
2ã€ã®æãåãããããžãã¯ã§ãšã³ããªãŒ

ãµã€ããŒããã
ð2ã€ã®æãåãããããžãã¯ã§ãšã³ããªãŒ
ïŒïŒç§»åå¹³åç·
移åå¹³åç·ãšã¯ãèšå®ããæéã®å¹³åå€ãã©ã€ã³ã§è¡šãããã®ã§ãã
äžè¬çã«ã¯ãçæãäžæãé·æã®3æ¬ç·ãåŒããŠçžå Žã®æ¬¡ã®ããšãäºæž¬ããã®ã«äœ¿ããŸãã
âå¹³å移åç·ã§äºæž¬ã§ãããã®
- é²ãæ¹åæ§
- å¢ã
- ã¿ã€ãã³ã°
ã移åå¹³åç·ãã«ã¯3ã€ã®çš®é¡ããããŸãã
å¹³å移åç·ã®çš®é¡
- åçŽç§»åå¹³åç·ïŒSMA
- ææ°å¹³æ»ç§»åå¹³åç·ïŒEMAïŒ
- å é移åå¹³åç·ïŒWMAïŒ
ã»ãšãã©ã®å Žåãã移åå¹³åç·ããšããã°åçŽç§»åå¹³åç·ïŒSMAïŒãæããŸããã
移åå¹³åç·ïŒåçŽç§»åå¹³åç·ïŒSMAïŒãšèŠããŠãããŸãããã
åçŽç§»åå¹³åç·ïŒSMAïŒ
åçŽç§»åå¹³åç·ïŒSMAïŒSimple Moving AverageïŒã¯ãäžå®æéã®è€æ°ã®çµå€ã®å¹³åå€ãç®åºããŠã©ã€ã³ã§è¡šãããã®ã§ãã
ããšãã°ã20æ¥ç§»åå¹³åïŒ20SMAãšè¡šèšãããïŒã§ããã°ãæ¬æ¥ãå«ããéå»20æ¥éã®çµå€ãåèšãã20æ¥ã§å²ã£ãŠå¹³åå€ãåºããŸãã
ãã¬ã³ãã®æ¹åæ§ã匷ããèŠããæãããã¥ã©ãŒãªã€ã³ãžã±ãŒã¿ãŒã§ãã
äžã®ç»åã®ããã«ããã£ãŒãäžã«çæãäžæãé·æãš3æ¬è¡šç€ºãããŠäœ¿ãã®ãäžè¬çã§ãã
ææ°å¹³æ»ç§»åå¹³åç·ïŒEMAïŒ
ææ°å¹³æ»ç§»åå¹³åç·ïŒEMAïŒExponential Moving AverageïŒã¯ãåçŽç§»åå¹³åç·ïŒSMAïŒãããçŽè¿ã®äŸ¡æ Œã«æ¯éããããŠå¹³åå€ãç®åºããã©ã€ã³ã§è¡šãããã®ã§ãã
ãã®ãããåçŽç§»åå¹³åç·ïŒSMAïŒããããã¬ã³ããæ©ãç¥ãããšãã§ããŸãã
äžã®å³ã¯SMAãšEMAã衚瀺ãããã£ãŒãç»é¢ã§ãã
åçŽç§»åå¹³åç·ïŒSMAïŒãããææ°å¹³æ»ç§»åå¹³åç·ïŒEMAïŒã®æ¹ããæ³¢ãã«ã¯ã«ã¯ããŠããŠãå€åããæ©ãæããŠãŸãã
ææ°å¹³æ»ç§»åå¹³åç·ïŒEMAïŒã¯ãåçŽç§»åå¹³åç·ïŒSMAïŒãããããã·ãå€ããªãç¹ã«æ³šæããŸãããã
å é移åå¹³åç·ïŒWMAïŒ
å é移åå¹³åç·ïŒWMAïŒWeighted Moving AverageïŒãææ°å¹³æ»ç§»åå¹³åç·ïŒEMAïŒãšåæ§ã«ãçŽè¿ã®äŸ¡æ Œã«æ¯éããããŠå¹³åå€ãç®åºããã©ã€ã³ã§è¡šãããã®ã§ãã
çŽè¿ã®äŸ¡æ Œã«å¯ŸããŠã©ã¡ããããéãã眮ããŠãããã¯ããææ°å¹³æ»ç§»åå¹³åç·ïŒEMAïŒïŒå é移åå¹³åç·ïŒWMAïŒããšãªããŸãã
移åå¹³åç·ã®äœ¿ãæ¹
ããããã¯ã移åå¹³åç·ã®åºæ¬çãªäœ¿ãæ¹ãèŠãŠãããŸãã
â»ä»¥éã移åå¹³åç·ïŒåçŽç§»åå¹³åç·ã®ããšãæããŸã
移åå¹³åç·ããã¯ã次ã®3ã€ãäºæž¬ã§ããŸãã
- é²ãæ¹åæ§
- å¢ã
- ã¿ã€ãã³ã°
âçžå Žãé²ãæ¹åæ§ã®äºæž¬ã®ä»æ¹
- 移åå¹³åç·ãäžåãã»ããŒãœã¯è¶³ã®äžã«ããâäžæçžå Ž
- 移åå¹³åç·ãäžåãã»ããŒãœã¯è¶³ã®äžã«ããâäžéçžå Ž
- 移åå¹³åç·ã暪ã°ãã»ããŒãœã¯è¶³ã«çµ¡ãã§ããâã¬ã³ãžçžå Ž
âå¢ãã®èªã¿åãæ¹ã¯æ¬¡ã®éã
- 移åå¹³åç·ã®è§åºŠãå°ããâå¢ãã匱ã
- 移åå¹³åç·ã®è§åºŠã倧ããâå¢ãã匷ã
âã¿ã€ãã³ã°ã¯ã移åå¹³åç·å士ã®äžŠã³ã»ã¯ãã¹ãããŒãœã¯è¶³ãšã®äœçœ®é¢ä¿ã§äºæž¬ããŸãã
- ãã¬ã³ãã®è»¢æç¹
- ãšã³ããªãŒãã€ã³ã
ãµããŒãã©ã€ã³ãšã¬ãžã¹ã¿ã³ã¹ã©ã€ã³
移åå¹³åç·ã¯ããµããŒãã©ã€ã³ãšã¬ãžã¹ã¿ã³ã¹ã©ã€ã³ãšããŠäœ¿çšããããšãã§ããŸãã
äžè¬çã«ãã¬ãžãµãã©ã€ã³ã¯ããŒãœã¯è¶³ã®é«å€ãå®å€ããã€ã³ãã«æ°Žå¹³ã©ã€ã³ãåŒããŠäœ¿ããŸãã
ãã®æ°Žå¹³ã©ã€ã³ãšåãããã«ã移åå¹³åç·ã«ã¿ãããããšããã§åçºããåããçã£ãŠãã¬ãŒãããŸãã
äžã®ãã£ãŒãã§ã¯ãé»è²ã®é·æã©ã€ã³ãã¬ãžã¹ã¿ã³ã¹ã©ã€ã³ãšããŠãåçºããåããç¹°ãè¿ããŠããŸãã
ãã€ããªãŒãªãã·ã§ã³ã®ããŒãã§ã¯ããªãŒããŒãšã¯ïŒ
ãã€ããªãŒãªãã·ã§ã³ã®ããŒãã§ã¯ããªãŒããŒãšã¯å©çã䌞ã°ãã皌ãã©ããã§ãã
ããŒãã§ã¯ããªãŒããŒãèŠèœãšãããšã³ããªãŒã§ããã°ããªãã®é«ç¢ºçã§åãŠãŸãã
ããããããŒãã§ã¯ããªãŒããŒã®ç¶æ ã¯åéãããããããªããŸãã
ã§ã¯ãã©ã®ããã«èŠåãããšè¯ãã®ã§ããããïŒ
ãŸãããŒãã§ã¯ããªãŒããŒãå®çŸ©ããŸãã
ããŒãã§ã¯ããªãŒããŒãšã¯
çæã»äžæã»é·æãšããæéã®ç°ãªã移åå¹³åç·ãâããé åºâã«äžŠãã§ããç¶æ ã®ããšãæããŸãã
ãªãŒããŒãšã¯è±èªã§orderã§ã秩åºã»é çªããšããæå³ã§ãã
ããŒãã§ã¯ããªãªãŒããŒãªã®ã§ãå®å šãªé çªããšããæå³ã§ããã
å®éã«ããŒãã§ã¯ããªãŒããŒã«ãªã£ãŠããç¶æ
ãèŠãŠãããŸãããã
äžã®å³ã§ã¯çæã»äžæã»é·æã®ç§»åå¹³åç·ãçŸããŠããŸãã
äžããé ã«çæã»äžæã»é·æã®ç§»åå¹³åç·ã䞊ãã§ããŸããã
å šãŠã®ç§»åå¹³åç·ãå³è©äžããã«ãªã£ãŠããŠããŸãã
ãã®å³ãã匷ãäžæãã¬ã³ããçºçããŠããããšãããããŸãã
å¢ãã®åŒ·ããã¬ã³ããªã®ã§é·ãæéç¶ç¶ããå¯èœæ§ãéåžžã«é«ãã®ãç¹åŸŽã§ãã
ãã®å³ã§ã¯ç§»åå¹³åç·ãäžããé ã«çæã»äžæã»é·æã§äžŠãã§ããŸãã
å šãŠã®ç§»åå¹³åç·ãå³è©äžããã«ãªã£ãŠããŸãã
çžå Žã®æ¹åæ§ãã¿ãŠããããããã«ã匷ãäžéãã¬ã³ããšãªã£ãŠããŸãã
ããŒãã§ã¯ããªãŒããŒã«ãªããšãçæã»äžæã»é·æã®ç§»åå¹³åç·ã¯äžã§èŠããããªé çªã«å¿ ããªããŸãã
çžå Žã®åãã«æãææã«åå¿ããã®ãçæ移åå¹³åç·ãéã«æãçžå Žã®åãã«éãã®ãé·æã®ç§»åå¹³åç·ã§ãã
äŸãã°äžæãã¬ã³ããªã移åå¹³åç·ã¯ãçæ > äžæ > é·æãã®é çªã§äžãã£ãŠããŸãã
çæã軜ããé·æãéãã€ã¡ãŒãžã§ãã
çæã¯è»œãã®ã§çžå Žã®æ¹åã«åãããããé·æã¯éãã®ã§åãã«ããã®ã§ãã
ããŒãã§ã¯ããªãŒããŒãåãŠãçç±ã¯ãã¬ã³ãã«ä¹ããã
ããŒãã§ã¯ããªãŒããŒãåãŠãçç±ã¯çžå Žã®ãã¬ã³ãã«ä¹ãããã§ãã
å ·äœçã«åã¿ç ããŠè§£èª¬ããŸããã
ãã€ããªãŒã§ããã¬ãŒãããäžã§æãæèããã¹ããã€ã³ãã¯ããã€ããããŸãã
ãã®äžã€ã¯ãã¬ã³ãã®æ¹åã§ãã
ãã¬ã³ããèªãã§æŒãç®ã»æ»ã売ããä»æããã
ããŒãã§ã¯ããªãŒããŒã®å¹æçãªæŽ»çšæ¹æ³ã¯ãçžå Žã®ãã¬ã³ããèªãã§æŒãç®è²·ãã»æ»ã売ããä»æãããã§ãã
ããããäžæãã¬ã³ãã ãšããŠãçžå Žã®ãã©(äžäžæ¹åã®æ¯å¹ )ã倧ãããšããšã³ããªãŒæç¹ããäŸ¡æ Œãäžãã£ãŠããŸãããšãããã®ã§ãã
ããŒãã§ã¯ããªãŒããŒãçŸããäžæãã¬ã³ãã§æãåã¡ãããã®ã¯æŒãç®è²·ããªã®ã§ãã
æ»ã売ããåæ§ã®ä»çµã¿ã§ãã
ããããã°ã·ã³ãã«ãªLowãšã³ããªãŒã«æ¯ã¹ãŠåçã¯æ Œæ®µã«äžãããŸãã
ãŸãšãïŒããŒãã§ã¯ããªãŒããŒãšã¯ïŒïŒ
移åå¹³åç·ã«ãããŠ2æ¬ã®ç·ã©ã€ã³ããããã¯é·æç·ãå«ãã3æ¬ã®ã©ã€ã³ããããã«äžŠãã§ããç¶æ ãããã
ãã¡ããšåŒ·ããã¬ã³ãã圢æãããŠãã蚌ã
ãããŒãã§ã¯ããªãŒããŒãã¯ãã¡ããšåŒ·ããã¬ã³ãã圢æãããŠãã蚌ã§ãã
ãã¬ã³ãããã£ãããšåœ¢æãããŠããã»ã©é 匵ãã§ã¯åã¡ããããªãããšãç解ããŠãããŸãããã
ïŒïŒäžç®åè¡¡è¡š
äžç®åè¡¡è¡šãšã¯ãæ¥æ¬äººã«ãã£ãŠéçºãããããã¥ã©ãŒãªãã¯ãã«ã«åæã§ãã
5æ¬ã®ç·ãšé²ã§çžå Žã®æµãããã©ã³ã¹ãè¡šããŠããŸãã
ç·ã®çš®é¡ã¯5æ¬ã
- 転æç·
- åºæºç·
- å è¡ã¹ãã³1
- å è¡ã¹ãã³2
- é è¡ã¹ãã³
äžç®åè¡¡è¡šã®ä»£è¡šçãªç¹åŸŽã§ãããé²ãã¯ãå è¡ã¹ãã³1ãš2ã®éãæããŸãã
äžã®ç»åããäžç®åè¡¡è¡šããã£ãŒãäžã«ç€ºãããã®ã§ãã
ããã§ã¯ãããããã®ç·ãäœã瀺ãããèŠãŠãããŸããã
転æç·ãšåºæºç·
転æç·ãšåºæºç·ã¯ããããéå»ã®çµå€ã®æé«å€ãšæå®å€ã足ããŠ2ã§å²ã£ããã®ã§ãã
転æç·ïŒéå»9æ¥éã®çµå€ã®æé«å€ãšæå®å€ã足ããŠ2ã§å²ã£ããã®
çæéã®ãã¬ã³ããææ¡ã§ãã
åºæºç·ïŒéå»26æ¥éã®çµå€ã®æé«å€ãšæå®å€ã足ããŠ2ã§å²ã£ããã®
äžæéã®ãã¬ã³ããææ¡ã§ãã 転æç·ãšåºæºç·ã¯ãã¯ãã¹ãã€ã³ãããšã³ããªãŒãã€ã³ããšããŠãã¬ãŒãããã®ã«äœ¿ãããããšããããŸãã
å è¡ã¹ãã³
å è¡ã¹ãã³ã¯2çš®é¡ãããŸãã
- å è¡ã¹ãã³1ïŒè»¢æç·ãšåºæºç·ã®æ°å€ã足ããŠ2ã§å²ã£ããã®ã26æ¥å ã«æãããã®
- å è¡ã¹ãã³2ïŒéå»52æ¥éã®æé«å€ãšæå®å€ã足ããŠ2ã§å²ã£ããã®ã26æ¥å ã«æãããã®
ãšããããã«ãããããèšç®ããããã®ã26æ¥å ã«ã©ã€ã³ãšããŠæãããã®ã§ãã
é è¡ã¹ãã³
é è¡ã¹ãã³ã¯ãçµå€ã26æ¥åã«æãããã®ã§ãã
ãã®é è¡ã¹ãã³ãšããŒãœã¯è¶³ã®äœçœ®é¢ä¿ããããšã³ããªãŒãã€ã³ããèŠã€ããããšãã§ããŸãã
é²ã®èŠæ¹ã«ã€ããŠ
äžç®åè¡¡è¡šã®å è¡ã¹ãã³2ã€ã圢æãããé²ãã¯ãåçºãšãã¬ã³ããäºæž¬ãããšãã«äœ¿ããããã§ãã
ãé²ãã®èŠæ¹ã¯ããã£ãããšèŠããŠãããŸãããã
åãé²çºçã§åçºãäºæž¬
äžç®åè¡¡è¡šã®ãé²ããåãæããåçºãããããããªãããšå¿ã®æºåãããŸãããã
ãé²ã®åãïŒæµæã®åŒ·ãã
é²ã®åãã¯æµæã®å€§ãããè¡šãããé²ãã圢æããå è¡ã¹ãã³1ã»2ãæµæç·ãšããŠåçºããå¯èœæ§ãé«ããªããŸãã
äžã®ç»åã®å·ŠåŽâ¯ã®ç®æã§ã¯ãçžå Žãäžéåºèª¿ã§ãã
é²ãçªãæããããã¬ã³ããäºæž¬
ãé²ããããŒãœã¯è¶³ãçªãæããããã¬ã³ããäºæž¬ããŸãããã
äžã®ç»åãã芧ãã ããã
ããŒãœã¯è¶³ã®äžã«ãã£ããé²ããéããŠããŠãçœãâ¯ã®ç®æã§ããŒãœã¯è¶³ãçªãæããŸããã
ããããäžæãã¬ã³ããå§ãŸã£ãã®ããåããããã ããŸããïŒ
ãã®ããã«ããé²ããããŒãœã¯è¶³ãçªãæããåãã¯ãæ°ããªãã¬ã³ãçºçãšäºæž¬ããããšãã§ããŸãã
ãã¡ãããçªãæããåŸåã³ãé²ããããŒãœã¯ãèŠãã¬ã³ãžçžå Žãšãªãå¯èœæ§ããããŸãã
æ ãŠãã«èŠæ¥µããªããã°ãããŸããã
ãã®2ã€ã®æãåãããããžãã¯ã§åã€
移åå¹³åç·ãšäžç®åè¡¡è¡šã®2ã€ãçµã¿åããããšãããªå¹æããããŸãã
- ãã¬ã³ãã®æµããæ£ç¢ºã«ææ¡ã§ããŸãã
- ç確ãªã¿ã€ãã³ã°ã§ãšã³ããªãŒãè¡ãããšãã§ããŸãã