{"id":31517,"date":"2023-12-07T10:42:02","date_gmt":"2023-12-07T10:42:02","guid":{"rendered":"https:\/\/masterskills.org\/blog\/trung-binh-truot-so-mu-ema-exponential-moving-average-la-gi.html"},"modified":"2023-12-23T08:23:52","modified_gmt":"2023-12-23T01:23:52","slug":"trung-binh-truot-so-mu-ema-exponential-moving-average-la-gi","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/trung-binh-truot-so-mu-ema-exponential-moving-average-la-gi.html","title":{"rendered":"Trung b\u00ecnh tr\u01b0\u1ee3t s\u1ed1 m\u0169 EMA (Exponential 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 s\u1ed1 m\u0169 EMA (Exponential moving average)<\/font><\/h2>\n

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

Trung b\u00ecnh tr\u01b0\u1ee3t s\u1ed1 m\u0169<\/b> trong ti\u1ebfng Anh l\u00e0 Exponential moving average<\/b>, vi\u1ebft t\u1eaft l\u00e0 EMA<\/b>.\u00a0<\/p>\n

Trung b\u00ecnh tr\u01b0\u1ee3t s\u1ed1 m\u0169 (EMA)<\/i> l\u00e0\u00a0trung b\u00ecnh tr\u01b0\u1ee3t c\u00f3 tr\u1ecdng s\u1ed1\u00a0(WMA)<\/i> mang l\u1ea1i tr\u1ecdng s\u1ed1 ho\u1eb7c m\u1ee9c \u0111\u1ed9 quan tr\u1ecdng h\u01a1n cho d\u1eef li\u1ec7u gi\u00e1 g\u1ea7n \u0111\u00e2y so v\u1edbi\u00a0trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n (SMA).<\/p>\n

\u0110\u1eb7c tr\u01b0ng<\/b><\/p>\n

– EMA ph\u1ea3n \u1ee9ng nhanh h\u01a1n v\u1edbi nh\u1eefng thay \u0111\u1ed5i gi\u00e1 g\u1ea7n \u0111\u00e2y so v\u1edbi SMA.\u00a0C\u00f4ng th\u1ee9c t\u00ednh EMA ch\u1ec9 li\u00ean quan \u0111\u1ebfn vi\u1ec7c s\u1eed d\u1ee5ng h\u1ec7 s\u1ed1 m\u0169 v\u00e0 b\u1eaft \u0111\u1ea7u v\u1edbi SMA.<\/p>\n

S\u1ef1 c\u1ea7n thi\u1ebft c\u1ee7a EMA<\/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.<\/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

– M\u1ed9t s\u1ed1 nghi\u00ean c\u1ee9u kh\u00e1c cho r\u1eb1ng m\u1ee9c gi\u00e1 c\u0169 kh\u00f4ng \u0111\u00f3ng vai tr\u00f2 qu\u00e1 quan tr\u1ecdng trong vi\u1ec7c x\u00e1c \u0111\u1ecbnh xu h\u01b0\u1edbng gi\u00e1 trong t\u01b0\u01a1ng lai nh\u01b0 m\u1ee9c gi\u00e1 m\u1edbi nh\u1ea5t, nh\u1eefng quan s\u00e1t n\u00e0y v\u1eabn c\u00f3 t\u1ea7m quan tr\u1ecdng nh\u1ea5t \u0111\u1ecbnh.<\/p>\n

– Khi t\u00ednh to\u00e1n gi\u00e1 tr\u1ecb trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n (SMA) hay 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 trung b\u00ecnh tr\u01b0\u1ee3t s\u1ed1 m\u0169.<\/p>\n

C\u00e1ch x\u00e1c \u0111\u1ecbnh\u00a0trung b\u00ecnh tr\u01b0\u1ee3t s\u1ed1 m\u0169<\/font><\/h3>\n

\u0110\u1ec3 t\u00ednh \u0111\u01b0\u1ee3c gi\u00e1 tr\u1ecb\u00a0trung b\u00ecnh tr\u01b0\u1ee3t s\u1ed1 m\u0169, tr\u01b0\u1edbc h\u1ebft c\u1ea7n x\u00e1c \u0111\u1ecbnh tr\u1ecdng s\u1ed1 c\u1ee7a ng\u00e0y g\u1ea7n nh\u1ea5t nh\u01b0 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

Trung b\u00ecnh tr\u01b0\u1ee3t s\u1ed1 m\u0169 \u0111\u01b0\u1ee3c t\u00ednh to\u00e1n nh\u01b0 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

Th\u00f4ng th\u01b0\u1eddng, c\u00e1c nh\u00e0 ph\u00e2n t\u00edch th\u01b0\u1eddng s\u1eed d\u1ee5ng EMA cho 19 ng\u00e0y v\u00e0 39 ng\u00e0y. Khi t\u00ednh to\u00e1n gi\u00e1 tr\u1ecb EMA cho 19 ng\u00e0y v\u00e0 39 ng\u00e0y, tr\u1ecdng s\u1ed1 c\u1ee7a ng\u00e0y g\u1ea7n nh\u1ea5t l\u1ea7n l\u01b0\u1ee3t l\u00e0 0,10 v\u00e0 0,05, do \u0111\u00f3 vi\u1ec7c t\u00ednh to\u00e1n tr\u1edf n\u00ean d\u1ec5 d\u00e0ng h\u01a1n.<\/p>\n

\u01afu \u0111i\u1ec3m c\u1ee7a vi\u1ec7c s\u1eed d\u1ee5ng EMA l\u00e0 d\u1ec5 t\u00ednh v\u00e0 tr\u1ecdng s\u1ed1 ng\u00e0y g\u1ea7n nh\u1ea5t l\u1edbn h\u01a1n. Do \u0111\u00f3, EMA c\u00f2n \u0111\u01b0\u1ee3c g\u1ecdi l\u00e0 trung b\u00ecnh tr\u01b0\u1ee3t c\u00f3 tr\u1ecdng s\u1ed1.<\/p>\n

(T\u00e0i li\u1ec7u tham kh\u1ea3o: How Is the Exponential Moving Average (EMA) Formula Calculated? – Investopedia; 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 s\u1ed1 m\u0169 EMA (ti\u1ebfng Anh: Exponential moving average, vi\u1ebft t\u1eaft EMA) l\u00e0 trung b\u00ecnh tr\u01b0\u1ee3t c\u00f3 tr\u1ecdng s\u1ed1 (WMA) mang l\u1ea1i tr\u1ecdng s\u1ed1 ho\u1eb7c m\u1ee9c \u0111\u1ed9 quan tr\u1ecdng h\u01a1n cho d\u1eef li\u1ec7u gi\u00e1 g\u1ea7n \u0111\u00e2y so v\u1edbi trung b\u00ecnh tr\u01b0\u1ee3t gi\u1ea3n \u0111\u01a1n (SMA).\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\/31517"}],"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=31517"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/31517\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=31517"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=31517"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=31517"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}