Ungayisebenzisa Kanjani I-Chande Kroll Stop

Iyini i-Chande Kroll Stop?

I-Chande Kroll Stop iyinkomba esekwe ku-volatility eyakhiwe nguTushar Chande noStanley Kroll. Iklanyelwe ukusetha ukuyeka-ukulahlekelwa amazinga avumelana nezimo zemakethe. Ngokucabangela ukuntengantenga kwesivikelo, i-Chande Kroll Stop ilungisa amazinga okulahleka kokuyeka, ivumele traders ukunciphisa ingozi ngenkathi ivumela inzuzo ukuthi isebenze.

I-Chande Kroll Stop Formula

I-Chande Kroll Stop iqukethe imigqa emibili, isitobhi eside kanye nesitobhi esifushane, esimele amazinga okulahlekelwa kokuma ezikhundla ezinde nezifushane, ngokulandelana. Ukuze ubale la mazinga okulahlekelwa kokuma, i-Chande Kroll Stop incike kule fomula elandelayo:

Bala Ububanzi Beqiniso (TR):

$$TR = \ubukhulu(H – L, |H – C_{prev}|, |L – C_{prev}|)$$

Bala i- Isilinganiso Ebangeni Langempela (ATR) esikhathini esibekiwe (ngokuvamile izikhathi ezingu-10):

I-ATR = \frac{1}{n}\sum_{i=1}^{n} TR_i

Bala Okuphezulu Kakhulu (HH) Nokuphansi Kakhulu (LL) esikhathini esicacisiwe sokubheka emuva (ngokuvamile izikhathi ezingu-20):

Bala amaleveli okuma okuqala ezimo ezinde nezimfushane:

Buyekeza amaleveli okumisa ukuze uthole izindawo ezinde nezifushane:

Efomini, u-H umele inani eliphezulu, L inani eliphansi, kanye no-C_{prev} inani lokuvala langaphambilini.

Ungayisebenzisa kanjani i-Chande Kroll Stop

I-Chande Kroll Stop ingasetshenziswa ngezindlela ezahlukahlukene ukuthuthukisa isu lakho lokuhweba:

• Ithrendi elandelayo: Uma intengo ingaphezu kwesitobhi eside, traders bangacabanga ukungena endaweni ende, kuyilapho intengo ingaphansi kwesitobhi esifushane, bangacabanga ukungena endaweni emfushane.
• Ukuphathwa kweengozi: Traders bangasebenzisa i-Chande Kroll Stop ukuze basethe ama-oda okulahlekelwa kokuyeka ukuze bavikele izindawo zabo. Isibonelo, uma isesimweni eside, i- trader angabeka i-oda lokulahleka kokuyeka ezingeni lokumisa isikhathi eside, futhi ngokuphambene nalokho esikhundleni esifushane.
• Phuma isu: I-Chande Kroll Stop ingasebenza njengesitobhi esilandelanayo esilungiswa ngokuya nge Ukukhishwa kwemakethe, ukuhlinzeka traders enephuzu lokuphuma eliguqukayo ukuze ukhiyele inzuzo.

Inhlanganisela ye-Chande Kroll Stop

I-Chande Kroll Stop iyinkomba yobuchwepheshe ehlanganisa eminye yemibono yezinkomba ezidumile, okuyi-Long Stop Line, I-Average True Range (ATR), kanye ne-Trailing Stop. I-Chande Kroll Stop iyasiza tradeI-rs ibeka amazinga okulahlekelwa kokuma kuzo zombili izikhundla ezinde nezimfushane ngokusekelwe ekuguquguqukeni kwezimakethe kanye nesenzo sakamuva samanani.

Nakhu ukuthi izinkomba ezishiwo zihlobana kanjani ne-Chande Kroll Stop:

1. Ulayini wokumisa omude

I-Long Stop Line iyizinga elisetshenziselwa ukusetha ama-oda okulahlekelwa kokumiswa kwezikhundla ezinde. Iwumugqa oguquguqukayo olungisa ngokuvumelana nesenzo samanani nezimo zemakethe. Inhloso eyinhloko ye-Long Stop Line ukuvikela traders ekulahlekelweni okukhulu ngokunikeza indawo yokuphuma uma imakethe iphikisana nesimo sayo.

Indlela evamile yokubala i-Long Stop Line ngokusebenzisa inkomba ye-Chande Kroll Stop, ecabangela ukuphakama okuphezulu kakhulu kanye nebanga leqiniso elimaphakathi (ATR) esikhathini esibekiwe. I-Long Stop Line isethwe ibanga elithile ngaphansi kokuphakama okuphezulu kakhulu, okunqunywa ngokuphindaphinda i-ATR ngento ekhethiwe.

2. Isilinganiso sobubanzi bangempela phezu kwamabha angu-P

I-Average True Range (ATR) iyinkomba yokuguquguquka ekala ibanga lentengo elimaphakathi nenani elishiwo lamabha (ama-P amabha). Kuyasiza traders liyaliqonda izinga lokuguquguquka kwentengo futhi livame ukusetshenziswa ekusetheni ama-oda okulahlekelwa kokuyeka kanye nezinhloso zenzuzo.

Ukuze ubale i-ATR ngaphezulu kwamabha, landela lezi zinyathelo:

Bala Ububanzi Beqiniso (TR) kubha ngayinye:

TR = max(Phezulu – Phansi, Phezulu – Okudlule Vala, Okudlule Vala – Phansi

Bala i-ATR phezu kwemigoqo ye-P:

I-ATR = (1/P) * ∑(TR) yamabha okugcina angu-P

I-ATR ingasetshenziswa ukusetha ama-oda aguquguqukayo okulahlekelwa kokuyeka acabangela ukuntengantenga kwemakethe kwamanje, njengoba kubonakala kuzinkomba ze-Chande Kroll Stop kanye ne-Chandelier Exit.

3. Isitobhi esilandelanayo

I-Trailing Stop iwuhlobo lwe-stop-loss order ehamba nemakethe, ilungisa izinga layo njengoba intengo ihamba iye endaweni evumayo. Inhloso eyinhloko yesitobhi esilandelanayo ukukhiya inzuzo ngenkathi unikeza indawo yokuhlala ukuze ikhule.

Izitobhi ezilandelanayo zingasethwa njengebanga eligxilile ukusuka enanini lamanje noma ngokusekelwe kunkomba yezobuchwepheshe, njenge-ATR. Njengoba imakethe ihamba ku trader, isitobhi esilandelanayo sihamba ngokufanele, sivikela inzuzo. Kodwa-ke, uma imakethe ihlehla, isitobhi esilandela ngemuva sihlala sisezingeni laso lokugcina, sinikeza indawo yokuphuma ekhawulela ukulahlekelwa okungaba khona.

Phuma I-Chandelier

I-Chandelier Exit iyinkomba esekelwe ku-volatility eyakhiwe ngu-Charles LeBeau. Iklanyelwe ukusiza traders inquma izindawo zokuphuma ezikhundleni zabo ngokusetha ama-oda alandelayo okulahleka kokumiswa ngokusekelwe ku-ATR.

I-Chandelier Exit iqukethe imigqa emibili: Ukuphuma kweChandelier ende kanye nokuPhuma kweChandelier emfushane. Ukuze ubale Ukuphuma Kwe-Chandelier, landela lezi zinyathelo:

Bala i-ATR esikhathini esithile (isb, amabha ayi-14).

Nquma isiphindaphinda (isb, 3).

Bala Ukuphuma Kwe-Chandelier ende:

Ukuphuma Kwe-Chandelier Okude = Okuphakeme Kakhulu - (I-Multiplier * ATR)

Bala ukuphuma kwe-Chandelier emfushane:

I-Chandelier emfushane yokuphuma = Phansi Kakhulu + (I-Multiplier * ATR)

I-Chandelier Exit ivumela traders ukubeka imiyalo yokulahlekelwa kokuyeka evumelana nokuntengantenga kwezimakethe, ukuvikela inzuzo kuyilapho inikeza indawo yokuthi isikhundla sikhule.

Chande Kroll Stop vs Chandelier Phuma

Kokubili i-Chande Kroll Stop kanye ne-Chandelier Exit izindlela ezidumile ezisetshenziselwa ukunquma ama-oda okulahlekelwa kokuyeka. Nakuba zisebenzisa inhloso efanayo ekulawuleni ubungozi, ngayinye inezici ezihlukile nezinhlelo zokusebenza. Ukuqonda umehluko phakathi kwalokhu kokubili kungaba semqoka kukho traders ekuthuthukiseni ukuphuma kwabo amasu.

Ukwahlukana Kwokhiye

• Indlela Yokubala: Nakuba bobabili zisebenzisa i-ATR, i-Chande Kroll Stop ihlanganisa ukubala okuyinkimbinkimbi futhi ngokuvamile imisa izitobhi ziqhelelene nenani lamanje kune-Chandelier Exit.
• Ukubekezelela Ubungozi: Amasudi e-Chande Kroll Stop traders abanethezekile engcupheni ephezulu kanye nokuguquguquka okukhulu kwezimakethe. Ngokuphambene, i-Chandelier Exit ilondoloza kakhulu, ithandeka kulabo abakhetha ukuvikela izinzuzo eduze.
• Isicelo Semakethe: I-Chande Kroll Stop ingase isebenze kangcono ezimakethe ezishintshashintshayo lapho kudingeka khona ukuma okubanzi ukuze kugwenywe ukuphuma ngaphambi kwesikhathi. I-Chandelier Exit, njengoba iqinile, ifaneleka kangcono ezimakethe ezinezitayela ezicacile kanye nokuguquguquka okuncane kakhulu.

Isiphetho

I-Chande Kroll Stop iyithuluzi eliyigugu elingasiza traders ukuphatha ubungozi, ukulandela amathrendi, futhi bakhe amasu okuphuma asebenzayo. Ngokuqonda ifomula ngemuva kwe-Chande Kroll Stop kanye nokwazi ukuthi ungayisebenzisa kanjani ezimweni zokuhweba zomhlaba wangempela, traders bangathuthukisa izinqubo zabo zokwenza izinqumo futhi bakhulise amathuba abo okuphumelela ezimakethe.

Kafushane, i-Chande Kroll Stop iyisengezo esibalulekile kunoma yikuphi trader's toolkit. Ikhono layo lokuzivumelanisa nezimo zemakethe ezishintshayo futhi linikeze amazinga aguquguqukayo okulahlekelwa kokuyeka ngokusekelwe ekuguquguqukeni kuyenza inkomba eqinile nethembekile. Ngokufaka i-Chande Kroll Stop esu lakho lokuhweba, ungalawula kangcono ubungozi futhi wandise amaphuzu akho okungena nawokuphuma, ekugcineni okuholele ekusebenzeni okuthuthukisiwe kokuhweba.