Uyisebenzisa njani ngokufanelekileyo iChande Kroll Stop

Yintoni iChande Kroll Stop?

I-Chande Kroll Stop sisalathisi esisekelwe kwi-volatility esaphuhliswa nguTushar Chande kunye noStanley Kroll. Yenzelwe ukuseta stop-ilahleko amanqanaba ahambelana neemeko zemarike. Ngokuthathela ingqalelo ukuguquguquka kokhuseleko, i-Chande Kroll Stop ihlengahlengisa amanqanaba elahleko yokuyeka, eyenza traders ukunciphisa ingozi ngelixa uvumela inzuzo ukuba iqhube.

I-Chande Kroll Stop Formula

I-Chande Kroll Stop iqukethe imigca emibini, i-stop stop kunye ne-short stop, emele amanqanaba okulahleka kokuyeka ixesha elide kunye nezithuba ezifutshane, ngokulandelanayo. Ukubala la manqanaba elahleko yokuyeka, iChande Kroll Stop ixhomekeke kule fomula ilandelayo:

Bala Uluhlu Lwenyani (TR):

$$TR = \ubukhulu(H – L, |H – C_{prev}|, |L – C_{prev}|)$$

Bala i Umndilili woloRhoqo (ATR) kwixesha elichaziweyo (ngokuqhelekileyo amaxesha ali-10):

ATR = \frac{1}{n}\sum_{i=1}^{n} TR_i

Bala Elona Phezulu liPhakamileyo (HH) kunye neliPhantsi ngokuPhantsi (LL) ngaphezulu kwexesha elichaziweyo lokujonga umva (idla ngokuba ngamaxesha angama-20):

Bala amanqanaba okuqala okumisa kwizithuba ezinde nezifutshane:

Hlaziya amanqanaba okumisa kwizithuba ezinde nezimfutshane:

Kwifomula, H imele ixabiso eliphezulu, L ixabiso eliphantsi, kunye C_{prev} ixabiso lokuvala langaphambili.

Uyisebenzisa njani iChande Kroll Stop

I-Chande Kroll Stop inokuqeshwa ngeendlela ezahlukeneyo zokuphucula isicwangciso sakho sokurhweba:

• Umkhondo olandelayo: Xa ixabiso lingaphezulu kwendawo yokumisa ixesha elide, traders banokuqwalasela ukungena kwisikhundla eside, ngelixa xa ixabiso lingaphantsi kwesigxina esifutshane, banokuqwalasela ukungena kwisithuba esifutshane.
• Ulawulo lwengozi: Traders unokusebenzisa i Chande Kroll Stop ukuseta imiyalelo yokuyeka ilahleko ukukhusela izikhundla zabo. Umzekelo, ukuba ukwindawo ende, i trader unokubeka umyalelo wokuyeka ukulahleka kwinqanaba elide lokumisa, kwaye ngokuphambene noko kwisithuba esifutshane.
• Indlela yokuphuma: I-Chande Kroll Stop inokusebenza njenge-trailing stop ehlengahlengisa ngokwe okungazinzi kweemalike, ukubonelela traders enendawo yokuphuma eguqukayo ukutshixa iingeniso.

Udibaniso lwe Chande Kroll Stop

I-Chande Kroll Stop isalathiso sobugcisa esidibanisa ezinye zeengcamango zezibonakaliso ezidumileyo, ezizezi i-Long Stop Line, i-Average True Range (ATR), kunye ne-Trailing Stop. I-Chande Kroll Stop iyanceda tradeI-rs ibeka amanqanaba aguqukayo elahleko yokuyeka kuzo zombini izithuba ezinde nezifutshane ezisekwe kukuguquguquka kweemarike kunye nenyathelo lakutshanje lamaxabiso.

Nantsi indlela izikhombisi ezikhankanyiweyo ezinxulumene neChande Kroll Stop:

1. Umgca wokumisa omde

I-Long Stop Line yinqanaba elisetyenziselwa ukuseta ii-odolo zokulahlekelwa kokuyeka kwizikhundla ezide. Ingumgca oguquguqukayo olungelelanisa ngokwezenzo zexabiso kunye neemeko zemarike. Eyona njongo iphambili yeLong Stop Line kukukhusela traders kwilahleko ebonakalayo ngokubonelela indawo yokuphuma ukuba imarike ihambelane nesikhundla sayo.

Indlela eqhelekileyo yokubala i-Long Stop Line ngokusebenzisa isalathisi se-Chande Kroll Stop, esithatha ingqalelo ephezulu kunye ne-avareji yomgangatho wenyani (ATR) kwixesha elithile. I-Long Stop Line imiselwe umgama othile ngezantsi kowona aphezulu aphezulu, agqitywe ngokuphinda-phinda i-ATR ngento ekhethiweyo.

2. I-avareji yoluhlu oluyinyani ngaphezulu kwee-P

I-Average True Range (ATR) isalathiso sokuguquguquka esilinganisa uluhlu lwexabiso eliphakathi kwinani elichaziweyo leebha (i-P bars). Kuyanceda traders iqonda iqondo lokuguquguquka kwexabiso kwaye idla ngokusetyenziswa ekuseteni imiyalelo yelahleko yokuyeka kunye nokujoliswe kuko kwenzuzo.

Ukubala i-ATR ngaphezulu kwe-P bar, landela la manyathelo:

Bala Uluhlu Lwenyani (TR) kwibha nganye:

TR = max(Phezulu – Phantsi, Phantsi – Ngaphambili Vala, Ngaphambili Vala – Phantsi

Bala i-ATR ngaphezulu kwee-P bar:

ATR = (1/P) * ∑(TR) kwiibha zeP zokugqibela

I-ATR ingasetyenziselwa ukuseta ii-odolo eziguquguqukayo zokuyeka ilahleko ezithathela ingqalelo ukuguquguquka kwemarike yangoku, njengoko kubonwa kwiChande Kroll Stop kunye neChandelier Exit indicators.

3. Indawo yokumisa umkhondo

I-Trailing Stop luhlobo lwe-stop-loss order ehamba nemarike, ilungisa umgangatho wayo njengoko ixabiso lisiya kwicala elilungileyo. Eyona njongo iphambili yestophu esilandelayo kukuvalela inzuzo ngelixa unika indawo yokukhula.

Ukumisa ukuhamba kunokumiselwa njengomgama oqingqiweyo ukusuka kwixabiso langoku okanye ngokusekelwe kwisalathisi sobugcisa, njenge-ATR. Njengoko imarike ihamba kwi trader's ubabalo, isitophu sokulandela sihamba ngokufanelekileyo, sikhusela iingeniso. Nangona kunjalo, ukuba imakethi ibuyela umva, indawo yokumisa umkhondo ihlala kwinqanaba layo lokugqibela, inika indawo yokuphuma ekhawulela ilahleko enokwenzeka.

Phuma kwiChandelier

I-Chandelier Exit yisalathisi esisekelwe kwi-volatility eyenziwe nguCharles LeBeau. Yenzelwe ukunceda traders bamisela iindawo zokuphuma kwizikhundla zabo ngokumisela iiodolo ezilandela ilahleko yokuyeka esekwe kwi-ATR.

I-Chandelier Exit iqukethe imigca emibini: Ukuphuma kwe-Chandelier ende kunye ne-Short Chandelier Exit. Ukubala ukuphuma kweChandelier, landela la manyathelo:

Bala i-ATR ngexesha elithile (umzekelo, imivalo eyi-14).

Qinisekisa isiphindaphindi (umz., 3).

Bala ukuPhuma kweChandelier ende:

UkuPhuma kweChandelier ende = Eyona iPhakamileyo - (Isininzi * ATR)

Bala uMphumo omfutshane weChandelier:

UmPhumo oMfutshane weChandelier = Ephantsi Ephantsi + (Abaninzi * ATR)

I-Chandelier Exit ivumela traders ukuseta imiyalelo yokuyeka ilahleko elungelelanisa ukuguquguquka kweemarike, ukukhusela inzuzo ngelixa ibonelela ngesithuba sokukhula kwesimo.

Chande Kroll Stop vs Chandelier Phuma

Zombini i-Chande Kroll Stop kunye ne-Chandelier Exit ziindlela ezidumileyo ezisetyenziselwa ukumisela imiyalelo yokuyeka ukulahleka. Nangona zisebenza injongo efanayo kulawulo lomngcipheko, nganye ineempawu ezahlukeneyo kunye nokusetyenziswa kwayo. Ukuqonda umahluko phakathi kwezi zimbini kunokuba yinto ebalulekileyo traders ekuphuculeni ukuphuma kwabo qhinga.

Ulwahlulo oluphambili

• Indlela yokubala: Ngelixa bobabini besebenzisa i-ATR, iChande Kroll Stop ibandakanya ubalo oluntsonkothileyo kwaye ngokubanzi ibeka izitophusi kude nexabiso langoku kunePhumo leChandelier.
• Ukunyamezela umngcipheko: Iisuti zeChande Kroll Stop traders abo bakhululekileyo kumngcipheko ophezulu kunye nokuguquguquka okubalulekileyo kwemarike. Ngokwahlukileyo, i-Chandelier Exit iyalondoloza ngakumbi, ibhenela abo bakhetha ukukhusela inzuzo ngokusondeleyo.
• Isicelo seMarike: I-Chande Kroll Stop inokusebenza ngakumbi kwiimarike eziguquguqukayo apho kufuneka kumiswe ngokubanzi ukuthintela ukuphuma kwangaphambi kwexesha. I-Chandelier Exit, iqina, ifaneleka ngakumbi kwiimarike ezineendlela ezicacileyo kunye nokuguquguquka okuncinci.

isiphelo

I-Chande Kroll Stop sisixhobo esixabisekileyo esinokunceda traders ilawula umngcipheko, ilandele iintsingiselo, kwaye iyile amaqhinga asebenzayo okuphuma. Ngokuqonda ifomyula emva kweChande Kroll Stop kunye nokwazi ukuba ungayisebenzisa njani kwiimeko zorhwebo zehlabathi lokwenyani, tradeI-R ingaphucula iinkqubo zabo zokwenza izigqibo kwaye ibenakho ukwandisa amathuba abo okuphumelela kwiimarike.

Isishwankathelo, i-Chande Kroll Stop iyimfuneko yokongeza kuyo nayiphi na trader izixhobo zezixhobo. Ikhono layo lokuziqhelanisa nokutshintsha kweemeko zeemarike kunye nokubonelela ngamanqanaba aguquguqukayo okulahlekelwa kokuyeka okusekelwe ekuguquguqukeni kwenza kube yisalathisi esomeleleyo nesithembekileyo. Ngokubandakanya i-Chande Kroll Stop kwisicwangciso sakho sokurhweba, unokulawula ngcono umngcipheko kunye nokwandisa amanqaku akho okungena kunye nokuphuma, ekugqibeleni ukhokelela ekusebenzeni okuphuculweyo kokurhweba.