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如何應用移動平均線?

从上图可以看出,原序列波动较大,经移动平均后,随机波动明显减少;窗口大小越大,平滑后波动越小,滞后越明显。

三角移动平均线(TMA)描述和使用

TMA =(SMA1 + SMA2 + SMA3 + SMA4 + …… SMAN)/ N.

TMA还可以表示为:TMA 如何應用移動平均線? = SUM(SMA值)/ N.

并非所有图表平台都有TMA指标。要查看是否有,请打开图表。然后转到你的指标。搜索“三角移动平均线”。如果不存在,请尝试应用正常移动平均线(MA),然后进入MA的设置,看看是否可以将其计算更改为三角形。一些平台还将TMA标记为“Moving Average Triangular”或“MovAvgTriangular”。

三角移动平均线交易用途

TMA是平均值的平均值,在图表上创建一条线,通常比SMA更稳定,更长。 TMA计算是SMA值的总和除以你想要平均的周期数。 与其他移动平均线(如EMA和SMA)相比,TMA对价格变化的反应较慢。 它有时可以让你保持更长的趋势,产生更大的利润。 但是当趋势确实转变时,TMA会反应缓慢,这可能意味着你放弃了利润(可能早先用另一个指标得出)。

没有完美的指标或移动平均线。 这完全取决于你如何使用它。 在使用真实资本之前,先测试一下TMA。 在测试期间,使用各种设置,看看指标是否可以帮助你做出更好的交易决策。

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本文介紹的移動平均線其實全名又稱為簡單移動平均線(Simple Moving Averagee, SMA),優點就是簡單容易使用,但有一個缺點就是反應遲鈍,例如當均線發生黃金交叉時,價格其實已經早就已大漲一段,根據這個訊號進場的買點自然也比較差,因此,後來有衍生出其他變形,更敏感、更能貼近當下市況的均線:指數移動平均線(Exponential Moving Average , EMA)及加權移動平均線(Weigted Moving Average , WMA)。

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炒股必看的时序预测基本方法 —— 移动平均(SMA、EMA、WMA)

Python中文社区 于 2021-12-14 09:00:00 发布 805 收藏 7

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描述趋势特征

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从上图可以看出,原序列波动较大,经移动平均后,随机波动明显减少;窗口大小越大,平滑后波动越小,滞后越明显。

简单移动平均

简单移动平均(Simple Moving Average),是最容易使用的一种,也是最容易理解的。

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加权移动平均

加权移动平均(Weighted Moving Average)与SMA类似,但是在计算平均数时并不是等量齐观,可以给最近的观测值相对历史观测值更大的权重。比如股票价格,最近的价格最有影响力,历史价格随着时间拉长影响力越小。


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指数移动平均

指数移动平均(Exponential Moving Average)可以看成是一种特殊的加权移动平均,有时也被称为指数加权移动平均线(EWMA)。和WMA类似,但它为以前的数值分配了一系列固定的指数递减权重,即权重系数随着时间呈指数下降。EMA提供了一个更明显的指标,能更快地反映最近的价格趋势。

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  • ewm()方法中可通过四选一[com or span or halflife or alpha]调整衰减系数。根据质心指定衰减,则;根据跨度指定衰减,则;根据半衰期指定衰减,则;
    也可直接指定衰减系数alpha。

  • adjust参数控制指数移动平均函数的计算方式。
    adjust=False时,

方法对比分析

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从上图中的权重系数随时间间隔衰减情况可以看出,指数移动平均系数衰减较快,也因此一般也能更快的发现趋势的变化。

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可以看出,三种方法均有一定的滞后性,所以在使用时用作判断长期趋势,短期股价分析还应结合更多指标。当然也可以互相组合使用,比如SMA+WMA,SMA+EMA;同时也可以通过设置窗口大小进行交叉分析,比如5日均线向上突破10日、30日均线股市中称之为“金叉”,利好。

What are Moving averages?

如何應用移動平均線? Moving averages are among the most widely used and efficient indicators for technical analysis. Traders of all levels determine long term trends using this tool. We’ll cover how to define a trend, how to implement this indicator for support and resistance levels, and how to use it as trade entry and exit signal.

What are Moving Averages?

Moving averages (MA) indicate the average trend within the chosen period, smooth out price action and filter out the noise. They are formed using the average closing price over a set number of periods. For example, a ten-day simple moving average is a total of the closing prices during a period of ten days divided by ten.

The most commonly used moving averages are:

Simple Moving Average (SMA), which indicates the average movement of price during a particular time period;

Exponential Moving Average (EMA), which is similar to SMA, but applies a greater weight to more recent prices.

Adding Moving Averages to your chart in MetaTrader 4

You can add moving averages to your chart simply by clicking the ‘indicators list’ icon in the toolbar and selecting ‘moving average’. From there you can choose the period and the type of MA you want to work with. If you’re using multiple moving averages you can change the color in order to identify them easily.

Simple Moving Averages vs. Exponential Moving Averages

SMA are slower than EMA in responding to price action. Consequently, they indicate trends or trend reversals more slowly, but are less prone to false signals. EMA are better at catching trends early, though they will give you more false signals during consolidation periods.

Using several types of moving averages will give you a broader outlook. For instance, a trader might choose longer period SMA to help understand the broader 如何應用移動平均線? trend, and shorter period EMA for entry signals.

SMA may better identify support and resistance levels since they reflect a balanced average of 如何應用移動平均線? prices over a set time period.

How to determine a trend using MA?

When a price action remains above a moving average, it signals that the price has an uptrend. Conversely, if a price action stays below the MA it indicates a downtrend.

Using several MA simultaneously can be beneficial in determining a trend. Make sure the MA lines are set in the correct order (from fastest to slowest in an uptrend, from slowest to fastest in a downtrend) to confirm that you are in a strong uptrend or downtrend.

Moving Average Crossovers

MA crossovers help to determine when a new trend starts and when an existing one is about to reverse.

Upward momentum is confirmed with a bullish crossover, when short-term MA crosse above longer-term MA. This can be called a ‘Golden Cross’. Downward momentum is confirmed with a bearish crossover, when short-term MA cross below longer-term MA, also known as a ‘Death Cross’. Short term MA can be used for intraday trading, for 如何應用移動平均線? 如何應用移動平均線? instance, EMA with 5 and 10 periods.

Longer-term traders might prefer SMA crossovers with 50 and 200 periods.

On one hand, MA crossovers tend to work well in trending markets, while on the other, they can be worthless in sideways or consolidating markets.

Moving Averages as Dynamic Support and Resistance Levels

MA can also be used as support in an uptrend and resistance in a downtrend. For example, a short-term uptrend might find support near the 21-day EMA, while a long-term uptrend might find support near the 200-day SMA.

50 and 200-period SMA are mostly followed on the daily chart and often represent key support and resistance levels. Keep in mind that the levels are not exact, and MA more often represent areas of support and resistance. Levels are also dynamic, as they are constantly changing based on recent price action.

MA is a multi-faceted indicator that can help you to define a trend, support and resistance. It can also show when a new trend starts and when a trend is about 如何應用移動平均線? to reverse. Set different periods of MA to determine what works best for your trading strategy.