-10
(SMA)
— (. Simple Moving Average, SMA). . SMA :
SMA = (P1 + P2 + … + Pn) / n,
P — , n — .
, 60- n 60, 60 .
— . SMA , . , .
(EMA)
, . , . . (. Exponential Moving Average, EMA). :
EMAn = Pn × + EMAn-1 × (1 – )
, . EMA SMA: , .
/ (MACD)
/ (. Moving Average Convergence Divergence, MACD) EMA. MACD EMA , .
26- EMA, — 12- EMA. , MACD :
MACD = 12- EMA – 26- EMA
9- . MACD , , , .
/ , MACD .
(. Stochastic Oscillator) — , . , :
K = (C – Ln) / (Hn – Ln) × 100%,
K — ,
C — ,
Ln — ,
Hn — .
K 80%, . , K 20%, .
. , / .
(OBV)
(. On-Balance Volume, OBV) , . , OBV , :
- n , n-1, n OBVn-1.
- n , n-1, n OBVn-1.
- n n-1, OBVn OBVn-1.
:
- OBV1 = 0;
-
OBV2 = 0 + 800 = 800
( , OBV); - OBV3 = 800 + 600 = 1400;
-
OBV4 = OBV3 = 1400
( , OBV ); -
OBV5 = 1400 – 200 = 1200
( , OBV).
(RSI)
(. Relative Strength Index, RSI) — , . 0 100, RSI :
RSI = 100 – [100 / (1 + / )]
. , 10- , 2%, – 1%, RSI :
RSI = 100 – [100 / (1 + 2% / 1%)] = 66,67
RSI 14- . 70, . RSI 30, .
= MA +/- k × ,
MA — , k — .
k 2, 95% .
14 28, 20.
, . .
, . .
. . , .
, 150 200. ( 23,6%, 38,25, 50% . .) , 23,6% 200 – 23,6% × (200 – 150), 188,2. , 50%- 200 – 50% × (200 – 150), 175. , 200 188,2 175 .
, / .
(CCI)
(. Commodity Channel Index, CCI) . CCI :
CCI = [TP – MA(TP)] / (0,015 × ),
TP — , , ,
MA(TP) — ,
— TP MA(TP).
CCI 100, , -100, . .
