osnovnoy-blok-teh-analiz-2-4-day

???????????? ?????? : 1 ???????????? ?????? ???????? ???????? ? ??????????? ????????? ?????????????? ???????????, ????????????? ?? ??????. ??? ?????????? ?????????????? ????????????? ?? ????????, ???? ?????? ????????? ??? ???????????? ? ????????? ?????? ?????????? ??? ??????. ???????? ???? ????????????? ??????? – ?????????? ???????????????. ????? ?????? ?????? ??? ??????, ????? ????????? ?? ????? ????? ????????. ????? ?????? ? ????? ???????????? ????????? ?????????? ?? ????????? ??? ?? ?????????? ?????? – SMA (simple moving average) – ??????? ?????????? ??????? ?????.

???????????? ?????? : 2 ???????????? ?????? ?????? ???????????: ????????? – ??????????? ?? ?????????? ??????? ? ?? ??????????????????. ???????????? – ??????????? ?? ?????????? ?????. ?????????: SMA MACD PS MACD Histogram CCI Price Oscillator ????????????: Williams %R Stochastic Oscillator

SMA : 3 SMA SMA(X) - simple moving average ????? ???????? ??? ?? ???????????? ?????? X, ???????? ?? X. SMA(5)=[Price(-4)+Price(-3)+Price(-2)+Price(-1)+Price(0)] / 5 -5 -4 -3 -2 -1 0

SMA : 4 SMA SMA(X) - simple moving average ????? ???????? ??? ?? ???????????? ?????? X, ???????? ?? X. SMA(5)=[Price(-3)+Price(-2)+Price(-1)+Price(0)+Price(+1)] / 5 -5 -4 -3 -2 -1 0 +1

SMA : 5 SMA SMA(X) - simple moving average ????????? ?????????? ????????? ????????? ?? ????? – ??? ??????????? ??????? ????? ? ????? SMA ?????????? ????????? ?????????. ??? ?????? ?????? ? SMA, ??? ????? ?????????? ????????? ??????????. -5 -4 -3 -2 -1 0 +1

SMA : 6 SMA

SMA : 7 SMA ?????? ? ??????? SMA: ??????? ??? ?????????? ??????: ??????? ????? ?????????? SMA ????? ????? – ?????? ?? ???????. ??????? ????? ?????????? SMA ?????? ???? – ?????? ?? ???????. ??????????? ??????: ??????? ????? ??? SMA – ????? ?????. ??????? ????? ??? SMA – ???????? ?????.

SMA : 8 SMA

???? SMA : 9 ???? SMA ? ??????????? ?? ?????? ???????: ??????? (simple) - ??????????? ?? ???? ??? ?????????? ???? ?? ????????? ?????, ?? ??????? ???? ???????? ????? ??? ????. ?????????? (weighted) - ??????????? ? ????? ???????? ???????? ???? ????? ??????? ?????? ? ?????????????? ???????? ????? ??????. ???????????????? (exponential) - ??????????????? ???????????? ???? ???????? ???? ? ??????????? ? ????????? ???? ? ??? ??????????? ? ??????????? ? ?????? ?????. ???? ??? * ???? = ?????????? ???? 1 1 25 25 2 2 26 52 3 3 28 84 4 4 25 100 5 5 29 145 ????? 15 133 406 ?????????? ?? - 406 / 15 = 27.067

???? SMA : 10 ???? SMA

???? SMA : 11 ???? SMA ? ??????????? ?? ??? ??? ???????, ?? ????: ???????? (open) ???????????? (high) ??????????? (low) ???????? (close) ??????? ???? (median price)

???? SMA : 12 ???? SMA

?????? ??????? SMA : 13 ?????? ??????? SMA ?????? ????????? ????????: ?????: ??????: ????? ????????????? 5-13 ???? ????????????? 14-25 ????? ????????????? 26-49 ????????????? 50-100 ???????????? 100-200 ??? ?????????????? ?????? ?? ????, ??? ? ?????? 21 ??????? ??????, ? ?????? 5 ???????? ???????, ? ???? – 12 ???????????? ? ?.?.

?????? ??????? SMA : 14 ?????? ??????? SMA ?????? ????????? ????????: ??? ????, ????? ???????? ?? SMA ?????????? ????????? ????? ??????, ??????? ? ??????? ???????? ?? ???????? ?????? ??????, ?? ? ???????? ?? ???????? ???????? ?? ????????? ????????.

?????? ??????? SMA : 15 ?????? ??????? SMA

MACD : 16 MACD MACD – ?????????? ??????? ????????????-???????????. ?????????????? ??? ?????? ????????? ???????? ???????????????? ?? ? ????????????? 0.075 ? ???????? 26 ?? ??????????? ?? ? ????????????? 0.15 ? ???????? 12. ????? ???? ?????? ? ?????? MACD ???????? ????????????? ?????? ?????????? ????? (??????????? ?????), ??????? ???????????? ???????????????? ?? ?? MACD ? ???????? 9. SMA 26 SMA 12

MACD : 17 MACD ?????? ? MACD: ??????? ??? ?????????? ??????: MACD ?????????? ??????????? ????? ????? – ?????? ?? ???????. MACD ?????????? ??????????? ?????? ???? – ?????? ?? ???????. ??????????? ????????? ?? ????? MACD: MACD ?????????? ???? SMA ????? ????? – ?????? ?? ???????. MACD ?????????? ???? SMA ?????? ???? – ?????? ?? ???????.

MACD : 18 MACD

PS MACD Histogram : 19 PS MACD Histogram ??????????????? MA ? 9-??? ???????? ? ???????????? MACD. ????????? ? ???? ??????????? ??????? (???????????). ?????? ? PS MACD Histogram: ??????? ??? ?????????? ??????: PS MACD Histogram ?????????? ??????????? ????? ????? – ?????? ?? ???????. PS MACD Histogram ?????????? ??????????? ?????? ???? – ?????? ?? ???????.

PS MACD Histogram : 20 PS MACD Histogram

PS MACD Histogram : 21 PS MACD Histogram

CCI : 22 CCI CCI(Equis) - Commodity Channel Index ?????????? ?????????? ??? ???????? ???????????. ??????? ?????? ?????????? ??????? ?? ????????? ???????? ????, ?? ???? ?? ???? ????????? ??????? ????? ????????? ???? ? ??????. ???? ??? ????? ???????? ??????????? – ?? ????? ???????? ? ?????????? ??????. 100 + 100 => 200 – ??????? 100%. 200 + 100 => 300 – ??????? 50%. ? ?????????? ???????? ????? ?????? ?????, ? ??? ? ????????????? – ???????. ??? ??????????? ??????????? ??????? ?? ????????? ????????? ?? ??????? ??????? ? ??????????. ???? ??? ????????? ?? ??????????? – ????? ????????????, ???? ?????????????? – ???????????.

CCI : 23 CCI

Price Oscillator : 24 Price Oscillator Price Oscillator – ??????? ?????????? ?????????????? ??? ??????? ????? ????? ?? ?? ????, ????? ??????? ????? ???????? ???????? ????????? ???? ? ????????????? ????? ? ????? ?????? ??? ????. ?????? ???????????? ? ????????? ? CCI – «??? ??????????» ??? ??????????? ???????????. ????? ???????????? ???????? ???????, ???????????? ???????? ??????: ????? ????? – ??????? ?????? ???? – ???????

Price Oscillator : 25 Price Oscillator

Price Oscillator : 26 Price Oscillator

Williams %R : 27 Williams %R Williams %R – ?????????? ??????? ???????? ?? ??????????? ?????????? ??? ????????? ??? «???????????????» ? «???????????????» ??????. x? (???????? ????? ? ???) – ????????? ?????? ??????????? ??? ??????????? ?????? ??? ????????????? ??????????. x y

Williams %R : 28 Williams %R ???? ??????????????? ???? ???????????????

Stochastic Oscillator : 29 Stochastic Oscillator Stochastic Oscillator – ?????????????? ?????????? ?????????????? ?????????? ?????????? ???????, ????? ???? ?????? ???????? ?????? ? ??????? ?? ????????? ????????? ?? ???????????? ?????? ???????. ????????? ?????? ?????????? ? ????????? ?? 0 ?? 100%. ??? ???? ???????? 0% ????????, ??? ??????????????? ??? ???? ???????? ???? ????? ?????? ?? ???????????? ?????? ??????? X, ? ???????? 100% ???????? ??????? ? ???, ??? ? ???? ????? ??????? ???????????? ???? ????????.

Stochastic Oscillator : 30 Stochastic Oscillator

Williams %R & Stochastic Oscillator : 31 Williams %R & Stochastic Oscillator ??? ???????? ? ????? ????? ???????????? ??? ??????????? ??????, ????? ????? ???????? ???????: ??????????????: ??????????? ???????? ?????? ????? ????? – ?????? ? ???????. ??????????? ??????? ?????? ???? – ?????? ? ???????. ???????????: ????? ??????????? ??????? ??? ?????? ??? ??????.

Stochastic Oscillator : 32 Stochastic Oscillator

RSI : 33 RSI RSI (Relative Strength Index): RSI ??? ????????? ?? ?????? ??????????, ??????? ?????????? ? ????????? ?? 0 ?? 100. ?? ?????? ?????????? ???? ???? ?????? – ??????? ??? ?????. ?????????? ??????? ??????? RSI ???????? ????? ??????????? ????? ?????? ? ????????? ??????????. ???? ?????? RSI ??????????????? ???? ? ?????? ???? ?????? ?????????? ???????, ?? ????? ???????? ? ??????? ??????????? ? ?????????? ????????? ??????. ????? ???????????? ?????? ?? ??? ??????????????? ? ??????????????? ? ??????????? ???? ??? ????????? ???????? ???????? ??? ??????? ??? ???????.

RSI : 34 RSI RSI (Relative Strength Index):

??????? Aroon : 35 ??????? Aroon Aroon – ??????? ??????????? ?????????? ?? ??????????? ??????? ?????? ? ??????????? ??????? ??? ????. AroonUp – ?????????? ??????? ????????? ???????? ?????? ? ?????? ??????? ?? ??????????? ????????? ? ???? ???????. AroonDown – ?????????? ??????? ????????? ???????? ?????? ? ?????? ??????? ?? ??????????? ???????? ? ???? ???????. Aroon Oscillator – ?????????? ???? ?????, ?????? ?? ????????? ???????????? ??????????? AroonUp ? AroonDown. ?????? ???????????: AroonUp = [(N-H)/N]·100 (N – ??????, H – ???-?? ???? ????? ?????????) AroonDown = [(N-L)/N]·100 (N – ??????, L – ???-?? ???? ????? ????????) Aroon Oscillator = AroonUp – AroonDown

??????? Aroon : 36 ??????? Aroon ????? ??????? Aroon: ???????? ???????? ??????????? AroonUp ? AroonDown ????????? ??????? ??????? ??????, ? ?????????? ????????? ??????? ??? ????. ???????? ??????? – ??????????? ????? AroonUp ? AroonDown, ???, ????? ?????????????, ?? ??????????? ??????????? ? ??????? (+90) ? (+10). ?????????? ?? ?????? – ????? Aroon Oscillator ? ???? (+50):(+100) ??? ??????? ?????? ??? (-50):(-100) ??? ?????????? ??????.

??????? Aroon : 37 ??????? Aroon ???

??????? Aroon : 38 ??????? Aroon ???

??? ????????? ?????????? : 39 ??? ????????? ?????????? ??????????? ?????????? ?????? ????? ????????? ???? ?????? ??? ???????? ?? ???????????? ??????. ?????????? ???????? ????? ????? ? ??????, ???????? ??????????? ? ?.?. ????????? ???????????? ? ????????????? ?????????? ?????????? ??????????? ????? ???????? ????????? ? ????????? ?????. ????????, ????? ??????? ? 2008 ???? ??? ?????????? ???? ??????, ?.?. ????? ?????????? ??????? ????? ? ????? ???? ???????????? ?????????? ??? ??????? ????????. ?? ??? ????????? ?? ?????? ? ??????? ????????? ???, ?? ?????????? ????????????? – ????? ?????? ?? ??, ??? ???? ?? ?????????? ??? ????? ? ???????.

??? ????????? ?????????? : 40 ??? ????????? ?????????? ????????: 1. ?????? ????. 2. ????????? ?????? ??????????? (???????? ????????? ??????????!). 3. ?????????, ????? ?? ???????? ???????? ????????? ?-????????. 4. ??????????? ??????? ?? ?????????? ??????. 5. ?????????, ???????? ?????????? ???????. 6. ????????? ????????????????? ? «??????» ????????. 7. ???????? ????????? ? ?????????? ? ?????????.

???????????? ??????????? : 41 ???????????? ??????????? ???? ????????? ??????????? ??????? ?? ????? ? ??? ?? – ?????? ????? ??????? ????. ????? ????????? ?????? ? ????????? ???????? ? ? ?????????? ?????????????? ???????? ??????????? ???? ???????. ??? ???????????? ? ???????? ??????????? ????????? ???????????? ????? ????????? ??? ??????????? ???????? ? ????? ?????????? ??? ??????????????. ??????? ??????? ??? ?????? ? ???????????? – ???????? ??? ?? ?????????? ? ??? ???????? ?? ???? ????? ??????????????? ????????? ????.

????????? ? ??????????? ????? : 42 ????????? ? ??????????? ????? ????-???? – ??????? ??????????? ???????? ?????? ???????? ??? ??????????? ??????????? ?????????? ?????? ? ?????? ?????????? ?????? ?????? ??????. ????????? – % ?? ??????? ???? (???????? 5%). ??????????? – ?? ?????? ?????????? ?? ??????? ???????. ???? ??????????? ??????? ?????? ???? ?????????? – ?????????? ????? ??????. ????????: ???? – 100 ??????. ????????? ????-???? – 95 ??????. ??????????? ????-???? – 90 ??????. ??????, ????????? ????? ?????? ? 2 ????, ? ???? ???? ?????? ?? 90 ?????? ??????? ?? ?? 5%.

?? ????? ????? ?????????? : 43 ?? ????? ????? ?????????? ??? ??????????, ?????????????? ????????: ??????? ?? ???????? ???????????? ???? ????????? ???. ??????? ?? ???????? ???? ???????? ????????? ???. ??? ???????????, ??????????? ????????: ??????? ?? ???????? ???? ???????? ????????? ???. ??????? ?? ???????? ??????????? ???? ????????? ???. (? ???????? ??? ???????? ????)

??????????? ?????? ??????? : 44 ??????????? ?????? ??????? ? ????? ?????????? ????????? ?????? ?? ?????? ?????????: ???????????????? ????? ????? ???????? ??? ?????? ????? ?????????. ??????????? ? ?????????? ???????? ??????. ??????????? ??????. ?????????????? ????????? ???????????. ????? ???????????? ??? ? ????? ????? – ??????????? ????????? ?????? ??????????!

??????? : 45 ??????? ?????????? ? 1-3 ????????? ????????????, ?????????? ??????????? ???? ????????? ? ?? ??????? ? ???????? ????????? ??????? ??? ??????????? ? ????????? (??. ???????? ?? ?????? 40).