慢性隨機指標

2015-01-29 14:52:38


慢性隨機指標是對隨機指標的進一步平滑,從而減少了趨勢的波動性並提升了信號的準確性。


交易信號
慢性隨機指標的交易信號與隨機指標的交易信號一致。


盤整期
下面的交易信號按照重要性排列出來:
1、做多:%D出現看漲背離,並且前期低點位於超賣水平線之下。
2、當%K或%D從超賣區域反轉後做多。
3、當%K向上穿過%D時做多


做空信號:
1、做空:%D出現看跌背離,並且前期高點位於超買水平線之上。
2、%K或%D向上升高到超買區域上方向下回調後,做空。
3、當%K向下穿過%D後做空。
做多時,在附近的價格低點處設置止損;做空則在附近的高點處設置止損。


趨勢市場
要根據趨勢方向選擇交易信號。當慢性指標位於超買區時不宜做多,位於超賣區時不宜做空。慢性指標的底部可以作為價格反彈的信號。狹窄並且不深的底部預示著空頭勢力微弱,接下來的反彈可能更加強勁。寬而深的底部說明空頭勢力強勁,反彈很有可能無力。慢性指標的頭部同樣適用該規則:較窄的頭部說明多頭市場弱小,向下的回調將會很有力度。高且寬的頭部預示著多頭力量強勁,回調很有可能微弱。
利用追蹤止損買入/賣出挂單進場並使用止損保護自己的利潤。


做多:
如果隨時指標 (%K 或 %D) 下降到超賣水平線下方,那麼設置追蹤買入止損挂單。進場之後,在附近下降趨勢的低點處(交易週期的價格最低點)設置止損。


做空:
如果隨機指標上升到超買水平線上方,設置追蹤賣出止損挂單。進場後在交易週期的價格最高點處設置止損。


平倉:
利用趨勢指標來確認平倉位置。


示例
強生公司股票以及   21 日MA (收盤價)作為趨勢過濾器,5 日慢性隨機指標    %K 、   %D、  設置在70/30的超買、超賣線。


11.jpg

 
1、市場正向上運行(價格位於MA上方)。%K 兩次穿過80.直到MA走勢向下後,我們在[S] 處做空。
2、%K向下穿過20. [L] 處當MA走勢向上時做多。[X] 處當價格向下穿過MA時平倉。
3、%K 向下穿過20。[L] 處當MA走勢向上時做多。
4、價格圍繞在MA週圍波動,顯示出市場處於調整期。調整交易信號與超買/賣水平位。[S] 處當%K向下穿過% D時做空。該筆訂單在價格接下來超過前期高點時被止損。
5、%D指標線出現看跌背離,[S] 處重新進場做空。
6、%K向上穿過%D,給出[L] 處進場做多的信號。
7、%K 向下穿過%D時,是[S] 處進場做空信號。
8、%D的看漲背離,是[L]處做多信號。
9、%K 向上超過70後反轉向下,[S] 處做空。
10、%D出現三重看漲背離,L]處做多。
11、%K 向下穿過%D時,[S] 處進場做空。
12、%K向上穿過%D,[L] 處做多。此時價格圍繞MA波動,說明市場仍然處於盤整期。
記住,上圖中顯示的是信號給出的日期,我們需要在信號日的第二天開倉。看一下第二步[X] 的平倉位置:調整止損位置可以更快的給出平倉信號。


設置
慢性隨機指標的默認設置是:
• %K - 5 日
• %K 慢線 - 3 日
• %D - 3 日
• 所有的都是簡單移動平均線。
• 超買區域 - 70%
• 超賣區域 - 30%


公式
計算慢性隨機指標:
1、第一步是決定交易週期(K%週期)。正常使用的是5日,但這應該根據你的交易時間框架調整。
2、通過將最近的收盤價與交易週期内價格的波動範圍比較,計算出%K。        
           CL = 今日收盤價 -  %K 週期内價格的最低價
           HL =%K週期内價格的最高價 - %K 週期内價格的最低價
           %K = CL / HL *100
3、通過對%K進一步平滑計算出%D 。默認是利用3倍於MA的週期,但這也可以根據你交易的時間框架改變。


慢性隨機指標
許多交易者發現隨機指標的波動性大,他們更喜歡使用慢性隨機指標:
1、上述公式中,%K慢線與%D快線相同。
2、%D慢線是由%K 慢線經過平滑得出。這通常是進一步使用3倍MA週期之後的結果。


Slow Stochastic
The Slow Stochastic applies further smoothing to the Stochastic oscillator, to reduce volatility and improve signal accuracy.
Trading Signals
Trading signals are the same as for the Stochastic oscillator.
Ranging Markets
Signals are listed in order of their importance:
1、Go long on bullish divergence (on %D) where the first trough is below the Oversold level.
2、Go long when %K or %D falls below the Oversold level and rises back above it.
3、Go long when %K crosses to above %D.
Short signals:
1、Go short on bearish divergence (on %D) where the first peak is above the Overbought level.
2、Go short when %K or %D rises above the Overbought level then falls back below it.
3、Go short when %K crosses to below %D.
Place stop-losses below the most recent minor Low (or above the most recent minor High) when going long (or short).
Trending Markets
Only take signals in the direction of the trend and never go long when Stochastic is overbought, nor short when oversold.
The shape of a Stochastic bottom gives some indication of the ensuing rally. A narrow bottom that is not very deep indicates that bears are weak and that the following rally should be strong. A broad, deep bottom signals that bears are strong and that the rally should be weak.
The same applies to Stochastic tops. Narrow tops indicate that the bulls are weak and that the correction is likely to be severe. High, wide tops indicate that bulls are strong and the correction is likely to be weak.
Use trailing buy- and sell-stops to enter trades and protect yourself with stop-losses.
Long:
If the Stochastic (%K or %D) falls below the Oversold line, place a trailing buy stop. When you are stopped in, place a stop loss below the Low of the recent down-trend (the lowest Low since the signal day).
Short:
If Stochastic rises above the Overbought line, place a trailing short stop. When you are stopped in, place a stop loss above the High of the recent up-trend (the highest High since the signal day).
Exit:
Use a trend indicator to exit.
EXAMPLE
Johnson & Johnson is plotted with a    21 day exponential moving average (MA) and 5 day Slow Stochastic with    %K and    %D. Overbought/oversold levels    are set at 70/30. Closing price is used as a filter on theMA.
1 The market is trending upwards (price above the MA). %K twice crosses to above 80. Wait until the MAturns down before going short [S].
2 %K crosses to below 20. Go long [L] when the MA turns upwards. Exit [X] when price closes below theMA.
3 %K crosses to below 20. Go long [L] when the MA turns upwards.
4 Price has been fluctuating around the MA which indicates that the market is ranging. Adjust the trading signals and overbought/oversold levels.
Go short [S] when %K crosses to below % D. The trade is stopped out by a rally above the last minor High.
5 A bearish divergence on %D signals to re-instate the short [S] position.
6 %K crosses to above %D, signaling to go long [L].
7 %K signals to go short [S] when it crosses below %D.
8 A bullish divergence on %D signals to go long [L].
9 %K rises above 70 and turns back below. Go short [S].
10 There is a bullish, triple divergence on %D. Go long [L].
11 %K crosses to below % D. Go short [S].
12 Go long [L] when %K crosses to above %D. The market is still ranging, with price fluctuating around theMA.
Remember that the days shown are the signal days and that trades are only entered on the following day. Take a look at the exit [X] from [2]. Adjusting Stop Levels may provide faster exits.
Setup
See Indicator Panel for directions on how to set up an indicator. The default Slow Stochastic settings are:
• %K - 5 days
• %K slowing periods - 3 days
• %D - 3 days
• All are simple moving averages
• overbought level - 70%
• oversold level - 30%
To alter default settings - see Edit Indicator Settings.
Formula
To calculate the Stochastic Oscillator:
1、The first step is to decide on the number of periods (%K Periods) to be included in the calculation. The norm is 5 days, but this should be based on the time frame that you are analyzing.
2、Then calculate %K, by comparing the latest Closing price to the range traded over the selected period:
           CL = Close [today] - Lowest Low [in %K Periods]
           HL =Highest High [in %K Periods] - Lowest Low [in %K Periods]
           %K = CL / HL *100
3、Calculate %D by smoothing %K. The original formula used a 3 period simple moving average, but this can be varied, based on the time frame that you are analyzing.
Slow Stochastic Oscillator
Many traders find the Stochastic Oscillator too volatile and prefer to use the Slow Stochastic:
1、The %K [Slow] is equal to the %D [Fast] from the above formula.
2、The %D [Slow] is calculated by smoothing %K [Slow]. This is normally done using a further 3 periodsimple moving average.


本文翻譯由兄弟財經提供


文章來源:
http://www.incrediblecharts.com/indicators/slow_stochastic.php

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