokusetyenziswa kwe-EMA (200). Njengoko ubona, ukutsalwa phantsi malunga namaxesha amathathu ngaphantsi. Nangona kunjalo, kwinqanaba elingaphantsi, lichaphazela ingeniso. Kuyaphawuleka ukuba inqanaba litshintshile kancinci.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeniInketho iyasebenza, kodwa akufanele ucinge ukuba impumelelo yendlela yokurhweba iyasebenza kuzo zonke izitokhwe, ii-asethi ezixabisekileyo kunye ne-indices. Kukwakho nezo zihamba ngokungalindelekanga. Nangona uhlalutyo lwenziwa kwiimeko ezinjalo. Ukutshekishwa ngokucokisekileyo kwembali yezicatshulwa kuya kunceda. Ukuba, umzekelo, sithatha i-stock market ye-Russian Federation, ngoko sinokubona ukuba kwezi zinyani kunzima kakhulu ukusebenza kunye nemiyinge ehambayo.
Indlela yokusebenzisa kunye nokuseta ama-avareji ahambayo ekurhwebeniIngeniso kwi-stock market yaseRashiya iya kukwazi ukufumana kwimbuyekezo kumaxabiso aphakathi. Oku kungenxa yokuba imarike ihlala ibekwe kumjelo obanzi. Yiba nokuba kunjalo, kwimarike yemasheya le njongo ifezekiswa ngokukhawuleza kwaye kulula ngakumbi kunorhwebo lwe-Forex. Into ephambili kukuba usebenze kanzima ekukhethweni kwezixhobo ezizinzileyo, nokuba yi-indices yaseMelika, izabelo zamashishini amakhulu, amaxwebhu abalulekileyo eempawu ezidumileyo, njl. Ngaphambi kokutyala imali ngokungakhethiyo, kungcono ukuzama ukusebenzisa imiyinge ehambayo, ukulungelelanisa ingeniso efunyenweyo kunye nokunciphisa ukutsalwa. Ngale ndlela ufumana iziphumo ezintle.

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