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A free, complete guide to Technical Analysis

106 点作者 SatyajitSarangi超过 10 年前

13 条评论

math超过 10 年前
Anyone thinking about doing doing some technical analysis may well become less enthusiastic about the idea if they first played around with generating some random time-series with statistics similar to the real thing and then dwelling on the fact that they look pretty close to the real thing. GARCH(1,1) isn&#x27;t a bad place to start (although it&#x27;s not perfect). I just put up some R code on github for this here: <a href="https://github.com/mhowlett/garch11" rel="nofollow">https:&#x2F;&#x2F;github.com&#x2F;mhowlett&#x2F;garch11</a> which I was experimenting with in the past. I can&#x27;t remember the state of it exactly, but I think it works.
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oddtarball超过 10 年前
Technical analysis is far from useless. As an active trader, it&#x27;s the best tool I have come across. I&#x27;m sorry, but to say that it is useless is to admit pure ignorance, or to admit your failure to grasp the concepts and understand how to apply them visually and correctly.<p>People do apply techniques incorrectly, yes. They can get confirmation bias from it, yes. However, that does not invalidate successful traders who trade primarily on technicals. Keep in mind that a &quot;tool&quot; is just that - but not used the same way by everyone - and &quot;this means that&quot; isn&#x27;t a blanket rule that always works as described. Everything is part of a larger structural puzzle. Also, HFT algos will eat your lunch if your hold period is too short. I don&#x27;t hold a position for more than a week, MAYBE two, but never less than 45 minutes - and as a retail trader, that makes a huge difference in P&#x2F;L ratios over time.<p>Through my trading experience I have continuously used less fundamentals and more wonky technical techniques I have come up with. It has given me a massive edge over whoever is on the other side of the trade, and has pulled me quite a long way out of debt and into making a nice living doing it on the side. The side of the story that you don&#x27;t see in the endless &quot;get rich quick&quot; trading schemes that promise to teach you all of those super awesome secrets is that anyone who knows what they&#x27;re doing isn&#x27;t spending any time teaching it to the masses.<p>But, to get back on topic: Well done with this site! It&#x27;s a great beginner guide to understand what a lot of the basics actually mean. Babypips falls very short.
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bubblemachine3k超过 10 年前
Technical analysis doesn&#x27;t have any science backing it up. However, as most pop books are some form of swing, candlestick, Bollinger bands, mean reversion, it creates a self-fulfilling prophecy.<p>If you&#x27;re going to play the markets, it&#x27;s quantitative analysis or go broke. And that is a literal go broke!
confluence超过 10 年前
Funny, I read this is as a free and complete guide to the effects of confirmation bias.<p>A free and complete guide to bullshit is just bullshit.<p>Technical analysis is a farce.
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riveralabs超过 10 年前
The only important indicator on a chart is price, and volume in some cases to confirm price. But all decisions need to be based on price action. Chart analysis is just a tool to read the emotions of other traders, that’s it.<p>Think about it, you see a 3 day rally with wide range bars and on day 4 you get a narrow range bar where the open and close are the same (or very close). What does that tell you? Momentum has stopped and people are undecided. There’s nothing subjective about that. After this the stock can move either way, but you are getting an indicator that something’s going to happen and you have to monitor closely. You can tighten the stops or exit completely. The decision is up to you. But you are using the chart to make an educated decision.<p>Another example, after a 3 day pullback on day 4 you see a narrow range bar with a very long tail. This is called a Hammer [<a href="http://en.wikipedia.org/wiki/Hammer_(candlestick_pattern)" rel="nofollow">http:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;Hammer_(candlestick_pattern)</a>]. This tells you that at some point during the day the sellers were in control but something happened and buyers took control and raised the price. This was a war and the buyers won. This usually changes momentum and leads to a rally. An explanation for this could be that at some point during the day many stop loss orders from long term investors were triggered and short-term buyers see it as an opportunity to buy and raise the price.<p>I just gave you two examples where Technical Analysis can be effective. Does it work all the time? Of course not. But you have a better picture of what’s happening, therefore your odds are higher and you can use this information to lower your risk.<p>Finally, you have to remember that for every buyer there’s also a seller and vice versa. When you buy a stock (long) you have to ask yourself. Is the person selling me the stock profiting or taking a loss? Is the other person a beginner, professional trader or institution? You have to find scenarios where you buy the stock from the beginners taking a loss (even if it sounds cruel). Given enough time and hard work you can develop experience necessary to spot where all these people buy and sell and use this information to your advantage.<p>Does it work all the time? NO<p>Will you have losses? YES<p>Can you still make money? YES
pmoriarty超过 10 年前
Backtesting[1] is really critical when deciding on whether to use a given technical indicator.<p>I&#x27;ve read too many books and articles, and heard too many anecdotes that make some technical indicator sound fantastic. But until you backtest it (and then forward test it) against a large amount of data, and make sure you&#x27;re not curve-fitting, I don&#x27;t think you can have much confidence in it actually working in the real world in the long run (though you may get lucky and have it work for a brief period of time).<p>For backtesting, the best tool I&#x27;ve found is AmiBroker[2]. It&#x27;s orders of magnitude faster than any other backtesting tool that I&#x27;ve found, and lets me backtest mountains of data against any indicator I can dream up within seconds or minutes, and then go on to the next one. It&#x27;s pretty awesome (though kind of quirky in that its programming language is array-based). Anyway, highly recommended.<p>[1] - <a href="https://en.wikipedia.org/wiki/Backtesting" rel="nofollow">https:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;Backtesting</a><p>[2] - <a href="http://www.amibroker.com/" rel="nofollow">http:&#x2F;&#x2F;www.amibroker.com&#x2F;</a>
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vgrocha超过 10 年前
The only guys that get rich with technical analysis are the ones that sell books about it.
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markovbling超过 10 年前
Technical analysis is the homeopathy of finance.
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B1narySunset超过 10 年前
Technical Analysis can be useful, because it enables a systematic approach to trading - eliminating subjectivity when making trading decisions. <i>Consistently</i> exploiting some edge with a well defined set of rules and conservative risk management is key.
PSeitz超过 10 年前
Just put a tools ruler on a chart and you can see the future. Easy as that. And wrong.
gearhart超过 10 年前
The guide opens with an analogy suggesting that picking the best stocks to invest in is equivalent to picking the best restaurant to eat at, and that technical analysis is equivalent to looking for the stall with the most people at it.<p>If technical analysis is equivalent to looking for the restaurant with the most people at it, then the restaurant that you&#x27;re trying to find is the one that, over the period that you intend to eat there, will gain the most new customers, relative to the number of customers it had when you walked in, not the one that&#x27;s best to eat at.<p>The flawed analogy exactly explains the problem with technical analysis.
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thewarrior超过 10 年前
How would you account for the effect of other people using Technical analysis on stock prices
xiphias超过 10 年前
It&#x27;s not complete bullshit, just unusable for trading nowdays: these algorithms that found trends worked until better algorithms were used:<p><a href="http://en.wikipedia.org/wiki/Technical_analysis#Scientific_Technical_Analysis" rel="nofollow">http:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;Technical_analysis#Scientific_T...</a> The results were positive with an overwhelming statistical confidence for each of the patterns using the data set of all S&amp;P 500 stocks daily for the five year period 1992-1996.
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