在之前的教程中已經講解了大部分移動平均線的使用方法,但是這個工具也被用於其他指標的開發。在本節,我們將進行幾個這樣指標的基本介紹,但是如果你想把他們納入你的交易策略還需要進一步研究。
平滑異同平均線
交易員觀察兩條移動平均線之間關系使用最普遍的技術指標是平滑異同平均線(MACD)。它通常由12天指數移動平均數減去26天指數平均數得來。當MACD價值是積極的時候,短期移動平均線在長期的之上。而消極時則正相反,這表明當前的動量處於下跌方向。許多交易員也會觀察在基準線上下的移動,因為在基準線時兩個移動平均線發出的信號相同。向基準線之上的移動被認為是買入信號,向下則為賣出信號。
信號線/觸發線
移動平均線不僅僅對股票有效,可以用於處理任何形式的頻繁數據變化。甚至可以把移動平均線作為技術指標,例如在MACD中。比如MACD中一個有九個時間週期的指數移動平均線被增加到下圖中以便形成交易信號。要註意不管使用什麼指標,信號線上的信號都會是一個方式,不同的只是選用創建它的時間週期。
佈林線技術指標和移動平均包絡線相同,但是不同是外部佈林線是怎樣創建的。這個指標通常從一個簡單移動平均線設置兩個標準差。通常,向上部佈林線移動經常意味這個資產將會被超買,向下部佈林線移動則意味將會被超賣。由於標準差被用於測量波動性,這個指標能自己適應市場環境。緊湊的佈林線被交易員認為是整體波動增加將會出現價格劇烈變動的早期信號。
Moving Averages: Different Flavors
ByCasey Murphy, Senior Analyst,ChartAdvisor.com
Most of the methods in which moving averages are used in trading have been addressed within this tutorial, but this tool has also been used in the development of other indicators. In this section, we will give you a basic introduction to a couple of these indicators, but most will require further study if you want to incorporate them into your strategy.
Moving Average Convergence Divergence (MACD)
One of the most popular technical indicators, the moving average convergence divergence(MACD) is used by traders to monitor the relationship between two moving averages. It is generally calculated by subtracting a 26-day exponential moving average from a 12-day EMA. When the MACD has a positive value, the short-term average is located above the long-term average. As mentioned earlier, this stacking order of the averages is an indication of upward momentum. A negative value occurs when the short-term average is below the long-term average - a sign that the current momentum is in the downward direction. Many traders will also watch for a move above or below the zero line because this signals the position where the two averages are equal (crossover strategy applies here). A move above zero would be used as a buy sign, while a cross below zero can be used as a sell signal.
Signal/Trigger Line
Moving averages aren't limited to just stock prices; MAs can be created for any form of data that changes frequently. It is even possible to take a moving average of a technical indicator such as the MACD. For example, a nine-period EMA of the MACD values is added to the chart in Figure 1 in an attempt to form transaction signals. As you can see, buy signals are generated when the value of the indicator crosses above the signal line (dotted line), while short signals are generated from a cross below the signal line. It is important to note that regardless of the indicator being used, a move beyond a signal line is interpreted in the same manner; the only thing that varies is the number of time periods used to create it.
Bollinger Band
A Bollinger Band technical indicator looks similar to the moving average envelope, but differs in how the outer bands are created. The bands of this indicator are generally placed two standard deviations away from a simple moving average. In general, a move toward the upper band can often suggest that the asset is becoming overbought, while a move close to the lower band can suggest the asset is becoming oversold. Since standard deviation is used as a statistical measure of volatility, this indicator adjusts itself to market conditions. The tightening of the bands is often used by traders as an early indication that overall volatility may be about to increase and that a trader may want to wait for a sharp price move.
本文翻譯由兄弟財經提供
文章來源:http://www.investopedia.com/university/movingaverage/movingaverages5.asp