HNG DN PHN TCH & U T CHNG KHON

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Its all about team power that TMT can provide you
TMT Consulting JSC. Suite 1806, Blg. 27 Huynh Thuc Khang Ba Dinh, Ha Noi, Viet Nam Tel: (04) 773 5538 Fax: (04) 773 5539 E-mail: tmt@tmt.com.vn www.tmt.com.vn
2006 TMT, All rights reserved 2

MODULE 5
PHN TCH K THUT
TRONG PHN TCH V U T CHNG KHON
Presented by Nguyen Thuy Hoan Work: SRTC_SSC Phone: (04) 553 5876 Email: nguyenthuyhoan@gmail.com

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Cc vn c bn

Mt s kin thc v PTKT Thc hnh trn mt s trang Web

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PHN 1
MT S KIN THC V PHN TCH K THUT

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Mc tiu nghin cu
Hiu c cc khi nim c bn trong PTKT Xy dng v hiu c cc din bin v gi v khi lng giao dch S dng cc cng c phn tch xc nh xu th, cc thi im t ph Xy dng c cc chin lc u t da trn PTKT
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Ti sao s dng PTKT?

Phn tch c bn l nn tng v khng c s xung t vi PTKT Hn ch ca phn tch c bn:
Kh tnh chnh xc gi tr ni ti B qua vai tr ca yu t tm l ca cc bn tham gia th trng Hn ch xc nh trong thi im ngn hn

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PTKT l vic nghin cu gi, vi cng c c bn l biu , nhm nng cao hiu qu ca hot ng u t. (Steven B.Achelis TA from A to Z) PTKT l vic nghin cu cc hnh vi ca cc bn tham gia th trng thng qua s bin ng ca gi, khi lng chng khon giao dch nhm xc nh c xu th bin ng gi v thi im u t. Mt s cu hi cn gii quyt
What to trade?
When to trade? (Timing is everything) How to trade?

Khi nim PTKT

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L thuyt DOW

Th trng phn nh tt c cc thng tin trong gi CK 3 xu th ca th trng (xu th s cp, xu th th cp v cc bin ng hng ngy)

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Cc gi nh ca PTKT
Bin ng th trng phn nh tt c

Gi dch chuyn theo xu th chung

Lch s s t lp li

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Xy dng th
Biu dng ng Line Chart Biu dng then chn Bar Chart Biu hnh ng CandleStick Chart

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 th dng ng thng

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 th dng then chn

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 th dng ng

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Xu th, ng xu th v knh xu th
Xu th ng xu th

Knh xu th

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Xu th - Trend

Gm c:
Xu th tng gi Xu th gim gi.

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ng xu th - Trenline
ng xu th gi tng l cc ng ni cc im y cao dn. ng xu th gi gim l cc ng ni cc im nh thp dn.

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ng xu th - Trenline
ng xu th hng ln
ng xu th hng xung

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Thc hnh
GMD

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GMD

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Knh xu th - Trend channel

nh ngha: Knh l khong dao ng ca gi, nu gi dao ng trong mt di th di gi l knh.
Di dao ng c xc nh bi 2 ng bin l ng xu th v ng knh (Channel Line), 2 ng ny song song vi nhau.

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Knh xu th - Trend channel

Knh xu th hng xung

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Knh xu th - Trend channel

Knh xu th hng ln

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im t ph
im t ph (Breakout ) l im m ti xu hng chnh b ph v, bo hiu mt xu th i chiu xut hin

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Mc h tr v mc khng c
ngha
- Vic nghin cu mc khng c v h tr l rt quan trng trong phn tch k thut. - L c s trong vic chn cc loi c phiu mua hay bn, trong d on cc bin ng tim nng, ch ra thi im m th trng gy rc ri cho nh u t.

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Mc h tr
Mc h tr l vic mua vi khi lng ln ngng li xu th gim gi trong mt thi k tng i di.

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Mc khng c
Mc khng c l vic bn vi khi lng tho mn cc mc cho mua do lm gi ngng khng tng na trong mt khong thi gian tng i di.

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Mc h tr v mc khng c

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Cc hnh mu k thut

nh ngha: HMKT l cc m hnh gi hoc hnh mu gi l bc tranh hay cc m hnh bin ng nht nh ca gi xut hin trn biu gi ng dng: p dng vi TTCK Giao dch Forex, trong phn tch TT Furtures v cc hng ho khc p dng cho c di hn ln ngn hn v chia thnh 2 loi m hnh: MH cng c v duy tr xu th hin ti v o chiu xu th hin ti.
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Cc hnh mu k thut

Hnh mu k thut cng c (duy tr) xu th th trng

+ HMKT hnh tam gic hng ln(1) + HMKT cc v chui( Cup and Handle)(2) + HMKT hnh tam gic hng xung(3) + HMKT hnh tam gic cn(4) + HMKT hnh c ch nht v hnh c ui nheo(5) + HMKT hnh ch nht(6)

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Cc hnh mu k thut

Hnh mu k thut o chiu xu th th trng + M hnh hai y(7) + HMKT hnh hai nh(8) + HMKT ci nm hng xung(9) + HMKT nh u vai(10) + HMKT hnh y vng cung(11) + HMKT hnh ba y(12) + HMKT hnh ba nh(13)

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Hnh tam gic hng ln

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Hnh tam gic hng ln

ASCENDING TRIANGLE IN AN UPTREND (BULLISH)

ASCENDING TRIANGLE(S) IN AN UPTREND (BULLISH)

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M hnh tam gic hng xung Descending Triangles

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M hnh tam gic cn Symmetrical Triangles

SYMMETRICAL TRIANGLE IN AN UPTREND (BULLISH)

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M hnh c ch nht Flags

"BULL" FLAG IN AN UPTREND (BULLISH)

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Khi lng giao dch

Khi lng v cc xu hng gi chng khon
Khi lng v cc bin ng vt ra ngoi khong dao ng ca gi chng khon.

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Khi lng giao dch

Khi lng khng nh xu hng gi Nu mc gi tng v khi lng giao dch tng
- Ngi mua ang quan tm n th trng

- Xu hng gi ln ang tip din

Nu gi gim v khi lng giao dch tng

- Ngi bn ang quan tm n th trng

- Xu hng gi gim ang tip din

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Khi lng giao dch

Khi lng khng nh xu hng gi

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Khi lng giao dch

Khi lng khng th khng nh xu hng gi

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Khi lng giao dch

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Phn 2
CC CH BO K THUT C BN & NG DNG

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Cc ch bo k thut c bn
NG TRUNG BNH TRT (MA) NG TRUNG BNH TRT HI T/PHN K (MACD) CH S SC MNH TNG I (RSI) DI BOLLINGER BAND

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Cc ch bo k thut c bn
Phng php nghin cu ch s:
ngha ca ch s Cng thc tnh ch s ng dng V d minh ha

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ng trung bnh trt MA

ngha:
- MA l ch bo hu ch dng theo di khuynh hng bin ng gi chng khon v s o chiu ca nhng khuynh hng ny. - MA c tc dng lm trn s bin ng ca gi CK trn TTCK nhm loi b nhng bin ng nh v cho ta ci nhn chnh xc v xu th chnh ca th trng.

Mt s ng MA c bn:
SMA : ng trung bnh trt gin n WMA: ng trung bnh trt tuyn tnh c trng s EMA : ng trung bnh trt theo h s m VMA : ng trung bnh trt bin i TMA : ng trung bnh trt hi quy theo thi gian

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ng trung bnh trt gin n (SMA)

Nhn t ct yu trong vic tnh ton Trung bnh trt l vic xc nh khong thi gian tnh ton. Vic la chn cho mi s trung bnh trt ph thuc vo i tng phn tch, khong thi gian ph bin nht thng c s dng l 9/10, 18/20, 40/50, 100 v 200 n v thi gian. SMA ca mt loi chng khon c tnh bng cch cng gi ng ca ca n trong khong thi gian nht nh ri chia tng tm c cho tng cc n v tnh trong khong thi gian thi gian trn.

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ng trung bnh trt gin n

Phng TL - TH

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ng trung bnh trt m EMA

EMA ca mt loi chng khon c tnh bng cch cng mt phn gi ngy hm nay vi gi tr SMA ngy hm qua ca chnh loi chng khon theo mt t trng no . EMA = todays close*0.09 + yesterdays SMA*0.91 Nhiu nh u t khng quen vi vic s dng t l phn trm, ta c cng thc chuyn i sau: 2 T l phn trm= -----------------------thi k tr +1

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ng trung bnh trt m EMA

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ng chun MACD
ngha:
- MACD l ch bo cho thy s quy t hay phn k ca trung bnh chuyn ng. - MACD cho s khng nh du hiu th trng khi ng MA ngn hn giao nhau vi ng MA di hn.

ng dng:
- Thng s dng ng MACD vi s chnh lnh ca hai ng EMA 12 v EMA 26 v mt ng tn hiu l EMA 9

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ng chun MACD

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ng MACD - Histogram
ngha:
- MACD-H phn nh lch gia hai ng MACD v ng tn hiu ca n. Khi no MACD xuyn cho qua ng tn hiu th MACD-H xuyn cho qua ng s khng. - MACD-H c dng d bo trc s thay i trong khuynh hng bin ng gi chng khon.

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ng MACD Histogram

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ng MACD - Histogram
Tn hiu t ng MACD-H
- Tn hiu tng gi khi MACD-H hnh thnh phn k dng v MACD hng ln trn ng tn hiu. - Tn hiu gim gi khi ng MACD-H hnh thnh mt phn k m v MACD xuyn cho xung pha di ng s tn hiu.

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Ch s sc mnh tng quan RSI

Khi nim: RSI l mt ch s ng lng o sc mnh tng i ca mt chng khon nht nh hoc ca c th trng. RSI c o theo thang t 0% n 100% v ly hai ng 30% v 70% lm hai ng ch bo k thut.
Cng thc ton hc: TB ca s ngy gi ng ca tng trong n ngy RS = ------------------------------------------------------------TB ca s ngy gi ng ca gim trong n ngy 100 RSI = 100 - --------1+RS n : c n nh trc

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Ch s sc mnh tng quan RSI

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Di Bollinger Band
Khi nim: L min th hin sai lch xung quanh gi tr trung bnh v c xc nh theo mt t l phn trm nht nh pha trn v pha di ng MA ng dng: Mr_Bollinger gi thi k tr ca ng MA l 20 v t l phn trm l 2% s cho nhng kt qu tnh ton ng tin cy.

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Di Bollinger band

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Momentum
ngha: Th hin tc hay dc ca ng gi chng khon. Cch tnh: - Tnh ton bi t l phn trm gia hai thi k vi khong thi gian c nh Du hiu: - Mua khi mementum m - Bn khi momentum dng
Momentum Close *100 ref (Close 10 )

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TNG HP CC CH BO C BN

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TNG HP CC CH BO C BN

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TNG HP CC CH BO C BN

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XIN CM N
Presented by Nguyen Thuy Hoan - SRTC_SSC Email: nguyenthuyhoan@gmail.com

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TMT Consulting JSC.

Phng 1806 - Ta nh 27 Hunh Thuc Khng, H ni Tel: (04) 773 5538 Fax: (04) 773 5539 E-mail: tmt@tmt.com.vn Website: www.tmt.com.vn

2003 VPC, All rights reserved

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