{"id":31513,"date":"2023-12-07T10:41:52","date_gmt":"2023-12-07T10:41:52","guid":{"rendered":"https:\/\/masterskills.org\/blog\/trung-binh-truot-tuyen-tinh-co-trong-so-lwma-la-gi.html"},"modified":"2023-12-23T08:24:02","modified_gmt":"2023-12-23T01:24:02","slug":"trung-binh-truot-tuyen-tinh-co-trong-so-lwma-la-gi","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/trung-binh-truot-tuyen-tinh-co-trong-so-lwma-la-gi.html","title":{"rendered":"Trung b\u00ecnh tr\u01b0\u1ee3t tuy\u1ebfn t\u00ednh c\u00f3 tr\u1ecdng s\u1ed1 (LWMA) 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 tuy\u1ebfn t\u00ednh c\u00f3 tr\u1ecdng s\u1ed1 (LWMA)<\/font><\/h2>\n

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

Trung b\u00ecnh tr\u01b0\u1ee3t tuy\u1ebfn t\u00ednh c\u00f3 tr\u1ecdng s\u1ed1<\/b> trong ti\u1ebfng Anh l\u00e0 Linearly Weighted Moving Average<\/b>, th\u01b0\u1eddng g\u1ecdi t\u1eaft l\u00e0 LWMA<\/b>.<\/p>\n

Trung b\u00ecnh tr\u01b0\u1ee3t tuy\u1ebfn t\u00ednh c\u00f3 tr\u1ecdng s\u1ed1 (LWMA)<\/i> l\u00e0 m\u1ed9t\u00a0ph\u00e9p t\u00ednh\u00a0trung b\u00ecnh tr\u01b0\u1ee3t c\u00f3 tr\u1ecdng s\u1ed1 l\u1edbn h\u01a1n \u0111\u1ed1i v\u1edbi d\u1eef li\u1ec7u gi\u00e1 g\u1ea7n \u0111\u00e2y.\u00a0Gi\u00e1 g\u1ea7n \u0111\u00e2y nh\u1ea5t c\u00f3 tr\u1ecdng s\u1ed1 l\u1edbn nh\u1ea5t v\u00e0 m\u1ed7i m\u1ee9c gi\u00e1 tr\u01b0\u1edbc \u0111\u00f3 d\u1ea7n d\u1ea7n c\u00f3 tr\u1ecdng s\u1ed1 nh\u1ecf h\u01a1n.<\/p>\n

C\u00f4ng th\u1ee9c x\u00e1c \u0111\u1ecbnh<\/font><\/h3>\n

Trung b\u00ecnh tr\u01b0\u1ee3t tuy\u1ebfn t\u00ednh c\u00f3 tr\u1ecdng s\u1ed1 (LWMA)<\/i> \u0111\u01b0\u1ee3c t\u00ednh theo c\u00f4ng th\u1ee9c sau:<\/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

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

Ta c\u00f3 trung b\u00ecnh tr\u01b0\u1ee3t tuy\u1ebfn t\u00ednh c\u00f3 tr\u1ecdng s\u1ed1 (LWMA)<\/i> \u0111\u01b0\u1ee3c x\u00e1c \u0111\u1ecbnh nh\u01b0 sau:<\/p>\n

\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
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Ng\u00e0y<\/b><\/p>\n<\/p>\n<\/td>\n

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Gi\u00e1 \u0111\u00f3ng c\u1eeda<\/b><\/p>\n<\/p>\n<\/td>\n

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C(t) x t<\/b><\/p>\n<\/p>\n<\/td>\n

LWMA (10)<\/b><\/p>\n

\n<\/td>\n<\/tr>\n<\/thead>\n

\n

1<\/p>\n<\/p>\n<\/td>\n

\n

10<\/p>\n<\/p>\n<\/td>\n

10<\/p>\n

\n<\/td>\n

\n

NA<\/p>\n<\/p>\n<\/td>\n<\/tr>\n

\n

2<\/p>\n<\/p>\n<\/td>\n

\n

11<\/p>\n<\/p>\n<\/td>\n

\n

22<\/p>\n<\/p>\n<\/td>\n

\n

NA<\/p>\n<\/p>\n<\/td>\n<\/tr>\n

\n

3<\/p>\n<\/p>\n<\/td>\n

\n

12<\/p>\n<\/p>\n<\/td>\n

\n

36<\/p>\n<\/p>\n<\/td>\n

\n

NA<\/p>\n<\/p>\n<\/td>\n<\/tr>\n

\n

4<\/p>\n<\/p>\n<\/td>\n

\n

14<\/p>\n<\/p>\n<\/td>\n

\n

68<\/p>\n<\/p>\n<\/td>\n

\n

NA<\/p>\n<\/p>\n<\/td>\n<\/tr>\n

\n

5<\/p>\n<\/p>\n<\/td>\n

\n

12<\/p>\n<\/p>\n<\/td>\n

\n

60<\/p>\n<\/p>\n<\/td>\n

\n

NA<\/p>\n<\/p>\n<\/td>\n<\/tr>\n

\n

6<\/p>\n<\/p>\n<\/td>\n

\n

12<\/p>\n<\/p>\n<\/td>\n

\n

72<\/p>\n<\/p>\n<\/td>\n

\n

NA<\/p>\n<\/p>\n<\/td>\n<\/tr>\n

\n

7<\/p>\n<\/p>\n<\/td>\n

\n

17<\/p>\n<\/p>\n<\/td>\n

\n

119<\/p>\n<\/p>\n<\/td>\n

\n

NA<\/p>\n<\/p>\n<\/td>\n<\/tr>\n

\n

8<\/p>\n<\/p>\n<\/td>\n

\n

14<\/p>\n<\/p>\n<\/td>\n

\n

112<\/p>\n<\/p>\n<\/td>\n

\n

NA<\/p>\n<\/p>\n<\/td>\n<\/tr>\n

\n

9<\/p>\n<\/p>\n<\/td>\n

\n

16<\/p>\n<\/p>\n<\/td>\n

\n

144<\/p>\n<\/p>\n<\/td>\n

\n

NA<\/p>\n<\/p>\n<\/td>\n<\/tr>\n

\n

10<\/p>\n<\/p>\n<\/td>\n

\n

15<\/p>\n<\/p>\n<\/td>\n

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150<\/p>\n<\/p>\n<\/td>\n

\n

14,42<\/p>\n<\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n

Khi s\u1eed d\u1ee5ng trung b\u00ecnh tr\u01b0\u1ee3t tuy\u1ebfn t\u00ednh c\u00f3 tr\u1ecdng s\u1ed1 LWMA (10), d\u1eef li\u1ec7u gi\u00e1 c\u00e0ng g\u1ea7n (v\u00ed d\u1ee5 nh\u01b0 d\u1eef li\u1ec7u gi\u00e1 ng\u00e0y th\u1ee9 10) c\u00f3 tr\u1ecdng s\u1ed1 g\u1ea5p \u0111\u00f4i so v\u1edbi tr\u1ecdng s\u1ed1 c\u1ee7a d\u1eef li\u1ec7u gi\u00e1 ng\u00e0y th\u1ee9 5 v\u00e0 tr\u1ecdng s\u1ed1 g\u1ea5p 10 l\u1ea7n so v\u1edbi tr\u1ecdng s\u1ed1 c\u1ee7a d\u1eef li\u1ec7u gi\u00e1 ng\u00e0y \u0111\u1ea7u ti\u00ean.<\/p>\n

Khi t\u00ednh LWMA (10) cho ng\u00e0y th\u1ee9 11, ta s\u1eed d\u1ee5ng d\u1eef li\u1ec7u gi\u00e1 t\u1eeb ng\u00e0y th\u1ee9 2 \u0111\u1ebfn ng\u00e0y th\u1ee9 11.<\/p>\n

Nh\u01b0 v\u1eady, t\u01b0\u01a1ng t\u1ef1 nh\u01b0 c\u00e1ch t\u00ednh trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n, m\u1ed7i khi t\u00ednh to\u00e1n gi\u00e1 tr\u1ecb trung b\u00ecnh tr\u01b0\u1ee3t ti\u1ebfp theo, gi\u00e1 tr\u1ecb \u0111\u1ea7u trong chu\u1ed7i d\u1eef li\u1ec7u tr\u01b0\u1edbc s\u1ebd b\u1ecb lo\u1ea1i ra kh\u1ecfi c\u00f4ng th\u1ee9c t\u00ednh.<\/p>\n

Nh\u1eadn x\u00e9t<\/font><\/h3>\n

– \u0110\u1ed1i v\u1edbi m\u1ed9t nh\u00e0 ph\u00e2n t\u00edch, vi\u1ec7c b\u1ecf \u0111i nh\u1eefng gi\u00e1 tr\u1ecb c\u0169 nh\u1ea5t khi t\u00ednh trung b\u00ecnh tr\u01b0\u1ee3t s\u1ebd g\u00e2y ra nhi\u1ec1u v\u1ea5n \u0111\u1ec1. N\u1ebfu m\u1ee9c gi\u00e1 m\u1edbi nh\u1ea5t ph\u1ea3n \u00e1nh nh\u1eefng bi\u1ebfn \u0111\u1ed9ng nh\u1ecf trong khi m\u1ee9c gi\u00e1 c\u0169 (m\u1ee9c gi\u00e1 b\u1ecb b\u1ecf \u0111i khi t\u00ednh gi\u00e1 tr\u1ecb trung b\u00ecnh tr\u01b0\u1ee3t ti\u1ebfp theo) l\u1ea1i ph\u1ea3n \u00e1nh m\u1ed9t bi\u1ebfn \u0111\u1ed9ng gi\u00e1 l\u1edbn th\u00ec gi\u00e1 tr\u1ecb trung b\u00ecnh tr\u01b0\u1ee3t s\u1ebd kh\u00f4ng c\u00f2n ch\u00ednh x\u00e1c n\u1eefa.<\/span><\/p>\n

Kaufman (1998) g\u1ecdi \u0111\u00e2y l\u00e0 “drop-off effect” (t\u1ea1m d\u1ecbch: hi\u1ec7u \u1ee9ng b\u1ecf l\u1ee1). \u0110\u00e2y ch\u00ednh l\u00e0 \u0111i\u1ec3m m\u00e0 nhi\u1ec1u nh\u00e0 nghi\u00ean c\u1ee9u ph\u00ea ph\u00e1n gi\u00e1 tr\u1ecb trung b\u00ecnh tr\u01b0\u1ee3t.<\/p>\n

– Khi t\u00ednh to\u00e1n gi\u00e1 tr\u1ecb trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n (SMA)\u00a0hay trung b\u00ecnh tr\u01b0\u1ee3t tuy\u1ebfn t\u00ednh tr\u1ecdng s\u1ed1, n\u1ebfu nh\u01b0 c\u00e1c m\u1ee9c gi\u00e1 c\u0169 n\u1eb1m ngo\u00e0i kho\u1ea3ng t\u00ednh to\u00e1n th\u00ec s\u1ebd ho\u00e0n to\u00e0n kh\u00f4ng \u0111\u01b0\u1ee3c t\u00ednh t\u1edbi. Nh\u1eadn th\u1ee9c \u0111\u01b0\u1ee3c v\u1ea5n \u0111\u1ec1 n\u00e0y, c\u00e1c nh\u00e0 ph\u00e2n t\u00edch \u0111\u00e3 \u0111\u01b0a ra kh\u00e1i ni\u1ec7m v\u1ec1\u00a0trung b\u00ecnh tr\u01b0\u1ee3t s\u1ed1 m\u0169 (EMA).<\/p>\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; Linearly Weighted Moving Average (LWMA) – Investopedia)<\/i><\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n Trung b\u00ecnh tr\u01b0\u1ee3t tuy\u1ebfn t\u00ednh c\u00f3 tr\u1ecdng s\u1ed1 (LWMA) l\u00e0 m\u1ed9t ph\u00e9p t\u00ednh trung b\u00ecnh tr\u01b0\u1ee3t c\u00f3 tr\u1ecdng s\u1ed1 l\u1edbn h\u01a1n \u0111\u1ed1i v\u1edbi d\u1eef li\u1ec7u gi\u00e1 g\u1ea7n \u0111\u00e2y. Gi\u00e1 g\u1ea7n \u0111\u00e2y nh\u1ea5t c\u00f3 tr\u1ecdng s\u1ed1 l\u1edbn nh\u1ea5t v\u00e0 m\u1ed7i m\u1ee9c gi\u00e1 tr\u01b0\u1edbc \u0111\u00f3 d\u1ea7n d\u1ea7n c\u00f3 tr\u1ecdng s\u1ed1 nh\u1ecf h\u01a1n.\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\/31513"}],"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=31513"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/31513\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=31513"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=31513"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=31513"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}