慢性随机指标

慢性随机指标是对随机指标的进一步平滑，从而减少了趋势的波动性并提升了信号的准确性。

交易信号
慢性随机指标的交易信号与随机指标的交易信号一致。

盘整期
下面的交易信号按照重要性排列出来：
1、做多：%D出现看涨背离，并且前期低点位于超卖水平线之下。
2、当%K或%D从超卖区域反转后做多。
3、当%K向上穿过%D时做多

做空信号:
1、做空：%D出现看跌背离，并且前期高点位于超买水平线之上。
2、%K或%D向上升高到超买区域上方向下回调后，做空。
3、当%K向下穿过%D后做空。
做多时，在附近的价格低点处设置止损；做空则在附近的高点处设置止损。

趋势市场
要根据趋势方向选择交易信号。当慢性指标位于超买区时不宜做多，位于超卖区时不宜做空。慢性指标的底部可以作为价格反弹的信号。狭窄并且不深的底部预示着空头势力微弱，接下来的反弹可能更加强劲。宽而深的底部说明空头势力强劲，反弹很有可能无力。慢性指标的头部同样适用该规则：较窄的头部说明多头市场弱小，向下的回调将会很有力度。高且宽的头部预示着多头力量强劲，回调很有可能微弱。
利用追踪止损买入/卖出挂单进场并使用止损保护自己的利润。

做多:
如果随时指标 (%K 或 %D) 下降到超卖水平线下方，那么设置追踪买入止损挂单。进场之后，在附近下降趋势的低点处（交易周期的价格最低点）设置止损。

做空:
如果随机指标上升到超买水平线上方，设置追踪卖出止损挂单。进场后在交易周期的价格最高点处设置止损。

平仓:
利用趋势指标来确认平仓位置。

示例
强生公司股票以及   21 日MA （收盘价）作为趋势过滤器，5 日慢性随机指标    %K 、   %D、  设置在70/30的超买、超卖线。

 
1、市场正向上运行（价格位于MA上方）。%K 两次穿过80.直到MA走势向下后，我们在[S] 处做空。
2、%K向下穿过20. [L] 处当MA走势向上时做多。[X] 处当价格向下穿过MA时平仓。
3、%K 向下穿过20。[L] 处当MA走势向上时做多。
4、价格围绕在MA周围波动，显示出市场处于调整期。调整交易信号与超买/卖水平位。[S] 处当%K向下穿过% D时做空。该笔订单在价格接下来超过前期高点时被止损。
5、%D指标线出现看跌背离，[S] 处重新进场做空。
6、%K向上穿过%D，给出[L] 处进场做多的信号。
7、%K 向下穿过%D时，是[S] 处进场做空信号。
8、%D的看涨背离，是[L]处做多信号。
9、%K 向上超过70后反转向下，[S] 处做空。
10、%D出现三重看涨背离，L]处做多。
11、%K 向下穿过%D时，[S] 处进场做空。
12、%K向上穿过%D，[L] 处做多。此时价格围绕MA波动，说明市场仍然处于盘整期。
记住，上图中显示的是信号给出的日期，我们需要在信号日的第二天开仓。看一下第二步[X] 的平仓位置：调整止损位置可以更快的给出平仓信号。

设置
慢性随机指标的默认设置是：
• %K - 5 日
• %K 慢线 - 3 日
• %D - 3 日
• 所有的都是简单移动平均线。
• 超买区域 - 70%
• 超卖区域 - 30%

公式
计算慢性随机指标：
1、第一步是决定交易周期（K%周期）。正常使用的是5日，但这应该根据你的交易时间框架调整。
2、通过将最近的收盘价与交易周期内价格的波动范围比较，计算出%K。        
           CL = 今日收盘价 -  %K 周期内价格的最低价
           HL =%K周期内价格的最高价 - %K 周期内价格的最低价
           %K = CL / HL *100
3、通过对%K进一步平滑计算出%D 。默认是利用3倍于MA的周期，但这也可以根据你交易的时间框架改变。

慢性随机指标
许多交易者发现随机指标的波动性大，他们更喜欢使用慢性随机指标：
1、上述公式中，%K慢线与%D快线相同。
2、%D慢线是由%K 慢线经过平滑得出。这通常是进一步使用3倍MA周期之后的结果。

Slow Stochastic
The Slow Stochastic applies further smoothing to the Stochastic oscillator, to reduce volatility and improve signal accuracy.
Trading Signals
Trading signals are the same as for the Stochastic oscillator.
Ranging Markets
Signals are listed in order of their importance:
1、Go long on bullish divergence (on %D) where the first trough is below the Oversold level.
2、Go long when %K or %D falls below the Oversold level and rises back above it.
3、Go long when %K crosses to above %D.
Short signals:
1、Go short on bearish divergence (on %D) where the first peak is above the Overbought level.
2、Go short when %K or %D rises above the Overbought level then falls back below it.
3、Go short when %K crosses to below %D.
Place stop-losses below the most recent minor Low (or above the most recent minor High) when going long (or short).
Trending Markets
Only take signals in the direction of the trend and never go long when Stochastic is overbought, nor short when oversold.
The shape of a Stochastic bottom gives some indication of the ensuing rally. A narrow bottom that is not very deep indicates that bears are weak and that the following rally should be strong. A broad, deep bottom signals that bears are strong and that the rally should be weak.
The same applies to Stochastic tops. Narrow tops indicate that the bulls are weak and that the correction is likely to be severe. High, wide tops indicate that bulls are strong and the correction is likely to be weak.
Use trailing buy- and sell-stops to enter trades and protect yourself with stop-losses.
Long:
If the Stochastic (%K or %D) falls below the Oversold line, place a trailing buy stop. When you are stopped in, place a stop loss below the Low of the recent down-trend (the lowest Low since the signal day).
Short:
If Stochastic rises above the Overbought line, place a trailing short stop. When you are stopped in, place a stop loss above the High of the recent up-trend (the highest High since the signal day).
Exit:
Use a trend indicator to exit.
EXAMPLE
Johnson & Johnson is plotted with a    21 day exponential moving average (MA) and 5 day Slow Stochastic with    %K and    %D. Overbought/oversold levels    are set at 70/30. Closing price is used as a filter on theMA.
1 The market is trending upwards (price above the MA). %K twice crosses to above 80. Wait until the MAturns down before going short [S].
2 %K crosses to below 20. Go long [L] when the MA turns upwards. Exit [X] when price closes below theMA.
3 %K crosses to below 20. Go long [L] when the MA turns upwards.
4 Price has been fluctuating around the MA which indicates that the market is ranging. Adjust the trading signals and overbought/oversold levels.
Go short [S] when %K crosses to below % D. The trade is stopped out by a rally above the last minor High.
5 A bearish divergence on %D signals to re-instate the short [S] position.
6 %K crosses to above %D, signaling to go long [L].
7 %K signals to go short [S] when it crosses below %D.
8 A bullish divergence on %D signals to go long [L].
9 %K rises above 70 and turns back below. Go short [S].
10 There is a bullish, triple divergence on %D. Go long [L].
11 %K crosses to below % D. Go short [S].
12 Go long [L] when %K crosses to above %D. The market is still ranging, with price fluctuating around theMA.
Remember that the days shown are the signal days and that trades are only entered on the following day. Take a look at the exit [X] from [2]. Adjusting Stop Levels may provide faster exits.
Setup
See Indicator Panel for directions on how to set up an indicator. The default Slow Stochastic settings are:
• %K - 5 days
• %K slowing periods - 3 days
• %D - 3 days
• All are simple moving averages
• overbought level - 70%
• oversold level - 30%
To alter default settings - see Edit Indicator Settings.
Formula
To calculate the Stochastic Oscillator:
1、The first step is to decide on the number of periods (%K Periods) to be included in the calculation. The norm is 5 days, but this should be based on the time frame that you are analyzing.
2、Then calculate %K, by comparing the latest Closing price to the range traded over the selected period:
           CL = Close [today] - Lowest Low [in %K Periods]
           HL =Highest High [in %K Periods] - Lowest Low [in %K Periods]
           %K = CL / HL *100
3、Calculate %D by smoothing %K. The original formula used a 3 period simple moving average, but this can be varied, based on the time frame that you are analyzing.
Slow Stochastic Oscillator
Many traders find the Stochastic Oscillator too volatile and prefer to use the Slow Stochastic:
1、The %K [Slow] is equal to the %D [Fast] from the above formula.
2、The %D [Slow] is calculated by smoothing %K [Slow]. This is normally done using a further 3 periodsimple moving average.

本文翻译由兄弟财经提供

文章来源：http://www.incrediblecharts.com/indicators/slow_stochastic.php