{"id":29845,"date":"2023-12-07T08:44:10","date_gmt":"2023-12-07T08:44:10","guid":{"rendered":"https:\/\/masterskills.org\/blog\/chi-so-do-bien-dong-volatility-ratio-la-gi-cong-thuc-tinh-chi-so-do-bien-dong.html"},"modified":"2023-12-23T06:10:47","modified_gmt":"2023-12-22T23:10:47","slug":"chi-so-do-bien-dong-volatility-ratio-la-gi-cong-thuc-tinh-chi-so-do-bien-dong","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/chi-so-do-bien-dong-volatility-ratio-la-gi-cong-thuc-tinh-chi-so-do-bien-dong.html","title":{"rendered":"Ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng (Volatility Ratio) l\u00e0 g\u00ec? C\u00f4ng th\u1ee9c t\u00ednh ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng"},"content":{"rendered":"
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\u1ea2nh minh h\u1ecda: traiphieu.com<\/p>\n<\/figcaption><\/figure>\n

Ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng<\/span><\/font><\/h2>\n

Kh\u00e1i ni\u1ec7m<\/b><\/span><\/p>\n

Ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng<\/span><\/b> trong ti\u1ebfng Anh l\u00e0 Volatility Ratio.<\/b><\/p>\n

Ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng<\/span><\/b> l\u00e0 m\u1ed9t th\u01b0\u1edbc \u0111o k\u0129 thu\u1eadt \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng \u0111\u1ec3 x\u00e1c \u0111\u1ecbnh c\u00e1c m\u00f4 h\u00ecnh gi\u00e1 v\u00e0 c\u00e1c bi\u1ebfn \u0111\u1ed9ng gi\u00e1 c\u00f3 th\u1ec3 x\u1ea3y ra. Trong ph\u00e2n t\u00edch k\u0129 thu\u1eadt, n\u00f3 s\u1eed d\u1ee5ng ph\u1ea1m vi th\u1ef1c \u0111\u1ec3 c\u00f3 th\u1ec3 suy x\u00e9t v\u1ec1 bi\u1ebfn \u0111\u1ed9ng c\u1ee7a m\u1ee9c gi\u00e1 ch\u1ee9ng kho\u00e1n.<\/p>\n

\u0110\u1eb7c \u0111i\u1ec3m c\u1ee7a Ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng<\/font><\/span><\/h3>\n

Ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng<\/span> l\u00e0 m\u1ed9t th\u01b0\u1edbc \u0111o gi\u00fap c\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0 theo d\u00f5i s\u1ef1 bi\u1ebfn \u0111\u1ed9ng c\u1ee7a gi\u00e1 c\u1ed5 phi\u1ebfu. \u0110\u00e2y l\u00e0 m\u1ed9t trong m\u1ed9t v\u00e0i ch\u1ec9 s\u1ed1 k\u0129 thu\u1eadt t\u1eadp trung v\u00e0o s\u1ef1 bi\u1ebfn \u0111\u1ed9ng. Nh\u00ecn chung,\u00a0\u0111\u1ed9 l\u1ec7ch chu\u1ea9n\u00a0th\u01b0\u1eddng l\u00e0 m\u1ed9t trong nh\u1eefng bi\u1ec7n ph\u00e1p ph\u1ed5 bi\u1ebfn nh\u1ea5t \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng \u0111\u1ec3 theo d\u00f5i bi\u1ebfn \u0111\u1ed9ng. \u0110\u1ed9 l\u1ec7ch chu\u1ea9n t\u1ea1o th\u00e0nh c\u01a1 s\u1edf cho m\u1ed9t s\u1ed1 k\u00eanh k\u0129 thu\u1eadt bao g\u1ed3m ch\u1ec9 b\u00e1o Bollinger Bands. Bi\u1ebfn \u0111\u1ed9ng c\u1ee7a gi\u00e1 trong qu\u00e1 kh\u1ee9 c\u0169ng l\u00e0 m\u1ed9t xu h\u01b0\u1edbng ph\u1ed5 bi\u1ebfn kh\u00e1c c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng \u0111\u1ec3 theo d\u00f5i bi\u1ebfn \u0111\u1ed9ng gi\u00e1 trong t\u01b0\u01a1ng lai.<\/p>\n

Ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng<\/span> \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng \u0111\u1ec3 ph\u00e2n t\u00edch bi\u1ebfn \u0111\u1ed9ng gi\u00e1. T\u1ec9 l\u1ec7 bi\u1ebfn \u0111\u1ed9ng c\u1ee7a ng\u00e0nh v\u00e0 ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng<\/span> c\u00f3 th\u1ec3 kh\u00e1c nhau. \u0110\u1ec3 ph\u00e2n t\u00edch k\u0129 thu\u1eadt, Jack Schwager \u0111\u01b0\u1ee3c bi\u1ebft \u0111\u1ebfn v\u1edbi vi\u1ec7c \u0111\u01b0a ra kh\u00e1i ni\u1ec7m v\u1ec1 ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng<\/span> trong cu\u1ed1n s\u00e1ch Technical Analysis c\u1ee7a \u00f4ng.<\/span><\/p>\n

C\u00f4ng th\u1ee9c t\u00ednh ch\u1ec9 s\u1ed1 <\/span>\u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng<\/span><\/font><\/h3>\n

Ph\u01b0\u01a1ng ph\u00e1p lu\u1eadn c\u1ee7a Schwager t\u00ednh to\u00e1n ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng<\/span> \u0111\u01b0\u1ee3c x\u00e2y d\u1ef1ng d\u1ef1a tr\u00ean kh\u00e1i ni\u1ec7m ph\u1ea1m vi th\u1ef1c \u0111\u01b0\u1ee3c WMasterskillss Wilder ph\u00e1t tri\u1ec3n. Schwager t\u00ednh to\u00e1n ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng<\/span> nh\u01b0 sau:<\/span><\/span><\/span>\u00a0<\/p>\n

VR = TTR\/ATR\u00a0\u00a0<\/b><\/p>\n

Trong \u0111\u00f3:<\/p>\n

– VR = ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng<\/p>\n

– TTR = ph\u1ea1m vi th\u1ef1c hi\u1ec7n t\u1ea1i (Today’s\u00a0True\u00a0Range)<\/p>\n

Ph\u1ea1m vi th\u1ef1c hi\u1ec7n t\u1ea1i = Max \u2013 Min<\/p>\n

Max = Gi\u00e1 \u0111\u1ec9nh trong giai \u0111o\u1ea1n hi\u1ec7n t\u1ea1i, gi\u00e1 \u0111\u00f3ng c\u1ee7a giai \u0111o\u1ea1n tr\u01b0\u1edbc<\/p>\n

Min = Gi\u00e1 \u0111\u00e1y trong giai \u0111o\u1ea1n hi\u1ec7n t\u1ea1i, gi\u00e1 \u0111\u00f3ng c\u1ee7a giai \u0111o\u1ea1n tr\u01b0\u1edbc<\/p>\n

– ATR = ph\u1ea1m vi dao \u0111\u1ed9ng trung b\u00ecnh th\u1ef1c trong giai \u0111o\u1ea1n N-ng\u00e0y tr\u01b0\u1edbc \u0111\u00f3.<\/p>\n

Ph\u01b0\u01a1ng ph\u00e1p lu\u1eadn c\u1ee7a Schwager c\u00f3 nhi\u1ec1u l\u1ea7n l\u1eb7p. C\u00e1c l\u1ea7n l\u1eb7p l\u1ea1i c\u1ee7a ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng c\u00f3 th\u1ec3 l\u00e0:\u00a0<\/p>\n

VR = |TTR|\/ATR<\/b><\/p>\n

Trong \u0111\u00f3:<\/p>\n

– |TTR| = Gi\u00e1 tr\u1ecb tuy\u1ec7t \u0111\u1ed1i c\u1ee7a Max<\/p>\n

Gi\u00e1 tr\u1ecb tuy\u1ec7t \u0111\u1ed1i c\u1ee7a Max =\u00a0TH<\/span>\u2212<\/span>TL<\/span>,\u00a0<\/span>TH<\/span>\u2212<\/span>YC<\/span>,\u00a0<\/span>YC<\/span>\u2212<\/span>TL<\/span><\/p>\n

TH = Gi\u00e1 \u0111\u1ec9nh trong giai \u0111o\u1ea1n hi\u1ec7n t\u1ea1i<\/span><\/p>\n

TL = Gi\u00e1 \u0111\u00e1y trong giai \u0111o\u1ea1n hi\u1ec7n t\u1ea1i<\/span><\/p>\n

YC = Gi\u00e1 \u0111\u00f3ng c\u1ee7a giai \u0111o\u1ea1n tr\u01b0\u1edbc<\/span><\/p>\n

VR = |TTR|\/EMA<\/b><\/p>\n

Trong \u0111\u00f3:<\/p>\n

– EMA = Trung b\u00ecnh tr\u01b0\u1ee3t h\u00e0m m\u0169 c\u1ee7a Ph\u1ea1m vi th\u1ef1c c\u1ee7a N-ng\u00e0y tr\u01b0\u1edbc \u0111\u00f3.\u00a0<\/p>\n

C\u00e1c t\u00edn hi\u1ec7u t\u1eeb ch\u1ec9 s\u1ed1 <\/span>\u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng<\/span><\/h3>\n

C\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0 v\u00e0 c\u00e1c nh\u00e0 giao d\u1ecbch s\u1ebd c\u00f3 c\u01a1 ch\u1ebf ri\u00eang \u0111\u1ec3 theo d\u00f5i v\u00e0 ph\u00e1t hi\u1ec7n c\u00e1c m\u00f4 h\u00ecnh t\u1eeb ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng. Ch\u1ec9 s\u1ed1 n\u00e0y th\u01b0\u1eddng \u0111\u01b0\u1ee3c v\u1ebd d\u01b0\u1edbi d\u1ea1ng m\u1ed9t d\u00f2ng tr\u00ean bi\u1ec3u \u0111\u1ed3 k\u0129 thu\u1eadt ho\u1eb7c l\u00e0 m\u1ed9t overlay trong c\u1eeda s\u1ed5 hi\u1ec3n th\u1ecb.Ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng cao s\u1ebd b\u00e1o hi\u1ec7u s\u1ef1 bi\u1ebfn \u0111\u1ed9ng gi\u00e1 \u0111\u00e1ng k\u1ec3 trong ng\u00e0y giao d\u1ecbch hi\u1ec7n t\u1ea1i.\u00a0<\/p>\n

Nh\u00ecn chung, s\u1ef1 bi\u1ebfn \u0111\u1ed9ng c\u00f3 th\u1ec3 l\u00e0 m\u1ed9t t\u00edn hi\u1ec7u c\u1ee7a s\u1ef1 x\u00e1o tr\u1ed9n ho\u1eb7c s\u1ef1 ph\u00e1t tri\u1ec3n c\u00f3 th\u1ec3 \u1ea3nh h\u01b0\u1edfng \u0111\u1ebfn gi\u00e1 ch\u1ee9ng kho\u00e1n. Do \u0111\u00f3, s\u1ef1 bi\u1ebfn \u0111\u1ed9ng cao c\u00f3 th\u1ec3 d\u1eabn \u0111\u1ebfn m\u1ed9t xu h\u01b0\u1edbng m\u1edbi cho gi\u00e1 ch\u1ee9ng kho\u00e1n, theo h\u01b0\u1edbng t\u00edch c\u1ef1c ho\u1eb7c ti\u00eau c\u1ef1c. C\u00e1c nh\u00e0 giao d\u1ecbch tu\u00e2n theo bi\u1ebfn \u0111\u1ed9ng v\u00e0 t\u1ec9 l\u1ec7 bi\u1ebfn \u0111\u1ed9ng k\u1ebft h\u1ee3p v\u1edbi c\u00e1c m\u00f4 h\u00ecnh ph\u00e2n t\u00edch kh\u00e1c \u0111\u1ec3 gi\u00fap c\u00f3 quy\u1ebft \u0111\u1ecbnh \u0111\u1ea7u t\u01b0 ch\u00ednh x\u00e1c h\u01a1n.<\/p>\n

(Theo Investopedia<\/i>)<\/p>\n

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\n Ch\u1ec9 s\u1ed1 \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng (ti\u1ebfng Anh: Volatility Ratio) l\u00e0 m\u1ed9t th\u01b0\u1edbc \u0111o k\u0129 thu\u1eadt \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng \u0111\u1ec3 x\u00e1c \u0111\u1ecbnh c\u00e1c m\u00f4 h\u00ecnh gi\u00e1 v\u00e0 c\u00e1c bi\u1ebfn \u0111\u1ed9ng gi\u00e1 c\u00f3 th\u1ec3 x\u1ea3y ra.\n <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[417],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/29845"}],"collection":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/comments?post=29845"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/29845\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=29845"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=29845"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=29845"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}