For personal use only in study and research; not
for commercial use
ÉC³£ÓÃÖ¸±ê
1. 2.
ÒÞ°ÀMA
Òƶ¯Æ½¾ùÏߣ¨Moving Average£©¶¨Òå:\ƽ¾ù\ÊÇÖ¸×î½ünÌìÊÕÊм۸ñµÄËãÊõƽ¾ùÏß;\ÒÆ
¶¯\ÊÇÖ¸ÎÒÃÇÔÚ¼ÆËãÖÐ,ʼÖÕ²ÉÓÃ×î½ünÌìµÄ¼Û¸ñÊý¾Ý¡£Òò´Ë,±»Æ½¾ùµÄÊý×é(×î½ünÌìµÄÊÕÊм۸ñ)Ëæ×ÅеĽ»Ò×Èյĸüµü,ÖðÈÕÏòÇ°ÍÆÒÆ¡£ÔÚÎÒÃǼÆËãÒƶ¯Æ½¾ùֵʱ,ͨ³£²ÉÓÃ×î½ünÌìµÄÊÕÊм۸ñ¡£ÎÒÃÇ°ÑеÄÊÕÊм۸ñÖðÈյؼÓÈëÊý×é,¶øÍùÇ°µ¹ÊýµÄµÚn+1¸öÊÕÊмÛÔò±»ÌÞÈ¥¡£È»ºó,ÔÙ°ÑеÄ×ܺͳýÒÔn,¾ÍµÃµ½ÁËеÄÒ»ÌìµÄƽ¾ùÖµ(nÌìƽ¾ùÖµ)¡£
3. 4.
ñÆΆMACD
MACD³ÆΪָÊýƽ»¬ÒìͬÒƶ¯Æ½¾ùÏß(Moving Average Convergence and Divergence)¡£ÊÇ
´ÓË«Òƶ¯Æ½¾ùÏß·¢Õ¹¶øÀ´µÄ£¬ÓÉ¿ìµÄÒƶ¯Æ½¾ùÏß¼õÈ¥ÂýµÄÒƶ¯Æ½¾ùÏß, MACDµÄÒâÒåºÍË«Òƶ¯Æ½¾ùÏß»ù±¾Ïàͬ, µ«ÔĶÁÆðÀ´¸ü·½±ã¡£
ÍKµ±MACD´Ó¸ºÊýתÏòÕýÊý£¬ÊÇÂòµÄÐźš£µ±MACD´ÓÕýÊýתÏò¸ºÊý£¬ÊÇÂôµÄÐźš£µ±MACD
ÒÔ´ó½Ç¶È±ä»¯£¬±íʾ¿ìµÄÒƶ¯Æ½¾ùÏߺÍÂýµÄÒƶ¯Æ½¾ùÏߵIJî¾à·Ç³£Ñ¸ËÙµÄÀ¿ª£¬´ú±íÁËÒ»¸öÊг¡´óÇ÷ÊƵÄת±ä¡£MACDÊÇGeral Appel ÓÚ1979ÄêÌá³öµÄ£¬ËüÊÇÒ»ÏîÀûÓöÌÆÚ£¨³£ÓÃΪ12ÈÕ£©Òƶ¯Æ½¾ùÏßÓ볤ÆÚ£¨³£ÓÃΪ26ÈÕ£©Òƶ¯Æ½¾ùÏßÖ®¼äµÄ¾ÛºÏÓë·ÖÀë×´¿ö£¬¶ÔÂò½ø¡¢Âô³öʱ»ú×÷³öÑÐÅеļ¼ÊõÖ¸±ê¡£
Ô¬DIFFÏß £¨Difference£©ÊÕÅ̼۶ÌÆÚ¡¢³¤ÆÚÖ¸Êýƽ»¬Òƶ¯Æ½¾ùÏß¼äµÄ²î£¬Ò²¾ÍÊÇ£¨12¸ö
½»Ò×ÈÕµÄÖ¸Êýƽ»¬Òƶ¯Æ½¾ùÏߣ©-£¨26¸ö½»Ò×ÈÕµÄÖ¸Êýƽ»¬Òƶ¯Æ½¾ùÏߣ©£¬ÀýÈç´Ó2009Äê1ÔÂ5ÈÕ--2009Äê1ÔÂ20ÈÕ£¨¿Û³ý4¸öÖÜÄ©£¬¹²¼Æ12¸ö½»Ò×ÈÕ£©£¬ÓÃÕâ12¸ö½»Ò×ÈÕµÄÊÕÅ̼ÛËã³öÒ»¸ö»¬¶¯Æ½¾ùÖµ£¬¾ÍÊÇ12¸ö½»Ò×ÈÕµÄÖ¸Êýƽ»¬Òƶ¯Æ½¾ùÏß¡££¨Ëã·¨ÔÚϱߣ¬ÖÁÓÚ¼ÆË㹫ʽ²úÉúµÄÔÒò¾Í²»ÒªÑо¿ÁË£©
ñÆDEAÏß £¨Difference Exponential Average£©DIFFÏßµÄMÈÕÖ¸Êýƽ»¬Òƶ¯Æ½¾ùÏß £¬DIFF
±¾Éí¾ÍÊÇ12ÈÕƽ¾ù¼õÈ¥26ÈÕƽ¾ùËùµÃµÄ¡°Öµ²î¡±£¬¶øDEAÔòÊÇÕâ¸öÁ¬Ðø9ÈÕµÄÕâ¸ö¡°²îÖµ¡±µÄƽ¾ùÊý£¨¾ÍÊǼòµ¥µÄËãÊýƽ¾ùÊý£©
Ç^ƽ»¬ÏµÊý£¬ÊÇÒƶ¯Æ½¾ùÖÜÆÚÖ®µ¥Î»Êý£¬Æ½»¬ÏµÊý£½2¡Â£¨ÖÜÆÚµ¥Î»Êý£«1 £©
Ý°EMA£¨Exponential Moving Average£©£¬Ö¸Êýƽ¾ùÊýÖ¸±ê¡£Ò²½ÐEXPMAÖ¸±ê£¬ËüÒ²ÊÇÒ»ÖÖÇ÷
ÏòÀàÖ¸±ê£¬Ö¸Êýƽ¾ùÊýÖ¸±êÊÇÒÔÖ¸ÊýʽµÝ¼õ¼ÓȨµÄÒƶ¯Æ½¾ù¡£¸÷ÊýÖµµÄ¼ÓȨÊÇËæʱ¼ä¶øÖ¸ÊýʽµÝ¼õ£¬Ô½½üÆÚµÄÊý¾Ý¼ÓȨԽÖØ£¬µ«½Ï¾ÉµÄÊý¾ÝÒ²¸øÓèÒ»¶¨µÄ¼ÓȨ¡£½ñÌìµÄÖ¸Êýƽ¾ùÖµ£½Æ½»¬ÏµÊý¡Á£¨½ñÌìÊÕÅÌÖ¸Êý£×òÌìµÄÖ¸Êýƽ¾ùÖµ£©£«×òÌìµÄÖ¸Êýƽ¾ùÖµ
ЃÐèÇóÖ¸Êý£¨Demand Index£©£¬ÓÉÓÚÿÈÕÐÐÇéÕðµ´²¨¶¯Ö®´óС²»Í¬£¬²¢²»ÊʺÏÒÔÿÈÕÖ®ÊÕÅÌ
¼ÛÀ´¼ÆËãÒƶ¯Æ½¾ùÖµ£¬ÓÚÊÇÓÐÐèÇóÖ¸Êý£¨Demand Index£©Ö®²úÉú£¬ÄËÇáÐèÇóÖ¸Êý´ú±íÿÈÕµÄÊÕÅÌÖ¸Êý¡£¼ÆËãʱ£¬¶¼·Ö±ð¼ÓÖØ×î½üÒ»ÈյķÝÁ¿È¨Êý£¨Á½±¶£©£¬¼´¶Ô½Ï½üµÄ×ÊÁϸ³Óè½Ï´óµÄȨֵ£¬DI£½£¨C¡Á2£«H£«L£©¡Â4£¬ÆäÖУ¬CΪÊÕÅ̼ۣ¬HΪ×î¸ß¼Û£¬LΪ×îµÍ¼Û¡£
ÆL¹«Ê½ÈçÏÂËùʾ£º
ó¢ÐèÇóÖ¸Êý£¨DI£©=£¨µ±ÈÕ×î¸ßÖ¸Êý+µ±ÈÕ×îµÍÖ¸Êý+2±¶µÄµ±ÈÕÊÕÅÌÖ¸Êý£©/ 4
Äg12ÈÕƽ»¬ÏµÊý£¨L12£©=2/£¨12+1£©=0.1538
Á^26ÈÕƽ»¬ÏµÊý£¨L26£©=2/£¨26+1£©=0.0741
Ç_12ÈÕÖ¸Êýƽ¾ùÖµ£¨12ÈÕEMA£©=L12¡Áµ±ÈÕÊÕÅÌÖ¸Êý+11/£¨12+1£©¡Á×òÈÕµÄ12ÈÕEMA
Äi26ÈÕÖ¸Êýƽ¾ùÖµ£¨26ÈÕEMA£©=L26¡Áµ±ÈÕÊÕÅÌÖ¸Êý+25/£¨26+1£©¡Á×òÈÕµÄ26ÈÕEMA
ôÁ²îÀëÂÊ£¨DIF£©=12ÈÕEMA-26ÈÕEMA
òë9ÈÕDIFƽ¾ùÖµ£¨DEA£© =×î½ü9ÈÕµÄDIFÖ®ºÍ/9
ÂìMACD=£¨µ±ÈÕµÄDIF-×òÈÕµÄDIF£©¡Á0.2+×òÈÕµÄMACD 5.
6.
ËBÞ±KDJ
Ëæ»úÖ¸±ê£¬ÊÇÓÉGeorge LaneËù´´×÷¡£ÔçÆÚÓ¦ÓÃÓÚÆÚ»õÊг¡£¬ÒòÃô¸ÐÐԷdz£ºÃ£¬·Ç³£ÊÊÓÃ
ÓÚ¶ÌÏß²Ù×÷£¬¹¦Ð§½ÏΪÏÔÖø¡£Ëæ»úÖ¸±ê×ÛºÏÁ˶¯Á¿¹ÛÄǿÈõÖ¸±êÓëÒƶ¯Æ½¾ùÏßµÄÓŵ㣬ָ±êÂòÂôµãÃ÷È·£¬Ê¹Óüòµ¥£¬ÈÝÒ×ÕÆÎÕ¡£ÌرðÊʺÏÓÚ¶ÌÏß²Ù×÷ÕßʹÓã¬Òò´Ë³ÉΪ¹ÉÊÐÖÐ×î³£Óõĸ¨ÖúÖ¸±êÖ®Ò»¡£
ó¦KDJÖ¸±êµÄ¼ÆËã±È½Ï¸´ÔÓ£¬Ê×ÏÈÒª¼ÆËãÖÜÆÚ(nÈÕ¡¢nÖܵÈ)µÄδ³ÉÊìËæ»úÖµRSV(Raw
Stochastic Value)£¬È»ºóÔÙ¼ÆËãKÖµ¡¢DÖµºÍJÖµ¡£ÒÔÈÕKDJÖ¸±êÊýÖµµÄ¼ÆËãΪÀý£¬RSVµÄ¼ÆË㹫ʽΪ£º
ЂʽÖУ¬CtΪµÚnÈÕÊÕÅ̼ۣ»LnΪnÈÕÄÚµÄ×îµÍ¼Û£»HnΪnÈÕÄÚµÄ×î¸ß¼Û¡£RSVֵʼÖÕÔÚl~100
¼ä²¨¶¯¡£
ÆKÆä´Î£¬¼ÆËãKÖµÓëDÖµ£º
Æε±ÈÕKÖµ=2/3¡ÁÇ°Ò»ÈÕKÖµ+1/3¡Áµ±ÈÕRSV
°Àµ±ÈÕDÖµ=2/3¡ÁÇ°Ò»ÈÕDÖµ+1/3¡Áµ±ÈÕKÖµ
ÁZµ±ÈÕJÖµ = 3µ±ÈÕKÖµ - 2µ±ÈÕDÖµ
Î…ÈôÎÞÇ°Ò»ÈÕKÖµÓëDÖµ£¬Ôò¿É·Ö±ðÓÃ50À´´úÌæ¡£
ËÁÐèҪ˵Ã÷µÄÊÇ£¬Ê½ÖеÄƽ»¬Òò×Ó1/3ºÍ2/3ÊÇ¿ÉÒÔÈËΪѡ¶¨µÄ£¬²»¹ýÄ¿Ç°ÒѾԼ¶¨Ë׳ɣ¬
¹Ì¶¨Îª1/3ºÍ2/3¡£ÔÚ´ó¶àÊý¹ÉÊзÖÎöÈí¼þÖУ¬Æ½»¬Òò×ÓÒѾ±»É趨Ϊ1/3ºÍ2/3£¬²»ÐèÒª×÷¸Ä¶¯¡£
ÂìJµÄʵÖÊÊÇ·´Ó³KÖµºÍDÖµµÄ¹ÔÀë³Ì¶È£¬´Ó¶øÁìÏÈKDÖµÏÔʾͷ²¿»òµ×²¿¡£JÖµ·¶Î§¿É³¬¹ý
100ºÍµÍÓÚ0¡£
ÆLJÖ¸±êÊǸö¸¨ÖúÖ¸±ê£¬×îÔçµÄKDJÖ¸±êÖ»ÓÐÁ½ÌõÏߣ¬¼´KÏߺÍDÏߣ¬Ö¸±êÒ²±»³ÆΪKDÖ¸
±ê¡£Ëæ׏ÉÊзÖÎö¼¼ÊõµÄ·¢Õ¹£¬KDÖ¸±êÖð½¥Ñݱä³ÉKDJÖ¸±ê£¬´Ó¶øÌá¸ßÁËKDJÖ¸±ê·ÖÎöÐÐÇéµÄÄÜÁ¦¡£ÁíÍ⣬ÔÚһЩÖØÒªµÄ¹ÉÊзÖÎöÈí¼þÉÏ£¬KDJÖ¸±êµÄK¡¢D¡¢J²ÎÊýÒѾ±»¼ò»¯³É½ö½öÒ»¸ö£¬¼´ÖÜÆÚÊý(ÈçÈÕ¡¢ÖÜ¡¢ÔµÈ)¡£¶øÇÒËæ׏ÉÊÐÈí¼þ·ÖÎö¼¼ÊõµÄ·¢Õ¹£¬Í¶×ÊÕßÖ»ÐèÕÆÎÕKDJÐγɵĻù±¾ÔÀíºÍ¼ÆËã·½·¨£¬ÎÞÐëÈ¥¼ÆËãK¡¢D¡¢JµÄÖµ£¬¸üΪÖØÒªµÄÊÇÀûÓÃKDJÖ¸±êÈ¥·ÖÎö¡¢ÑÐÅйÉƱÐÐÇé¡£ºÍÆäËüÖ¸±êµÄ¼ÆËãÒ»Ñù£¬ÓÉÓÚÑ¡ÓõļÆËãÖÜÆڵIJ»Í¬£¬KDJÖ¸±êÒ²°üÀ¨ÈÕKDJÖ¸±ê¡¢ÖÜKDJÖ¸±ê¡¢ÔÂKDJÖ¸±ê¡¢ÄêKDJÖ¸±êÒÔ¼°·ÖÖÓKDJÖ¸±êµÈ¸÷ÖÖÀàÐÍ¡£¾³£±»ÓÃÓÚ¹ÉÊÐÑÐÅеÄÊÇÈÕKDJÖ¸±êºÍÖÜKDJÖ¸±ê¡£
7. 8.
Ð…ÍÈRSI
Ïà¶ÔÇ¿ÈõÖ¸±ê£¨Relative Strength Index£¬¼ò³ÆRSI£©£¬Ò²³ÆÏà¶ÔÇ¿ÈõÖ¸Êý¡¢Ïà¶ÔÁ¦¶ÈÖ¸
Êý£¬ÊÇͨ¹ý±È½ÏÒ»¶ÎʱÆÚÄÚµÄƽ¾ùÊÕÅÌÕÇÊýºÍƽ¾ùÊÕÅ̵øÊýÀ´·ÖÎöÊг¡Âò¹ÁÅ̵ÄÒâÏòºÍʵÁ¦£¬´Ó¶ø×÷³öδÀ´Êг¡µÄ×ßÊÆ¡£
ÍJRSIÔÚ1978Äê6ÔÂÓÉWells Wider´´ÖƵÄÒ»ÖÖͨ¹ýÌض¨Ê±ÆÚÄڹɼ۵ı䶯Çé¿ö¼ÆËãÊг¡
ÂòÂôÁ¦Á¿¶Ô±È£¬À´ÅжϹÉƱ¼Û¸ñÄÚ²¿±¾ÖÊÇ¿Èõ¡¢ÍƲâ¼Û¸ñδÀ´µÄ±ä¶¯·½ÏòµÄ¼¼ÊõÖ¸±ê¡£·¢±í