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指数移动平均线

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What are Moving averages?

Moving averages 指数移动平均线 指数移动平均线 are among the most widely used and efficient indicators for technical analysis. Traders of all levels determine long term trends using this tool. We’ll cover how to define a trend, how to 指数移动平均线 implement this indicator for support and resistance levels, and how to use it as trade entry and exit signal.

What are Moving Averages?

Moving averages (MA) indicate the average trend within the chosen period, smooth out price action and filter out the noise. They are formed using the average closing price over a set number of periods. For example, a ten-day simple moving average is a total of the closing prices during a period of ten days divided by ten.

The most commonly used moving averages are:

Simple Moving Average (SMA), which indicates the average movement of price during a particular time period;

Exponential Moving Average (EMA), which is similar to SMA, but applies a greater weight to more recent prices.

Adding Moving Averages to your chart in 指数移动平均线 MetaTrader 4

You can add moving averages to your chart simply by clicking the ‘indicators list’ icon in the toolbar and selecting ‘moving average’. From 指数移动平均线 there you can choose the period and the 指数移动平均线 type of MA you want to work with. If you’re using multiple moving averages you can 指数移动平均线 change the color in order to identify them easily.

Simple Moving Averages vs. Exponential Moving Averages

SMA are slower than EMA in responding to price action. Consequently, they indicate trends or trend reversals more slowly, but are less prone to false signals. EMA are better at catching trends early, though 指数移动平均线 they will give you more false signals during consolidation periods.

Using several types of moving averages will give you a broader outlook. For instance, a trader might choose longer period SMA to 指数移动平均线 指数移动平均线 help understand the broader trend, and shorter period EMA for entry signals.

SMA may better identify 指数移动平均线 support and resistance levels since they reflect a balanced average of prices over a set time 指数移动平均线 指数移动平均线 period.

How to determine a trend using MA?指数移动平均线

When a price action remains above a moving average, it signals that the price has an uptrend. Conversely, if a price action stays below the MA it indicates a downtrend.

Using several MA simultaneously can be beneficial in determining a trend. Make 指数移动平均线 sure the MA lines are set in the correct order (from fastest to slowest in an uptrend, from slowest to fastest in a downtrend) to confirm that you are in a strong uptrend or downtrend.

Moving Average Crossovers

MA crossovers help to determine when a new trend starts and when an existing one is about to reverse.

Upward momentum is confirmed with a bullish crossover, when short-term MA crosse above longer-term MA. This can be called a ‘Golden Cross’. Downward 指数移动平均线 momentum is confirmed with a bearish crossover, when short-term MA cross below longer-term MA, also known as a ‘Death Cross’. Short term MA can be used for intraday trading, for instance, EMA with 5 and 10 periods.

Longer-term traders might prefer 指数移动平均线 指数移动平均线 SMA crossovers with 50 and 200 periods.

On one hand, MA crossovers tend to work well in trending markets, while on the other, they can be worthless in sideways or consolidating markets.

Moving Averages as Dynamic Support and Resistance Levels

MA 指数移动平均线 can also be used as support in an uptrend and resistance in a downtrend. For example, 指数移动平均线 a short-term uptrend might find support near the 21-day EMA, while a long-term uptrend might find support near the 200-day SMA.

50 and 200-period SMA are mostly followed on the daily chart and often represent key support and resistance levels. Keep in mind that the levels are not exact, 指数移动平均线 and MA more often represent areas of support and resistance. Levels are also dynamic, as they are constantly changing based on recent price action.指数移动平均线

MA is a multi-faceted indicator that can help you to define a trend, support and resistance. It can also show when a new trend starts and when a trend is about to 指数移动平均线 reverse. Set different periods of MA to determine what works best for your trading strategy.

指数移动平均线

第三代移动平均线 MetaTrader 指标 — 是标准移动平均线(MA)的先进版,在较长MA时段执行简单的减少滞后性的程序。这种方法由M. Duerschner首次描述于他的文章Gleitende Durchschnitte 3.0 (德语)。当前版设定λ = 2,最大程度的减少了滞后性。较高的λ值则会增加与经典移动平均线的相似性。该指标适用于MT4 和 MT5。无需使用任何DLL。

MA_Period (默认 = 50) — 第三代移动平均线的时段。

MA_Method (默认 = 1) — 移动平均线的方法。0 — SMA, 1 — EMA, 2 — SMMA, 3 — LWMA.

MA_Applied_Price (默认 = 5) — 移动平均线适用的价格。0 — PRICE_CLOSE, 1 — PRICE_OPEN, 2 — PRICE_HIGH, 3 — PRICE_LOW, 4 — PRICE_MEDIAN, 5 — PRICE_TYPICAL, 6 — PRICE_WEIGHTED.

指数移动平均线

移动平均指标用于各种交易策略,以发现价格数据的长期趋势。简单移动平均线策略的一个潜在缺点是它们对所有价格的权重相同,而您可能希望最近的价格占有更大的比重。指数移动平均线 (EMA) 是实现这一目标的一种方法。

下面我们通过代码示例详细介绍 EMA 的实现,并将其与 SMA (简单移动平均)进行比较。

EMA 通过加权乘数赋予最新价格更多权重。这个乘数应用于最后一个价格,因此它比其他数据点占移动平均线更大的部分。EMA 是通过采用最近的价格(我们将其称为“时间 t 的价格”) 减去前一个时间段 (EMA_)。此差异由您将 EMA 设置为 (N) 并加回到 EMA_的时间段数加权。在数学上,我们可以这样写:

你可能已经注意到上面的等式有一个小问题,它是如何开始的?它参考了最后一个时期的 EMA,所以如果你进行第一次计算,它参考的是什么?这通常可以通过替换简单移动平均线 (指数移动平均线 SMA) 来初始化计算来延缓,这样您就可以在第一次之后的所有时间段构建 EMA。

让我们通过导入我们的包,用 Python 中的一个简单示例来展示它是如何工作的。

第二个函数将计算我们所有数据的 EMA,首先使用 SMA 对其进行初始化,然后迭代我们的数据以使用我们的 SMA 列中的值更新每个后续条目,或者调用我们上面定义的 _calcEMA 函数来处理大于 N的值。

现在,让我们获取一些数据,看看它是如何工作的。我们将拉出比回测更短的时间段,并比较 EMA 和 SMA 的 10、50 和 100 天。

您可以在上图中看到,EMA 比 SMA 对最近的变化更敏感。较短的时间范围也比较长的时间范围更具响应性,较长的时间范围具有可以追溯到几个月或更长时间的价格“记忆”。

所有类型的移动平均线都是滞后指标,这意味着它们只能告诉您价格中已经发生了什么。然而,这并不意味着它们不能用于识别趋势和制定使用一个或多个移动平均指标的策略。如果您有想法,请继续进行测试,看看如何结合 EMA、SMA 和其他值来开发新的盈利交易策略。

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ewma:Go的指数加权移动平均算法

指数加权移动平均线 指数加权移动平均值是一种在数字到达时连续计算一系列数字的平均类型的方法。 将系列中的值添加到平均值后,其在平均值中的权重会随着时间呈指数下降。 这会使平均值偏向于最新数据。 EWMA之所以.

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指数移动平均线

一.平滑异同移动平均线

二.MACD指标的原理

三.MACD指标的计算方法

MACD 是根据移动平均线较易掌握趋势变动的方向之优点所发展出来的,它是利用二条不同速度(一条变动的速率快──短期的移动平均线,另一条较慢──长期的移动平 均线)的指数平滑移动平均线来计算二者之间的差离状况(DIF)作为研判行情的基础,然后再求取其DIF之9日平滑移动平均线,即MACD线。MACD实际就是运用快速与慢速移动平均线聚合与分离的征兆,来研判买进与卖进的时机和讯号。