本文選題：趨勢技術分析　切入點：市場價格走勢圖　出處：《湖南大學》2013年碩士論文　論文類型：學位論文

【摘要】：自從外匯市場進入互聯(lián)網(wǎng)時代，個人投機者能夠隨時隨地參與外匯市場，獲得與大機構相對一致的價格。外匯市場可以做空、做多，對于國內(nèi)投資渠道少的我國個人投機者來說，是一個比較好的選擇。相對于大機構，個人投機者在信息獲取方面和個人心理控制方面存在缺陷，，這是個人投機者交易虧損的主要原因。 本文從怎么處理好個人投機者在信息獲取和個人心理控制存在的兩個缺陷出發(fā)，運用趨勢技術分析理論和工具，建立一個關于外匯投機交易的策略，選取國際外匯市場1992年——2012年歐元兌美元的外匯交易行情為樣本，對這個交易策略進行檢驗，得出個人投機者根據(jù)趨勢技術分析理論可以實現(xiàn)穩(wěn)定獲利的結論。 市場價格走勢圖是市場參與者對基本經(jīng)濟走勢的心理反應。價格是在關于經(jīng)濟走勢的信息和市場參與者的心理的共同作用下形成的。在經(jīng)濟走勢和市場參與者的心理不一致的時候，市場價格呈現(xiàn)震蕩走勢；在經(jīng)濟走勢和市場參與者的心理一致的時候，市場價格呈現(xiàn)趨勢的形式。當市場處于震蕩時，個人投機者是很難實現(xiàn)交易獲利的。而當市場處于趨勢走勢時，基本經(jīng)濟走勢和市場參與者的心理預期一致，通過市場價格走勢圖預測未來的經(jīng)濟走勢是可行的，從而實現(xiàn)預測未來價格的目的。本文設計的交易策略就是利用趨勢技術分析和相關工具避開震蕩行情，捕捉趨勢行情，從而彌補個人投機者在信息獲取方面的不足，在外匯市場中占得先機。 本文采用14周均線、35周均線的交叉確立周線趨勢，從而確立基本經(jīng)濟走勢。在周線趨勢確立后，可以預期未來一段時間的價格波動將順應這個趨勢。本文把順應趨勢的波段稱之為主波段，逆向趨勢的波段稱之為調整波段，主波段和調整波段之間的轉換通過特殊三根價格線來體現(xiàn)。交易策略的核心思想就是在順應周線趨勢的前提下，捕捉順應周線趨勢的主波段。
[Abstract]:Since the foreign exchange market has entered the Internet era, individual speculators have been able to participate in the foreign exchange market at any time, anywhere and at a relatively consistent price with large institutions. Foreign exchange markets can be short and long. For individual speculators in China who have few domestic investment channels, it is a relatively good choice. Compared with large institutions, individual speculators have defects in obtaining information and controlling personal psychology. This is the main reason for individual speculators' losses. Based on how to deal with the two defects of individual speculators in information acquisition and personal psychological control, this paper uses trend technology analysis theory and tools to establish a strategy on foreign exchange speculative trading. Taking the foreign exchange market of the international foreign exchange market from 1992 to 2012 as a sample, this paper tests the trading strategy and draws the conclusion that individual speculators can achieve stable profits according to the theory of trend technology analysis. The market price chart is the psychological reaction of market participants to basic economic trends. Prices are formed under the joint action of information on economic trends and the psychology of market participants. When their psychology is inconsistent, Market prices are volatile; when the economic trend is consistent with the psychology of market participants, market prices take the form of a trend. When the market is in shock, It is difficult for individual speculators to make a profit from trading. When the market is in a trend trend, the basic economic trend is in line with the psychological expectations of market participants. It is feasible to predict future economic trends through market price charts. In order to achieve the purpose of predicting future prices, the trading strategy designed in this paper is to use trend technology analysis and related tools to avoid shocks, catch trend prices, and make up for the deficiency of individual speculators in obtaining information. Take the lead in the foreign exchange market. In this paper, the crossing of the 14-week mean line and the 35-week average line is used to establish the trend of the cycle line, so as to establish the basic economic trend. It can be expected that price fluctuations will conform to this trend for some time to come. In this paper, we call the band of compliance with the trend as the main band, and the band with the reverse trend as the adjustment band. The conversion between the main band and the adjusted band is reflected by three special price lines. The core idea of the trading strategy is to capture the main band of the trend under the premise of complying with the trend of the cycle.
【學位授予單位】：湖南大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F831.52

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