三重指數平滑移動平均線(TRIX)

2015-02-04 16:35:45

TRIX 是趨勢交易指標。根據你的交易週期選擇適當的TRIX週期,該指標可以讓你最大程度的跟隨趨勢方向交易。該指標基於三重平滑移動平均線(收盤價),可以有效的過濾所選週期内的次級波動,減少了因為錯誤信號提前平倉的幾率。TRIX指標是由股票和商品技術分析雜志的發行人Jack Huton開發。


交易信號
• TRIX從零軸下方上升時做多。
• TRIX從零軸上方下降時做空。
利用TRIX的9日EMA作為過濾錯誤交易的信號線。TRIX與信號線相交時才可以進場。
• 看漲背離做多。
• 看跌背離做空。
 
示例
英特爾股票走勢以及  30日EMA、 30日TRIX ,以及 信號線。

三重指數平滑移動平均線(TRIX)

 
將TRIX指標的交易結果與使用單一移動平均線(收盤價)交易系統作為趨勢過濾器的交易結果進行對比。
1. [L] 處當TRIX向上穿過信號線並且位於0軸下方時做多。
股價在4日前收於MA上方,但接下來在[W]週圍不斷的發出開倉平倉信號。
2. [S] 處當TRIX向下穿過信號線且仍然位於0軸上方時做空。.
經過對比,MA 在[X] 處發出的入場信號相對滞後。
很明顯,TRIX指標可以過濾很大一部分價格波動,並且其發出的交易信號僅小幅滞後於快速交易指標。


設置
TRIX的默認設置是12日。
TRIX的計算公式為:
1. 根據所交易的週期來決定指標窗口所包含的週期n。
2. EMA1:                  計算出價格走勢窗口所包含週期n的EMA1(收盤價)。
3. EMA2:                  計算出EMA1的n日EMA2.
4. EMA3:                  計算出EMA2的n日收盤價EMA3.
5. 計算 TRIX:    ( 今日EMA3 – 昨日EMA3 ) / 昨日EMA3


TRIX Indicator
TRIX is an oscillator designed for trading trends. Select a TRIX indicator period appropriate to the time frame that you are trading. The indicator will keep you in trends that are shorter or equal to the window period.
Based on a triple-smoothed moving average of Closing price, the indicator eliminates cycles shorter than the selected indicator period. Triple smoothing reduces volatility and minimizes the chance of false signals shaking you out of a trend too early.
TRIX was developed by Jack Huton, publisher of (Technical Analysis of) Stocks and Commodities magazine.
Trading Signals
• Go long when TRIX turns up below zero.
• Go short when TRIX turns down above zero.
Use a signal line (a 9 day exponential moving average of TRIX) to eliminate false signals. Wait for TRIX to cross the signal line before entering the trade.
• Go long on bullish divergences.
• Go short on bearish divergences.
EXAMPLE
Intel Corporation is plotted with a    30-day exponential moving average (MA) and 30-day TRIX    indicator and    signal line.
Compare the results of the TRIX oscillator to those of a single moving average system using the MA with closing price as a filter:
1. Go long [L] when TRIX crosses to above the signal line while below zero.
Price closes above the MA 4 days earlier, but then whipsaws us in and out of several times at [W].
2. Go short [S] when TRIX crosses to below the signal line while above zero.
By comparison the MA signal [X] is much later.
It is evident that TRIX can eliminate a number of whipsaws, with only marginal lag in the signal compared to faster indicators.
Setup
See Indicator Panel for directions on how to set up an indicator.
The default TRIX window is 12 days. To alter the default settings - Edit Indicator Settings.
Formula
The Trix indicator is calculated as follows:
1. Decide on the number of periods (n) to include in the indicator window, based on the time frame that you are trading.
2. EMA1:                  Calculate an n-period exponential moving average of closing price
3. EMA2:                  Calculate an n-period exponential moving average of EMA1
4. EMA3:                  Calculate an n-period exponential moving average of EMA2
5. Calculate TRIX:    ( EMA3 [today] - EMA3 [yesterday] ) / EMA3 [yesterday]


本文翻譯由兄弟財經提供


文章來源:
http://www.incrediblecharts.com/indicators/trix_indicator.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。

本文所含内容及觀點僅為一般信息,並無任何意圖被視為買賣任何貨幣或差價合約的建議或請求。文中所含内容及觀點均可能在不被通知的情況下更改。本文並未考 慮任何特定用戶的特定投資目標、財務狀況和需求。任何引用歷史價格波動或價位水平的信息均基於我們的分析,並不表示或證明此類波動或價位水平有可能在未來 重新發生。本文所載信息之來源雖被認為可靠,但作者不保證它的準確性和完整性,同時作者也不對任何可能因參考本文内容及觀點而產生的任何直接或間接的損失承擔責任。

外匯和其他產品保證金交易存在高風險,不適合所有投資者。虧損可能超出您的賬戶註資。增大槓桿意味著增加風險。在決定交易外匯之前,您需仔細考慮您的財務目標、經驗水平和風險承受能力。文中所含任何意見、新聞、研究、分析、報價或其他信息等都僅 作與本文所含主題相關的一般類信息.

同時, 兄弟財經不提供任何投資、法律或稅務的建議。您需向合適的顧問徵詢所有關於投資、法律或稅務方面的事宜。