日本雲圖(Ichimoku Cloud)

2015-01-05 15:43:25


日本雲圖(或稱一目均衡圖)是結合了傳統蠟燭圖的先行指標和滞後指標的技術分析方法,並據此來提供全面的交易策略。該指標由日本記者Goichi Hosoda 在20世紀60年代開發,並被譯為“一目均衡圖”,而“日本雲圖”是根據字面意思而來。日本雲圖可以作為一個技術指標單獨應用於分鐘圖、小時圖、日線圖、週線圖以及月線圖。


日本雲圖計算公式


日本雲圖由5條線組成:


短軸快線(Tenkan-Sen )
通常指轉換線,是最近9日的價格中值——(9日最高價+9日最低價)/2


中軸慢線(Kijun-Sen)
也稱作為基準線,是最近26日的價格中值。短軸快線和中軸慢線的用法類似於快、慢移動平均線。日本雲圖本身就由兩條主要的移動平均線組成:


先行帶A(Senkou Span A)
先行帶A是短軸快線和中軸慢線的中間值,並前移26日。


先行帶B(Senkou Span B)
先行帶B是52日最高點和最低點的價格中值,同樣前移26日。
最後一個是滞後指標:


延遲線(Chikou Span)
延遲線是根據過去的26日收盤價得出。


日本雲圖交易信號


雲帶: 尋找趨勢
• 當價格位於雲帶上方,趨勢向上。
• 價格在雲帶下方時,趨勢向下。
• 價格在雲帶内部,趨勢不確定。
先行帶A在先行帶B上方時,雲帶呈綠色。綠色代表強勁的上升趨勢(或微弱的下降趨勢),紅色表示強勁的下降趨勢(或微弱的上升趨勢)。


上升趨勢的交易策略
如果交易信號產生於雲層上方時,那麼當前的雲層顔色為綠色時的交易信號強於雲層為紅色。
• 當藍色線(轉換線0向上穿過紅色線(基準線 ) 時做多。
• 當價格向上穿過紅線時做多。
• 價格自上而下穿過紅線時平倉。
• 藍線向下穿過紅線時平倉。


下降趨勢的交易策略
如果交易信號產生於雲層下方,那麼雲層顔色為紅色的交易信號強於綠色。
• 藍線向下穿過紅線時做空。
• 價格向下穿過紅線時做空。
• 當價格向上穿過紅線時平倉。
• 藍線向上穿過紅線時平倉。


示例 1


週線圖上的標普爾500指數以及日本雲圖。 

11.jpg

 
價格位於雲帶上方預示著一個上升趨勢。第一個買入的信號是在綠色的雲帶形成、藍色的轉換線向上穿過紅色的基準線的時候。第二個做多信號是在收盤價收於紅色基準線的上方的時候(如果採用金字塔式交易方法),同時,綠色的雲帶顯示很強的上升趨勢。第三個做多信號是當藍色的轉換線再次向上穿過紅色的基準線之後。在收盤價位於紅色的基準線或者藍色的轉換線下方的時候平倉。


示例 2


Etrade 金融公司 [ETFC] 股價日線圖以及日本雲圖。

 
22.jpg

 
價格位於雲圖上方,表明處於上升趨勢中。當價格收盤價在紅色的基準線上方時做多,並當收盤價位於基準線下方或藍色的轉換線下方時平倉。


在一個強勁的趨勢中
如何去界定趨勢是否強勁:藍色的線始終在紅色線的上方。
趨勢中,短線交易者或許會發現,紅線和藍線相交的情況很少發生。因此,上升趨勢中,短線交易者可以在價格向上穿過藍線時做多;下降趨勢中,收盤價位於藍線下方時做空。


示例 3


網飛公司的週線圖股價以及日本雲圖。

 
11.jpg

 
價格位於雲圖上方預示著價格處於上升趨勢。藍色的線位於紅線上方,說明目前趨勢強勁。當價格向下穿過藍線並且收盤價位於藍線上方時做多,當收盤價在紅線下方或者藍線向下穿過紅線時平倉。


長線買入、做空信號
雖然不常用,但如果紫色的延遲線向上穿過價格,則說明是長線買入信號;反之,則是長線做空信號。


Ichimoku Cloud
Ichimoku Cloud (or Ichimoku Kinko Hyo) is a technical analysis method that combines leading and lagging indicators with traditionalcandlestick charts in order to provide a comprehensive trading system. Developed by Japanese journalist Goichi Hosoda in the 1960s, Ichimoku Kinko Hyo is translated as "one balance equilibrium chart", while the common name of Ichimoku Cloud refers to its appearance. Ichimoku can be displayed as a separate indicator in Minute, Hourly, Daily, Weekly or Monthly format.
Ichimoku Cloud Formula
Ichimoku Cloud consists of 5 lines plotted on the Candlestick chart:
Tenkan-Sen
Often referred as the Conversion Line, Tenkan-Sen is simply the mid-point of the latest 9 trading days/periods — the average of a 9-day High and 9-day Low on a daily chart.
Kijun-Sen
Kijun-Sen, or Base Line, is the mid-point of the latest 26 trading days/periods. The two lines (Tenkan-Sen and Kijun-Sen) are used in a similar fashion to fast and slow moving averages.
The "Cloud" itself consists of two leading moving averages:
Senkou Span A
Senkou Span A is the mid-point between the first two lines, Tenkan-Sen and Kijun-Sen, but plotted 26 days/periods ahead of the current period.
Senkou Span B
Senkou Span B is the mid-point between a 52-period High and a 52-period Low and is also plotted 26 days/periods in the future (ahead of the current day).
Last is the lagging indicator:
Chikou Span
Chikou Span is simply the Closing Price, but plotted 26 days/periods in the past.
Ichimoku Cloud Trading Signals
The Cloud: Finding the Trend
• The trend is upward when price is above the Cloud.
• The trend is downward when price is below the Cloud.
• The trend is flat (undetermined) when price is in the Cloud.
The Cloud is green when Senkou Span A is above Span B. A predominantly green cloud indicates a strong up-trend (or weak down-trend), while a predominantly red cloud indicates a strong down-trend (or weak up-trend).
Trading in an Up-trend
Signals above the Cloud where the latest Cloud color (ahead) is green are stronger than where the color is red.
• Go long when Tenkan-Sen (blue) crosses above Kijun-Sen (red).
• Go long when Price crosses above the Kijun-Sen (red) line.
• Exit when Price crosses below Kijun-Sen (red).
• Exit when Tenkan-Sen (blue) crosses below Kijun-Sen (red).
Trading in a Down-trend
Signals below the Cloud where the latest Cloud color (ahead) is red are stronger than where the color is green.
• Go short when Tenkan-Sen (blue) crosses below Kijun-Sen (red).
• Go short when Price crosses below the Kijun-Sen (red) line.
• Exit when Price crosses above Kijun-Sen (red).
• Exit when Tenkan-Sen (blue) crosses above Kijun-Sen (red).
EXAMPLE 1
The S&P 500 index is plotted on a weekly chart with Ichimoku Cloud.
Price above the Cloud indicates an up-trend. The first buy signal is when the blue line (Tenkan-Sen) crosses above the red (Kijun-Sen), after the green Cloud indicates the trend is firmly established. The second long entry (if pyramiding) is when Price closes above the red (Kijun-Sen) line. Again, the green cloud indicates an established trend. A third entry signal is available when the blue line (Tenkan-Sen) again crosses above the red (Kijun-Sen). Exit if Price closes below the red line (Kijun-Sen) — or the blue line (Tenkan-Sen) crosses below the red.
EXAMPLE 2
Etrade Financial Corporation [ETFC] is plotted on a daily chart with Ichimoku Cloud.
Price above the Cloud indicates an up-trend. Enter long when Price closes above the red (Kijun-Sen) line. The green cloud indicates an established trend. Exit if Price closes below the red line (Kijun-Sen) or the blue line (Tenkan-Sen) crosses below the red.
In a Strong Trend
How to identify a strong trend: the blue line does not cross below the red.
In a strong trend, short-term traders may find that crosses of the red (Kijun-Sen) line are few and far between. Consider long entries where Price closes above the blue (Tenkan-Sen) line and short entries (in a down-trend only) when Price closes below the line.
EXAMPLE 3
Netflix [NFLX] is plotted on a weekly chart with Ichimoku Cloud.
Price above the Cloud indicates an up-trend. The blue line (Tenkan-Sen) holding above the red (Kijun-Sen) indicates a strong trend. Enter when Price dips below and then closes back above the blue line. Exit if Price closes below the red line (Kijun-Sen) or the blue line (Tenkan-Sen) crosses below the red.
Long-term Buy/Sell Signals
Not used as much, but if the purple line (Chikou) crosses above Price, that is a long-term buy signal, while a cross below Price is a long-term sell signal.
Ichimoku Cloud Setup
Select Indicators and Ichimoku Cloud in the left column of the Indicator Panel. See Indicator Panel for directions on how to set up an indicator. To alter the default settings - Edit Indicator Settings.
Ichimoku Cloud Colors
Open the legend by clicking "L" on the toolbar or typing "L" on your keyboard. Adjust individual colors by selecting the color patches next to each indicator line in the legend.


本文翻譯由兄弟財經提供


文章來源:
http://www.incrediblecharts.com/indicators/ichimoku-cloud.php

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