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July 19, 2022
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— . . , , . , .

, , . . .

:

(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.

:


1
100
1000
2
105
800
3
110
600
4
110
400
5
108
200
  • OBV1 = 0;
  • OBV2 = 0 + 800 = 800
    ( , OBV);
  • OBV3 = 800 + 600 = 1400;
  • OBV4 = OBV3 = 1400
    ( , OBV );
  • OBV5 = 1400 – 200 = 1200
    ( , OBV).

, , . , , , 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, .

(. Bollinger Bands) : :

= 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, . .

Aroon

, Aroon . : Aroon Up Aroon Down. Aroon Up Aroon Down, . Aroon Down Aroon Up, . .

Aroon Up = (n – - n ) / n × 100%

Aroon Down = (n – - n ) / n × 100%

25- . 50, , / 12 , 50, / 12 . Aroon, .

. , . , -, Finamark. , , . , , .

, ROSTRADE. 15 , - . : (CME). 80% , . , , .

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