Ukusetyenziswa koSuku lweeSuku kunye nezicelo zokuSuka kweeNqanaba
Ukunyuka kwamaxabiso yinkcazo yezobugcisa ebonisa indlela ixabiso eliye lafudukela ngayo, ngokomyinge, malunga nexesha elithile. Ukuphakama kwemimandla kusetyenziselwa ukukunceda ukugqamisa imimiselo, ukuguqulwa kwamathambo kunye nokubonelela ngempawu zorhwebo. Kukho iintlobo ezahlukahlukeneyo zokuhamba kwimimandla, kodwa zonke zidala umgca ohamba phambili ongakunceda ukuba ubonise ukuba yiyiphi inqanaba elithintekayo.
Ukuhamba okulula okulinganisa ukubalwa
Umyinge olula ohambayo (SMA) ungumyinge wamaxabiso okugqibela, apho n inani lexesha ofuna ukulinganisa.
- (P1 + P2 + P3 + P4 + ... + Pn) / n
I-SMA yee-ezine kunye namaxabiso ka-1.2640, i-1.2641, i-1.2642, kunye ne-1.2641 inika umlinganiselo ohambahambayo we-1.2641 usebenzisa ukubala [(1.2640 + 1.2641 + 1.2642 + 1.2641) / 4 = 1.2641].
Nangona ukwazi ukubala umyinge olula yikhono elifanelekileyo lokuba neendlela , ukuthengisa kunye neetatatifti zeetati zibala konke oku kuthi. Khetha nje isalathisi se-SMA kuluhlu lwezitsalathisi zeshadi, zisebenzise kwitshathi, kwaye ulungelelanise inani lamaxesha asetyenziswayo. Ulungiso lwezalathisi lwenziwe kwi "Izicwangciso". Kwiindawo ezininzi, izicwangciso ziyafumaneka ngokuchofoza kabini kwisalathisi.
Inzuzo ye-SMA kukuba uyazi kakuhle oko ufumanayo. Ixabiso le-SMA lixabiso lentengo yenani lamaxesha ekubalweni kwe-SMA.
Iimpawu eziqhelekileyo ze-SMA zi-8, 20, 50, 100 kunye no-200. Ngokomzekelo, ukuba usebenzisa i-SMA eyi-100, ixabiso langoku le-SMA kwitshathi lixabiso eliphakathi kwamaxesha angama-100 okugqibela (ixabiso lexabiso).
Le tstshana ibonisa i-SMA yama-50, kunye nomyinge ohamba phambili ohambayo (EMA) kunye nomyinge ohamba ngokunyukayo (WMA) kwisigxina somzuzu omnye. Ngenxa yezibalo ezahlukileyo, izikhombisi zibonakala kumanqanaba ahlukeneyo kwixabiso. Ezi ezinye iintlobo zemida zixutyushwa ngokulandelayo.
I-Exponential Moving Average Calculation
I-EMA ngumlinganiselo olinganiselweyo wexabiso lokugcina, apho ukulinganisa kwehla ngokuthe ngqo kwixabiso ngalinye langaphambili / ixesha.
Ngamanye amazwi, amaxabiso amvanje anikwe ubunzima obungaphezu kwamaxabiso adlulileyo.
- [I-EMA esondeleyo yangaphambili] x (2 / n + 1) + EMA yangaphambili
I-EMA yexesha eli-4 kunye namaxabiso e-1.5554, i-1.5555, i-1.5558, kunye ne-1.5560, kunye nexabiso lokugqibela elona lwakutshanje, linika ixabiso le-EMA langoku li-1.5558 ngokubaluleka [(1.5560 - 1.5558) x (2/5) + 1.5558 = 1.55588].
Njengoko i-SMA, iiplatifti zokutshintshana zenza zonke izibalo ze-EMA. Khetha i-EMA ukusuka kuluhlu lwesalathisi kwiplatifti yetshathi kwaye uyisebenzise kwitshathi. Yiya kwisethingi uze uhlengahlengele ixesha elingakanani isibonakaliso kufuneka sibalwe, umzekelo, ama-15, ama-50 okanye ama-100.
I-EMA ivumelanisa ngokukhawuleza ukutshintsha kwexabiso kuneSMA. Ngokomzekelo, xa intengo ibuyisela isalathiso, i-EMA iya kuguqula isalathiso esheshayo kuneSMA. Oku kungenxa yokuba i-EMA isebenza ubunzima obuninzi kumanani asandul 'uqobo, kwaye ubunzima obuncinci kumaxabiso okwenzeka kwangaphambili.
Ukuxinwa kweMigangatho yokuBala
I-WMA yimalinganiselo ephakathi kwamanani okugqibela, apho ukulinganisa kwehla ngexabiso ngalinye langaphambili. Le ngcamango efana ne-EMA, kodwa ukubalwa kwe-WMA kuhluke.
- (Ixabiso leX factor factoring) + (Ixabiso lexesha elidlulileyo X x factor-1) ...
Ii-WMA zingaba nezisindo ezahlukileyo ezabelwe ngokusekelwe kumaxesha amanani asetyenziswa ekubaleni.
Ukuba kukho amaxabiso amane ofuna ukulinganiswa okuhambayo okuthe tye, ngoko ke ukulinganisa kwangoku kunokuba ngu-4/10, ixesha elide ngaphambi kokuba libe nobunzima be-3/10, ixesha elide phambi kwalo linokulinganiswa kwe-2/10, kwaye nangokunjalo. I-10 yinani elikhethiweyo, kwaye ubunzima be-4/10 kuthetha ithamo yakutshanje liza kubakho i-40% yexabiso le-WMA. Amaxabiso amathathu amaxesha adlule kuphela i-akhawunti ye-10% yexabiso le-WMA.
Ixabiso lentengo ye-90, 89, 88, 89, kunye nexabiso elithe gqibeni lokuqala:
(90 x (4/10)) + (89 x (3/10)) + (88 x (2/10)) + (89 x (1/10)) = 36 + 26.7 + 17.6 + 8.9 = 89.2
Umlinganiselo ohambahambayo ophezulu unokwenziwa ngokwezifiso ngaphezu kwe-SMA ne-EMA. Amanqaku amanani asandul 'ukugqithiswa ngokuqhelekileyo anikezelwa ubunzima obuninzi, kodwa angasebenza nakwezinye iindlela, apho ixabiso lomlando linikezwa ubunzima obukhulu.
Ukuhambisa Isistim zokuSetyenziswa koThengiso
Ukuhamba kwamanzi kungasetyenziselwa ukuhlalutya kunye nokuthengisa iimpawu .
Ukuhlalutya, onke amanqanaba ahambayo anceda ukunyusela umgangatho. Xa ixabiso liphezulu ngaphezu kwe-MA libonisa ukuba intengo ithengisa ngaphezu kwayo, ngokuqhelekileyo, ngexesha elihlalutyo. Oku kunceda ukuqinisekisa i- uptrend . Xa ixabiso lingezantsi layo i-MA ibonisa ukuba intengo ithengisa ngaphantsi kunokuba, ngokuqhelekileyo, ngaphezu kwexesha elihlalutyiweyo. Oku kunceda ukuqinisekisa i- downtrend .
Xa ixabiso liwela ngaphaya kwe-MA libonisa ukuba intengo iyanxininisa ngakumbi kwimeko yakudala, kuba intengo yakutshanje iphakamileyo kunomlinganiselo. Ukuba ixabiso eliwela ngaphantsi kwe-MA libonisa ukuba intengo ibuthathaka ngokumalunga nokuba yayikuphi ngaphambili.
Elinye ixesha elide kunye nelinye elifutshane eli-MA-umzekelo, amaxesha angama-20 kunye nama-50-angenakongezwa kwitshathi kanyekanye. Xa iiphambano ezingama-20 ezingaphezu kwe-50 kubonisa ukuba ixabiso elifutshane elifutshane lihamba phambili. Xa ixesha elingama-20 liwela ngaphantsi kwe-50 libonisa ukuba ixabiso elifutshane lexesha elifutshane lihambela phambili.
I-MAs inokubandakanywa kunye nezinye izikhombisi ukubonelela ngempawu zorhwebo. I-EMA inokubonelela ngeempawu zokuthenga xa zidibene neCelltner Channels . Isicwangciso singabandakanya ukuthenga kufuphi ne-EMA xa umgangatho uphakanyisiwe kwaye intengo iyakhupha ukusuka phezulu kwiShaneli yeKelltner.
Uhlobo olulodwa lwe-MA alungcono kunezinye; Babala kuphela intengo ephakathi. Ngokuxhomekeke kwisicwangciso esetyenziswayo, uhlobo olulodwa lwe-MA lungasebenza kangcono kunomnye. Zama ezahlukeneyo ze-MA kwaye ubone oko kukunika iziphumo ezilungileyo. Unokufumana ukuba kwiimarike nganye kufuneka ulungelelanise izicwangciso zakho. I-SMA yama-50 i-SMA inokubonelela ngempawu enkulu kwisitokisini esinye, kodwa ayisebenzi kakuhle kwenye. Okanye i-EMA ye-20 yexesha iyakunceda ukuhlukanisa umgangatho kwikontrakthi enye yexesha elizayo , kodwa ayikho enye. Zonke ii-MA zizodwa zixhobo, ukutolika kufike kumthengisi, kuba akukho mqondiso osebenza kakuhle ngaso sonke ixesha okanye kuzo zonke iimarike.