MACD柱狀圖試圖通過把MACD指標和信號線之間的距離表現出來的方法,來解決MACD指標滞後於價格走勢的問題。因此,MACD柱狀圖發生的變化通常比正常的MACD產生的信號要早,但是這信號需要結合別的交易指標使用才具有可靠性。只有市場處於趨勢中MACD柱狀圖發出的交易信號才有效。MACD柱狀圖也可以選擇週線圖或月線圖來跟蹤長期趨勢。
交易信號
所有交易都設置止損。
調整期
下列情況下產生的交易信號可靠性較高:
• 柱狀圖上產生看漲背離;
• 交易信號距離0軸較遠。
如果沒有背離對信號的確認,則應該忽略0軸 附近的交易信號。
• 當MACD條形圖從0軸自下而上上升時做多。
在做空信號產生的時候平倉。
• 當MACD從0軸上方下降的時候做空。
當做多信號產生時平倉。
趨勢市場
跟隨市場趨勢交易。在趨勢強勁的情況下,距離0軸較近的交易信號也同樣有效。
• MACD柱狀圖向上穿過0軸時,做多。
• MACD柱狀圖向下穿過0軸時,做空。
利用趨勢過濾器,比如移動平均線,來確定平倉位置。
示例
英特爾公司股票以及 MACD柱狀圖,21日指數移動平均數。趨勢線顯示的是背離。
1. 股價處於盤整期——可以從平直的MA得到驗證。[L] 處當價MACD柱狀圖自下而上穿過零軸時做多。
2. [S] 處做空——MACD柱狀圖從0.7的位置下降。在附近的高點處設置止損。
3. [L] 處做多——MACD柱狀圖開始上升,並有看漲背離佐證。在附近的低點處設置止損。
4. [S] 處做空——MACD柱狀圖下降,並且出現看跌背離。在附近的高點設置止損。
5. 忽略那些接近於0軸的信號。
6. [L] 處做多——MACD柱狀圖從0軸以下開始上升。在附近的低點設置止損。
7. [S] 處做空。在附近的高點設置止損。
8. [L] 處做多——MACD柱狀圖上升,出現看漲背離。價格突破交易區間,並且MA也呈上升趨勢。[X] 處價格收於MA下方時平倉。
設置
MACD柱狀圖的默認設置為:
• MA慢線 — 26 日
• MA快線 —12 日
• 信號線 — 快線與慢線差異的9日移動平均線。
• 所有的移動平均線均為指數移動平均線。
微軟公司股價以及 MACD、 MACD 信號線 、 MACD 柱狀圖
MACD柱狀圖的計算方式為:MACD指標減去信號線。觀察以下地方:
• 當MACD在信號線上方時,柱狀圖為正值。
• MACD在信號線下方,柱狀圖則為負值。
• 當MACD指標與信號線之間的距離最大時,柱狀圖則不斷創新高、新低。
• MACD指標線與信號線交叉時,柱狀圖則為0.
• MACD指標線與信號線有相交趨勢時,柱狀圖就會向零軸位置靠近。
MACD Histogram
The signals from the MACD indicator tend to lag price movements. The MACD Histogram attempts to address this problem by plotting the distance between MACD and its signal line. Because of this, the histogram signals trend changes well in advance of the normal MACDsignal, but is less reliable and should be confirmed by other indicators.
Only trade with Histogram signals when the market is trending.
The MACD Histogram can also be used to track longer cycles, using weekly or monthly data.
Trading Signals
Use Stop Losses with all trades.
Ranging Markets
Signals are stronger if
• There is a bullish divergence on the Histogram; or
• The signal occurs far from the zero line.
Disregard signals close to the zero line unless confirmed by a divergence.
• Go long when the MACD Histogram turns up below zero.
Close the position when there is a signal to go short.
• Go short when MACD Histogram turns down above zero.
Close the position when there is a signal to go long.
Trending Markets
Only trade in the direction of the trend. Signals close to the zero line are accepted provided the trend is intact.
• Go long when the MACD Histogram turns up below zero.
• Go short when MACD Histogram turns down above zero.
Use a trend indicator, such as a moving average, to exit from trends.
EXAMPLE
Intel Corporation is shown with MACD histogram and 21-day exponential moving average. Trendlines show divergences.
1. Price is ranging - indicated by the flat MA. Go long [L] when the histogram turns up (far from the zero line). Place a stop below the recent Low.
2. Go short [S] as the histogram turns down (far from the zero line). Place a stop above the recent High.
3. Go long [L] - the histogram turns up and is reinforced by a bullish divergence. Place a stop below the recent Low.
4. Go short [S] as the histogram turns down - reinforced by a bearish divergence. Place a stop above the recent High.
5. Ignore the signal as it is too close to the zero line.
6. Go long [L] as the histogram turns up when well below zero. Place a stop below the recent Low.
7. A further signal to go short [S]. Place a stop above the recent High.
8. Go long [L] - the histogram has turned up and is reinforced by a bullish divergence. Price has broken clear of the trading range and the MA is rising - exit [X] when price closes below the MA.
Setup
The default settings are:
• Slow moving average - 26 days
• Fast moving average - 12 days
• Signal line - 9 day moving average of the difference between fast and slow.
• All moving averages are exponential.
Microsoft Corporation is plotted with MACD, MACD signal line and MACD Histogram.
The MACD histogram is calculated as the MACD indicator minus the signal line. Observe that:
• When MACD is above the signal line then the histogram is positive.
• When MACD is below the signal line then the histogram is negative.
• When the gap between the MACD and its signal line is widest then the histogram registers its highest (or lowest) readings.
• The histogram is at zero when MACD and the signal line cross (the signal for trading with the MACD).
• The histogram turns back towards the zero line when MACD and the signal line converge, well in advance of them actually crossing.
文章翻譯由兄弟財經提供
本文來源:http://www.incrediblecharts.com/indicators/macd_histogram.php