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Moving average(移动平均线)指标基本用法

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Moving average(移动平均线)指标基本用法

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Moving Averages

Moving averages provide an objective measure of trend direction by smoothing the price data. Normally calculated using closing prices, moving averages can also be used on median, typical and weighted closing prices as well as other indicators (see Indicator Smoothing).

Time Frames

Shorter length moving averages (MA's for short) are more sensitive and identify new trends earlier, but also give more false alarms. Longer moving averages are more reliable but only pick up the big trends.

It is best to use a moving average that is half the length of the cycle that you are tracking. If the peak-to-peak cycle length is roughly 30 days then a 15 day MA is appropriate. If 20 days, then a 10 day MA is appropriate. You will, however, often find traders using 14 and 9 day MA's for the above cycles in the hope that they will generate signals slightly ahead of the market.

  • 200 Day (40 Week) moving averages are popular for tracking longer cycles;
  • 20 to 65 Day ( 4 to 13 Week) moving averages are useful for intermediate cycles; and
  • 5 to 20 Days for short cycles.

Cycles vary in length over time - always check that the moving average you are using is still appropriate.

Trading Signals

Click on the following links for details of the various moving average trading systems:

Moving average(移动平均线)指标基本用法 Single Moving Average
Compares price to a single moving average. The system is often used with filters.

Filters
Filters are used to eliminate uncertain signals by objectively measuring when price has crossed the moving average.

Moving Average Directional Filter
Uses the slope of the moving average as a filter.

Two Moving Averages
Uses a fast moving average instead of a filter.

Three Moving Averages
The third moving average identifies when price is ranging.

Multiple Moving Averages
A series of five fast moving averages and five slow moving averages.

Construction

Simple Moving Average

The simple moving average (or SMA) is the easiest to construct. A 5 day SMA takes the sum of the last 5 days Moving average(移动平均线)指标基本用法 Moving average(移动平均线)指标基本用法 Moving average(移动平均线)指标基本用法 prices and divides by 5. Easy but not always accurate: the indicator has a tendency to "bark twice". Consider this example:

You can see that on day 9 there is a big step in the simple moving average, but price has been constant Moving average(移动平均线)指标基本用法 at $17. This distortion is caused by the low price on day 4 - dropped from the SMA on day 9.

Exponential Moving Average

To calculate an exponential moving average (EMA):

  • Take today's price multiplied by an EMA%
  • Add this to yesterday's EMA multiplied by (1 - EMA%).

If we recalculate the earlier table we see Moving average(移动平均线)指标基本用法 that the exponential moving average presents a far Moving average(移动平均线)指标基本用法 smoother trend:

EMA% is the weighting attached to the current days value:

  • 50% would be used for a 3-day exponential moving average;
  • 10% is used for a 19-day exponential moving average; and
  • 1% is used for a 199-day exponential moving average.

Exponential Moving Average Time Periods

How to calculate an EMA% for a selected time period (the indicator panel performs this calculation automatically):

EMA% = Moving average(移动平均线)指标基本用法 2/(n + 1) where n is the Moving average(移动平均线)指标基本用法 number of days

Example: The EMA% for 5 days is 2/(5 days +1) = 33.3%

Weighted Moving Average

A Weighted moving average (WMA) attaches greater weight to the most recent data. The weighting is calculated from the sum of days.

Example: For a 5-day weighted moving average the Sum of Days is 1+2+3+4+5 = 15
The weighting is shown below:

Weighted values are calculated by multiplying today's price Moving average(移动平均线)指标基本用法 by 5/15, yesterday by 4/15, and so on. The weighted moving average is the sum of the 5 weighted values.

Setup

Indicator Panel shows how to set up moving averages.

The default setting is Moving average(移动平均线)指标基本用法 a 21 day exponential moving average. Edit Indicator Settings explains how to alter the default settings.

Related Topics

MACD is a powerful refinement of the two moving averages system, providing reliable signals of trend changes.

External Links

The moving average is one of the most popular and easy to use tools available Moving average(移动平均线)指标基本用法 to the technical analyst. By using an average of Moving average(移动平均线)指标基本用法 prices, moving averages smooth a data series and make it easier to spot trends.

The moving average is one of the most popular and easy to use tools available to the technical analyst. By using an average of prices, moving averages smooth a data series and make it easier to spot trends.

MA移动平均线

本人编辑

©2022 Baidu 使用百度前必读 | 百科协议 | 隐私政策 | 百度百科合作平台 | 京ICP证030173号

买基金必看三个指标(MACD指标、移动平均线、KDJ指标)简单易懂。

MACD称为异同移动平均线,是从双指数移动平均线发展而来的,由快的指数移动平均线(EMA12)减去慢的指数移动平均线(EMA26)得到快线DIF,再用2×(快线DIF-DIF的9日加权移动均线DEA)得到MACD柱。MACD的意义和双移动平均线基本相同,即由快、慢均线的离散、聚合表征当前的多空状态和股价可能的发展变化趋势,但阅读起来更方便。MACD的变化代表着市场趋势的变化,不同K线级别的MACD代表当前级别周期中的买卖趋势。(百度百科)

2021年3月17日上证指数

2⃣️看DIF线和DEA线:当灰色的DIF线向上穿过金色的DEA线时,这个现象叫做金叉(图中红色圈),金叉就以为着行情向着上涨的趋势开始扭转;灰色的DIF线向下穿过金色的DEA线时,这个现象叫死叉,这就意味着行情将呈现下跌的趋势。

但要注意的是:MACD指标是对过去行情走势的描述,因此适用于趋势性行情中,在震荡行情中是不太适用的。因此该指标预测准确率大概为60%左右。

移动平均线,Moving Average,简称MA,MA是用统计分析的方法,将一定时期内的证券价格(指数)加以平均,并把不同时间的平均值连接起来,形成一根MA,用以观察证券价格变动趋势的一种技术指标。(百度百科)

当短期均线向下穿过长期均线时为死叉,代表行情呈现下跌的趋势;当短期均线向上穿过长期均线时为金叉,代表行情会发生上涨的趋势。这里的短期均线则指的上图中蓝色5日均线和金色的10日均线;长期均线则指的上图中紫色的20日均线和绿色60日均线。

股市无情,你每赚一块钱则代表有人亏一块钱,希望本文能帮助大家,不要盲目买基金。鄙人也是韭菜一枚,踩坑无数,但我深知自己只能赚自己认知范围内的钱,即使凭借运气赚了一些迟早也会还回去的,因此不断的学习知识技能才能成为合格的韭菜。