Umthamo weXabiso eliPhakathi eliPhakathi (VWAP) Inkcazo

Yintoni umqulu wexabiso eliPhakathi eliThelekelelweyo (VWAP)?
Ixabiso eliphakathi le-avareji (VWAP) ngumlinganiso wokurhweba osetyenziswa ngabarhwebi onika ixabiso eliphakathi ukhuseleko oluthengise ngalo imini yonke, ngokusekwe kumthamo nakwixabiso. Kubalulekile kuba inika abathengisi ukuqonda kokubini imeko kunye nexabiso lokhuseleko.
I-VWAP ibalwa ngokudibanisa iidola ezithengiswayo kwintengiselwano nganye (ixabiso liphindaphindwe ngenani lezabelo ezithengisiweyo) emva koko lahlulahlulwe zizabelo zizonke ezithengisiweyo.
Ikuxelela ntoni ivolumu esilinganisweni sexabiso (VWAP)?
Abathengi abakhulu beziko kunye neengxowa-mali ezihlangeneyo basebenzisa umlinganiselo we-VWAP ukunceda ukuphuma okanye ukuphuma kwisitokhwe kunye nefuthe elincinci lentengiso kangangoko. Ke ngoko, xa kunokwenzeka, amaziko aya kuzama ukuthenga ngezantsi kwe-VWAP, okanye athengise ngaphezulu kwayo. Ngale ndlela izenzo zabo zityhala ixabiso libuyele kwi-avareji, endaweni yokuba kude nayo.
Abarhwebi banokusebenzisa i-VWAP njengesixhobo sokuqinisekisa imeko, kunye nokwakha imigaqo yokurhweba ejikeleze yona. Umzekelo, xa ixabiso lingaphezulu kwe-VWAP banokukhetha ukuqala izikhundla ezide. Xa ixabiso lingaphantsi kwe-VWAP banokukhetha ukuqala izikhundla ezifutshane.
Umahluko phakathi kweXabiso leMilinganiselo yeXabiso eliPhakathi (VWAP) kunye noMndilili wokuHamba ngokuLula
Kwitshathi, i-VWAP kunye nomndilili ohambahambayo unokujongeka ngokufanayo. Ezi zikhombisi zibini zibala izinto ezahlukeneyo.
I-VWAP ibala inani elipheleleyo eliphindaphindwe ngevolumu, yahlulwe ngevolumu iyonke.
Umndilili wokuhamba olula ubalwa ngokushwankathela amaxabiso okuvala ngaphezulu kwexesha elithile (yithi 10), emva koko uwahlule ngamaxesha angaphi (10). IVolumu ayifakwanga kwi.
Imida yokuSebenzisa amaXabiso esiqingatha somthamo wexabiso (VWAP)
I-VWAP sisalathiso sosuku olunye, kwaye iphinda iqaliswe kwindawo evulekileyo yosuku ngalunye lokuthengisa. Ukuzama ukwenza umndilili we-VWAP kwiintsuku ezininzi kunokuthetha ukuba umndilili uya kugqwetha kufundo lwe-VWAP lokwenyani njengoko kuchaziwe apha ngasentla.
Ngelixa amanye amaziko anokukhetha ukuthenga xa ixabiso lokhuseleko lingaphantsi kwe-VWAP, okanye lithengise xa lingaphezulu, i-VWAP ayisiyiyo kuphela into ekufuneka iqatshelwe. Kwiimeko ezomeleleyo, ixabiso lingaqhubeka nokuhamba ngaphezulu kwiintsuku ezininzi ngaphandle kokulahla ngaphantsi kweVWAP kwaphela okanye ngamanye amaxesha. Ke ngoko, ukulinda ixabiso ukuba liwele ngezantsi kwe-VWAP kunokuthetha ithuba elilahlekileyo ukuba amaxabiso enyuka ngokukhawuleza.
I-VWAP isekwe kumaxabiso embali kwaye ayinangqangi okanye iimpawu zokuqikelela. Ngenxa yokuba i-VWAP ibambelele kuluhlu lwamaxabiso okuvula osuku, isalathiso sonyusa ukubambeka kwaso njengoko usuku luqhubeka. Oku kunokubonwa kwindlela yokubala ye-VWAP yemizuzu eyi-1 emva kwemizuzu engama-330 (ubude beseshoni yesiqhelo yokurhweba) iya kuhlala ifana nomndilili wokuhamba wemizuzu engama-390 ekupheleni kosuku lokurhweba.