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K线技术指标实现详解—MACD

干货逻辑 ​

Best Indicators to Complement MACD

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Timothy Li is a consultant, accountant, and finance manager with an MBA from USC K线技术指标实现详解—MACD and over 15 years of corporate finance experience. Timothy has helped provide CEOs and CFOs with deep-dive analytics, providing beautiful stories behind the numbers, graphs, and financial models.

Moving average convergence divergence (MACD) is one of the more popular trading indicators among chart watchers, but it is rarely sufficient as a standalone tool. Instead, MACD is best used with other indicators and different forms of technical analysis. For example, support and resistance areas and candlestick chart patterns, along with the moving average convergence divergence indicator, can help identify potential market reversals.

Understanding MACD

Moving average convergence divergence (sometimes K线技术指标实现详解—MACD pronounced Mack-D) is commonly used by traders and analysts as a momentum indicator. The indicator consists of two exponential moving K线技术指标实现详解—MACD averages (EMAs)—a short-term EMA of 12 and a longer-term EMA of 26—and represents (as a histogram on the bottom of a chart) the difference between the two averages. MACD overlays the histogram with a nine-day EMA line.

Key Takeaways

  • Moving average convergence divergence is a charting indicator that can be K线技术指标实现详解—MACD used with other forms of technical analysis to spot potential reversals.
  • Support and resistance areas are commonly used with MACD to find price points where the trend might change direction.
  • Candlestick chart patterns, such as the doji, can be used with moving average convergence divergence to see areas on the chart that are deemed technically significant.

Traders often use the MACD as a divergence indicator to provide an early indication of a trend reversal. For example, when the price makes a new high K线技术指标实现详解—MACD or low, but the MACD histogram fails to reach a new high or low, the divergence is interpreted as an indication the current trend's momentum is beginning to wane and the market may soon change direction.

Support and Resistance

Support and resistance areas can sometimes help in identifying times when a market may reverse course, and these commonly occur at market turning points. For example, if the MACD gives a divergence from price indication at an area identified as a major support or resistance level in a market, that situational fact lends further likelihood to the MACD's indication that price may soon change direction.

Candlestick Charts

Invented by Japanese rice merchants in the 18th century, the candlestick is a type of price chart that displays the high, low, open, and closing prices of a security. Each bar (or candlestick) represents one period of trading, such as minutes, days, weeks, or months, and appears as a rectangle (the body), with small lines at the top or bottom (the wicks).

A myriad of trading strategies or signals are generated with candlestick charts, with some patterns on a candlestick chart notifying traders that a reversal might be at hand. For example, the pattern called the evening star is a bearish reversal pattern at the end of an uptrend, and the morning star is a bullish reversal pattern that occurs after a downtrend.

Other candlestick patterns that signal market reversals include the doji, hanging man, or bullish or bearish engulfing candle. A trader recognizing one of these candlestick patterns at the same time that the MACD shows a divergence from the market's price movement has some corroboration of indicators showing the market may be turning and changing trend.

什么是MACD顶背离和底背离?

刘鹏程Sai.L ​

上证指数 日线级别 K线技术指标实现详解—MACD 2010年10月

干货逻辑 ​

以上就是macd与均线系统的底层逻辑的大概讲解,但其实聪明的人会发现,就这样的解析,还是有一些无法自圆其说的地方,例如我们可以看到,一个连续的趋势里面,必然会有几次价格回撤,例如上涨趋势里面,总会经历几次小周期均线回调后又继续上涨,那么问题来了,我们该如何辨别这是趋势的翻转,还是仅仅是上涨过程的一次小回撤?——这才是此篇的重点,我们才辨别之前,首先要先理解为什么会又价格回撤,这期间到底发生了什么?接下来才是烧脑的部分。

K线技术指标实现详解—MACD

开盘高于上一交易日收盘价的上扬市场缺口。它会走到一个新高,然后失去力量在接近最低价的位置收盘,这是一种熊市势头。下一个交易日中低于射击之星实体的开盘价将确认趋势的逆转。如果开盘价和收盘价相同,该指标就被认为是墓碑十字线(Gravestone Doji)。墓碑十字线 (Gravestone Doji) 比射击之星(Shooting Star) 模式更可靠。

K线图 研判方法

K线图 方法特点

K线图 优点

K线图 缺点

K线图 形态运用

目前市场最常用的技术指标是KDJ与MACD指标。KDJ指标是一种超前指标,运用上多以短线操作为主;而MACD又叫平滑异同移动平均线,是市场平均成本的离差值,一般反映中线的整体趋势。理论上分析,KDJ指标的超前主要是体现在对股价的反映速度上,在80附近属于强势超买区,股价有一定风险;50为徘徊区;20附近则较为安全区域,属于超卖区,可以建仓,但由于其速度较快而往往造成频繁出现的买入卖出信号失误较多;MACD指标则因为基本与市场价格同步移动,使发出信号的要求和限制增加,从而避免了假信号的出现。这两者结合起来判断市场的好处是:可以更为准确地把握住KDJ指标短线买入与卖出的信号。同时由于MACD指标的特性所反映的中线趋势,利用两个指标将可以判定股票价格的中、短期波动。从陕西金叶(000812)可以看到,2014年的12月20日KDJ就已触及低位,而MACD则随股价在1月22日才见底。当1月23日KDJ与MACD同步向上发散时,这时的买入信号是十分容易把握的。2015年 [2] 2月4日KDJ开始高位钝化时,MACD仍然在向上移动,表明上扬的动能依然存在,只是短线上将有一定的调整。

从这些方面我们可以看出,当MACD保持原有方向时,KDJ指标在超买或超卖状态下,股价仍将按照已定的趋势运行。因此在操作上,投资者可以用此判断市场是调整还是反转,同时也可以适当地回避短期调整风险,以博取短差。而观察该股,横盘调整已经接近尾声,可以看到MACD仍然在维持原有的上升趋势,而KDJ指标经过调整后也已在50上方向上即将形成金叉,预示着股价短线上依然有机会再次上扬。总的来说,对于短期走势的判断,KDJ发出的买卖信号需要用MACD来验证配合,一旦二者均发出同一指令,则买卖准确率将较高。 [2]

如何用macd指标对股票进行技术分析?

及时晴 ​

然后可以很清楚的看出:第一个规则(金叉和死叉规则)

macd的白线(diff)上穿黄线(dea),形成金叉,实际上就是价格上穿蓝色的平均线!
相反也成立,白线下穿黄线,形成死叉,实际上主图上面就是价格下穿蓝色平均线!

第二规则(0轴规则)
diff在0轴之上,意味着价格在黄色均线之上运行。diff在0轴之下,意味着价格在黄色均线之下运行。diff穿越0线,意味着价格穿越黄色均线。
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第三规则,macd指标diff的背离,意味着均线抬升价格幅度的缩短。动能较前期衰减。

所以!macd的金叉和死叉不是任何时候都是好的买卖点!重要的是看趋势!均线的位置和方向很重要!

指标不是不准,而是我们对指标到底了解多少!

知乎用户 ​

DIFF : =EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);//短周期与长周期的收盘价的指数平滑移动平均值做差。


这是导致使用MACD亏损的第一个原因——扭曲均线的伪趋势类指标容易导致更大的回撤。

DIFF : EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);


其实这是MACD指标的一大亮点:双EMA系统。


结论:大家应该用EMA12和EMA26的交叉,也就是上穿0轴策略来做市,这个指标完爆金叉系统一条街。

结论:背离难以形成系统,而且反趋势。一般来说即便反趋势系统带来的盈利惊人,造成的亏损也不会小。

要记住:拿稳定的能够盈利的回撤低的相关性低的指标来叠加。

只有上穿0轴这个部分是有一定效果的。

1 是不是应该趋势的时候再用MACD,震荡的时候停用?

答:趋势和震荡的识别并不如我们想象中容易。就算你有比较优秀的识别系统,也要注意,尽量用上穿0轴这个条件。金叉系统在趋势中仍然会造成非常大的回撤,而上穿0轴的条件即便在震荡中回撤也不高。2008年底的PTA,从9600多点一路跌到4350,长期均线一路向下,这样明显的趋势金叉系统依然有巨大回撤。所以前两名的答案其实都是错误的:即使在趋势中使用金叉,仍然有大机会惨死。