Yini I-ALMA Inkomba
U-Arnaud Legoux Ukuhambisa esijwayelekile (ALMA) inkomba yobuchwepheshe esetshenziswa ezimakethe zezimali ukuze kusheleleke idatha yentengo nokusiza ekuhlonzeni izitayela zemakethe. Yasungulwa ngu-Arnaud Legoux kanye no-Dimitrios Kouzis Loukas, okuhloswe ngayo ukunciphisa i-lag evame ukuhlotshaniswa nezilinganiso ezihambayo zendabuko kuyilapho kuthuthukisa ukushelela nokusabela.
isimiso
I-ALMA isebenza ngomgomo oyingqayizivele. Isebenzisa ukusabalalisa kwe-Gaussian ukuze idale isilinganiso esihambayo esibushelelezi nesiphendulayo. Le ndlela ivumela ukuthi ilandele eduze idatha yentengo, iyenze ibe ithuluzi elibalulekile traders abathembele ekunembeni nasekufikeni kwesikhathi ekuhlaziyeni kwabo.
Izici
- I-Lag Encishisiwe: Esinye sezici ezivelele ze-ALMA yikhono layo lokunciphisa i-lag, inkinga evamile ngezilinganiso eziningi ezihambayo. Ngokwenza kanjalo, inikeza ukumelwa okunembe kakhudlwana kwezimo zemakethe zamanje.
- Ukwenza ngokwezifiso: I-ALMA ivumela traders ukulungisa amapharamitha, afana nosayizi wewindi kanye ne-offset, okubenza bakwazi ukuhlanganisa inkomba nezitayela ezahlukene zokuhweba nezimo zemakethe.
- Ukuhlukahluka: Ilungele amathuluzi ezezimali ahlukahlukene, okuhlanganisa Amasheya, forex, impahla, nezinkomba, ngezikhathi ezihlukene.
Isicelo
TradeAma-rs ngokuvamile asebenzisa i-ALMA ukuhlonza isiqondiso sethrendi, amaphuzu angahle ahlehliswe, kanye nesisekelo samanye amasiginali okuhweba. Ukushelela kwayo kanye nokunethezeka kwayo kuyenza isebenziseke ikakhulukazi ezimakethe ezibonisa umsindo omkhulu noma ukunyakaza kwamanani okuguquguqukayo.
Isici | Incazelo |
---|---|
Uhlobo | Ukuhambisa esijwayelekile |
Injongo | Ukuhlonza izitayela, bushelelezi idatha yentengo |
Isikhangiso esingukhiyevantage | Ukubambezeleka okuncishisiwe uma kuqhathaniswa nezilinganiso ezihambayo ezivamile |
Ukwenza ngokwezifiso | Usayizi wewindi olungisekayo kanye ne-offset |
Izimakethe Ezifanelekile | Inventory, Forex, Izimpahla, Izinkomba |
Amafomathi | Konke, ngamasethingi enziwe ngendlela oyifisayo |
Inqubo yokubala Yenkomba ye-ALMA
Ukuqonda inqubo yokubala ye-Arnaud Legoux Moving Average (ALMA) kubalulekile ukuze traders abafisa ukwenza ngokwezifiso le nkomba ngokwesu labo lokuhweba. Ifomula eyingqayizivele ye-ALMA iyenza ihluke kuzilinganiso ezijwayelekile ezihambayo ngokuhlanganisa isihlungi se-Gaussian.
Formula
I-ALMA ibalwa kusetshenziswa ifomula elandelayo:
I-ALMA(t) = ∑i = 0N-1 w(i) · Inani(t-i) / ∑i = 0N-1 w(i)
kuphi:
- inani le-ALMA ngesikhathi .
- usayizi wewindi noma inombolo yezikhathi
- yisisindo senani ngesikhathi
- yinani ngesikhathi
Isisindo Ukubala
Isisindo ibalwa kusetshenziswa ukusabalalisa kwe-Gaussian, okuchazwa ngokuthi:
w(i) = e-½(σ(iM)/M)2
kuphi:
- ukuchezuka okujwayelekile, okuvamise ukusetha ku-6.
- yi-offset, elungisa isikhungo sefasitela. Kubalwa ngokuthi
Izinyathelo Ukubala
- Nquma amapharamitha: Setha usayizi wewindi , i-offset , kanye nokuchezuka okujwayelekile .
- Bala Isisindo: Usebenzisa ifomula yokusabalalisa ye-Gaussian, hlanganisa izisindo zentengo ngayinye ngaphakathi kwewindi.
- Bala Isamba Esinesisindo: Phindaphinda intengo ngayinye ngesisindo sayo esihambisanayo futhi uhlanganise la manani.
- Jwayela: Hlukanisa isamba esikaliwe ngesamba sezisindo ukuze wenze inani libe ngokwejwayelekile.
- Phinda inqubo: Bala i-ALMA yenkathi ngayinye ukuze udale umugqa omaphakathi onyakazayo.
Isinyathelo | Incazelo |
---|---|
Setha amapharamitha | Khetha usayizi wewindi , susa , kanye nokuchezuka okujwayelekile |
Bala Izisindo | Sebenzisa ukusatshalaliswa kwe-Gaussian ukuze unqume izisindo |
Bala Isamba Esinesisindo | Phindaphinda intengo ngayinye ngesisindo sayo bese uhlanganisa |
I-Normalize | Hlukanisa isamba esikaliwe ngesamba sezisindo |
Phinda | Yenza isikhathi ngasinye ukuhlela i-ALMA |
Amanani Alungile Okusetha Ezinkathini Zesikhathi Ezihlukene
Ukusetha Inkomba ye-ALMA (Arnaud Legoux Moving Average) enamanani alungile kubalulekile ekusebenzeni kwayo ngezikhathi ezihlukene zokuhweba. Lezi zilungiselelo zingahluka kuye ngesitayela sokuhweba (i-scalping, ukuhweba ngosuku, ukuhweba ngokushwiba, noma ukuhweba ngezikhundla) kanye nezimo zemakethe ezithile.
Ukucatshangelwa Kwesikhathi
Isikhathi Esifushane (Scalping, Day Trading):
- Usayizi Wewindi (N): Osayizi bamafasitela abancane (isb., izikhathi ezingu-5-20) banikeza amasignali asheshayo nokuzwela okukhulu ekunyakazeni kwentengo.
- I-offset (m): I-offset ephakeme (eduze ku-1) ingasetshenziswa ukunciphisa ukunethezeka, okubalulekile ezimakethe ezisheshayo.
Isikhathi Esimaphakathi (Ukuhweba Nge-Swing):
- Usayizi Wewindi (N): Osayizi bamawindi abamaphakathi (isb., izikhathi ezingama-21-50) benza ibhalansi phakathi kokuzwela nokushelela.
- I-offset (m): I-offset emaphakathi (ezungeze u-0.5) isiza ukugcina ibhalansi phakathi kokunciphisa i-lag nokuthembeka kwesignali.
Isikhathi Eside (Ukuhweba Ngesikhundla):
- Usayizi Wewindi (N): Osayizi bamafasitela abakhulu (isb., izikhathi ezingama-50-100) balungisa ukuguquguquka kwesikhathi esifushane, kugxilwe kumathrendi esikhathi eside.
- I-offset (m): I-offset ephansi (eduze ku-0) ivamise ukufaneleka, njengoba izinguquko ezisheshayo zemakethe azibalulekile kangako.
Ukuchezuka Okujwayelekile (σ)
- Ukuchezuka okujwayelekile (okuvame ukusethwa kokuthi 6) kuhlala kungashintshile kuzo zonke izikhathi ezihlukene. Inquma ububanzi bejika le-Gaussian, okunomthelela ezisindweni ezinikezwe izintengo.
Amathiphu Okwenza ngokwezifiso
- Ukuguquguquka Kwemakethe: Ezimakethe eziguqukayo kakhulu, usayizi wewindi omkhudlwana ungasiza ukuhlunga umsindo.
- Izimo zemakethe: Lungisa i-offset ukuze ivumelane nezimo zemakethe ezikhona; i-offset ephezulu ezigabeni zethrendi kanye nephansi ezimakethe ezihlukene.
- Isivivinyo Nephutha: Ukuhlola ngezilungiselelo ezihlukene ku-akhawunti yedemo kuyalulekwa ukuthola amapharamitha afaneleka kakhulu womuntu ngamunye amasu ukuhweba.
Ubude besikhathi | Usayizi Wewindi (N) | I-offset (m) | amanothi |
---|---|---|---|
Isikhathi esifushane | 5-20 | Isondele ku-1 | Ifanele ukushesha, isikhathi esifushane trades |
Isikhathi Esimaphakathi | 21-50 | Cishe i-0.5 | Ibhalansisa ukuzwela nokushelela |
Isikhati eside | 50-100 | Isondele ku-0 | Igxile kumathrendi esikhathi eside, ingazweli kakhulu ezinguqukweni zesikhathi esifushane |
Ukuhunyushwa Kwenkomba ye-ALMA
Ukuchazwa kahle kwe-Arnaud Legoux Moving Average (ALMA) kubalulekile traders ukwenza izinqumo ezinolwazi. Lesi sigaba sichaza indlela yokufunda nokusebenzisa i-ALMA ezimeni zokuhweba.
Ukuhlonza Okuthrendayo
- Isiginali ye-Uptrend: Uma ulayini we-ALMA wehla noma intengo ingaphezu kolayini we-ALMA, ngokuvamile ithathwa njengesignali yokukhuphuka, ephakamisa izimo zemakethe.
- Isiginali ye-Downtrend: Ngokuphambene, i-ALMA eya phansi noma isenzo senani ngaphansi komugqa we-ALMA sibonisa ukwehla, okukhomba izimo ze-bearish.
Ukuguqulwa Kwentengo
- Inkomba yokuhlehlisa: I-crossover yentengo nolayini we-ALMA kungabonisa ukuhlehla okungaba khona. Isibonelo, uma intengo iwela ngaphezu komugqa we-ALMA, ingase ibonise ukuguquka ukusuka ku-downtrend ukuya kokukhuphukayo.
Amaprosesa futhi Resistance
- Ulayini we-ALMA ungasebenza njengosekelo oluguqukayo noma ileveli yokumelana. Ku-uptrend, umugqa we-ALMA ungasebenza njengosekelo, kuyilapho usezingeni eliphansi, ungasebenza njengokumelana.
Ukuhlaziywa komfutho
- Ngokubheka i-engeli nokuhlukaniswa komugqa we-ALMA, tradeI-rs ingakala umfutho wemakethe. I-engeli ekhuphukayo kanye nebanga elikhulayo ukusuka entengo kungase kubonise umfutho oqinile.
Uhlobo Lwezimpawu | Incazelo |
---|---|
I-uptrend | I-ALMA iya phezulu noma intengo ngaphezu komugqa we-ALMA |
I-Downtrend | I-ALMA iye phansi noma intengo ingaphansi komugqa we-ALMA |
Ukuguqulwa Kwentengo | I-Crossover yentengo kanye nomugqa we-ALMA |
Ukusekela/Ukumelana | Umugqa we-ALMA usebenza njengokusekela okunamandla noma ukumelana |
Momentum | I-engeli nokuhlukaniswa komugqa we-ALMA kubonisa umfutho wemakethe |
Ukuhlanganisa i-ALMA Nezinye Izinkomba
Ukuhlanganisa i-Arnaud Legoux Moving Average (ALMA) nezinye izinkomba zobuchwepheshe kungathuthukisa amasu okuhweba ngokunikeza amasignali aqine kakhulu futhi kuncishiswe izinto ezingamanga. Lesi sigaba sihlola izinhlanganisela ezisebenzayo ze-ALMA nezinye izinkomba ezidumile.
I-ALMA ne-RSI (Inkomba Yamandla Ahlobene)
Ukubuka konke Okuhlanganisiwe: RSI iyi-oscillator yomfutho ekala isivinini noshintsho lokunyakaza kwentengo. Uma ihlanganiswa ne-ALMA, tradeI-rs ingakwazi ukukhomba isiqondiso sethrendi nge-ALMA futhi isebenzise i-RSI ukukala izimo ezithengiwe kakhulu noma ezidayiswe ngokweqile.
Izimpawu Zokuhweba:
- Isiginali yokuthenga ingacatshangwa lapho i-ALMA ikhombisa ukukhuphuka, kanye ne-RSI isuka endaweni edayiswe kakhulu (>30).
- Ngokuphambene, isignali yokuthengisa ingase iphakanyiswe uma i-ALMA ibonisa ukwehla kanye ne-RSI iphuma endaweni ethengiwe ngokweqile (<70).
I-ALMA ne-MACD (I-Moving Average Convergence Divergence)
Ukubuka konke Okuhlanganisiwe: MACD iwumkhuba olandelayo inkomba yomfutho. Ukumatanisa ne-ALMA kuvumela traders ukuze uqinisekise amathrendi (ALMA) futhi uhlonze ukuhlehla okungaba khona noma amashifu omfutho (MACD).
Izimpawu Zokuhweba:
- Izimpawu ze-Bullish zenzeka lapho i-ALMA ikwi-uptrend, futhi umugqa we-MACD uwela ngaphezu komugqa wesiginali.
- Izimpawu ze-Bearish zikhonjwa lapho i-ALMA isesimweni esiphansi, futhi umugqa we-MACD weqa ngaphansi komugqa wesiginali.
I-ALMA ne-Bollinger Bands
Ukubuka konke Okuhlanganisiwe: I-Bollinger Amabhendi ayinkomba yokuguquguquka. Ukuzihlanganisa ne-ALMA kunikeza imininingwane yamandla ethrendi (ALMA) kanye nokuntengantenga kwemakethe (Ama-Bollinger Bands).
Izimpawu Zokuhweba:
- Ukuncishiswa kwamabhendi e-Bollinger phakathi nethrendi ekhonjiswe i-ALMA kuphakamisa ukuqhubeka kwethrendi.
- Ukuqhuma okuvela kuma-Bollinger Bands kanye namasiginali wethrendi ye-ALMA kungabonisa umnyakazo oqinile oya lapho kuphuma khona.
Inhlanganisela yenkomba | Injongo | Isiginali yokuhweba |
---|---|---|
I-ALMA + RSI | I-Trend Direction kanye ne-Momentum | Thenga: Uptrend nge-RSI>30; Thengisa: I-Downtrend nge-RSI <70 |
I-ALMA + MACD | Ukuqinisekiswa Kwethrendi Nokuguqulwa | I-Bullish: ALMA Up & MACD Cross Up; Bearish: ALMA Down & MACD Cross Down |
I-ALMA + Bollinger Bands | Amandla Wethrendi kanye Nokuguquguquka | Amasignali aqhubekayo noma aphumayo asekelwe ekunyakazeni kwebhendi kanye nethrendi ye-ALMA |
Ukulawulwa Kwengozi Ngenkomba ye-ALMA
Ngempumelelo ingozi ukuphatha kubalulekile ekuhwebeni, futhi i-Arnaud Legoux Moving Average (ALMA) ingaba ithuluzi elibalulekile kulokhu. Lesi sigaba sidingida amasu okusebenzisa i-ALMA ukuphatha ubungozi bokuhweba.
Ukusetha I-Stop-Loss kanye ne-Take-Profit
Misa ukulahlekelwa Ama-oda:
- TradeI-rs ingabeka ama-oda okulahlekelwa kokuyeka ngaphansi komugqa we-ALMA ku-uptrend noma ngaphezu kwayo ku-downtrend. Lelisu lisiza ukunciphisa ukulahlekelwa okungaba khona uma imakethe iphikisana ne trade.
- Ibanga elisuka kumugqa we-ALMA lingalungiswa ngokusekelwe ku- trader ukubekezelela ubungozi kanye nokuntengantenga kwezimakethe.
Ama-oda Wokuthatha Inzuzo:
- Ukusetha amaleveli okwenza inzuzo eduze kwamaleveli angukhiye we-ALMA noma lapho ulayini we-ALMA uqala ukufiphala noma uhlehla kungasiza ekutholeni inzuzo kumaphoyinti alungile.
Usayizi Wesikhundla
Ukusebenzisa i-ALMA ukwazisa usayizi wendawo kungasiza ukuphatha ubungozi. Ngokwesibonelo, traders angase akhethe izindawo ezincane lapho i-ALMA ibonisa ithrendi ebuthaka kanye nezimo ezinkulu phakathi kwamathrendi aqinile.
diversification
Ukuhlanganisa amasu asekelwe ku-ALMA nezinye izindlela zokuhweba noma amathuluzi kungasabalalisa ubungozi. diversification isiza ekwehliseni umthelela wokunyakaza kwezimakethe okungalungile kuwo wonke amaphothifoliyo.
I-ALMA Njengenkomba Yengozi
I-engeli kanye nokugoba komugqa we-ALMA kungasebenza njengezinkomba zokuntengantenga kwemakethe. I-ALMA eshubile ingase iphakamise ukuguquguquka okuphezulu, idale amasu okuhweba alandelanayo.
Isu Lokulawula Ubungozi | Incazelo |
---|---|
Misa-Ukulahlekelwa futhi Thatha-Inzuzo | Setha ama-oda emazingeni angukhiye e-ALMA ukuze ulawule ukulahlekelwa okungaba khona kanye nenzuzo evikelekile |
Usayizi Wesikhundla | Lungisa osayizi bendawo ngokusekelwe kumandla wethrendi ye-ALMA |
diversification | Sebenzisa i-ALMA ngokuhambisana namanye amasu okusabalalisa ingozi |
I-ALMA njengeNkomba Yengozi | Sebenzisa i-engeli ye-ALMA nokujika ukuze ulinganise ukuntengantenga kwemakethe futhi ulungise amasu ngokufanele |