交易標準偏差通道

2015-02-02 17:32:07


標準偏差通道是圍繞在線性回歸趨勢線兩邊的兩條直線。它不僅可以用於價格振蕩區間的交易,也可以檢測動能指標的變化。首先目測價格的基本走勢,並在選定的交易週期内設置相應的標準偏差通道。


示例
悉尼氣體有限公司 [SGL]股價以及圍繞在線性通道兩側的2倍標準偏差通道。SGL在2005年12月以及2006年8月走出相應的低點後開始反彈。
1. 做多的信號在[1] 處當價格的二級走勢(或是鞏固趨勢)沒有擊穿100日EMA發出。
2. 同時,TMF資金流量指標位於0軸上方也有力的支持了[1] 處的做多信號。


11.jpg

 
鼠標點擊趨勢線,可以自動的延長交易偏差通道線。
3. 價格在趨勢通道下側走出較高的低點,可以增加持倉。
4. 進一步的金字塔形做多信號。
5. 當價格接近或突破上通道後平倉。
6. 價格在通道下側完成雙底結構之後的另一個進場信號(價格位於EMA上方,TMF指標位於0軸上方。
7. 價格沒有擊穿標準偏差下通道,是一個增加持倉的機會。


22.jpg

 
趨勢通道的止損指令
(a). 第一個止損指令是在[1]處下方,價格振蕩的下部。
(b). 接下來價格低點逐漸升高,隨之上移止損位:
• 通道的下部,以及
• 股價低谷處。
(c) .即使價格低谷位於通道的上方,止損位也應在通道的下部。
(d). 當價格擊穿上通道,止損位則應設置在價格上通道處。價格成功突破趨勢通道之後,每當價格走出更高的低點,便上移止損位。


33.jpg

 
(a). 第二次進場時,最初的止損位應該在價格最低點的下方。
(b).上移止損位到接下來價格的低點處(止損位同時應位於通道線的下方)。
(c).下一個價格低點是位於上通道,所以,在下通道下方設置止損。


標準偏差通道的設置
我通常使用2倍標準方差,該通道可以涵蓋95%的價格走勢。使用3個標準方差可以涵蓋99%的價格走勢,但是該通道似乎過寬。

 

Trading Standard Deviation Channels
Standard deviation channels are plotted at a set number of standard deviations around a linear regression line. They can be usefully applied to swing trading (as well as for detecting changes in momentum).
Visually identify a stable trend on the chart and fit standard deviation channels by dragging your mouse over the selected time period.
EXAMPLE
Sydney Gas Limited [SGL] is plotted with trend channels drawn at 2 standard deviations around a linear regression line. After equal lows in December 2005 and August 2006 SGL started to rally.
1、 The signal to go long is identified when the secondary reaction (or consolidation) at [1] respects the 100-day Exponential Moving Average.
2、 Accompanied by strong accumulation with Twiggs Money Flow holding above the zero line.
3、 Opportunity to increase the position presents itself with another higher trough in the lower half of the trend channel
4、 A further pyramid opportunity
5、 Exit when price reverses below (or respects) the top trend channel
6、 Another entry signal when price completes a double bottom at the lower trend channel
7、 (price is above the 100-day Exponential Moving Average and Twiggs Money Flow has respected zero)
8、 An opportunity to increase (pyramid) your position when price respects the lower channel line.
Channel lines are extended using Auto-Extend (right-click on the trendline).
Trend Channel Stop Loss Orders
(a) Place your first stop loss below the down-swing at [1] on which you entered.
(b) On subsequent troughs, move the stop loss up to below the lesser of:
a. the lower channel line, and
b. the low of the trough.
If the new stop level is lower than the previous stop, leave the (higher) old stop in place.
(c) Even if the trough is in the upper half of the trend channel, set the stop loss at the lower channel line.
(d) When price penetrates the top trend channel, move your stop loss to the upper channel line.
If price breaks clear of the channel, keep on moving your stop up along the upper channel line each time that a new trough respects the channel line.
(e) On the second entry, place your initial stop loss below the trough
(f) Move the stop loss up to below the subsequent trough, (which is also below the lower channel line)
(g) The next trough is in the upper half of the trend channel, so set the stop loss at the lower channel line.
Standard Deviation Channel Setup
See Help: Trend Channels for directions on how to set up standard deviation channels.
I normally use 2 standard deviations, which enclose roughly 95% of the selected data. Using 3 standard deviations encloses about 99% of the selected data but the channel often appears too wide.


本文翻譯由兄弟財經提供


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

 承諾與聲明

兄弟財經是全球歷史最悠久,信譽最好的外匯返佣代理。多年來兄弟財經兢兢業業,穩定發展,獲得了全球各地投資者的青睞與信任。歷經十餘年的積澱,打造了我們在業内良好的品牌信譽。

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