标准偏差通道是围绕在线性回归趋势线两边的两条直线。它不仅可以用于价格振荡区间的交易,也可以检测动能指标的变化。首先目测价格的基本走势,并在选定的交易周期内设置相应的标准偏差通道。
示例
悉尼气体有限公司 [SGL]股价以及围绕在线性通道两侧的2倍标准偏差通道。SGL在2005年12月以及2006年8月走出相应的低点后开始反弹。
1. 做多的信号在[1] 处当价格的二级走势(或是巩固趋势)没有击穿100日EMA发出。
2. 同时,TMF资金流量指标位于0轴上方也有力的支持了[1] 处的做多信号。
鼠标点击趋势线,可以自动的延长交易偏差通道线。
3. 价格在趋势通道下侧走出较高的低点,可以增加持仓。
4. 进一步的金字塔形做多信号。
5. 当价格接近或突破上通道后平仓。
6. 价格在通道下侧完成双底结构之后的另一个进场信号(价格位于EMA上方,TMF指标位于0轴上方。
7. 价格没有击穿标准偏差下通道,是一个增加持仓的机会。
趋势通道的止损指令
(a). 第一个止损指令是在[1]处下方,价格振荡的下部。
(b). 接下来价格低点逐渐升高,随之上移止损位:
• 通道的下部,以及
• 股价低谷处。
(c) .即使价格低谷位于通道的上方,止损位也应在通道的下部。
(d). 当价格击穿上通道,止损位则应设置在价格上通道处。价格成功突破趋势通道之后,每当价格走出更高的低点,便上移止损位。
(a). 第二次进场时,最初的止损位应该在价格最低点的下方。
(b).上移止损位到接下来价格的低点处(止损位同时应位于通道线的下方)。
(c).下一个价格低点是位于上通道,所以,在下通道下方设置止损。
标准偏差通道的设置
我通常使用2倍标准方差,该通道可以涵盖95%的价格走势。使用3个标准方差可以涵盖99%的价格走势,但是该通道似乎过宽。
Trading Standard Deviation Channels
Standard deviation channels are plotted at a set number of standard deviations around a linear regression line. They can be usefully applied to swing trading (as well as for detecting changes in momentum).
Visually identify a stable trend on the chart and fit standard deviation channels by dragging your mouse over the selected time period.
EXAMPLE
Sydney Gas Limited [SGL] is plotted with trend channels drawn at 2 standard deviations around a linear regression line. After equal lows in December 2005 and August 2006 SGL started to rally.
1、 The signal to go long is identified when the secondary reaction (or consolidation) at [1] respects the 100-day Exponential Moving Average.
2、 Accompanied by strong accumulation with Twiggs Money Flow holding above the zero line.
3、 Opportunity to increase the position presents itself with another higher trough in the lower half of the trend channel
4、 A further pyramid opportunity
5、 Exit when price reverses below (or respects) the top trend channel
6、 Another entry signal when price completes a double bottom at the lower trend channel
7、 (price is above the 100-day Exponential Moving Average and Twiggs Money Flow has respected zero)
8、 An opportunity to increase (pyramid) your position when price respects the lower channel line.
Channel lines are extended using Auto-Extend (right-click on the trendline).
Trend Channel Stop Loss Orders
(a) Place your first stop loss below the down-swing at [1] on which you entered.
(b) On subsequent troughs, move the stop loss up to below the lesser of:
a. the lower channel line, and
b. the low of the trough.
If the new stop level is lower than the previous stop, leave the (higher) old stop in place.
(c) Even if the trough is in the upper half of the trend channel, set the stop loss at the lower channel line.
(d) When price penetrates the top trend channel, move your stop loss to the upper channel line.
If price breaks clear of the channel, keep on moving your stop up along the upper channel line each time that a new trough respects the channel line.
(e) On the second entry, place your initial stop loss below the trough
(f) Move the stop loss up to below the subsequent trough, (which is also below the lower channel line)
(g) The next trough is in the upper half of the trend channel, so set the stop loss at the lower channel line.
Standard Deviation Channel Setup
See Help: Trend Channels for directions on how to set up standard deviation channels.
I normally use 2 standard deviations, which enclose roughly 95% of the selected data. Using 3 standard deviations encloses about 99% of the selected data but the channel often appears too wide.
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