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
- 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.
- Ngokwezifiso: I-ALMA iyakuvumela traders ukulungisa iiparamitha, ezifana nobungakanani befestile kunye ne-offset, ezenza ukuba zilungelelanise isalathisi kwiindlela ezahlukeneyo zokurhweba kunye neemeko zemarike.
- 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.
uphawu | inkcazelo |
---|---|
uhlobo | avareji Ukuhambisa |
Injongo | Ukuchonga iintsingiselo, ukugudisa idatha yexabiso |
Intengiso engundoqovantage | I-lag encitshisiweyo xa kuthelekiswa nemilinganiselo ehambayo yemveli |
Ngokwezifiso | Ubungakanani befestile ehlengahlengiswayo kunye ne-offset |
Iimarike ezifanelekileyo | Izitokhwe, Forex, Iimveliso, Izalathisi |
Amaxesha abekiweyo | Zonke, kunye noseto olunokwenzeka |
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 = 0N-1 w(i) · Ixabiso(t-i) / ∑i = 0N-1 w(i)
phi:
- lixabiso le-ALMA ngexesha .
- bubungakanani befestile okanye inani lamaxesha
- bubunzima bexabiso ngexesha
- lixabiso ngexesha
Ukubala ubunzima
Ubunzima ibalwa kusetyenziswa unikezelo lwe-Gaussian, oluchazwa njenge:
w(i) = e-½(σ(iM)/M)2
phi:
- kukutenxa okusemgangathweni, okuqhelekileyo kumiselwe ku-6.
- yi-offset, elungisa umbindi wefestile. Ibalwa njenge
Amanyathelo okubala
- Misela iiParameters: Seta ubungakanani befestile , ukulinganisa , kunye nokutenxa okusemgangathweni .
- Bala ubunzima: Ukusebenzisa i-formula ye-Gaussian yokusabalalisa, bala iintsimbi ngexabiso ngalinye ngaphakathi kwefestile.
- Compute Weighted Sum: Phinda-phinda ixabiso ngalinye ngobunzima balo obuhambelanayo kwaye udibanise la maxabiso.
- Lungiselela: Yahlula isixa esikalisiweyo ngesambuku sobunzima ukumisela ixabiso ngokwesiqhelo.
- Phinda inkqubo: Bala i-ALMA ngexesha ngalinye ukwenza umgca ophakathi ohambayo.
inyathelo | inkcazelo |
---|---|
Cwangcisa iiparameter | Khetha ubungakanani befestile , ukulinganisa , kunye nokutenxa okusemgangathweni |
Bala Ubunzima | Sebenzisa ukuhanjiswa kweGaussian ukumisela iintsimbi |
Compute Weighted Sum | Phinda-phinda ixabiso ngalinye ngokobunzima balo kwaye ushwankathele |
Lungisa | Yahlula isamba esikalisiweyo ngesambuku sobunzima |
Phinda kwakhona | Yenza ixesha ngalinye ukwenza i-ALMA |
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.
Ixesha elibekiwe | Ubungakanani befestile (N) | I-offset (m) | amaNqaku |
---|---|---|---|
Ixesha elifutshane | 5-20 | Kufutshane no-1 | Ifanelekile ukuhamba ngokukhawuleza, ixesha elifutshane trades |
Ixesha eliPhakathi | 21-50 | Kwi0.5 | Ilinganisa ubuntununtunu kunye nokugudisa |
Ixesha elide | 50-100 | Kufutshane no-0 | Ujolisa kwiintsingiselo zexesha elide, ubuthathaka obuncinci kwiinguqu zexesha elifutshane |
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.
Uhlobo lweMpawu | inkcazelo |
---|---|
Ukuphumla | I-ALMA ihambela phezulu okanye ixabiso lingaphezulu komgca we-ALMA |
Downtrend | I-ALMA isiya ezantsi okanye ixabiso elingaphantsi komgca we-ALMA |
Ukuguqulwa kwexabiso | I-Crossover yexabiso kunye nomgca we-ALMA |
Inkxaso/Ukuchasa | Umgca we-ALMA usebenza njengenkxaso enamandla okanye ukuchasana |
Momentum | I-angle kunye nokwahlula komgca we-ALMA kubonisa ukunyuka kwemarike |
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.
Umdibaniso wesalathisi | Injongo | Umqondiso wokurhweba |
---|---|---|
ALMA + RSI | Umkhombandlela weTrend kunye neMomentum | Thenga: Uptrend nge-RSI> 30; Thengisa: Downtrend nge RSI <70 |
ALMA + MACD | UQinisekiso lweTrendi kunye nokuBuyiswa | Bullish: ALMA Phezulu & MACD Cross Up; Bearish: ALMA Phantsi kunye ne-MACD Ukuwela phantsi |
ALMA + Bollinger Bands | Ukomelela kweTrendi kunye nokuguquguquka | Ukuqhubela phambili okanye izibonakaliso zokuqhawula ngokusekelwe kwintshukumo yebhendi kunye ne-ALMA trend |
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.
Isicwangciso soLawulo loMngcipheko | inkcazelo |
---|---|
Misa-Ilahleko kwaye Thatha-Inzuzo | Seta ii-odolo malunga namanqanaba angundoqo e-ALMA ukuze ulawule ilahleko enokubakho kunye nengeniso ekhuselekileyo |
Indawo yokubeka indawo | Lungisa ubungakanani bendawo ngokusekwe kumandla endlela ye-ALMA |
ukohlulwa | Sebenzisa i-ALMA ngokudibanisa nezinye izicwangciso zokusasazeka komngcipheko |
I-ALMA njengesalathisi soMngcipheko | Sebenzisa i-angle ye-ALMA kunye ne-curvature ukulinganisa ukuguquguquka kweemarike kunye nokulungelelanisa izicwangciso ngokufanelekileyo |