Ezona Seto ze-ALMA kunye neQhinga

Yintoni ALMA Isalathisi

UArnaud Legoux avareji Ukuhambisa (ALMA) sisalathiso sobugcisa esisetyenziswa kwiimarike zezimali ukugudisa idatha yexabiso kunye nokunceda ukuchonga iintsingiselo zemarike. Yaphuhliswa ngu-Arnaud Legoux kunye no-Dimitrios Kouzis Loukas, ejolise ekunciphiseni i-lag ehlala ihambelana ne-avareji ehambayo yendabuko ngelixa iphucula ukuguda kunye nokuphendula.

Siseko

I-ALMA isebenza kumgaqo owodwa. Isebenzisa ukuhanjiswa kweGaussian ukwenza i-avareji ehambayo egudileyo kwaye ephendulayo. Le ndlela ivumela ukuba ilandele ngokusondeleyo idatha yexabiso, iyenze ibe sisixhobo esibalulekileyo tradeabaxhomekeke ekuchanekeni nasekufikeni kwexesha kuhlalutyo lwabo.

Iimbonakalo

1. ILag eNcitshisiweyo: Enye yeempawu ezibalaseleyo ze-ALMA kukukwazi kwayo ukunciphisa i-lag, ingxaki eqhelekileyo enemiyinge emininzi ehambayo. Ngokwenza njalo, inika ukubonakaliswa okuchanekileyo ngakumbi kweemeko zemarike zangoku.
2. Ngokwezifiso: I-ALMA iyakuvumela traders ukulungisa iiparamitha, ezifana nobungakanani befestile kunye ne-offset, ezenza ukuba zilungelelanise isalathisi kwiindlela ezahlukeneyo zokurhweba kunye neemeko zemarike.
3. Ukuhluka: Ifanelekile kwizixhobo ezahlukeneyo zemali, kubandakanywa esitokisini, forex, izinto zorhwebo, kunye nezalathi, ngamaxesha ahlukeneyo.

isicelo

Traders ngokwesiqhelo zisebenzisa i-ALMA ukuchonga umkhombandlela, amanqaku anokubakho okubuyisela umva, kunye nesiseko sezinye iimpawu zorhwebo. Ukuguda kwayo kunye nokuncitshiswa kwe-lag kuyenza ibe luncedo ngakumbi kwiimarike ezibonisa ingxolo eninzi okanye iintshukumo zamaxabiso ezingaqhelekanga.

Inkqubo yokubala yesalathisi se ALMA

Ukuqonda inkqubo yokubala yeArnaud Legoux Moving Average (ALMA) kubalulekile traders abanqwenela ukwenza esi salathisi ngokwesicwangciso sabo sokurhweba. Ifomyula ekhethekileyo ye-ALMA iyenza yahluke kumyinge wesiqhelo oshukumayo ngokubandakanya isihluzo seGaussian.

formula

I-ALMA ibalwa kusetyenziswa le fomula ilandelayo:
I-ALMA(t) = ∑_{i = 0}^N-1 w(i) · Ixabiso(t-i) / ∑_{i = 0}^N-1 w(i)

phi:

• $ALMA(t)$ lixabiso le-ALMA ngexesha $t$.
• $N$ bubungakanani befestile okanye inani lamaxesha
• $w(i)$ bubunzima bexabiso ngexesha
• $Price(t-i)$ lixabiso ngexesha

Ukubala ubunzima

Ubunzima $w(i)$ ibalwa kusetyenziswa unikezelo lwe-Gaussian, oluchazwa njenge:
w(i) = e^{-½(σ(iM)/M)2}

phi:

• $\sigma$ kukutenxa okusemgangathweni, okuqhelekileyo kumiselwe ku-6.
• $M$ yi-offset, elungisa umbindi wefestile. Ibalwa njenge M=m⋅(N-1), apho m yi-offset parameter (phakathi kuka-0 no-1).

Amanyathelo okubala

1. Misela iiParameters: Seta ubungakanani befestile $N$, ukulinganisa $m$, kunye nokutenxa okusemgangathweni $\sigma$.
2. Bala ubunzima: Ukusebenzisa i-formula ye-Gaussian yokusabalalisa, bala iintsimbi ngexabiso ngalinye ngaphakathi kwefestile.
3. Compute Weighted Sum: Phinda-phinda ixabiso ngalinye ngobunzima balo obuhambelanayo kwaye udibanise la maxabiso.
4. Lungiselela: Yahlula isixa esikalisiweyo ngesambuku sobunzima ukumisela ixabiso ngokwesiqhelo.
5. Phinda inkqubo: Bala i-ALMA ngexesha ngalinye ukwenza umgca ophakathi ohambayo.

Amaxabiso aLungileyo okuSeta ngamaxesha ahlukeneyo

Ukuseka i-ALMA (i-Arnaud Legoux Moving Average) Isalathisi esinamaxabiso afanelekileyo ibalulekile ekusebenzeni kwayo ngamaxesha ahlukeneyo orhwebo. Ezi zicwangciso zinokwahluka ngokuxhomekeke kwisitayile sokurhweba (i-scalping, ukurhweba kosuku, ukurhweba nge-swing, okanye ukurhweba ngesikhundla) kunye neemeko ezithile zemarike.

Iingqwalasela zeXesha

Ixesha elifutshane (i-Scalping, ukurhweba ngoSuku):

• Ubungakanani befestile (N): Iifestile ezincinci ezincinci (umzekelo, amaxesha angama-5-20) zibonelela ngemiqondiso ekhawulezayo kunye novakalelo olukhulu kwiintshukumo zexabiso.
• I-offset (m): I-offset ephezulu (ekufutshane ne-1) ingasetyenziselwa ukunciphisa i-lag, ebalulekileyo kwiimarike ezikhawulezayo.

Ixesha eliPhakathi (uRhwebo lweSwing):

• Ubungakanani befestile (N): Ubungakanani befestile obuphakathi (umzekelo, amaxesha angama-21-50) babetha ibhalansi phakathi kovakalelo kunye nokulula.
• I-offset (m): I-offset ephakathi (malunga ne-0.5) inceda ukugcina ibhalansi phakathi kokunciphisa i-lag kunye nokuthembeka komqondiso.

Ixesha elide (uRhwebo lweNdawo):

• Ubungakanani befestile (N): Ubukhulu befestile obukhulu (umzekelo, amaxesha angama-50-100) bugudileyo ukuguquguquka kwexesha elifutshane, kugxininise kwiindlela zexesha elide.
• I-offset (m): I-offset ephantsi (ekufutshane ne-0) ihlala ifanelekile, njengoko utshintsho olukhawulezayo lwemarike alubalulekanga kangako.

ukutenxa emgangathweni (σ)

• Ukutenxa okusemgangathweni (okudla ngokusetwa kwisi-6) kuhlala kuhleli kumaxesha ahlukeneyo. Imisela ububanzi begophe le-Gaussian, ichaphazela ubunzima obunikezelwe kumaxabiso.

Iingcebiso zokwenza ngokwezifiso

• Ukuguquguquka kweNtengiso: Kwiimarike eziguquguqukayo kakhulu, ubungakanani befestile enkulu kancinane bunokunceda ukuhluza ingxolo.
• Iimeko zeMarike: Lungisa ulungelelwaniso ukuze luhambelane neemeko zemarike ezikhoyo; i-offset ephezulu kwizigaba zentsingiselo kunye nenye ephantsi kwiimarike ezahlukeneyo.
• Ukuzanywa ibeyimpazamo: Ukulingwa ngezicwangciso ezahlukeneyo kwi-akhawunti yedemo kucetyiswa ukuba ufumane eyona parameters ifanelekileyo kumntu ngamnye izicwangciso zorhwebo.

Ukutolikwa kwesalathisi se-ALMA

Utoliko olululo lweArnaud Legoux Moving Average (ALMA) lubalulekile trader ukwenza izigqibo ezizizo. Eli candelo lichaza indlela yokufunda nokusebenzisa i-ALMA kwiimeko zokurhweba.

Ukuchongwa koMkhwa

• Umqondiso oPhezulu: Xa umgca we-ALMA uhambela phezulu okanye ixabiso lihlala lingaphezulu komgca we-ALMA, ngokuqhelekileyo lithathwa njengophawu lokunyusa, libonisa iimeko zemarike ye-bullish.

• Umqondiso weDowntrend: Ngokwahlukileyo, i-ALMA ehlayo okanye isenzo sexabiso esingaphantsi komgca we-ALMA sibonisa i-downtrend, ekhomba iimeko ze-bearish.

Ukuguqulwa kwexabiso

• Isalathiso sokubuyisela umva: I-crossover yexabiso kunye nomgca we-ALMA unokubonisa ukuguqulwa okunokwenzeka. Umzekelo, ukuba ixabiso liwela ngaphezulu komgca we-ALMA, lingabonisa utshintsho ukusuka kwi-downtrend ukuya kwi-uptrend.

Inkxaso kunye noKhuselo

• Umgca we-ALMA unokusebenza njengenkxaso enamandla okanye inqanaba lokumelana. Kwi-uptrend, umgca we-ALMA unokusebenza njengenkxaso, ngelixa i-downtrend, inokusebenza njengokuchasana.

Uhlalutyo lweMomentum

• Ngokujonga i-engile kunye nokwahlulwa komgca we-ALMA, traders inokulinganisa amandla emarike. I-engile enyukayo kunye nomgama okhulayo ukusuka kwixabiso kunokubonisa umfutho oqinileyo.

Ukudibanisa i-ALMA kunye nezinye izalathisi

Ukudibanisa i-Arnaud Legoux Moving Average (ALMA) kunye nezinye izibonakaliso zobugcisa kunokuphucula izicwangciso zokurhweba ngokubonelela ngemiqondiso eyomeleleyo kunye nokunciphisa iimpawu zobuxoki. Eli candelo liphonononga indibaniselwano esebenzayo ye-ALMA kunye nezinye izikhombisi ezidumileyo.

I-ALMA kunye ne-RSI (Isalathiso saMandla esizalanayo)

Ushwankathelo oludityanisiweyo: RSI yi-oscillator ekhawulezayo elinganisa isantya kunye nokutshintsha kweentshukumo zexabiso. Xa idityaniswe ne-ALMA, tradeI-rs inokuchonga umkhombandlela wendlela nge-ALMA kwaye isebenzise i-RSI ukulinganisa i-overbought okanye iimeko ezithengiswe ngaphezulu.

Iimpawu zoRhwebo:

• Umqondiso wokuthenga unokuqwalaselwa xa i-ALMA ibonisa ukunyuka, kwaye i-RSI iphuma kwindawo ethengiswa kakhulu (> 30).
• Ngokuchaseneyo, isibonakaliso sokuthengisa sinokucetyiswa xa i-ALMA ibonisa i-downtrend kunye ne-RSI iphuma kwindawo ethengisiweyo (<70).

I-ALMA kunye ne-MACD (i-Average Convergence Divergence)

Ushwankathelo oludityanisiweyo: MACD yindlela elandelayo isalathisi somzuzu. Ukuyidibanisa ne-ALMA kuvumela traders ukuqinisekisa iintsingiselo (ALMA) kunye nokuchonga ukuguqulwa okunokubakho okanye utshintsho lwesantya (MACD).

Iimpawu zoRhwebo:

• Iimpawu zeBullish zenzeka xa i-ALMA ikwi-uptrend, kwaye umgca we-MACD uwela ngaphezu komgca wesignali.
• Iimpawu zeBearish zichongiwe xa i-ALMA ikwi-downtrend, kwaye umgca we-MACD uwela ngaphantsi komgca wesignali.

I-ALMA kunye ne-Bollinger Bands

Ushwankathelo oludityanisiweyo: Bollinger Iibhendi zisisalathisi sokuguquguquka. Ukudibanisa kunye ne-ALMA kunika ulwazi kumandla omzila (ALMA) kunye nokuguquguquka kweemarike (iiBollinger Bands).

Iimpawu zoRhwebo:

• Ukucuthwa kweebhendi zeBollinger ngexesha lomzila oboniswe yi-ALMA ucebisa ukuqhubeka kwendlela.
• Ukuqhawuka kwi-Bollinger Bands kunye ne-ALMA ye-trend signals kungabonisa ukunyakaza okunamandla kwindlela yokuphuma.

Ulawulo loMngcipheko kunye nesalathisi se-ALMA

eyiyo ingozi ulawulo lubalulekile kurhwebo, kwaye iArnaud Legoux Moving Average (ALMA) ingaba sisixhobo esibalulekileyo kulo mba. Eli candelo lixoxa ngezicwangciso zokusebenzisa i-ALMA ukulawula imingcipheko yorhwebo.

Ukubeka i-Stop-Loss kunye nokuThatha-iNzuzo

I-Stop-Loss Imiyalelo:

• TradeI-rs inokubeka i-odolo yelahleko yokuyeka ngaphantsi komgca we-ALMA kwi-uptrend okanye ngaphezu kwayo kwi-downtrend. Esi sicwangciso-qhinga sinceda ukunciphisa ilahleko enokubakho ukuba imarike ihamba ngokuchasene ne trade.
• Umgama ukusuka kumgca we-ALMA unokuhlengahlengiswa ngokusekelwe kwi trader ukunyamezela umngcipheko kunye nokuguquguquka kweemarike.

Imiyalelo yokuThatha iNzuzo:

• Ukumisela amanqanaba okuthatha inzuzo kufutshane namanqanaba angundoqo e-ALMA okanye xa umgca we-ALMA uqala ukuthotywa okanye ukubuyisela umva unokunceda ekuqinisekiseni inzuzo kwiindawo ezifanelekileyo.

Indawo yokubeka indawo

Ukusebenzisa i-ALMA ukwazisa ubungakanani bendawo kunokunceda ukulawula umngcipheko. Njengokuba, traders inokukhetha izikhundla ezincinci xa iALMA ibonisa indlela ebuthathaka kunye nezikhundla ezinkulu ngexesha leendlela ezomeleleyo.

ukohlulwa

Ukudibanisa izicwangciso ezisekelwe kwi-ALMA kunye nezinye iindlela zokurhweba okanye izixhobo zinokusasaza umngcipheko. ukohlulwa inceda ekudambiseni impembelelo yeentshukumo zemarike ezingalunganga kwipotfoliyo iyonke.

I-ALMA njengeSalathi soMngcipheko

I-angle kunye ne-curvature yomgca we-ALMA unokusebenza njengezibonakaliso zokuguquguquka kweemarike. I-ALMA ethe kratya inokucebisa ukuguquguquka okuphezulu, ikhuthaza amaqhinga orhwebo azinzileyo.