RSI qhov taw qhia - yuav siv li cas? Cov lus qhia, cov lus pom zoo

2024 Tus sau: Howard Calhoun | [email protected]. Kawg hloov kho: 2023-12-17 10:28

Tus txheeb ze lub zog Index yog ib qho ntawm cov kev qhia nrov tshaj plaws siv los ntawm cov tub luam. Nws muab cov ntaub ntawv hais txog lub zog ntawm tus nqi txav ntawm cov kab kos, yog li nws lub npe. Yog li dab tsi yog qhov ntsuas RSI? Yuav siv nws li cas hauv kev lag luam? Yuav ua li cas to taub qhov nws qhia?

RSI qhia piav qhia

Tsim los ntawm J. Wells Wilder, Tus txheeb ze Lub Zog Index (RSI) yog lub zog oscillator uas ntsuas qhov nrawm thiab hloov pauv ntawm tus nqi txav. Qhov Performance index fluctuates nruab nrab ntawm xoom thiab 100. Kev lig kev cai, raws li Wilder, RSI qhia tias kev ua lag luam yog overbought thaum nws tshaj 70 thiab oversold thaum nws qis dua 30. RSI qhov taw qhia tuaj yeem ceeb toom txog kev hloov pauv, kab nruab nrab hla, thiab tseem txiav txim siab lub zog ntawm qhov sib txawv.

Wilder sau txog txhua yam no hauv nws phau ntawv 1978 New Concepts in Technical Trading Systems. Ua ke nrog parabolic SAR, volatility Performance index, ntau qhov Performance index thiab CSI Performance index, nws piav qhia txog RSI qhov taw qhia - yuav siv nws li cas thiab suav nws li cas. Tshwj xeeb, tus sau tau txiav txim siab txog cov hauv qab no:

• kev txheeb xyuas cov duab;
• fais viav vias;
• kev txhawb nqa thiab kev tawm tsam;
• dev.

Txawm hais tias qhov ntsuas Wilder yuav muaj hnub nyoog 40 sai sai no, lawv tau sawv qhov kev sim ntawm lub sijhawm thiab tseem nrov heev rau niaj hnub no.

Calculation

Qhov taw qhia yog suav nrog cov qauv: RSI=100 - 100 / (1 + RS), qhov twg RS=nruab nrab nce / nruab nrab poob.

txhawm rau ua kom yooj yim rau kev suav, qhov ntsuas tau muab faib ua cov khoom tseem ceeb: RS, kev loj hlob nruab nrab thiab poob ntawm tus nqi pauv. Hauv nws phau ntawv, Wilder tau hais kom suav qhov ntsuas raws li 14 lub sijhawm. Cov dej tsaws tsag tau qhia tias yog tus lej zoo, tsis yog tus lej tsis zoo.

Ua ntej, 14-lub sijhawm nruab nrab nce thiab poob yog suav.

• nruab nrab kev loj hlob=sum ntawm kev loj hlob dhau 14 lub sijhawm dhau los / 14;
• nruab nrab poob=sum ntawm 14 lub sijhawm dhau los poob / 14.

Tom qab ntawd cov kev suav yog nyob ntawm qhov nruab nrab yav dhau los thiab qhov poob tam sim no lossis nce:

• nruab nrab kev loj hlob=yav dhau los nruab nrab kev loj hlob x 13 + kev loj hlob tam sim no / 14;
• average dip=yav dhau los nruab nrab dip x 13 + tam sim no dip / 14.

Txoj kev suav no yog cov txheej txheem smoothing zoo ib yam li exponential txav nruab nrab. Qhov no kuj txhais tau hais tias qhov ntsuas qhov ntsuas tau ua qhov tseeb dua thaum lub sijhawm them nqi nce.

Wilder's formula normalizes RS thiab hloov nws mus rau hauv oscillator uas hloov pauv ntawm xoom thiab 100. Qhov tseeb, RS daim duab zoo ib yam li daim ntawv RSI. Cov kauj ruam normalization simplifies nrhiav extrema vim qhov Performance index yog nyob rau hauv ib tug nqaim ntau yam. Tus txheeb ze zog Performance index yog 0 thaum qhov nruab nrab nce yog xoom. Nrog rau 14-lub sijhawm RSI, tus nqi ntawm xoom qhia tias tus nqi tau poob qis rau tag nrho 14 lub sijhawm. Tsis muaj kev loj hlob. Qhov Performance index yog 100 thaum qhov nruab nrab depreciation yog xoom. Qhov no txhais tau hais tias tus nqi loj hlob thoob plaws 14 lub sijhawm. Tsis muaj caij nplooj zeeg.

Raws li tus txheeb ze lub zog Performance index, lub stochastic oscillator Stochastic RSI yog xam:

StochRSI=(RSI - RSI Tsawg) / (RSI Siab - RSI Tsawg)

Lub oscillator sib txuas RSI qib rau nws qhov tsawg kawg nkaus thiab qhov siab tshaj plaws nyob rau lub sijhawm. RSI qhov tseem ceeb yog hloov mus rau hauv cov mis ntawm stochastic oscillator es tsis txhob ntawm tus nqi tus nqi. Yog li, Stochastic RSI yog qhov taw qhia qhov taw qhia - qhov thib ob derivative ntawm tus nqi pauv. Qhov tseem ceeb nce tus naj npawb ntawm cov cim, yog li lwm yam kev tshuaj ntsuam xyuas cov cuab yeej yuav tsum tau coj mus rau hauv tus account nrog rau nws.

RSI qhov taw qhia: yuav siv nws li cas?

Tus qauv naj npawb ntawm lub sijhawm rau tus txheeb ze lub zog ntsuas yog 14, uas txhais tau tias nws ntsuas qhov kawg 14 tswm ciab, lossis lub sijhawm ua haujlwm.

Qhov ntsuas ntsuas qhov nruab nrab nce nrog qhov poob nruab nrab thiab txheeb xyuas pes tsawg ntawm 14 qhov kawg tswm ciab yog bullish lossis bearish, thiab tseem txheeb xyuas qhov loj ntawm txhua tswm ciab.

Piv txwv li, yog tias tag nrho 14 tus nqi tswm ciab yog bullish, ces qhov ntsuas yog 100, thiab yog tias tag nrho 14 tswm ciab yog bearish, ces 0 (los yog yuav luag sib npaug rau 100 thiab 0). Thiab qhov ntsuas ntawm 50 yuav txhais tau tias 7 lub tswm ciab yav dhau los tau poob qis, 7 tau nce siab, thiab qhov nruab nrab cov txiaj ntsig thiab kev poob tau sib npaug.

Piv txwv1. Cov screenshot hauv qab no qhia txog EUR/USD daim ntawv. Cov cheeb tsam tseem ceeb hauv cov xim dawb suav nrog lub xeem 14 tus nqi tswm ciab. Ntawm cov no, 13 tau bullish thiab tsuas yog 1 yog bearish, ua rau tus nqi ntawm 85.

Piv txwv 2. Cov duab thaij duab hauv qab no qhia txog EUR/USD daim ntawv qhia thiab 3 qhov chaw tseem ceeb ntawm 14 tswm ciab txhua tus kom nkag siab txog qhov txheeb ze zog Index yog xam.

• thawj thaj chaw qhia txog lub sijhawm poob qis heev ntawm 9 lub teeb taws tswm ciab, 4 lub tswm ciab me me thiab 1 tus qauv tswm ciab (doji). RSI ntawm lub sijhawm no yog 15, uas qhia txog theem qis qis heev.
• Ntu thib ob suav nrog 9 taws tswm ciab thiab 5 feem ntau cov tswm ciab me me. Qhov taw qhia ntawm lub sijhawm no yog 70, qhia txog qhov kev sib tw muaj zog heev.
• Thaj chaw thib peb suav nrog 6 lub tswm ciab bullish, 8 bearish tswm ciab thiab 1 doji, ua rau tus nqi ntsuas ntawm 34, qhia tias tus nqi qis qis.

Raws li koj tuaj yeem pom, kev tshuaj xyuas ntawm 14 tswm ciab zoo heev sib raug rau tus nqi RSI rau lub sijhawm no. Txawm li cas los xij, qhov ntsuas tau muaj txiaj ntsig zoo uas nws txo lub sijhawm xav tau rau kev ua cov ntaub ntawv, thiab tseem tso cai rau koj kom tsis txhob ua yuam kev thaum lub sijhawm ua lag luam tsis hloov pauv.

Lub tswv yim yooj yim yog tias thaum txheeb ze lub zog Index qhia qhov siab lossis qis heev (ntau dua 70 lossis tsawg dua 30), tus nqi qhia tias oversold lossis overbought. Qhov ntsuas siab txhais tau hais tias tus naj npawb ntawm bullishtswm ciab prevailed tshaj tus naj npawb ntawm bearish sawv daws yuav. Thiab txij li tus nqi tsis tuaj yeem tsis muaj qhov kawg nkaus xwb bullish tswm ciab, koj tsis tuaj yeem tso siab rau kev nyeem ntawv ntawm RSI qhov taw qhia txhawm rau txiav txim siab qhov hloov pauv.

Yog tias 13 ntawm 14 lub tswm ciab kawg tau nce siab thiab qhov ntsuas tau zoo tshaj 70, ces nws zoo li tias cov bulls yuav thim rov qab rau yav tom ntej, tab sis koj yuav tsum tsis txhob cia siab rau tag nrho RSI qhov taw qhia hauv koj qhov kev kwv yees. Lub screenshot hauv qab no qhia ob lub sijhawm thaum nws nkag mus rau thaj chaw muag khoom (tsawg dua 30) thiab tseem nyob ntev. Thaum lub sijhawm thawj zaug, tus nqi txuas ntxiv poob rau 16 hnub ua ntej qhov ntsuas tau rov qab siab dua 30, thiab lub sijhawm thib ob, tus nqi txuas ntxiv poob rau 8 hnub, thaum lub khw muag khoom ntau dhau.

Lub sijhawm suav ua ntej rau qhov sib txawv ntawm qhov ntsuas lub zog yog 14, tab sis nws tuaj yeem raug txo kom nce qhov rhiab heev ntawm qhov taw qhia, lossis nce kom txo tau nws. 10-hnub RSI yuav ncav cuag overbought lossis oversold qib sai dua 20-hnub RSI.

Kev ua lag luam raug suav tias yog overbought thaum tus nqi RSI siab dua 70 thiab oversold thaum nws qis dua 30. Cov kab ke no kuj tuaj yeem hloov kho kom tau raws li kev ruaj ntseg lossis kev xav tau. Kho qhov ntsuas RSI los ntawm kev nce overbought rau 80 lossis txo qis oversold rau 20 yuav txo qhov zaus ntawm cov cim. Cov tub lag luam luv luv qee zaum siv 2-lub sijhawm RSI, uas tso cai rau koj los saib rau overbought saum 80 thiab oversold hauv qab 20.

Tus txheeb ze lub zog qhov taw qhia tsis tuaj yeem siv los txiav txim siab cov ntsiab lus thim rov qab. Nwskuj qhia tau hais tias muaj zog heev tiam sis thaum nws tseem nyob rau hauv oversold los yog overbought cheeb tsam ntev.

Txoj kev txhawb nqa thiab tiv thaiv kab

Raws li twb tau hais lawm, tus txheeb ze lub zog ntsuas tso cai rau koj txheeb xyuas qhov sib pauv hloov pauv muaj zog. Qhov no ua rau nws yog ib qho cuab yeej zoo rau kev lag luam kev txhawb nqa thiab qib tsis kam. Daim duab qhia txog EUR / USD daim ntawv qhia, thiab kab rov tav dub yog qhov paub zoo ntawm 1.20 ntawm tus nqi, uas yog qib kev txhawb nqa thiab kev tawm tsam.

Koj tuaj yeem pom tias tus nqi rov qab ob peb zaug mus rau qib 1, 2. Thawj zaug RSI pom qhov tseem ceeb ntawm 63 thiab 57. Qhov no txhais tau tias txawm tias qhov sib txawv tau nce, nws lub zog tsis txaus. Lub zog tiv thaiv qib tsis yooj yim tawg - xav tau kev sib tw muaj zog los kov yeej nws.

Lub sijhawm thib ob tus nqi rov qab mus rau qib tsis kam, RSI yog 71, uas qhia tau hais tias muaj kev sib tw muaj zog, tab sis qib kev tawm tsam tau tuav dua. Txog rau ntu kawg, thaum RSI pom tus nqi ntawm 76, qhov kev tawm tsam tau kov yeej thiab RSI tau nce mus rau 85.

Qhov taw qhia tuaj yeem ua lub cuab yeej rau kev ntsuas lub zog ntawm chav kawm. Cov tub lag luam uas siv kev lag luam algorithms yog qhov xav tau ntawm cov ntaub ntawv zoo li no, thiab tus txheeb ze lub zog qhia tau los ua ke.

RSI divergence

Lwm thaj chaw uas qhov ntsuas RSI siv yog lub tswv yim ntawm kev txheeb xyuas cov ntsiab lus tig los ntawm kev nrhiav kev sib txawv. Teeb liabcov divergences uas pauv tus nqi generates feem ntau tsis txhawb los ntawm tus nqi dynamics. Qhov no tau lees paub los ntawm cov hauv qab no.

Lub screenshot hauv qab no qhia ob qhov qis. Thaum thawj zaug, qhov taw qhia yog 26, thiab tus nqi txav ua ntej lub sijhawm no suav nrog 8 bearish tswm ciab, 3 bullish, 3 doji, tus nqi poob los ntawm tag nrho ntawm 1.45%. Thaum lub sij hawm thib ob qis, RSI pom tus nqi siab dua ntawm 28, thiab tus nqi txav nrog 7 bearish tswm ciab, 5 bullish, 2 doji thiab tus nqi poob tsuas yog 0.96%.

Txawm hais tias tus nqi tau ua qhov tshiab, qis qis dua, cov keeb kwm yav dhau los tsis zoo li bearish thiab ntu thib ob tsis muaj zog. Thiab daim ntawv qhia paub meej tias nws. Qhov thib ob qis muaj qhov ntsuas siab dua (28 vs. 26), txawm hais tias chav kawm tau pom tias cov bears poob lub zog. Divergence feem ntau tawg, ob chav divergence yog ntau txhim khu kev qha.

positive-negative reversals

Andrew Cardwell tau tsim cov txheej txheem ntawm qhov zoo-tsis zoo thim rov qab rau cov txheeb ze lub zog Index, uas yog qhov sib txawv ntawm kev poob siab thiab kev sib tw. Tsis zoo li Wilder, Cardwell suav tias yog qhov sib txawv ntawm kev sib tw ua lag luam bull. Nyob rau hauv lwm yam lus, bearish divergences tsim ib tug uptrend. Ib yam li ntawd, bullish divergences yog pom raws li dais lag luam tshwm sim thiab qhia tau hais tias ib tug downtrend.

Ib qho kev thim rov qab zoo tshwm sim thaum qhov taw qhia ua rau qis qis thiab tus nqi ua rau qis dua. Qhov qis qis tsis yog nyob rau theem muag khoom, tab sis qhov chaw nruab nrab ntawm 30 thiab50.

Ib tug tsis zoo thim rov qab yog qhov ntxeev ntawm qhov zoo. RSI tau ua kom siab dua, tab sis tus nqi ua rau qis dua. Ib zaug ntxiv, qhov siab dua feem ntau nyob qis dua qib overbought ntawm 50-70.

Trend ID

Tus txheeb ze lub zog qhia tau hloov pauv ntawm 40 thiab 90 hauv kev lag luam nyuj (uptrend) nrog 40-50 qib ua haujlwm txhawb nqa. Cov kab no yuav txawv nyob ntawm RSI tsis, lub zog ntawm tus qauv thiab qhov tsis muaj zog ntawm cov khoom muaj nqis.

Ntawm qhov tod tes, qhov taw qhia hloov pauv ntawm 10 thiab 60 hauv kev lag luam dais (downtrend) nrog 50-60 qib raws li qhov tsis kam.

swb viav vias

Kev ua tsis tiav viav vias, raws li tus kws sau ntawv, yog lub cim muaj zog ntawm qhov yuav rov qab los. Nws yog lub teeb liab uas RSI qhov taw qhia muab. Nws cov lus piav qhia yog raws li nram no. Cov viav vias ua tsis tiav tsis yog nyob ntawm qhov kev kawm. Hauv lwm lo lus, lawv tsom tshwj xeeb rau RSI cov cim qhia thiab tsis quav ntsej txog lub tswv yim ntawm kev sib txawv. Ib qho kev sib tw ua tsis tau zoo yog tsim thaum RSI poob qis dua 30 (oversold), nce siab dua 30, poob rau 30, thiab tom qab ntawd tawg qhov siab dhau los. Lub hom phiaj yog kom ncav cuag cov qib oversold thiab tom qab ntawd qhov qis dua siab dua qib oversold.

Ib qho kev sib tw ua tsis tau zoo tshwm sim thaum qhov ntsuas txav siab tshaj 70, poob qis, rov qab, poob qis ntawm 70 thiab tom qab ntawd tawg qhov qis dhau los. Lub hom phiaj yog qiboverbought thiab tom qab ntawd qis qis qis qis dua qib overbought.

Tus nqi tseem ceeb dua qhov ntsuas

Universal momentum oscillator RSI indicator - time-tested efficiency. Txawm hais tias muaj kev hloov pauv ntawm kev lag luam, RSI tseem muaj feem cuam tshuam rau hnub no raws li nws tau nyob hauv Wilder hnub. Tab sis lub sijhawm tau ua qee qhov kev hloov kho. Txawm hais tias Wilder tau txiav txim siab overbought ib qho xwm txheej rau kev thim rov qab, nws tau muab tawm tias nws tuaj yeem yog lub cim ntawm lub zog. Bearish divergence tseem muab cov cim zoo, txawm li cas los xij cov tub lag luam yuav tsum tau ceev faj thaum muaj kev sib tw muaj zog thaum nws zoo li qub. Txawm hais tias lub tswv yim ntawm qhov zoo thiab qhov tsis zoo thim rov qab me ntsis ua rau Wilder txoj kev txhais lus, nws cov logic ua rau kev txiav txim siab thiab Wilder nws tus kheej yuav tsis tshua tsis kam them nyiaj ntau rau tus nqi txiav txim. Qhov zoo thiab qhov tsis zoo thim rov qab muab tus nqi sib piv ua ntej thiab qhov ntsuas thib ob, raws li nws yuav tsum yog. Bearish thiab bullish divergences nyiam los ntawm RSI qhov taw qhia. Yuav siv cov cuab yeej no li cas nyob ntawm tus tub luam.

RSI qhov taw qhia yog lub cuab yeej thoob ntiaj teb rau kev txiav txim siab lub zog ntawm tus qauv, nrhiav cov ntsiab lus thim rov qab lossis qhov kev tawm tsam ntawm kev txhawb nqa thiab cov kab tawm tsam. Thiab txawm hais tias nws tus nqi tuaj yeem kwv yees tau yooj yim los ntawm kev saib ntawm 14 qhov kawg tswm ciab, kos duab RSI ntawm tus nqi kab kos yuav ntxiv kev ruaj ntseg thiab kev ntseeg siab rau kev lag luam. Quantifying lub zog ntawm tus nqi, nws txhais lus rau hauv tus lej txhais tau yuav tso cai rau koj los txiav txim siab ua lag luam ntau dua thiab zam kev kwv yees thiab kev txhais cov ntsiab lus.