Incazelo yevolumu enesisindo esimaphakathi (VWAP) Incazelo

Iyini Intengo Yesilinganiso Esilinganisiwe seVolumu (VWAP)?
Intengo emaphakathi enesisindo (i-VWAP) ibhentshimakhi yokuhweba esetshenziswa abathengisi enikeza inani elijwayelekile ukuphepha okuthengise ngalo usuku lonke, ngokuya ngevolumu nentengo. Kubalulekile ngoba inikeza abathengisi ukuqonda kukho kokubili ukuthambekela nokubaluleka kokuphepha.
I-VWAP ibalwa ngokungeza amadola athengiswa kukho konke okwenziwayo (intengo iphindaphindwe ngenani lamasheya athengisiwe) bese ihlukaniswa ngamasheya aphelele athengisiwe.
Ikutshelani IVolumu Yesilinganiso Sentengo (VWAP)?
Abathengi abakhulu bezikhungo nezimali ezihlanganyelweyo basebenzisa isilinganiso se-VWAP ukusiza ukungena noma ukuphuma esitokisini okunomthelela omncane wemakethe ngangokunokwenzeka. Ngakho-ke, lapho kunokwenzeka, izikhungo zizozama ukuthenga ngaphansi kwe-VWAP, noma zithengise ngenhla kwayo. Ngale ndlela izenzo zabo zihlehlisa intengo ibuyele kokumaphakathi, esikhundleni sokuqhelelana nayo.
Abahwebi bangasebenzisa i-VWAP njengethuluzi lokuqinisekisa ukuthambekela, futhi bakhe imithetho yokuhweba ezungezile. Isibonelo, lapho intengo ingaphezulu kwe-VWAP bangakhetha ukuqala izikhundla ezide. Lapho intengo ingaphansi kwe-VWAP bangase bakhethe ukuqala izikhundla ezimfushane.
Umehluko Phakathi Kwenani Elilinganisiwe Lesilinganiso Samanani (VWAP) kanye Nesilinganiso Esishukumisayo Esilula
Kushadi, i-VWAP nesilinganiso esihambayo kungahle kubonakale kufana. Lezi zinkomba ezimbili zibala izinto ezihlukile.
I-VWAP ibala isamba sentengo esiphindwe ngevolumu, ihlukaniswe ngevolumu ephelele.
Isilinganiso sokuhamba esilula sibalwa ngokufingqa amanani okuvala esikhathini esithile (yisho u-10), bese uwahlukanisa ngokuthi zingaki izikhathi (10). IVolumu ayifakwanga ku.
Imikhawulo Yokusebenzisa Inani Elinesisindo Esilinganisiwe (VWAP)
I-VWAP iyinkomba yosuku olulodwa, futhi iqalwa phansi lapho kuvulwa usuku ngalunye olusha lokuhweba. Ukuzama ukudala i-VWAP emaphakathi ngezinsuku eziningi kungasho ukuthi isilinganiso sihlanekezelwa ekufundweni kweqiniso kwe-VWAP njengoba kuchaziwe ngenhla.
Ngenkathi ezinye izikhungo zingakhetha ukuthenga lapho inani lesibambiso lingaphansi kwe-VWAP, noma lithengise lapho lingaphezulu, i-VWAP akuyona ukuphela kwento okufanele ibhekwe. Kuma-uptrends aqinile, intengo ingaqhubeka ikhuphuke ngaphezulu izinsuku eziningi ngaphandle kokulahla ngaphansi kwe-VWAP nhlobo noma ngezikhathi ezithile. Ngakho-ke, ukulinda intengo yehle ngaphansi kwe-VWAP kungasho ithuba elilahlekile uma amanani enyuka ngokushesha.
I-VWAP isuselwa kumanani omlando futhi ayinazo izimfanelo zokubala noma izibalo. Ngoba i-VWAP iboshelwe ebangeni lentengo yokuvula yosuku, inkomba inyusa ukuwa kwayo njengoba usuku luqhubeka. Lokhu kungabonakala endleleni ukubalwa kwesikhathi se-VWAP kwemizuzu engu-1 ngemuva kwemizuzu engama-330 (ubude beseshini ejwayelekile yokuhweba) kuzovame ukufana nesilinganiso sokuhamba semizuzu engama-390 ekupheleni kosuku lokuhweba.