对日内交易来说完美的移动平均线 - 兄弟财经外汇返佣十七年信誉保障

Alan Farley 2016年1月1日

日内交易员需要对短期价格运动做出持续反应以便快速做出买卖决定。带有多个移动平均线的盘中价格条能为他们提供帮助，使他们能快速分析当前风险和最有利的进出点。这些平均线也能作为宏观过滤器使用，告诉有经验的观察者静观其变的时机并等待更好的条件出现。

选择正确的移动平均线能为所有以技术为基础的日内交易策略增加可靠性，而简陋或者不正确的设置则影响盈利。大部分情况下，所有时间周期的设置相同，使交易员能仅仅根据图表周期做出需要的调整。

鉴于这个特性，一组相同的移动平均线设定将会适用于剥头皮同时也会适用于早上买入晚上卖出。交易员仅仅根据图表长度改变持有时间，剥头皮交易员关注一分钟图表，而传统的日内交易员观察分钟和十五分钟图表。这一过程甚至延伸到隔夜持仓，使波段交易员把这些移动平均线运用到六十分钟图表上。

5-8-13移动平均线

5、8、13简单移动平均线的组合非常适合日内交易员。这一设定表现非常良好，但是理解时需要适当的设定。这是一个视觉化过程，检查移动平均线与价格的相对关系，而移动平均线的坡度则反映短期动量的微妙变化。

观察到动量上升为交易员提供买入机会，动量降低则表示要及时退出。在多种时间框架中的引发移动平均线向下的动量减小将提供做空机会，当移动平均线向上时平仓。这一方法也适用横向市场，告诉交易员机会有限等待时机。

两个交易案例

5-8-13 移动平均线在做多交易中的使用

苹果股价在五分钟图表上的105美元时（A点）形成了一个基底模式并在中午（B点）形成了一个短期上扬。随着5-8-13 短期移动平均线距离的增加，他们指向更高之处，意味着上扬动量的增加。价格在移动平均线之上进入多头区间，为日内交易提供非常好的获利机会。

上扬在12点之后停止，价格跌到与8条移动平均线交叉（C点），而5条移动移动平均线拉回并在同一水平找到支撑（D点）。积极的日内交易员可以在穿过5条移动平均线时获利或者等待移动平均线在下午变平和转向（E点）获利。两个水平都提供获利的出场点。

Using 5-8-13 in a Short Sale

5-8-13移动平均线在短期做空中的使用

苹果股价在收盘时位于109美元（A点）并在第二天早上（B点）开始下跌。随着距离的增加5-8-13移动平均线指向更低之处，表明做空动量的增加。价格在移动平均线之下进入做空区间，提供良好的短期做空获利机会。

做空在上午停止，价格提升到13条移动平均线之上，而5条移动平均线在同一水平找到阻力。积极的日内交易员可以在价格提升到5条移动平均线之上时或者等待移动平均线在下午平缓并上升时（E点）获利。两个水平都提供获利的出场点。

耐心等待的信号

价格和移动平均线之间的关系也发出机会不佳资本应当保留的信号。市场走势不明和高波动将迫使5-8-13移动平均线进入大规模的拉锯，水平定向和频繁的交叉告诉有经验的交易员继续等待。

成交价格幅度在波动剧烈的市场扩大并在走势不明的市场缩小。在这两种情况中，移动平均线展现出相同特性并警告交易员谨慎交易。这些特性应该被牢记并在短期交易策略中过滤掉，因为他们将对交易损益表有极大的影响。

避免假突破

在一点范围内反复折回。5-8-13移动平均线显示出相同的假突破，这时的交叉很多，但是队列很少。这些高干扰警告有经验的交易停止交易并转向其他的股票。

总结

5-8-13简单移动平均线为日内交易员提供完美的长短期获利交易入场点。这些移动平均线还能当过滤器使用，告诉聪明的交易员什么时候日内交易风险太大。

The Perfect Moving Averages For Day Trading

By Alan Farley | January 01, 2016

Day traders need continuous feedback on short-term price action to make lightning fast buy and sell decisions. Intraday bars wrapped in multiple moving averages serve this purpose, allowing quick analysis that highlights current risks as well as the most advantageous entries and exits. These averages work as macro filters as well, telling the observant trader the best times to stand aside and wait for more favorable conditions.

Choosing the right moving averages adds reliability to all technically-based day trading strategies, while poor or misaligned settings undermine otherwise profitable approaches. In most cases, identical settings will work in all short-term time frames, allowing the trader to make needed adjustments through the chart’s length alone.

Given this uniformity, an identical set of moving averages will work for scalping techniques as well as for buying in the morning and selling in the afternoon. The trader reacts to different holding periods using the charting length alone, with scalpers focusing on 1-minute charts, while traditional day traders examine 5-minute and 15-minute charts. This process even extends into overnight holds, allowing swing traders to use those averages on a 60-minute chart.

5-8-13 Moving Averages

The combination of 5-, 8- and 13-bar simple moving averages (SMAs) offers a perfect fit for day trading strategies. These are Fibonacci-tuned settings that stand the test of time, but interpretive skills are required to use the settings appropriately. It’s a visual process, examining relative relationships between moving averages and price, as well as MA slopes that reflect subtle shifts in short-term momentum.

Increases in observed momentum offer buying opportunities for day traders, while decreases signal timely exits. Decreases that trigger bearish moving average rollovers in multiple time frames offer sell short opportunities, with profitable sales covered when moving averages start to turn higher. The process also identifies sideways markets, telling the day trader to stand aside when intraday trending is weak and opportunities are limited.

Two Trading Examples

Using 5-8-13 in a Long Trade

Apple (AAPL) builds a basing pattern above 105 (A) on the 5-minute chart and breaks out in a short-term rally over the lunch hour (B). 5-, 8- and 13-bar SMAs point to higher ground while the distance between moving averages increases, signaling rising rally momentum. Price moves into bullish alignment on top of the moving averages, ahead of a 1.40 point swing that offers good day trading profits.

The rally stalls after 12 pm, dropping price back to the 8-bar SMA (C), while the 5-bar SMA pulls back and finds support at the same level (D), ahead of a final rally thrust. Aggressive day traders can take profits when price cuts through the 5-bar SMA or wait moving averages to flatten out and roll over (E), which they did in the mid-afternoon session. Both price levels offer beneficial exits.

AAPL consolidates near 109 at the end of a session (A) and ticks lower the next morning (B). 5-, 8- and 13-bar SMAs point to lower ground while the distance between moving averages increases, signaling rising selloff momentum. Price moves into bearish alignment on the bottom of the moving averages, ahead of a 3-point swing that offers good short sale profits.

The selloff stalls mid-morning, lifting price into the 13-bar SMA (C) while the 5-bar SMA bounces until it meets resistance at the same level (D), ahead of a final selloff thrust. Aggressive day traders can take short sale profits while price lifts above the 5-bar SMA or wait for moving averages to flatten out and turn higher (E), which they did in the mid-afternoon. Both price levels offer beneficial short sale exits.

Signals to Stand Aside

Interrelationships between price and moving averages also signal periods of adverse opportunity-cost when speculative capital should be preserved. Trendless markets and periods of high volatility will force 5-, 8- and 13-bar SMAs into large scale whipsaws, with horizontal orientation and frequent crossovers telling observant traders to sit on their hands.

Trading ranges expand in volatile markets and contract in trendless markets. In both cases, moving averages will show similar characteristics that advise caution with day trading positions. These defensive attributes should be committed to memory and utilized as an overriding filter for short-term strategies because they have an outsized impact on the profit and loss statement.

Avoiding Whipsaws

AAPL bobs and weaves through an afternoon session in a choppy and volatile pattern, with price whipping back and forth in a 1-point range. 5-, 8- and 13-bar SMAs shows similar whipsaws, with multiple crossovers but little alignment between moving averages. These high noise levels warn the observant day trader to pull up stakes and move on to another security.

The Bottom Line

5-, 8- and 13-bar simple moving averages offer perfect inputs for day traders seeking quick profits on the long and short sides. The moving averages also work well as filters, telling fast-fingered market players when risk is too high for intraday entries.

本文翻译由兄弟财经提供

文章来源：http://www.investopedia.com/articles/active-trading/010116/perfect-moving-averages-day-trading.asp