MACD柱状图试图通过把MACD指标和信号线之间的距离表现出来的方法,来解决MACD指标滞后于价格走势的问题。因此,MACD柱状图发生的变化通常比正常的MACD产生的信号要早,但是这信号需要结合别的交易指标使用才具有可靠性。只有市场处于趋势中MACD柱状图发出的交易信号才有效。MACD柱状图也可以选择周线图或月线图来跟踪长期趋势。
交易信号
所有交易都设置止损。
调整期
下列情况下产生的交易信号可靠性较高:
• 柱状图上产生看涨背离;
• 交易信号距离0轴较远。
如果没有背离对信号的确认,则应该忽略0轴 附近的交易信号。
• 当MACD条形图从0轴自下而上上升时做多。
在做空信号产生的时候平仓。
• 当MACD从0轴上方下降的时候做空。
当做多信号产生时平仓。
趋势市场
跟随市场趋势交易。在趋势强劲的情况下,距离0轴较近的交易信号也同样有效。
• MACD柱状图向上穿过0轴时,做多。
• MACD柱状图向下穿过0轴时,做空。
利用趋势过滤器,比如移动平均线,来确定平仓位置。
示例
英特尔公司股票以及 MACD柱状图,21日指数移动平均数。趋势线显示的是背离。
1. 股价处于盘整期——可以从平直的MA得到验证。[L] 处当价MACD柱状图自下而上穿过零轴时做多。
2. [S] 处做空——MACD柱状图从0.7的位置下降。在附近的高点处设置止损。
3. [L] 处做多——MACD柱状图开始上升,并有看涨背离佐证。在附近的低点处设置止损。
4. [S] 处做空——MACD柱状图下降,并且出现看跌背离。在附近的高点设置止损。
5. 忽略那些接近于0轴的信号。
6. [L] 处做多——MACD柱状图从0轴以下开始上升。在附近的低点设置止损。
7. [S] 处做空。在附近的高点设置止损。
8. [L] 处做多——MACD柱状图上升,出现看涨背离。价格突破交易区间,并且MA也呈上升趋势。[X] 处价格收于MA下方时平仓。
设置
MACD柱状图的默认设置为:
• MA慢线 — 26 日
• MA快线 —12 日
• 信号线 — 快线与慢线差异的9日移动平均线。
• 所有的移动平均线均为指数移动平均线。
微软公司股价以及 MACD、 MACD 信号线 、 MACD 柱状图
MACD柱状图的计算方式为:MACD指标减去信号线。观察以下地方:
• 当MACD在信号线上方时,柱状图为正值。
• MACD在信号线下方,柱状图则为负值。
• 当MACD指标与信号线之间的距离最大时,柱状图则不断创新高、新低。
• MACD指标线与信号线交叉时,柱状图则为0.
• MACD指标线与信号线有相交趋势时,柱状图就会向零轴位置靠近。
MACD Histogram
The signals from the MACD indicator tend to lag price movements. The MACD Histogram attempts to address this problem by plotting the distance between MACD and its signal line. Because of this, the histogram signals trend changes well in advance of the normal MACDsignal, but is less reliable and should be confirmed by other indicators.
Only trade with Histogram signals when the market is trending.
The MACD Histogram can also be used to track longer cycles, using weekly or monthly data.
Trading Signals
Use Stop Losses with all trades.
Ranging Markets
Signals are stronger if
• There is a bullish divergence on the Histogram; or
• The signal occurs far from the zero line.
Disregard signals close to the zero line unless confirmed by a divergence.
• Go long when the MACD Histogram turns up below zero.
Close the position when there is a signal to go short.
• Go short when MACD Histogram turns down above zero.
Close the position when there is a signal to go long.
Trending Markets
Only trade in the direction of the trend. Signals close to the zero line are accepted provided the trend is intact.
• Go long when the MACD Histogram turns up below zero.
• Go short when MACD Histogram turns down above zero.
Use a trend indicator, such as a moving average, to exit from trends.
EXAMPLE
Intel Corporation is shown with MACD histogram and 21-day exponential moving average. Trendlines show divergences.
1. Price is ranging - indicated by the flat MA. Go long [L] when the histogram turns up (far from the zero line). Place a stop below the recent Low.
2. Go short [S] as the histogram turns down (far from the zero line). Place a stop above the recent High.
3. Go long [L] - the histogram turns up and is reinforced by a bullish divergence. Place a stop below the recent Low.
4. Go short [S] as the histogram turns down - reinforced by a bearish divergence. Place a stop above the recent High.
5. Ignore the signal as it is too close to the zero line.
6. Go long [L] as the histogram turns up when well below zero. Place a stop below the recent Low.
7. A further signal to go short [S]. Place a stop above the recent High.
8. Go long [L] - the histogram has turned up and is reinforced by a bullish divergence. Price has broken clear of the trading range and the MA is rising - exit [X] when price closes below the MA.
Setup
The default settings are:
• Slow moving average - 26 days
• Fast moving average - 12 days
• Signal line - 9 day moving average of the difference between fast and slow.
• All moving averages are exponential.
Microsoft Corporation is plotted with MACD, MACD signal line and MACD Histogram.
The MACD histogram is calculated as the MACD indicator minus the signal line. Observe that:
• When MACD is above the signal line then the histogram is positive.
• When MACD is below the signal line then the histogram is negative.
• When the gap between the MACD and its signal line is widest then the histogram registers its highest (or lowest) readings.
• The histogram is at zero when MACD and the signal line cross (the signal for trading with the MACD).
• The histogram turns back towards the zero line when MACD and the signal line converge, well in advance of them actually crossing.
文章翻译由兄弟财经提供
本文来源:http://www.incrediblecharts.com/indicators/macd_histogram.php