(Moving Average ).
,
.
.
(Simple Moving Average SMA):
SMA = (P1+P2+P3+.+Pn) / n
P= Price .
(Close ) .
n (, , ) .
.
S , :
.
.
(Weighted Moving Average WMA):
WMA = (w1*P1+w2*P2+w3*P3+.+wn*Pn) / (w1+w2+w3++wn)
wi , , ,
. ,
.
(Exponentially Moving Average EMA):
EMA(t) = EMA(t 1) + (K x [Price(t) EMA(t 1)],
t ( ),
t 1 ( ),
K = 2 / (n + 1),
n .
, ,
, .
.
.
, .
, .
5- 8, 13, 21
1- 8, 13, 21, 55, 89
4- 8, 34, 55, 89
1-
< 15 .
8, 34, 55, 89
34, 55, 144
:
Moving Average
.
.
, . .
.
Moving Average (n1 n2);
Moving Average .
40,
();
,
.
(), . .
.
- (macd)
:
MACDfast
SIGNAL ()
(12)
(26),
MACDfast = EMA(12) [Price] EMA(26) [Price];
EMA
:
SIGNAL = EMA(9) [MACDfast],
Price , Close.
MACD:
MACD , ,
;
(Divergence).
.
;
.
MACD ,
.
MACD ,
.
Un UpClose (n).
Dn DownClose .
RSI:
50, ,
, ;
()
;
()
();
,
: ,
.
(stochastic)
.
: ,
.
, ,
.
, .
C ,
Ln Low n
Hn High n .
%D = SMA (%D , n1)
n1 .
Stochastic:
.
()
;
()
();
%K %D ,
. %K %D
, .
( ,
)
:
, .
- , .
, .
- , .
- , , .
:
, .
- , .
, .
- , .
- , , .
:
, , ,
.
,
, ,