PHN TCH K THUT

SNG ELLIOTT & CHUI FIBONACCI

L THUYT SNG ELLIOTT

S lc ngun gc Trit l v sng v chu k Cc khi nim quan trng v sng Elliott Cc dng sng c bn ng dng kt hp vi h thng Fibonacci

L THUYT SNG ELLIOTT (tt)

Ralph Nelson (R.N.) Elliott (1871-1948) The Wave Principle Nguyn tc sng Elliott Wave Theory L thuyt sng Elliott

L THUYT SNG ELLIOTT (tt)

Xut pht t nhng nghin cu trn ch s DJIA (ch s cng nghip Dow Jones) Khi qut ha tng chnh: L thuyt sng l mt cch biu din cc trng thi tm l khc nhau ca con ngi bng th.

L THUYT SNG ELLIOTT (tt)

Trit l:
Chaos theory (l thuyt hn lon)
Nhng chu trnh bin ng tng nh l ngu nhin tht ra li tun theo nhng qui lut (c th l cha c pht hin) Mt s dng bin ng tng nh c qui lut tht ra li khng c qui lut, nht l trong di hn

L THUYT SNG ELLIOTT (tt)

L thuyt v tnh t l ca tng gim

Nhng cu trc khng c dng thc nht nh hon ton c th c chia nh ra thnh nhng cu trc nh hn theo nhng t l c th. V d: mt sng ln c th chia thnh 3 hay 5 sng nh. Cc t l Fibonacci

BC TRANH TNG TH
Phn tch k thut theo nguyn tc nhn t bc tranh ln nht n nh nht (t th nm n th ngy). Bc tranh ln nht: cc chu k

CHU K
Chu k ca TTCK i theo nhng dng c th bit trc c (ln ri s xung) Mi chu k li c cu to bi nhng chu k nh hn

THT S C TH D BO C?

???

VN
Chng ta hiu v d bo nh th no? V chng ta dng kt qu d bo nh th no? Chng ta s bn v vn ny trong phn v qun tr ti khon v tm l giao dch

L THUYT SNG ELLIOTT: NGUYN TC CT LI Phn chu k ln thnh chu k nh hn

Chu k ln nht: chia lm 2 chu k nh hn
Chu k tng gi Chu k gim gi

Cc chu k nh li chia nh ra
Chu k tng gi 5 sng Chu k gim gi 3 sng

Minh ha

MT CHT BN L
l v sao ngi ta bo mua vo l long, bn ra l short Chu k khng hong/suy thoi thng ngn hn chu k tng trng. Nguyn nhn c bn: x hi tin v pha trc, to ra nhng gi tr mi Tm l t pht trin ca con ngi

Sng chnh v sng hiu chnh

Sng chnh (impulsive wave) Sng hiu chnh (corrective wave)

Sng chnh
C chiu hng (trend) ging vi chiu hng ca th trng hin ti (bull/bear market) Chia lm 5 sng nh

Sng hiu chnh

i ngc xu th th trng hin ti Chia lm 3 sng nh

MT CHT PHC TP
Ti sao va ni th trng xung c 3 sng, sao gi li ni sng chnh c 5 sng? Nu xu hng th trng l hng xung, th sng chnh hng xung li c 5 sng?? Hy xem th

Minh ha

Rt ra nguyn tc
Th trng xung vn c 3 sng: 2 chnh v 1 ph Mi sng chnh li chia ra lm 5 sng nh Sng ph th ch chia ra lm 3 sng nh

 Th trng ln c 5 sng: 3 chnh v 2 ph Mi sng chnh li chia ra lm 5 sng nh Sng ph th ch chia ra lm 3 sng nh

n tng
V l thuyt, mt th trng hon chnh c th c 144 sng tt c!

Ch
Chng ta khng c lm mnh hong s v iu . Quan trng l nm chc nguyn tc V KISS KEEP IT SIMPLE, STUPID

L thuyt Dow & L thuyt sng Elliott C mi quan h gia tng 5 sng ln ca Elliott v 3 giai on tng gi ca th trng gi ln ca Dow. tng ca Elliott v 3 sng ln, vi hai sng hiu chnh xen vo, tht ph hp vi l thuyt Dow.

Mt s nguyn tc ca l thuyt sng Elliott Nguyn tc i vi sng chnh

1. Cu trc sng hon ton i theo xu th chnh 2. Sng 3 khng bao gi l sng ngn nht trong 3 sng chnh. 3. Sng 4 khng bao gi quay tr li xa hn im cui ca sng 1

Gii thch
Qui tc 1: Cu trc sng hon ton i theo xu th chnh
Sng 2 khng bao gi quay li hn 100% chiu di sng 1 Sng 3 lun lun vt qua im cui ca sng 1 Lu : i khi sng 5 c php khng vt qua sng 3. iu ny khng vi phm qui tc v gi l trng hp failed fifth.

Sng chnh: Li sai ca qui tc 1 trn th trng tng gi

1

1 3 2

Sng chnh: Li sai qui tc 1 trn th trng gim gi

3 1 2 4 1 2 3

Sng chnh: Li sai qui tc 2 trn th trng tng gi

5 3 1 2 4 Sng 3 ngn nht trong 3 sng chnh (tng) trong mt th trng tng gi.

Sng chnh: Li sai qui tc 2 trn th trng gim gi

Sng 3 ngn nht trong 3 sng chnh (gim) trong mt th trng gim gi. 4 1 3 5

Sng chnh: Li sai qui tc 3 trn th trng tng gi

Sng 4 gim xung di im cui sng 1

1 2 4

Sng chnh: Li sai qui tc 3 trn th trng gim gi

Sng 4 tng ln trn im cui ca sng 1

Trng hp ngoi l
Failed Fifth Tam gic cho: trong trng hp ca sng chnh s 5 trn th trng tng gi v sng chnh C trn th trng gim gi, th sng 4 c th vi phm nguyn tc 3.

Trng hp m rng (extension)

Mi sng chnh c th t m rng thnh mt cu trc 5 sng ngay bn trong n. i khi c trng hp c cu trc 9 sng nhng khng bit sng no m rng!
3 5 4

1 2

Trng hp m rng (tt)

Thng ch c 1 sng m rng

Nu sng 3 m rng th gn nh chc chn l sng 5 khng m rng Sng 1 m sng 3 xp x nhau (sng 3 di hn mt cht) th c th k vng l sng 5 m rng.

Trng hp m rng (tt)

M rng ca m rng!
Sng nh th 3 ca sng 3 c m rng c th tip tc m rng! Sng nh th 5 ca sng 5 c m rng c th tip tc m rng! Qu phc tp?! Cch x l: cch nh s sng
i, ii, iii 1,2, 3 (1), (2), (3) I, II, III

Sng hiu chnh

Qui tc: Sng hiu chnh khng bao gi c 5 sng nh. Qui tc kh r rng nhng v cc sng nh trong sng hiu chnh c th chia lm nhiu sng nh hn na, v c nhng sng di chuyn theo cng chiu sng hiu chnh, ngha l nhng sng nh hn na ny li c th c 5 sng con. Vn tr nn phc tp

Cc mu sng hiu chnh

Sng hiu chnh kh nhn bit v d bo hn Cc mu sng hiu chnh

Cc mu sng hiu chnh

Sng hiu chnh zig-zag Sng hiu chnh phng Sng hiu chnh hnh tam gic

Sng hiu chnh gi ln trn th trng tng gi (5-3-5)

Sng hiu chnh gi ln trn th trng gim gi (5-3-5)

Sng hiu chnh zig-zag nhn i: S phc tp ca phn tch k thut

B (B)

B A

C (A)

C (C)

Sng hiu chnh phng

Mu 3-3-5

Sng hiu chnh phng thng thng trong th trng gi ln

Sng hiu chnh phng thng thng trong th trng gi xung

Sng hiu chnh phng bt thng trong th trng gi ln

Hy tm im bt thng trong hnh trn

Sng hiu chnh phng bt thng trong th trng gi xung

Hy tm im bt thng trong hnh trn

Sng hiu chnh phng bt thng c o ngc trong th trng gi ln

Sng hiu chnh hnh tam gic

Sng hiu chnh hnh tam gic thng xy ra trong sng th 4 Cng c th xut hin trong sng b ca sng hiu chnh a-b-c Thng n khng xut hin sng 2

Sng hiu chnh hnh tam gic (tt)

Mc d sng hiu chnh hnh tam gic c cu trc 5 sng, n p ng vai tr sng hiu chnh ch mi sng nh ca n chia lm 3 sng. V vy, m hnh tam gic ny l mt cu trc 3-3-3-3-3 (mt s ti liu dng k hiu A-B-C-D-E).

Vn xen k
Th trng thng khng bao gi hnh ng ging nhau hai ln lin tc. Chng ta khng bit nhng g s xy ra Nhng chng ta bit nhng kh nng khng xy ra

Vn xen k (tt)
Nhng mu hnh hiu chnh c khuynh hng lun phin nhau. V d, nu sng hiu chnh 2 l mt mu hnh n gin a-b-c, sng 4 s c kh nng l mt mu hnh phc tp, chng hn nh mt hnh tam gic. Ngc li, nu sng 2 l sng phc tp th sng 4 s c kh nng l sng n gin

Vn xen k (tt)

Knh bin gi (channeling)

Mt cch xc nh gi mc tiu v s lng sng hon thnh

Knh bin gi (tt)

Knh bin gi (tt)

CHUI FIBONACCI
Leonardo Fibonacci Dy s ny l 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, v.v n v cc

MT S THNG TIN VUI

Tng ca hai s lin k bt k bng s cao hn k tip. Chng hn, 3 v 5 bng 8, 5 v 8 bng 13, v v.v. Sau 4 s u tin, t l ca mt s bt k vi s ln hn k tip gn bng 0,618. T s ca mt s bt k vi s thp hn k tip l gn bng 1,618 Mt t s ng ch khc l 0,382 (2 s cch nhau 1 con s, v d 13 v 34)

Fibonacci thoi li (Fibonacci Retracement) Mc tiu ti thiu i vi nh ca sng 3 c th c c bng cch nhn chiu di ca sng 1 vi 1,618 v cng s vi y ca sng 2. nh ca sng 5 c th xp x bng cch nhn sng 1 vi 3,236 (2x1,618) v cng gi tr vi nh hoc y ca sng 1 cho nhng mc tiu ti a v ti thiu.

Fibonacci thoi li (tt)

Sng 1 v sng 3 gn bng nhau th sng 5 thng s m rng. Gi mc tiu c th t c bng cch o lng khong cch t y ca sng 1 n nh ca sng 3, nhn vi 1,618, v cng kt qu vi y ca sng 4.

Fibonacci thoi li (tt)

i vi nhng sng hiu chnh, mt sng hiu chnh zig-zag 5-3-5 thng thng, sng c thng gn bng chiu di ca sng a. Mt cch khc o lng chiu di hp l ca sng c l chiu di ca sng a tr 0,618 a.

Fibonacci thoi li (tt)

Trong trng hp ca mt sng hiu chnh phng 3-3-5, sng b tin ti hoc vt qu nh ca sng a, sng c s gn bng 1,618 chiu di ca sng a. Trong mt tam gic i xng, mi sng lin k c lin quan n sng trc vi t s 0,618.

Minh ha

Minh ha (tt)

Nhng mc tiu thi gian Fibonacci (Fibonacci time zone) Cnh bo: l thuyt sng v chui Fibonacci t ang tin cy trong vn v thi gian Tuy nhin vn tn ti quan h t l Fibonacci v thi gian, nhng n kh d bo hn v Elliott khng xem trng vn ny. Nhng mc tiu thi gian Fibonacci: m li v nhng nh v y quan trng trc d bo

Mt minh ha hon ho?

D bo ch s DJIA (qu hon ho?)

Vit Nam

Thng 5

Lu
Trng hp back-testing

S kt hp c ba kha cnh ca l thuyt sng Mu hnh sng T l Fibonacci Thi gian

 TNG CUI BI
Mt h thng kt hp mu hnh v ton hc Da vo khi nim chu k v tm l Cng nn ch khi lng, chung l khi lng nn tng ln ng h xu th (tng/gim) H thng ny cp n kh nng xy ra, khng phi nhng g s xy ra