Buoi 2 _ Phantichkythuat-Vnds 2015 (2)

7/26/2019 Buoi 2 _ Phantichkythuat-Vnds 2015 (2)

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PHN TCH K THUT

Nng, 10/04/2016


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TngquanvPhntch kthut(luynnicng)

Phng phpPTKT phbintrnTTCK VN (1schiu thchinhnhhinnay)

Xy dnghthnggiao

dchcbntrnAmibroker (bkp v cng)

Hngdnci tAmibroker(giithiuvkh)

NIDUNG CHNH


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Tng quan vPhn tch k thut (PTKT)


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Tngquan vPhn tch kthut(PTKT)

PTKT l vic nghin cu hnh vi ca th trng chyubngvicsdngthdatrn dliuqu khnhmmcchnh gi th trnghin tiv a rakhnng cho thtrngtnglai.

S khc nhau gia PT k thut v PT cbn.


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NhngginhcscaPTKT

Binngthtrngphnnh ttc

o Cc nh PTKT cho rng tt c cc yu t nh hng n gi ucphnnh trong gi.

Gi vnngtheo xu th

o Cho rngmtxu thangvnngs tip tc theo xu thcancho nkhi n ochiu.

Lchsslplichnh no Cho rngxu thgi trong tnglai chnh l slplicaqu kh.


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Tng quan vPhn tch k thut (PTKT)

Xc

nhxu

hng

Tm

immua


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ngxu hng(Trend lines)

ng xu hng th hin hng di chuyn ca thtrngv cxem l yutquan trngnhttrong ttccc phn tch.

im h tr

Mc khng cng xu hng tng

Mc h trthnh mckhng c


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Phn phi

Xu th gim chnh

Tuyt vng

Gim gi

Tch ly

Ko di

Tng gi

Xu th tngchnh

Sideway

3 xu hngcathtrng


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Cc cimcangxu hng

Slngim

oCnphic 2 imtrln v. Simcng nhiuth tnhchunxc cangxu hngcng cao.

Khongcch cc imo Cc imphic khongcch tnginhnhau.

Gc

o Khi dccangxu hngcng tngth tnh chunxccacc mchtrv khng ccng gim.


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Minh havgc

DcDgy

Dc va phi mc h tr tt


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Mchtrv mckhng c

Mchtr(Support)

o L mcgi m tinhu cucxem l mnhngncnsgimgi thphn.

Mckhng c(Resistance)

o L mcgi m tilngcung cxem l mnhngn

cnstnggi cao hn.

Tm l nh utti cc mc khng c, h tr:


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Cc schn

oMch trv khng cc thxuthincc mcgi chn, nh10, 20, 25, 50, 100,...Nn trnh tlnhticc mcgi ny.

Vng htrv khng coikhi mtvng xung quanh mtmcgi stothnh mchtr

v khng c.

Cc phngphp xc nhmchtrv mckhng c


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ng tn tht l Leonardo Pisano, l mt nh ton hcsngvo khongthk12 tiPisa (Italy).

ng khm ph ra dy s Fibonacci(1,1,2,3,5,8,13,21,34,) datrn nhngquan st vKimtthp Gizeh Ai Cp.

Dy Fibonacci c t l 2 s lin k nhau xp x 1,618(hocnghcho l 0,618). T lny cgi l T l

vng (The golden ratio) hay PHI.

BsFibonacci



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Fibonacci trong PTKT

Khi dng trong PTKT, T l vng thngc chuyn ithnh 3 mctl: 38.2%, 50% v 61.8%.

Tuy nhin, cc bi s khc cng c th c dng, nh23.6%, 161.8%, 423%,

Dy Fibonacci thng c ng dng trong PTKT di

nhiudng: shi li,dng cung, dngqut,dngm rngv vng thigian.



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Fibonacci Retracements - iuchnh

Fibonacci Retracements c xydngbimtngxu thcvgia2 imcc tr, tmtynmt nh hoc ngc li. Sau 7ngngang ctngxu hngs

c thit lpcc mc: 0.0, 23.6,38.2, 50, 61.8, 78.6 v 100%.

Gi thngchmtimcntrn/timcn di ti hoc gn cc mc hili ca Fibonacci trong qu trnh

binng.


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ngtrung bnh MA (Moving average)

SMA20

SMA50


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Cch sdngngtrung bnh:

1. xc nhxu hng:

Thng thng, nh utnhn vo dccangtrung bnh xc nhxu

hnggi. V d, nungtrung bnh c dcxung, v gi hintiangdingtrung bnh th xu hngcxc nhl xu hnggim.

Ngclil xu hngtng.Nugi hintiangdi chuyncpha trn, di

v ngtrung bnh khbngphngth thtrngangcxem l khng c

xu hngr rng.

ngtrung bnh MA (Moving average)


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ng trung bnh (tt)

2. ara cc tn hiumua v bn: C nhiucch xc nhcc tn hiumua/bn bngngtrung bnh.

utin, c thnhn vo miquan hgiagi ngcav ngTrungbnh ngin.Nuthtrngngcagi nmtrn ngTrung bnhthngcho thymttn hiumua, trong khi ,nuthtrngngca

dingtrung bnh cho thymttn hiubn.

Mtcch khc l sdng2 ngtrung bnh, mtngtrung bnh ngnhnv mtngkhc di hn. Cc tn hiubn v mua cchra ticc imctnhau cangtrung bnh ngnhnv ngtrung bnh di

hn. V d,nung trung bnh ngnhnctngtrung bnh di hnt di ln thng d bo tn hiu mua v ngc li, nu ng trungbnh ngnhnctngtrung bnh di hnttrn xungdbo mttnhiubn.


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Phn tch khilnggiao dch

Mctiu cavicphn tch khilnggiao dch:1. Xc nhnxu hnghinti:

Nuthtrngangc xu hngln hocxungth

xu hngnyphicxc nhnbisgia tngkhilnggiao dch. Shilicamtxu hngthngikm vissuy gimkhilng.


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2. Cnhbo ssuy yucaxu hnghinti:Nuxu hnghintictipdinvisgimgn

v khi lng th y c xem l s cnh bo xuhngny angyudn.

iu ny cbit ng khi th trng t n nhcao mihay chmymivimtkhi lngnh.Trong trng hp ny, vic chm nh/y mi ca

th trng thngcxem l mtxu hngkhngngtin cy.


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3. Xc nhn s bt ph khi bin dao ng gihinti:

Trong thtrngkhng r xu hngv gi angdaongtrong mtbin nhtnh,mtsbtph ca

gi phi c i km vi mt khi lng giao dchln.

Ngcli,mtsbinngmnhvgi nhngvikhilnggiao dchnhc thxem l mtxu hngkhngbnvngv cnphicxem xt thm.


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Phn tch thkhilng

im A th hin s n lc t nnh mi vi khi lng nh (nmdi ng trung bnh khi lng) kt qu l xu hng mi tht bi vgi cn chm y mi.

im B th hin s tng gi vi mtkhi lng gia tng theo y cxem l mt s tng gi kh vng chc.

im C cho thy mt khi lng giaodch rt ln km theo s tng gi

mnh iu ny cho thy th trngc rt nhiu kh nng t n nhcao mi.


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Phng php PTKTph bin trn TTCK Vit Nam

Muhnh

Chbo

Mts pp

khc


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Cc muhnh tam gic

Mcgi kvngcnhra trn cskhongcch gi x=y.

Cc nh utdi hndng cc muhnh ny xc nhnxuhng, trong khi cc nh u tngnhndng chng nhccduhiumua/bn.

x

Tam gichng ln

x

y

Tam gichng xung

x

y

Tam giccn bng

y


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Minh hovmuhnh tam gic


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Muhnh chnht

Tng t nh cc mu hnh tam gic,mc gi k vng trong mu hnh chnht c xc nh trn c s khongcch gi x=y.

x

y

Tn hiu tip tc xu hng ln


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Cchnhtv cuinheo

Mcgi kvngcacc muhnh ny cnhra khi khongcch gi cactc (x) c lp lik tkhi gi thot ra khivng iuchnhv tiptcxu hngc.

Ct c

x x

C ch nht C ui nheo


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Minh havmuhnh c


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Muhnh uv vai

Mtkhi gi vtkhingcth nh utc thtkvngmc gi thoiukin x=y. Cc nh PTKT cho rng gi sbinngmtkhongt nhtbngy trckhi muhnh ny hnh thnh.

ngcc thcn bng,dcln hay dcxung. Mtngcdcxungcxem l mtduhiumnhvphnnh chunxchnso vimtngcdcln.

u vai ngc

x

y

ng c


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Minh homuhnh uv vai


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Muhnh hai v ba y/nh

Tng t nhcc muhnh ktrn, mcgi k

vng c nhra trn c skhong cch

x=y.

Hai nh Ba nh

Hai y Ba y

x

x

y

y


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Minh hamuhnh hai nh


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Minh hamuhnh hai y


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Cc ch dn k thut l g?

Mt ch dn k thut l mt chui cc d liu c thip lpt cc mc gi trong qu kh.

S dng cc ch dn k thut :

1. Bo ng xu hng

2. Xc nh li xu hng gi

3. D on xu hng giD liu v gi(bao gm gi m ca,ng ca, cao, thp

khi lng giao dch)

Tnh tonCc ch dn

k thut

Gi lch s Xu hng


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Cho bit xu hng ca gitrong ngnhn.

Thng c s dng trongth trng khng xc nh rxu hng.

Bo hiu xu hng di hncagi.

Thng dng xc nhn lixu hng gi mt cch chcchnhn.

Cc loi ch dn phn tch k thut

Cc ch dn phn tch k thut

Cc ch dn nhanhCc ch dn chm


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V d v cc loi ch dn:

CH DN

NHANH

ng RSI

ng Stochatic

CH DN

CHM

ng trung bnh

ng MACD


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Cc li ch v hn ch ca cc loi ch dn

Li ch Hn ch

Cc ch dnnhanh

-Gip nh u t ra/vo thtrngsmhn.

-Bo nhiu du hiu ca thtrnghn.

-Cho bit trc nhng ri ro/chitimnng

-Riro vchbo sai.

-Ra/vo th trng giao dch nhiung ngha vi vic tr chi phnhiu.

Cc ch dnchm

-Gip nh u t c kh nng

nmbtv nhxu hngtt.-Giao dchttrt chi ph hn.

-Khng pht huy tc dng trong th

trng dao ng ln xung (khnghngnhtnh)

-Ra/vo thtrngchmhn.


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ng Stochastic

ng Stochstic c George C. Lane s dng vocuinhngnm1950, ChdnStochastic l mtloichdnnglcxc nhvtr cagi ngcaang

mc cao/thp ca khong dao ng trong mtkhong thigian xc nh. Gi ngcagn mccao cakhongdao ngcho thythtrngtch lynhiulnhmua v numcgi ny gnysbohiuthtrngangbn ra nhiu.


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ng Stochastic (tt)

Cch sdng:

ngStochastic thhinchu kdao ngcagi vinhngyutsau:

o Khi gi tng, gi ngcac xu hnggnviphntrn cakhongdao nggi.

o Khi gi gim, gi ngcac xu hnggnviphnycakhongdao nggi

Thng thng, ng Stochastic gm2 ng, %K v %D. Skhc nhau gia2 ng

Stochastic Nhanh v Chm c tnh ton da trn cc ng %K v %D. ng

Stochastic chmdi chuynchmhnv nhnhnso vingStochastic nhanh.


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ng Stochastic (tt)

Biubn cnhl mtvd v xc nh xu hngda vo s phn k cang xu hng gi vng xu hng caStochastic.

Phn k gimPhn k tng


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Di bng Bolinger

DibngBolinger cdng v pht trinbi John Bollinger, di bngBollinger l mt chdn thngc sdng so snh mc binngcacc mcgi lin quan trong mtkhongthigian nhtnh. Chdnny bao gm3 nggi bao quanh vng dao ngchyucagi, 3ngny gm:

1. ngtrung bnh ngingia,

2. Dibngtrn (ngtrung bnh ngincngvi2 nvlchchun);3. Dibngdi(ngtrung bnh tri2 nvlchchun).

lchchun(mtchsthngk) thngcdng nhmtchdntttrong quan st dao ng. L thuytvlchchuncho rngcc di

bngsphnngmtcch nhanh chng ivisthay icagi vphnnh nhngchu kdao ngcao hay thp. Mtstnggi tngt(hocgimgi) hay ni mtcch khc l sdao ngln,sdnnsmrngcadibng.


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Di bng Bollinger

Cch sdngdibngBollinger

Xc nhvng mua nhiuv bn nhiucathtrng.

Kt hp vi cc ng giao ng nh Stochastic xcnhcc tn hiumua v bn.

Xc nhvng giao ngcagi.

Bo hiucc mcnhtimnngv ytimnng.


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ng MACD (tt)

Cch sdngngMACD:

Nhnbitcc tn hiumua/bn

Xc nhxu hnggi

Xc nhsphn kcaxu hngtng/gim.


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ngMACD (tt)

Cch sdngngMACD:

Nhnbitcc tn hiumua/bn: Cc tn hiumua/bn cxc nhnkhi 2 ngMACD vngtn hiuctnhau. Khi ngMACD ctngtn hiutdiln bo hiumttn hiumua, v nutiptcctln trn ng0, xu hngtngcng cxc nhr hn.Ngcli,nungMACD ctngtn hiuttrn xungthngbo hiumttn hiucaxu hnggim,v nungMACD ctttren xungvtqua ng0 th tn hiuny cxc nhnr hn.

Xc nh xu hng gi:Xc nh xu hng gi: Nu c 2 ng MACD trn (hoc di)ng0 v ngMACD trn (di)ngtn hiu,th xu hngcxc nhl xu hngtng(gim).

Xc nhsphn kcaxu hngtng/gim: khi c sphn kcangMACD v ngxuhnggi xc nhrngxu hngtnghay gimangyui. Khi gi angtngcao hnnhngcc mccao caMACD angtheo xu hnggim,iuny cho thyxu hngtngangyu

i. Trong khi ,xu hnggimangyuicbo hiukhi xu hngcagi angthpinhngkhi nhngmcthpcangMACD angcao hn.

iuquan trngcnlu l sphn kxc nhxu hngangyuichkhng c nghalxu hng thcsochiu. Sochiucaxu hngphicxc nhnbicc binngtrctiptgi, chnghnmtsbgyngxu hng.


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Lin h: Mai Thnh Ly

inthoi: 0908 896 108Trs: 155 NguynVn Linh,Nng

Email: [email protected]

Website: www.vndirect.com.vn

Buoi 2 _ Phantichkythuat-Vnds 2015 (2)

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