DMI/ADXã®åºæ¬ïŒãã¬ã³ãã®æ¹åãšåŒ·ããåé¢ããŠèªãæ¹æ³
ãã®èšäºã§ã¯ãDMI (Directional Movement Index) ãš ADX (Average Directional Index) ã«ã€ããŠåãäžããŸãã
ãã·ã°ãã«ç·ãã¯ãã¹ããããè²·ã/売ããã§ã¯ãªãã
**ãä»ãåžå Žãã©ãããããã¬ã³ãçãªã®ãã
ã©ã¡ãã®æ¹åãåªäœãªã®ãã**ãåé¢ããŠèªãããã®ããŒã«ãšããŠèŠãŠãããŸãã
DMI/ADXã¯ïŒ
- ãã¬ã³ãç³»ã€ã³ãžã±ãŒã¿ãŒ ã®äžã§ã
ãã¬ã³ãã®æç¡ãšåŒ·ãã倿ãããã£ã«ã¿ãŒã®åœ¹å²ãæããã - æŠç¥ ã«ãããŠã¯ã
ããã¬ã³ããã©ããŒæŠç¥ã䜿ãããããã¯ã¹æŠç¥ã䜿ããããéžã¶åºæºãšããŠ
é »ç¹ã«æŽ»çšãããŸãã
äžã®ãã€ã¢ã°ã©ã ã¯ïŒ
- äžïŒäŸ¡æ Œæ§é ãš ç§»åå¹³åç· ã®ãã¬ã³ãã©ã€ã³ã
- äžïŒ+DIã-DIãADXã®3æ¬ã®æ²ç·ãäžç·ã«è¡šç€ºãã
- ãã¬ã³ãæ¹åãã©ã¡ãã«åŸããŠããã
- ADXããã€åŒ·ãäžæ/äžéããŠããã
- ããã¯ã¹åºéã§ADXãã©ã®ããã«æšªã°ãã«ãªãã
ãäžåºŠã«ç€ºããŠããŸãã
1. DMI/ADXã®æ§é ïŒ+DIã-DIãADX
DMI/ADXã¯éåžžã3æ¬ã®ç·ã§æ§æãããŸãã
-
+DI (Positive Directional Indicator)
- çŽè¿ã®åºéã«ãããäžææ¹åã®åãã®å€§ãããæ°å€å
- å€ã倧ãããªãã»ã©ããäžæ¹åãžã®æ¬åœã®åããã匷ãã£ãããšãæå³ããŸã
-
-DI (Negative Directional Indicator)
- çŽè¿ã®åºéã«ãããäžéæ¹åã®åãã®å€§ãã
- å€ã倧ãããªãã»ã©ããäžæ¹åãžã®æ¬åœã®åããã匷ãã£ãããšãæå³ããŸã
-
ADX (Average Directional Index)
- +DIãš-DIã®é¢ä¿ããã
ããã¬ã³ãã®åŒ·ããã ããæœåºããå€ïŒæ¹åã¯ãããŸããïŒ - ADXãé«ãã»ã©ããã©ã¡ãããžã®ãã¬ã³ãçãªåãã匷ãã
- ADXãäœãã»ã©ããæ¹åæã®ãªãããã¯ã¹ããã€ãºåºéã®å¯èœæ§ãé«ãã
- +DIãš-DIã®é¢ä¿ããã
éèŠãªãã€ã³ãã¯ïŒ
+DI vs -DI â æ¹å
ADX â 匷ãïŒãã¬ã³ãã£ãªçšåºŠïŒ
ã瀺ããŠãããšããç¹ã§ãã
2. +DIãš-DIã§ãã¬ã³ãæ¹åãèªã
2-1. åºæ¬çãªèãæ¹
éåžžïŒ
- +DI > -DI
â çŽè¿ã§ã¯äžæã®åããçžå¯Ÿçã«åªäœ - -DI > +DI
â çŽè¿ã§ã¯äžéã®åããçžå¯Ÿçã«åªäœ
ãšè§£éããŸãã
ããã« ããŒãœã¯è¶³ã®åºæ¬ ãš
ãã£ãŒããã¿ãŒã³ ãåãããŠèŠããšïŒ
- +DIãé«ãç¶æããç¶ãã
é«å€ã»å®å€ãåãäžãã£ãŠããæ§é
â äžæãã¬ã³ãåªäœã®åºéã§ããå¯èœæ§ - -DIãåªäœã§ã
é«å€ã»å®å€ãåãäžãã£ãŠããæ§é
â äžéãã¬ã³ãåªäœã®åºéã§ããå¯èœæ§
2-2. +DIã»-DIã®ã¯ãã¹
ãã䜿ãããæŠå¿µïŒ
- +DIã-DIãäžæãïŒãŽãŒã«ãã³ã¯ãã¹ïŒ â äžææ¹ååªäœãžã®è»¢æ
- -DIã+DIãäžæãïŒãããã¯ãã¹ïŒ â äžéæ¹ååªäœãžã®è»¢æ
ãããã倱æãã¿ãŒã³ ã§èŠãããã«ã
ãã®ã¯ãã¹ã ããèŠãŠãšã³ããªãŒ/決æžã決ãããšã
ã¬ã³ãžçžå Žã§åŸåŸ©ãã³ã¿ãé£ããç¶ããçµæã«ãªããããã§ãã
æ¹åã®ã¯ãã¹ã¯ã
ãä»ãããã®æ¹åãæå©ã«ãªããããããªãããšãã
äžæ®µéã®æ å ±ã«éããŸããã
äžã®ãã€ã¢ã°ã©ã ã¯ïŒ
- å·ŠïŒäžæãã¬ã³ãã§+DIãæç¶çã«-DIã®äžã«çãŸãäŸ
- å³ïŒå
žåçãªããã¯ã¹åºéã§
+DIãš-DIãäœåºŠãã¯ãã¹ããæ¹åæ§ãäœããŠããªãäŸ
ãæ¯èŒããŠç€ºããŠããŸãã
3. ADXïŒæ¹åã§ã¯ãªããã©ãããããã¬ã³ãçãïŒã
ADXã«ã¯æ¹åããããŸããã
- äžæã§ããäžéã§ããã
ãã¬ã³ãçã«åããŠããåºéã§ã¯
ADXãäžæããåŸåãããã - äžäžã«æ¯ããã ãã®ããã¯ã¹ã§ã¯ã
ADXãäœãå¹³åŠãªç¶æ ã§çãŸãããšãå€ãã§ãã
3-1. ADXã®äžè¬çãªè§£é
èšå®ãåžå Žã«ãã£ãŠç°ãªããŸããã
宿Šã§ãã䜿ãããèŠç¹ã¯å€§äœãã®çšåºŠã§ãã
- ADXãéåžžã«äœãåºéã§çãŸã£ãŠãã
â çŸåšã®åºéã¯ãã¬ã³ãã匱ãã»ããã¯ã¹ã®å¯èœæ§ãé«ã - ADXãäžåãã«åŸãå§ãã
â ã©ã¡ãããžã®åãããã¬ã³ãçã«å€ããã€ã€ãã - ADXãããªãé«ãã
æéãçµã€ã«ã€ããŠåã³æããŠäžããå§ãã
â ããã¬ã³ãã®åŸåããŸãã¯ç²åŽåºéãããããªãããšãã
èŠåãšããŠèŠãããšãå€ãã§ãã
ãã ããæ°å€åºæºïŒäŸïŒ20/25/30ãªã©ïŒã¯
åžå Žã»ã¿ã€ã ãã¬ãŒã ã«ãã£ãŠå€ããåŸãããã
絶察çãªåºæºã§ã¯ãªãåèç¯å²ãšããŠã®ã¿äœ¿çšããã®ãè¯ãã§ãããã
äžã®ãã€ã¢ã°ã©ã ã¯ïŒ
- äžïŒäžæãã¬ã³ã â é·ãããã¯ã¹ â äžéãã¬ã³ããžãšç¶ãäŸ¡æ Œæ§é
- äžïŒåãåºéã®ADXã
- ãã¬ã³ãåºéã§äžæ/é«å€ç¶æ
- ããã¯ã¹åºéã§äžé/å¹³åŠåããæ§å
ãèŠèŠçã«ç€ºããŠããŸãã
4. DMI/ADXããã¬ã³ããã£ã«ã¿ãŒãšããŠäœ¿ãåºæ¬åå
宿Šã§ã¯éåžžïŒ
- ãŸãADXã§ããã¬ã³ãçžå Ž vs ããã¯ã¹çžå Žããåºå¥ãã
- ãã®äžã§+DI/-DIãäŸ¡æ Œæ§é ããã¿ãŒã³ãçµã¿åãããŠ
æ¹åã»ãšã³ããªãŒã»æåããæ±ºå®ããæ¹åŒ
ãšããŠå€ã䜿ãããŸãã
4-1. ãã¬ã³ãçžå Žãã£ã«ã¿ãŒã®äŸ
èŠç¹ã®äŸïŒæ°å€ã¯åžå Žããšã«èª¿æŽïŒïŒ
- ADXãäžå®åºæºä»¥äžã§äžæäžã®æã ã
æŠç¥ ã®ãã¬ã³ããã©ããŒæŠç¥ãäœ¿çš - ADXãäœãå¹³åŠãŸãã¯äžéäžã§ããã°
- ããã«ããã/ããã ã
- ããã¯ã¹äžéã»äžéã®å転ãã¿ãŒã³
ã®ãããªé匵ãã»ã¬ã³ãžæŠç¥ã®ã¿äœ¿çš
4-2. æ¹åã»ãšã³ããªãŒãšã®çµã¿åãã
äŸãã°ïŒ
- ADXãäžæäžã§ã
- +DIã-DIã®äžã«ããã
- æ¯æã»æµæã®åºæ¬ ã®ãµããŒãã®äžã§
ããŒãœã¯è¶³ã®åºæ¬ ã®å転ããŒãœã¯ãåºããªãã
ãã®åºéãïŒ
ãäžæãã¬ã³ãåªäœ ïŒ ãµããŒãåãã¹ã ïŒ
ãã¬ã³ãæ¹åãžã®åå éã®è©Šã¿ã
ãšããæ§é ãšããŠè§£éãã
ãã³ã°ãšã³ããªãŒã®åè£ãšããŠèŠãããšãã§ããŸãã
éã«ïŒ
- ADXãäžæäžã§ã
- -DIã+DIã®äžã«ããã
- ã¬ãžã¹ã¿ã³ã¹ä»è¿ã§äžèœãã¿ãŒã³ãåºããªã
ã·ã§ãŒãåè£ãšããŠèªãããšãã§ããŸãã
5. ãã¬ã€ã¯ã¢ãŠãã»å€±æãã¿ãŒã³ãšDMI/ADX
ãã£ãŒããã¿ãŒã³ ã§æ±ãïŒ
- äžè§ä¿ã¡åãïŒãã©ã€ã¢ã³ã°ã«ïŒã
- ãŠã§ããžã
- ããã«ããã/ããã«ããã ã
- ãããã¢ã³ãã·ã§ã«ããŒ
ã®ãããªãã¿ãŒã³ãå®éã«äœ¿ãéã
ãã¬ã€ã¯ã¢ãŠããã©ããããæ¬åœã®ãã¬ã³ãã«ç¹ããããè©äŸ¡ããã®ã«
DMI/ADXãæŽ»çšããããšãã§ããŸãã
5-1. ãçããŠããããã¬ã€ã¯ã¢ãŠã
äŸãã°ïŒ
- äžè§ä¿ã¡åãã®äžéãã¬ã€ã¯ / äžéé¢è±åŸ
- ADXãåºããäžåãã«åŸãå§ãã
- +DIãããã¯-DIãçžæã®ç·ããæç¢ºã«äžã§ç¶æãããŠããå Žåã
ãã®ãã¬ã€ã¯ã¢ãŠãã¯ïŒ
ãåãªããã²ã§ã®çªç Žãã§ã¯ãªã
ãã¬ã³ãã«ç¹ããå¯èœæ§ã®ããçªç Ž
ãšããŠèŠãããšãã§ããŸãã
5-2. åãä¹ããªããã¬ã€ã¯ã¢ãŠã
éã«ã
- äŸ¡æ Œã¯ã¬ã³ãžäžéãå°ãçªç Žããã®ã«
- ADXã¯äŸç¶ãšããŠäœããäžåãã«ããªãã
- +DI/-DIã®åªäœæ§ãããã«ã²ã£ããè¿ãå Žåã
ãã®ãããªåºé㯠倱æãã¿ãŒã³ ã§æ±ã
ãã¿ãŒã³å€±æã»ããã·ïŒFakeoutïŒ ã®åè£ãããããŸããã
6. DMI/ADXã䜿ãæã®ããããééã
-
æ°å€åºæºãçµ¶å¯Ÿã®æ³åãšããŠä¿¡ããããš
- ãADX 25以äžãªãç¡æ¡ä»¶ã§ãã¬ã³ãçžå Žãã®ãããªçµ¶å¯Ÿã«ãŒã«ã¯
åžå Žã»ã¿ã€ã ãã¬ãŒã ããšã«ç°¡åã«åŽ©ããŸãã - å®éã®ãã£ãŒãå±¥æŽãèŠãªãã
ããã®åžå Žã§ADXãã©ã®çšåºŠã®æã«
ã©ããããã®é »åºŠã§ãã¬ã³ããåºããããçŽæ¥ãã§ãã¯ããããšãå¿ èŠã§ãã
- ãADX 25以äžãªãç¡æ¡ä»¶ã§ãã¬ã³ãçžå Žãã®ãããªçµ¶å¯Ÿã«ãŒã«ã¯
-
äŸ¡æ Œã»ãã¿ãŒã³ãèŠãã«DMI/ADXã ãèŠãããš
- ããŒãœã¯è¶³ã®åºæ¬ããã£ãŒããã¿ãŒã³ ãç¡èŠããã°
ãåžå Žãã§ã¯ãªãã€ã³ãžã±ãŒã¿ãŒã®åãã ããèŠãããšã«ãªããŸãã
- ããŒãœã¯è¶³ã®åºæ¬ããã£ãŒããã¿ãŒã³ ãç¡èŠããã°
-
DIã¯ãã¹ãåç¬ã®ãšã³ããªãŒã·ã°ãã«ãšããŠäœ¿ãããš
- ã¬ã³ãžçžå Žã§ã¯+DI/-DIã¯éåžžã«é »ç¹ã«ã¯ãã¹ããŸãã
- ADXã®æ¹åãæ¯æã»æµæã®åºæ¬ ã®äœçœ®ã
ãã£ãŒããã¿ãŒã³ ã®æ§é ãäžç·ã«èŠãªããã°
ã¿ãŒã³ããšã«å£²è²·ããŠææ°æãšæå€±ã ããç©ã¿éãªããããã§ãã
-
å šãŠã®ã¿ã€ã ãã¬ãŒã ãåãåºæºã§è§£éããããš
- 5åè¶³ã®ADXãé«ããš
æ¥è¶³ã®ADXãé«ããæå³ãããšããã¯ç°ãªããŸãã - ã¿ã€ã ãã¬ãŒã ã®èгç¹ã§
ãèªåãã©ã®ãã¬ãŒãã£ã³ã°ã¹ã¿ã€ã«ïŒã¹ãã£ã«ãã³ã°/ã¹ã€ã³ã°/ããžã·ã§ã³ïŒãåºæºã«
ãã®ADXå€ãèŠãŠããã®ãããå ã«æ±ºããå¿ èŠããããŸãã
- 5åè¶³ã®ADXãé«ããš
7. 宿Šã§ã®DMI/ADX掻çšãã§ãã¯ãªã¹ã
ãã£ãŒãã«DMI/ADXã衚瀺ããã
æäœé以äžã®è³ªåã«ã¯çããŠã¿ãŠããæææ±ºå®ããããšè¯ãã§ãããã
-
ä»ãADXã¯äœãããäžéããé«ããïŒ
- çŽè¿ã®åºéããã¬ã³ãçžå Žã«è¿ãã/ããã¯ã¹ã«è¿ãã確èª
-
ADXã¯äžãã£ãŠããããå¹³åŠããäžãã£ãŠãããïŒ
- æ°ãããã¬ã³ããäœãããŠããæäžãã
æ¢åã®ãã¬ã³ããç²ããŠããŠããæäžããèŠæ¥µãã
- æ°ãããã¬ã³ããäœãããŠããæäžãã
-
+DIãš-DIã®ãã¡ãã©ã¡ããåªäœãïŒ
- æ¹åãæ±ºããéã
ç§»åå¹³åç· ã®æ¹åã
ãã£ãŒããã¿ãŒã³ ã®æ§é ãšå ±ã«ç¢ºèª
- æ¹åãæ±ºããéã
-
ä»åºãDIã¯ãã¹ã¯ã
æ¯æã»æµæã®åºæ¬ ã®éèŠãªã¬ãã«ä»è¿ã§åºããïŒ- ãããšããäžéå端ãªåºéãã§ã®
åãªããã€ãºã§ããå¯èœæ§ã®æ¹ã倧ãããïŒ
- ãããšããäžéå端ãªåºéãã§ã®
-
ãã®æ å ±ãæ ¹æ ã«ãšã³ããªãŒããå Žåã
æåãã»å©ç¢ºã»ããžã·ã§ã³ãµã€ãºã¯
ãªã¹ã¯ç®¡ç èšç»ãšäžèŽããŠãããïŒ
DMI/ADXã¯ïŒ
ãšäžç·ã«äœ¿ãæãããã«èŒããå¢ããŸãã
ããã¬ã³ããããã/ãªããããããªãã©ã¡ãã匷ãããã
æ°éåããŠèŠããŠãããè£å©ã€ã³ãžã±ãŒã¿ãŒãšããŠçè§£ãã
åžžã«äŸ¡æ Œã»ãã¿ãŒã³ã»ãªã¹ã¯ç®¡çãšäžç·ã«äœ¿ããšè¯ãã§ãããã