indicators- final 2

45
Phân loại Indicators I. Phân tích xu hướng - Lagging Indicators: Moving Average – MA Average Directional Movement Index – ADX Bolliger Bands • v.v... II. Phân tích tương quan – Leading Indicators: Relative Strength Index – RSI Stochastics Oscilator Moving Average Convergence Divergence - MACD • v.v...

Upload: pham-minh-khanh

Post on 26-Nov-2015

13 views

Category:

Documents


3 download

DESCRIPTION

Dạy chơi forex

TRANSCRIPT

  • Phn loi IndicatorsI. Phn tch xu hng - Lagging Indicators:Moving Average MAAverage Directional Movement Index ADXBolliger Bandsv.v...

    II. Phn tch tng quan Leading Indicators: Relative Strength Index RSIStochastics OscilatorMoving Average Convergence Divergence - MACDv.v...

  • 1. Bollinger Bands

  • 1. Bollinger Bands1.1. Tng qut:John Bollinger 1980s Thuc b xu hng rng ca di bng t l vi tc bin thin ca giCu to: 3 ng:Band gia (Midle band) = SMA20Vai tr nh mt SMA (mc nh 20 phin) b.Band trn (Upper Band) = Band gia + 2*StaDevVai tr nh mt Resistancec.Band di (Lower Band) = Middle Band - 2*StaDevVai tr nh mt Supportwww.bollingerbands.com

  • 1. Bollinger BandsCc di bng Bollinger hot ng nh cc mc h tr v khng c nh.

    Band gia nh ng khng c trong xu hng gim v h tr trong xu hng tng.

  • 1. Bollinger Bands

  • Phm vi hot ng ca diPhm vi l gia di trn v di di v ng gi c xu hng xoay quanh ng trung bnh SMA(20). Phn nh ng cc din bin ca th trng.

  • Th hin din bin th trng

  • 1. Bollinger Bands1.2. Hn ch:Gi c th chm Band trn sau vt ra ngoi v tip tc tng trc khi quay tr v Band di.Gi c th chm Band di sau vt ra ngoi v tip tc gim trc khi tr v Band trn.Gi c th chm Band gia ri tip tc xu hng hoc o chiu

  • 1. Bollinger Bands1.3. Kt hp:Dy Bollinger Band ch l tn hiu ch bo i sau do thng phn ng chm hn din bin th trng, chnh v th cn kt hp cc ng ch bo khc cng nh cc cch phn tch k thut khc mi c th xc nh r xu hng, d bo bin dao ng d kin, cc mc chn k thutKt hp vi cc cng c thuc b Oscillators nh: RSI, MACD,.Kt hp vi cc cng c thuc b Trend nh ADX, MA,Kt hp vi ZigZag

  • 3. Moving Average MA (Trung bnh trt)

  • 3. Moving Average MA (Trung bnh trt)Cch s dng v kt hp:2 ng SMA: SMA5 vi SMA21 hoc SMA3 vi SMA22 v s dng k thut giao ct:Buy khi SMA ngn hn ct SMA di hn t di lnSell khi MA ngn hn ct MA di hn t trn xung.

    Kt hp vi ADX, Sto, xc nh tn hiu

  • 3. Moving Average MA(Trung bnh trt)

  • 3. Moving Average MA(Trung bnh trt)

  • 3. Moving Average MA (Trung bnh trt)

  • Khng c theo ng MA

  • H tr theo ng MA

  • H tr theo ng MA

  • 4.Stochastics

  • 4.Stochastics4.1 Tng qut:Dr.George C.Lane 1950sCh s dao ng ca gi, vng qu mua qu bn.C gi tr t 0 100.Nhn bit s o chiu ca th trngThuc b Oscillator.Cu to: gm 2 ng: %K v %D%D l gi tr trung bnh ca %K

  • 4.Stochastics

    4.2. Cho du hiu Buy/Sell:Sell: Khi %K v %D t trn ct xung mc 80, Ch a ra lnh bn khi PKS c du hiu quay u, ngha l ng %K ct ng %D t trn xung vng 80 thng thng khi hai ng a ra du hiu ct nhau l du hiu th trng ang bn ra.Buy: Khi %K v %D t di ct ln trn mc 20, Ch a ra lnh mua khi ng PKS c du hiu quay u, , ngha l ng %K ct ng %D t trn di ln vng 20, thng thng khi hai ng a ra du hiu ct nhau l th trng ang mua vo.

  • 4.Stochastics-PKS l ch bo i sau (d bo bin ng sau din bin th trng); ch bo ny ch p dng ng n (hiu qu) cho th trng khng c xu hng r rng. Nu th trng ang din theo xu hng th du hiu theo xu hng th trng s ng tin cy hn. Ch bo ny khng c hu dng nhiu trong trng hp th trng ang trong tnh trng khi gi dao ng trong mt bin hp v th hai ng %K v %D c th ct nhau nhiu ln v du hiu a ra khng r rng.

  • Xy dng m hnh Double StochasticM hnh Double Stochastic s dng quy tc giao ct (crossover) ca 2 ng tn hiu Stochastic 2 h thng Stochastic Oscillator vi nhng thng s khc nhau cho nhng tn hiu mua hoc bn tt hn mt h thng Stochastic Oscillator ring l. Khi gp i h thng Stochastic Oscillator th chnh xc trong giao dch cng tng. Khung thi gian: H1, Daily.

  • Quy tc vo trng thi (Entry) v thot trng thi (Exit)- Entry: Khi im giao ct (crossover) ca 2 ng PKS Stochastic (21, 9, 9) xut hin th vo trng thi. Quan st Stochastic (5, 3, 3) d on cc im trong xu hng chnh v vo trng thi b sung. Khng cn ch nhng dao ng ngn hn Stochastic (5, 3, 3) thng to nhng du hiu Exit gi. Exit ca Stochastic (21, 9, 9) to du hiu r rng hn- Exit: Exit ti im giao ct k tip ch bo Stochastic (21, 9, 9).

  • 4.Stochastics4.3. Hn ch ca Stochastics:Stochastics ln vng qu mua m gi vn tng.

  • 4.Stochastics4.3. Hn ch ca Stochastics:Stochastics xung vng qu bn m gi vn gim.

  • 4.StochasticsKt hp ADX

  • 5. Moving Average Convergence Divergence (MACD)1.Tng qut:MACD l mt trong nhng ch s c s dng nhiu nht trong phn tch k thut. c to ra bi Gerald Appel, MACD o s chnh lch gia 2 ch s trung bnh trt hm m trong 12 v 26 phin. Bn cnh MACD, mt ch s khc l MACDA c pht trin bng cch tnh trung bnh trt trong 9 phin ca MACD. Ch s ny c xem nh l ch s du hiu.Hu dng bi kt hp cc nguyn tc ca dao ng.MACD dao ng quanh trc Zero

  • 5. Moving Average Convergence Divergence (MACD)Cu to: + Histogram = MACD - Signal Line: Fast MACD : hiu s gia ng trung bnh ng ca mt phin vi thi gian 12 phin v ng trung bnh ng thi gian 26 phin.

    + ng du hiu (Signal line): Signal Line = SMA (9) ca MACD : l trung bnh ca ng nhanh MACD vi khong thi gian quan st l 9 phin.

  • 5. Moving Average Convergence Divergence (MACD)Ch ra xu hng th trng:

    + Nu hai ng Fast MACD v ng signal u nm trn ng zero (0) th cho thy th trng ang tng gi

    + Nu hai ng Fast MACD v ng signal u nm di ng zero (0) th cho thy th trng ang gim gi

  • 5. Moving Average Convergence Divergence2. Cch s dng:2.1. K thut giao ct: Ging giao ct EMA(12) v EMA (26):Buy: MACD t di ct ln trn mc ZeroSell: MACD t trn ct xung mc ZeroChng ta nn dng ng 0 nh mt ng tham chiu: khi ng MACD vt ln trn hoc xung di ng 0, l bo hiu cho mt s thay i xu th di hn. Nu MACD vt ln trn ng 0, xu th th trng b tt xut hin v nu di 0, l xu th th trng gu ng.

  • 5. Moving Average Convergence Divergence2.2. Phn k gi v Histogram:2.2.1. Phn k tng giGi to y sau thp hn y trcHistogram to y sau cao hn y trc

    2.2.2. Phn k gim giGi to nh sau cao hn nh trcHistogram to nh sau thp hn nh trc

  • Hn ch ca MACD

  • Kt hp vi ADXKt hp vi EMAMACD histogram