{"id":31006,"date":"2023-12-07T10:14:35","date_gmt":"2023-12-07T10:14:35","guid":{"rendered":"https:\/\/masterskills.org\/blog\/trung-binh-truot-gian-don-sma-simple-moving-average-la-gi.html"},"modified":"2023-12-23T07:24:37","modified_gmt":"2023-12-23T00:24:37","slug":"trung-binh-truot-gian-don-sma-simple-moving-average-la-gi","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/trung-binh-truot-gian-don-sma-simple-moving-average-la-gi.html","title":{"rendered":"Trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n SMA (Simple moving average) l\u00e0 g\u00ec?"},"content":{"rendered":"
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H\u00ecnh minh h\u1ecda<\/p>\n<\/div>\n<\/div>\n

Trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n SMA (Simple moving average)<\/font><\/h2>\n

\u0110\u1ecbnh ngh\u0129a<\/b><\/p>\n

Trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n<\/b>\u00a0trong ti\u1ebfng Anh l\u00e0 Simple moving average, vi\u1ebft t\u1eaft SMA.\u00a0Trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n \u0111\u01b0\u1ee3c t\u00ednh b\u1eb1ng c\u00e1ch t\u00ednh t\u1ed5ng gi\u00e1 trong m\u1ed9t kho\u1ea3ng th\u1eddi gian v\u00e0 chia cho s\u1ed1 quan s\u00e1t trong kho\u1ea3ng th\u1eddi gian \u0111\u00f3.<\/p>\n

C\u00f4ng th\u1ee9c x\u00e1c \u0111\u1ecbnh trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n SMA<\/font><\/h3>\n

\u00a0MA (n) = (C1<\/sub> + C2<\/sub> + … + Cn<\/sub>)\/n<\/p>\n

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

Ct <\/sub>l\u00e0 gi\u00e1 \u0111\u00f3ng c\u1eeda ng\u00e0y t<\/p>\n

n l\u00e0 s\u1ed1 ng\u00e0y c\u1ea7n t\u00ednh gi\u00e1 tr\u1ecb trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n<\/p>\n

V\u00ed d\u1ee5<\/font><\/h3>\n

C\u1ed5 phi\u1ebfu XYZ c\u00f3 gi\u00e1 \u0111\u00f3ng c\u1eeda 10 ng\u00e0y nh\u01b0 sau:<\/p>\n

\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Ng\u00e0y<\/th>\nGi\u00e1 \u0111\u00f3ng c\u1eeda<\/th>\nT\u1ed5ng<\/th>\nMA (3)<\/th>\n<\/tr>\n<\/thead>\n
1<\/td>\n10<\/td>\nNA<\/td>\nNA<\/td>\n<\/tr>\n
2<\/td>\n11<\/td>\nNA<\/td>\nNA<\/td>\n<\/tr>\n
3<\/td>\n12<\/td>\n33<\/td>\n11<\/td>\n<\/tr>\n
4<\/td>\n14<\/td>\n37<\/td>\n12.33<\/td>\n<\/tr>\n
5<\/td>\n12<\/td>\n38<\/td>\n12.67<\/td>\n<\/tr>\n
6<\/td>\n12<\/td>\n38<\/td>\n12.67<\/td>\n<\/tr>\n
7<\/td>\n17<\/td>\n41<\/td>\n13.67<\/td>\n<\/tr>\n
8<\/td>\n14<\/td>\n43<\/td>\n14.33<\/td>\n<\/tr>\n
9<\/td>\n16<\/td>\n47<\/td>\n15.67<\/td>\n<\/tr>\n
10<\/td>\n15<\/td>\n45<\/td>\n15<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n

V\u00ed d\u1ee5 tr\u00ean minh h\u1ecda c\u00e1ch t\u00ednh to\u00e1n gi\u00e1 tr\u1ecb trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n cho ba ng\u00e0y.\u00a0<\/p>\n

Gi\u00e1 tr\u1ecb MA (3) cho ng\u00e0y th\u1ee9 ba b\u1eb1ng trung b\u00ecnh c\u1ed9ng gi\u00e1 c\u1ed5 phi\u1ebfu XYZ trong ng\u00e0y 1,2 v\u00e0 3.<\/p>\n

\u0110\u1eb7c tr\u01b0ng c\u1ee7a \u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n<\/font><\/h3>\n

– \u0110\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c t\u00ednh to\u00e1n cho nh\u1eefng kho\u1ea3ng th\u1eddi gian kh\u00e1c nhau, c\u00e1c \u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t ph\u1ed5 bi\u1ebfn l\u00e0 MA (200), MA (60), MA (50), MA (30), MA (20), MA (10).<\/p>\n

– Nh\u1eefng bi\u1ebfn \u0111\u1ed9ng gi\u00e1 h\u00e0ng ng\u00e0y \u0111\u01b0\u1ee3c l\u00e0m tr\u01a1n th\u00f4ng qua vi\u1ec7c t\u00ednh to\u00e1n gi\u00e1 tr\u1ecb trung b\u00ecnh tr\u01b0\u1ee3t. Vi\u1ec7c s\u1eed d\u1ee5ng \u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t gi\u00fap cho c\u00e1c ph\u00e2n t\u00edch ph\u00e1t hi\u1ec7n \u0111\u01b0\u1ee3c xu h\u01b0\u1edbng c\u1ee7a gi\u00e1 ch\u1ee9ng kho\u00e1n m\u00e0 kh\u00f4ng b\u1ecb \u1ea3nh h\u01b0\u1edfng b\u1edfi nh\u1eefng bi\u1ebfn \u0111\u1ed9ng gi\u00e1 h\u00e0ng ng\u00e0y.<\/p>\n

– \u0110\u01b0\u1eddng MA \u0111i l\u00ean cho th\u1ea5y xu h\u01b0\u1edbng t\u0103ng \u0111i\u1ec3m v\u00e0 \u0111\u01b0\u1eddng MA \u0111i xu\u1ed1ng ch\u1ec9 ra m\u1ed9t xu h\u01b0\u1edbng gi\u1ea3m \u0111i\u1ec3m. M\u1eb7c d\u00f9 vi\u1ec7c s\u1eed d\u1ee5ng \u0111\u01b0\u1eddng MA l\u00e0 h\u1eefu d\u1ee5ng trong vi\u1ec7c nh\u1eadn di\u1ec7n xu h\u01b0\u1edbng, nh\u01b0ng vi\u1ec7c nh\u1eadn di\u1ec7n n\u00e0y ch\u1ec9 x\u1ea3y ra khi xu h\u01b0\u1edbng \u0111\u00e3 b\u1eaft \u0111\u1ea7u.<\/p>\n

– Do \u0111\u00f3, trung b\u00ecnh tr\u01b0\u1ee3t l\u00e0 m\u1ed9t ch\u1ec9 b\u00e1o sau. C\u1ea7n ghi nh\u1edb r\u1eb1ng theo ph\u00e2n t\u00edch k\u0129 thu\u1eadt, ch\u00fang ta ti\u1ebfn h\u00e0nh giao d\u1ecbch c\u00f9ng v\u1edbi xu h\u01b0\u1edbng. Vi\u1ec7c s\u1eed d\u1ee5ng \u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t lu\u00f4n lu\u00f4n \u0111\u01b0a ra m\u1ed9t d\u1ea5u hi\u1ec7u tr\u1ec5 so v\u1edbi xu h\u01b0\u1edbng.<\/p>\n

– \u0110\u01b0\u1eddng MA c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c t\u00ednh to\u00e1n cho c\u00e1c kho\u1ea3ng th\u1eddi gian kh\u00e1c nhau. Th\u1eddi gian c\u00e0ng d\u00e0i, s\u1ed1 quan s\u00e1t c\u00e0ng l\u1edbn th\u00ec \u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t s\u1ebd mang l\u1ea1i c\u00e0ng nhi\u1ec1u th\u00f4ng tin.<\/p>\n

Khi t\u0103ng s\u1ed1 ng\u00e0y \u0111\u1ec3 t\u00ednh to\u00e1n ra \u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t, d\u1eef li\u1ec7u gi\u00e1 ch\u1ee9ng kho\u00e1n trong t\u1eebng ng\u00e0y s\u1ebd t\u01b0\u01a1ng \u0111\u1ed1i kh\u00f4ng c\u00f2n qu\u00e1 quan tr\u1ecdng n\u1eefa.<\/p>\n

\u0110\u00e2y ch\u00ednh l\u00e0 m\u1ed9t \u01b0u \u0111i\u1ec3m c\u1ee7a vi\u1ec7c s\u1eed d\u1ee5ng \u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t<\/p>\n

– Vi\u1ec7c kh\u00f4ng qu\u00e1 ch\u00fa tr\u1ecdng v\u00e0o d\u1eef li\u1ec7u gi\u00e1 trong t\u1eebng ng\u00e0y s\u1ebd lo\u1ea1i b\u1ecf t\u00e1c \u0111\u1ed9ng c\u1ee7a quan s\u00e1t \u0111\u1ed9t bi\u1ebfn. Tuy nhi\u00ean, kho\u1ea3ng th\u1eddi gian c\u1ee7a \u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t c\u00e0ng d\u00e0i th\u00ec \u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t \u0111\u00f3 s\u1ebd c\u00e0ng ch\u1eadm trong vi\u1ec7c b\u00e1o hi\u1ec7u v\u1ec1 xu h\u01b0\u1edbng ti\u1ec1m \u1ea9n trong di\u1ec5n bi\u1ebfn gi\u00e1.<\/p>\n

H\u00ecnh 14-21 minh h\u1ecda \u0111\u01b0\u1eddng SMA (10) v\u00e0 SMA (60) c\u1ee7a c\u1ed5 phi\u1ebfu DIS (C\u00f4ng ty Walt Disney). C\u00f3 th\u1ec3 nh\u1eadn th\u1ea5y \u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n 60 ng\u00e0y m\u01b0\u1ee3t h\u01a1n \u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n 10 ng\u00e0y v\u00e0 xu h\u01b0\u1edbng ch\u1ee7 \u0111\u1ea1o c\u1ee7a c\u1ed5 phi\u1ebfu trong giai \u0111o\u1ea1n n\u00e0y l\u00e0 t\u0103ng \u0111i\u1ec3m.<\/p>\n

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Ngu\u1ed3n: Gi\u00e1o tr\u00ecnh ph\u00e2n t\u00edch \u0111\u1ea7u t\u01b0 ch\u1ee9ng kho\u00e1n, NXB \u0110\u1ea1i h\u1ecdc Kinh t\u1ebf Qu\u1ed1c d\u00e2n<\/p>\n<\/div>\n<\/div>\n

(T\u00e0i li\u1ec7u tham kh\u1ea3o: Gi\u00e1o tr\u00ecnh ph\u00e2n t\u00edch \u0111\u1ea7u t\u01b0 ch\u1ee9ng kho\u00e1n, NXB \u0110\u1ea1i h\u1ecdc Kinh t\u1ebf Qu\u1ed1c d\u00e2n)<\/i><\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n Trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n SMA (ti\u1ebfng Anh: Simple moving average) \u0111\u01b0\u1ee3c t\u00ednh b\u1eb1ng c\u00e1ch t\u00ednh t\u1ed5ng gi\u00e1 trong m\u1ed9t kho\u1ea3ng th\u1eddi gian v\u00e0 chia cho s\u1ed1 quan s\u00e1t trong kho\u1ea3ng th\u1eddi gian \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\/31006"}],"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=31006"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/31006\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=31006"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=31006"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=31006"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}