{"id":30036,"date":"2023-12-07T08:53:41","date_gmt":"2023-12-07T08:53:41","guid":{"rendered":"https:\/\/masterskills.org\/blog\/chi-bao-atr-average-true-range-trong-phan-tich-ki-thuat-la-gi.html"},"modified":"2023-12-23T06:11:26","modified_gmt":"2023-12-22T23:11:26","slug":"chi-bao-atr-average-true-range-trong-phan-tich-ki-thuat-la-gi","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/chi-bao-atr-average-true-range-trong-phan-tich-ki-thuat-la-gi.html","title":{"rendered":"Ch\u1ec9 b\u00e1o ATR (Average True Range) trong ph\u00e2n t\u00edch k\u0129 thu\u1eadt l\u00e0 g\u00ec?"},"content":{"rendered":"
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H\u00ecnh minh h\u1ecda<\/p>\n<\/figcaption><\/figure>\n

Ch\u1ec9 b\u00e1o ATR (Average True Range)<\/font><\/h2>\n

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

Ch\u1ec9 b\u00e1o ATR<\/b> trong ti\u1ebfng Anh l\u00e0 Average True Range.<\/b><\/p>\n

Ch\u1ec9 b\u00e1o ATR<\/i> l\u00e0 m\u1ed9t c\u00f4ng c\u1ee5 ph\u00e2n t\u00edch k\u0129 thu\u1eadt \u0111o l\u01b0\u1eddng s\u1ef1 bi\u1ebfn \u0111\u1ed9ng c\u1ee7a th\u1ecb tr\u01b0\u1eddng b\u1eb1ng c\u00e1ch ph\u00e2n t\u00edch t\u1eebng ph\u1ea1m vi gi\u00e1 c\u1ee7a t\u00e0i s\u1ea3n trong giai \u0111o\u1ea1n \u0111\u00f3. \u00dd t\u01b0\u1edfng v\u1ec1 Average True Range (t\u1ea1m d\u1ecbch: \u201cKho\u1ea3ng dao \u0111\u1ed9ng trung b\u00ecnh th\u1ef1c t\u1ebf\u201d), \u0111\u00e3 \u0111\u01b0\u1ee3c J. WMasterskillss Wilder Jr. s\u00e1ng t\u1ea1o, v\u00e0 gi\u1edbi thi\u1ec7u trong cu\u1ed1n s\u00e1ch c\u1ee7a \u00f4ng c\u00f3 t\u00ean l\u00e0 “New Concepts in Technical Trading Systems” (t\u1ea1m d\u1ecbch: \u201cT\u01b0 t\u01b0\u1edfng m\u1edbi trong H\u1ec7 th\u1ed1ng K\u0129 thu\u1eadt Giao d\u1ecbch\u201d) v\u00e0o n\u0103m 1978.<\/p>\n

Ch\u1ec9 b\u00e1o ATR <\/i>\u0111\u01b0\u1ee3c l\u1ea5y nh\u01b0 sau: m\u1ee9c gi\u00e1 cao hi\u1ec7n t\u1ea1i tr\u1eeb \u0111i m\u1ee9c gi\u00e1 th\u1ea5p hi\u1ec7n t\u1ea1i; gi\u00e1 tr\u1ecb tuy\u1ec7t \u0111\u1ed1i c\u1ee7a m\u1ee9c gi\u00e1 cao hi\u1ec7n t\u1ea1i tr\u1eeb \u0111i m\u1ee9c gi\u00e1 \u0111\u00f3ng c\u1eeda tr\u01b0\u1edbc \u0111\u00f3; v\u00e0 gi\u00e1 tr\u1ecb tuy\u1ec7t \u0111\u1ed1i c\u1ee7a m\u1ee9c gi\u00e1 th\u1ea5p hi\u1ec7n t\u1ea1i tr\u1eeb \u0111i m\u1ee9c gi\u00e1 \u0111\u00f3ng c\u1eeda tr\u01b0\u1edbc \u0111\u00f3. Kho\u1ea3ng giao \u0111\u1ed9ng trung b\u00ecnh th\u1ef1c t\u1ebf sau \u0111\u00f3 l\u00e0 m\u1ee9c trung b\u00ecnh tr\u01b0\u1ee3t, th\u01b0\u1eddng l\u1ea5y gi\u00e1 tr\u1ecb l\u00e0 14 ng\u00e0y, trong kho\u1ea3ng giao \u0111\u1ed9ng th\u1ef1c t\u1ebf.<\/p>\n

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\n<\/figcaption><\/figure>\n

C\u00f4ng th\u1ee9c cho ATR<\/font><\/h3>\n

B\u01b0\u1edbc \u0111\u1ea7u ti\u00ean trong vi\u1ec7c t\u00ednh to\u00e1n ATR l\u00e0 t\u00ecm m\u1ed9t lo\u1ea1t c\u00e1c gi\u00e1 tr\u1ecb kho\u1ea3ng giao \u0111\u1ed9ng th\u1ef1c t\u1ebf cho ch\u1ee9ng kho\u00e1n. Ph\u1ea1m vi gi\u00e1 c\u1ee7a m\u1ed9t t\u00e0i s\u1ea3n cho m\u1ed9t ng\u00e0y giao d\u1ecbch nh\u1ea5t \u0111\u1ecbnh ch\u1ec9 \u0111\u01a1n gi\u1ea3n l\u00e0 m\u1ee9c gi\u00e1 cao tr\u1eeb \u0111i m\u1ee9c gi\u00e1 th\u1ea5p. Trong khi \u0111\u00f3, kho\u1ea3ng giao \u0111\u1ed9ng th\u1ef1c t\u1ebf bao qu\u00e1t h\u01a1n:<\/p>\n

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\n<\/figcaption><\/figure>\n

C\u00e1ch t\u00ednh ATR<\/b><\/p>\n

Nh\u00e0 giao d\u1ecbch<\/span> c\u00f3 th\u1ec3 s\u1eed d\u1ee5ng kho\u1ea3ng th\u1eddi gian ng\u1eafn h\u01a1n 14 ng\u00e0y \u0111\u1ec3 t\u1ea1o ra nhi\u1ec1u t\u00edn hi\u1ec7u giao d\u1ecbch h\u01a1n, trong khi kho\u1ea3ng th\u1eddi gian d\u00e0i h\u01a1n s\u1ebd c\u00f3 x\u00e1c su\u1ea5t cao h\u01a1n \u0111\u1ec3 t\u1ea1o ra t\u00edn hi\u1ec7u giao d\u1ecbch \u00edt h\u01a1n.\u00a0<\/p>\n

V\u00ed d\u1ee5, gi\u1ea3 s\u1eed m\u1ed9t nh\u00e0 giao d\u1ecbch trong ng\u1eafn h\u1ea1n ch\u1ec9 mu\u1ed1n ph\u00e2n t\u00edch s\u1ef1 bi\u1ebfn \u0111\u1ed9ng c\u1ee7a m\u1ed9t c\u1ed5 phi\u1ebfu trong kho\u1ea3ng th\u1eddi gian 5 ng\u00e0y giao d\u1ecbch. Do v\u1eady, nh\u00e0 giao d\u1ecbch c\u00f3 th\u1ec3 t\u00ednh to\u00e1n ATR n\u0103m ng\u00e0y.\u00a0<\/p>\n

Gi\u1ea3 s\u1eed d\u1eef li\u1ec7u l\u1ecbch s\u1eed gi\u00e1 \u0111\u01b0\u1ee3c s\u1eafp x\u1ebfp theo th\u1ee9 t\u1ef1 th\u1eddi gian \u0111\u1ea3o ng\u01b0\u1ee3c, nh\u00e0 giao d\u1ecbch t\u00ecm gi\u00e1 tr\u1ecb tuy\u1ec7t \u0111\u1ed1i t\u1ed1i \u0111a b\u1eb1ng c\u00e1ch l\u1ea5y m\u1ee9c gi\u00e1 cao hi\u1ec7n t\u1ea1i tr\u1eeb \u0111i m\u1ee9c gi\u00e1 th\u1ea5p hi\u1ec7n t\u1ea1i, gi\u00e1 tr\u1ecb tuy\u1ec7t \u0111\u1ed1i c\u1ee7a m\u1ee9c cao hi\u1ec7n t\u1ea1i tr\u1eeb \u0111i m\u1ee9c gi\u00e1 \u0111\u00f3ng c\u1eeda tr\u01b0\u1edbc \u0111\u00f3 v\u00e0 gi\u00e1 tr\u1ecb tuy\u1ec7t \u0111\u1ed1i c\u1ee7a m\u1ee9c th\u1ea5p hi\u1ec7n t\u1ea1i tr\u1eeb \u0111i m\u01b0c gi\u00e1 \u0111\u00f3ng c\u1eeda tr\u01b0\u1edbc \u0111\u00f3.<\/p>\n

C\u00e1c c\u00f4ng th\u1ee9c c\u1ee7a kho\u1ea3ng giao \u0111\u1ed9ng th\u1ef1c t\u1ebf n\u00e0y \u0111\u01b0\u1ee3c th\u1ef1c hi\u1ec7n trong 5 ng\u00e0y giao d\u1ecbch g\u1ea7n nh\u1ea5t v\u00e0 sau \u0111\u00f3 \u0111\u01b0\u1ee3c t\u00ednh trung b\u00ecnh \u0111\u1ec3 t\u00ednh gi\u00e1 tr\u1ecb \u0111\u1ea7u ti\u00ean c\u1ee7a ATR trong 5 ng\u00e0y.<\/p>\n

V\u00ed d\u1ee5 v\u1ec1 c\u00e1ch s\u1eed d\u1ee5ng ATR<\/b><\/p>\n

Gi\u1ea3 s\u1eed gi\u00e1 tr\u1ecb \u0111\u1ea7u ti\u00ean c\u1ee7a ATR trong 5 ng\u00e0y c\u00f3 gi\u00e1 tr\u1ecb l\u00e0 1,41 v\u00e0 ng\u00e0y th\u1ee9 6 c\u00f3 kho\u1ea3ng giao \u0111\u1ed9ng th\u1ef1c t\u1ebf<\/span> l\u00e0 1,09. Gi\u00e1 tr\u1ecb ATR tu\u1ea7n t\u1ef1 c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c \u01b0\u1edbc t\u00ednh b\u1eb1ng c\u00e1ch nh\u00e2n gi\u00e1 tr\u1ecb ATR tr\u01b0\u1edbc \u0111\u00f3 v\u1edbi s\u1ed1 ng\u00e0y tr\u1eeb \u0111i 1, sau \u0111\u00f3 th\u00eam kho\u1ea3ng giao \u0111\u1ed9ng th\u1ef1c t\u1ebf<\/span> cho giai \u0111o\u1ea1n hi\u1ec7n t\u1ea1i v\u00e0o c\u00f4ng th\u1ee9c. Ti\u1ebfp theo, chia t\u1ed5ng cho kho\u1ea3ng th\u1eddi gian \u0111\u00e3 ch\u1ecdn.<\/p>\n

V\u00ed d\u1ee5: gi\u00e1 tr\u1ecb ng\u00e0y th\u1ee9 hai c\u1ee7a ATR \u0111\u01b0\u1ee3c \u01b0\u1edbc t\u00ednh l\u00e0 1,35 (= 1,41 * (5 – 1) + (1.09)) \/ 5. C\u00f4ng th\u1ee9c sau \u0111\u00f3 c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c l\u1eb7p l\u1ea1i trong to\u00e0n b\u1ed9 kho\u1ea3ng th\u1eddi gian.<\/p>\n

(T\u00e0i li\u1ec7u tham kh\u1ea3o: investopedia.com)<\/i><\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n Ch\u1ec9 b\u00e1o ATR (ti\u1ebfng Anh: Average True Range) l\u00e0 m\u1ed9t c\u00f4ng c\u1ee5 ph\u00e2n t\u00edch k\u0129 thu\u1eadt \u0111o l\u01b0\u1eddng s\u1ef1 bi\u1ebfn \u0111\u1ed9ng c\u1ee7a th\u1ecb tr\u01b0\u1eddng b\u1eb1ng c\u00e1ch ph\u00e2n t\u00edch t\u1eebng ph\u1ea1m vi gi\u00e1 c\u1ee7a t\u00e0i s\u1ea3n trong giai \u0111o\u1ea1n \u0111\u00f3.\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\/30036"}],"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=30036"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/30036\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=30036"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=30036"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=30036"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}