Tehnilise fännid võivad ennast http://www.inspectd.com/ lehel proovile panna. Primitiivne, aga kas suudad selle peal stabiilset plussi tekitada?
Täiesti veendunud, et TA töötab, suutsin paarisaja chartiga $100k->$1k kahjumi tekitada. Eesmärk oli muidugi $200k.
Pusisin ka veidi, sain umbes saja tehinguga $349,270.41. Ei tea kas peaks kohe investorist kauplejaks hakkama:)
Sellised mängud on muidugi toredad aga tõenäoliselt kui on oma raha mängus siis on otsused teistsugused.
Sellised mängud on muidugi toredad aga tõenäoliselt kui on oma raha mängus siis on otsused teistsugused.
Lõbus:)
Proovisin minagi igatepidi. Tuleb tunnistada, et stabiilset tulu teenimise valemit ei leidnud (graafikud ka muidugi äärmiselt piiratud infoga), samas $100K->$1M tuli 55 korda järjest buy nuppu vajutades, nii lihtne see ongi:)
Proovisin minagi igatepidi. Tuleb tunnistada, et stabiilset tulu teenimise valemit ei leidnud (graafikud ka muidugi äärmiselt piiratud infoga), samas $100K->$1M tuli 55 korda järjest buy nuppu vajutades, nii lihtne see ongi:)
Ehee, ise suutsin esimese 5 tehinguga $250k teenida :), hiljem õnn pöördus ja konto jäi $20k peale. Tegin vist kiirelt umbes 20 - 30 klõpsu
Mnjaa pusiin ka 100k -20k.Ainukesed graafikud,kus kindlalt raha tuli olid nn TASR tüüpi graafikud,kus trend on pikk ja kitsas koridoris.
Üle keskmise tulemus siis, mul jäi kõik 100k ilusti alles, ma vajuasin 10x järjest skip :)
Lahe mäng. Miljon tuli 5 minutiga. Kinnitab rahvatarkust, et üks pilt (TA) ütleb rohkem kui tuhat sõna (FA).
Ole hea, selgita TA ära. Entry Price: 10.40 (Mar. 14, 2003), Exit Price: 22.60 (Apr. 11, 2003)
Stock: SCON, change: 117.31% in 20 days.
http://stockcharts.com/h-sc/ui?s=SCON&p=D&st=2002-10-10&en=2003-04-11&id=p31063806205
Stock: SCON, change: 117.31% in 20 days.
http://stockcharts.com/h-sc/ui?s=SCON&p=D&st=2002-10-10&en=2003-04-11&id=p31063806205
ei seletagi minu meelest...mingi taust peab siin olema uudiste näol.
Üldiselt ise väga loll TA's, samas toda 100K asja katsetades sain ~30 tehingu tulemusel 250K peale raha. Mingi random süsteem polnud. Midagi väga kahtlast ei puutunud, suurim miinus samas oli -23 ja pluss 5X%...see 23 muidugi näitab, et 1 vale valik võib ka päris stabiilse plussi kiiresti käest viia.
Üldiselt ise väga loll TA's, samas toda 100K asja katsetades sain ~30 tehingu tulemusel 250K peale raha. Mingi random süsteem polnud. Midagi väga kahtlast ei puutunud, suurim miinus samas oli -23 ja pluss 5X%...see 23 muidugi näitab, et 1 vale valik võib ka päris stabiilse plussi kiiresti käest viia.
Ei seleta küll. Selget piiri on TA ja FA vahele vahele ilmselt sama raske tõmmata kui investori ja kaupleja vahele, nagu ma siin ühes teises foorumis jaurasin. Aga kogemused on näidanud, et kui aktsia libisevast keskmisest kõrgemal kaupleb ja trend on üles, siis tasub osta.
Oeh, kysimus ei ole kunagi õigel ajal ostmises või müümises küsimuses on alati õigel ajal positsiooni sulgemises.
TA harjutamiseks:
http://www.inspectd.com/
http://www.inspectd.com/
A new global study has confirmed what many market participants may already feel - that technical analysis doesn't work.
http://www.businessinsider.com/its-official-again-technical-trading-doesnt-work-2009-10
http://www.businessinsider.com/its-official-again-technical-trading-doesnt-work-2009-10
siit saab downloadida kogu raporti: http://www.2shared.com/file/8540229/f524487b/TA_online.html
…and when the academics find out what works they'll be billioners ;)
SideKick, mis siis töötab päevakauplemises?
Sidekick ära seda küll tee võtad veel analüütikutelt töö ära:(
Praktikas läbi viidud uurimused näitavad, et ligi 90% turuosalistest (erineb turu lõikes) kasutavad suuremal või vähemalt määral akadeemikute jaoks müstikaks jäävat tehnilist informatsiooni.
Mark P. Taylor, 1992.
Technical, or chartist, analysis of financial markets involves providing forecasts or trading advice on the basis of largely visual inspection of past prices, without regard to any underlying economic or ‘fundamental’ analysis. This paper reports the results of a questionnaire survey, conducted on behalf of the Bank of England, among chief foreign exchange dealers based in London in November 1988. Amongst other findings, it is revealed that at least 90 per cent of respondents place some weight on this form of non-fundamental analysis when forming views at one or more time horizons. There is also a skew towards reliance on technical, as opposed to fundamentalist, analysis at shorter horizons, which becomes steadily reversed as the length of horizon considered is increased. A very high proportion of chief dealers view technical and fundamental analysis as complementary forms of analysis and a substantial proportion suggest that technical advice may be self-fulfilling.
Allikas: Mark P. Taylor. The use of technical analysis in the foreign exchange market. Journal of International Money and Finance. Volume 11, Issue 3, June 1992, Pages 304-314
# # #
Thomas Oberlechner, 2001.
A total of 600 foreign exchange trader questionnaires were distributed among the foreign exchange traders of the three largest (in terms of their foreign exchange operations) commercial banks in Austria, Germany, Switzerland and UK. Since London is the capital of global foreign exchange trading, a number of other commercial and investment banks in the UK were also included. A total of 200 financial journalist questionnaires were distributed to journalists of the largest financial news providers operating in Europe.
Table 1 lists the average importance ratings of fundamental analysis versus chartist/technical analysis for foreign exchange traders and for financial journalists on a series of seven forecasting horizons ranging from intraday to longer than 1 year.
Table 1. Importance attached to chartist/technical versus fundamental analysis over different forecast
horizons by foreign exchange traders and financial journalists
Scale: from 0 = pure chartist analysis to 10 = pure fundamental analysis. M, mean, S.D., standard deviation.
Level of significance: ** pB0.01, *** pB0.001.
Allikas: Thomas Oberlechner. Importance of technical and fundamental analysis in the European foreign exchange market . INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS Int. J. Fin. Econ. 6: 81–93 (2001)
Mark P. Taylor, 1992.
Technical, or chartist, analysis of financial markets involves providing forecasts or trading advice on the basis of largely visual inspection of past prices, without regard to any underlying economic or ‘fundamental’ analysis. This paper reports the results of a questionnaire survey, conducted on behalf of the Bank of England, among chief foreign exchange dealers based in London in November 1988. Amongst other findings, it is revealed that at least 90 per cent of respondents place some weight on this form of non-fundamental analysis when forming views at one or more time horizons. There is also a skew towards reliance on technical, as opposed to fundamentalist, analysis at shorter horizons, which becomes steadily reversed as the length of horizon considered is increased. A very high proportion of chief dealers view technical and fundamental analysis as complementary forms of analysis and a substantial proportion suggest that technical advice may be self-fulfilling.
Allikas: Mark P. Taylor. The use of technical analysis in the foreign exchange market. Journal of International Money and Finance. Volume 11, Issue 3, June 1992, Pages 304-314
# # #
Thomas Oberlechner, 2001.
A total of 600 foreign exchange trader questionnaires were distributed among the foreign exchange traders of the three largest (in terms of their foreign exchange operations) commercial banks in Austria, Germany, Switzerland and UK. Since London is the capital of global foreign exchange trading, a number of other commercial and investment banks in the UK were also included. A total of 200 financial journalist questionnaires were distributed to journalists of the largest financial news providers operating in Europe.
Table 1 lists the average importance ratings of fundamental analysis versus chartist/technical analysis for foreign exchange traders and for financial journalists on a series of seven forecasting horizons ranging from intraday to longer than 1 year.
Table 1. Importance attached to chartist/technical versus fundamental analysis over different forecast
horizons by foreign exchange traders and financial journalists
|
|
| |||||
|
|
|
|
| |||
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| ||
|
|
|
|
|
| ||
|
|
|
|
|
| ||
|
|
|
|
|
| ||
|
|
|
|
|
| ||
|
|
|
|
|
|
|
|
Scale: from 0 = pure chartist analysis to 10 = pure fundamental analysis. M, mean, S.D., standard deviation.
Level of significance: ** pB0.01, *** pB0.001.
Allikas: Thomas Oberlechner. Importance of technical and fundamental analysis in the European foreign exchange market . INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS Int. J. Fin. Econ. 6: 81–93 (2001)
Kui juba sai ots lahti tehtud siis lisan veel paar infokildu.
* Joonis 2 näitab tehnilise ja fundamentaalse info osatähtsust turuosaliste otsustusprotsessis sõltuvalt positsiooni hoidmise ajast, aluseks kolm erinevat uuringut.
* Tabel 2 toob ära institutsionaalsete investorite/kauplejate hulgas viimasel ajal läbi viidud uuringud ja nende tulemused.
# # #
# # #
Allikas: Lukas Menkhoff and Mark P. Taylor. 2007. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. Journal of Economic Literature
* Joonis 2 näitab tehnilise ja fundamentaalse info osatähtsust turuosaliste otsustusprotsessis sõltuvalt positsiooni hoidmise ajast, aluseks kolm erinevat uuringut.
* Tabel 2 toob ära institutsionaalsete investorite/kauplejate hulgas viimasel ajal läbi viidud uuringud ja nende tulemused.
# # #
# # #
Allikas: Lukas Menkhoff and Mark P. Taylor. 2007. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. Journal of Economic Literature
Seega on lahendatud suur müsteerim, miks 90% turuosalisi kaotab raha ja ainult 10% võidab.
Vastus on, et 90% kasutab tehnilist analüüsi ja 10% ei kasuta :)
Vastus on, et 90% kasutab tehnilist analüüsi ja 10% ei kasuta :)