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Thread: 移动平均汇合方法

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    Elder Analyst fxo8525's Avatar
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    Default 移动平均汇合方法

    本投资理论见于LARS KESTNER所著的《计量技术操盘策略(下)》一书
    最佳化程序是很重要的概念,我设计一种移动平均系统,可以简化参数最佳化程序。移动平均汇合方法(moving average confluence method)不采用最佳化参数值,而是检视所有参数组合讯号,唯有所有讯号一致性达到某最小门槛,才进场交易。
    基本上,我们仍采用两条移动平均线的穿越系统,短期均线的长度设定为一到二十天之间,长期均线的长度始终是短期均线的四倍。所以,可能的参数组合会包括1天/4天、2天/8天―――20天/80天等20组。短期均线向上穿越长期均线,代表买进讯号;短期均线向下穿越长期均线,代表卖出信号。每天我们都检视20组参数提供的交易信号,计算发出买进信号的参数组合数量百分率。这个百分率读数就代表移动平均汇合统计量(MACS),然后绘制为走势图。

    举例来说,如果1天/4天参数组合发出买进信号,MACS就+5(因为总共有20组参数,按100计,每一组参数发出买进信号,相当于5%)。依照这种方法,每天检视所以20组参数;假设某天有12组参数发出买进信号,当天的MACS读数就是60。外汇交易www.fxway.com.cn收集整理

    交易法则如下:如果MACS等于或大于60,进场建立多头部位;如果MACS等于或小于40,进场建立空头部位。
    依据作者的统计(90-01年),不论期货或者股票,移动平均汇合方法的表现都不错(具体评价略)。只要价格出现明显的趋势,大多数移动平均参数组都会呈现相同方向的信号。MACS利用0到100之间的读数,反映参数组合交易信号的一致性。将来这套系统可以采用更复杂的交易法则,另外设定出场信号。例如,多空部位的进场信号分别设定在75与25,如果MACS介于75与25之间,则保持空手。或者也可以把出场信号设定在MACS穿越50。
    可以看出,传统的指标在加入一些创意后可以构建一些不错的投资理论。作者的这个系统弹性比较大,读者自己可以相应作些调整,比如长、短均线关系可以从4倍关系改为3或者5倍关系。作者的统计是针对连续在市操作的统计,我们也可以根据作者后面的说明对进出场作些改变,比如进场信号仍是60、40,但是出场信号可以是穿越50;当然还可以结合其他――总之这套系统在运用时有很大的弹性,读者可以根据自己的需要作些相应调整。当然,真正用于实战之前需要一番测试。
    交易是1 件慎重的事情~~~

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    Mt4的平均线在哪里啊 我怎么找不到 我看别的平台都有三条线的 我怎么只有两条

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    Elder Analyst fxo8525's Avatar
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    Mt4的平均线是任意的,自己设啊
    在插入》》》》技术指标》》》》》》》趋势指标》》》》》》moving average
    交易是1 件慎重的事情~~~

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    Quote Originally Posted by fxo8525 View Post
    Mt4的平均线是任意的,自己设啊
    在插入》》》》技术指标》》》》》》》趋势指标》》》》》》moving average

    我的不小心删了 怎么办

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    这种指标都是延迟于现在变化的

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    移动平均线指标需要自己插入。

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    Elder Analyst fxo8525's Avatar
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    Quote Originally Posted by ysbysb View Post
    我的不小心删了 怎么办
    把软件删了,从新安装软件吧
    交易是1 件慎重的事情~~~

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