基于三角形态走势的期货价格技术分析

Technical Analysis on Futures Price Trend Based on the Triangle Shape

基于供需均衡和蛛网收敛理论,结合时间及信息传递因素分别阐释静态和动态均衡下期货价格的三角形态走势,并借助布林线分析了在三角形态走势基础上的三浪理论。找到期货市场存在的价格规律:在价格突破三角形收敛后,第三浪还未出现的情况下,一浪与二浪之间的拐点将会被大概率突破。并得出如下期货交易步骤:第一步寻找三角形态走势伴随布林线收敛走势的期货品种图形;第二步等待三角形态的有效突破,出现一浪则根据突破方向选择多空;第三步出现拐点时二浪正在形成过程,可依据突破方向建仓;第四步根据第三浪的大概率突破与否选择止损止盈点;第五步第三浪大概率突破第一个拐点,形成之后的第四浪、第五浪则相应的下调止盈点位至新的拐点,直到被动止盈了结平仓。最后,通过实例验证了该技术分析的现实操作意义。

This paper explained the trend of trade triangle of future price under static and dynamic states based on supply-demand equilibrium cobweb theory in economics, considering factors of time and information transfer, and made an analysis of the Wave Principle with help of Boll. A price pattern in the futures market was discovered that after the price breaks the triangular convergence before the third wave is yet to be born, the turning point between first and second wave will most be probably be broken. Strategies for futures deal are suggested as follows： Firstly, look for the futures varieties with Boll in company with graph of the triangle trend. Secondly, wait for the effective breakthrough of the triangle, and decide the future to be bullish or bearish according to direction of the breakthrough. Thirdly, open a position according to direction of the breakthrough if the second wave is forming when turning points appears. Fourthly, decide on your stop-loss point and stop-profit point according to the big probability of winning or losing in the breakthrough of the third wave. Fifthly, if the fourth and fifth wave takes shape after the third wave breaks through the first turning point, lower the stop-profit position on profits until it is passively closed. Empirical examples were given and significance of the technical analysis verified through real operation.