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finbay.ru 1 John J. Murphy Technical Analysis of the Futures Markets: A Comprehensive Guide to Trading Methods and Applications New York Institute of Finance A Prentice-Hall Company Ⱦɠɨɧ Ⱦɠ. Ɇɷɪɮɢ Ɍɟɯɧɢɱɟɫɤɢɣ ɚɧɚɥɢɡ ɮɶɸɱɟɪɫɧɵɯ ɪɵɧɤɨɜ: Ɍɟɨɪɢɹ ɢ ɩɪɚɤɬɢɤɚ Ɇɨɫɤɜɚ ɋɨɤɨɥ 1996 ɉɟɪɟɜɨɞ ɫ ɚɧɝɥɢɣɫɤɨɝɨ: ɇɨɜɢɰɤɚɹ Ɉ., ɋɢɞɨɪɨɜ ȼ. ɇɚɭɱɧɵɣ ɪɟɞɚɤɬɨɪ ɤɚɧɞɢɞɚɬ ɷɤɨɧɨɦɢɱɟɫɤɢɯ ɧɚɭɤ ɋɚɦɨɬɚɟɜ ɂ. Ⱦɠɨɧ Ⱦɠ. Ɇɷɪɮɢ Ɍɟɯɧɢɱɟɫɤɢɣ ɚɧɚɥɢɡ ɮɶɸɱɟɪɫɧɵɯ ɪɵɧɤɨɜ: ɬɟɨɪɢɹ ɢ ɩɪɚɤɬɢɤɚ. - Ɇ.: ɋɨɤɨɥ, 1996. - 592ɫ. ȼ ɞɚɧɧɨɣ ɤɧɢɝɟ ɩɨɞɪɨɛɧɨ ɢ ɜ ɞɨɫɬɭɩɧɨɣ ɮɨɪɦɟ ɪɚɫɫɦɚɬɪɢɜɚɸɬɫɹ ɬɟɨɪɟɬɢɱɟɫɤɢɟ ɨɫɧɨɜɵ ɬɟɯɧɢɱɟɫɤɨɝɨ ɚɧɚɥɢɡɚ ɢ ɦɟɬɨɞɵ ɟɝɨ ɩɪɚɤɬɢɱɟɫɤɨɝɨ ɩɪɢɦɟɧɟɧɢɹ. Ⱥɜɬɨɪ, ɜɟɞɭɳɢɣ ɫɩɟɰɢɚɥɢɫɬ ɩɨ ɬɟɯɧɢɱɟɫɤɨɦɭ ɚɧɚɥɢɡɭ ɫ ɦɢɪɨɜɵɦ ɢɦɟɧɟɦ, ɭɛɟɞɢɬɟɥɶɧɨ ɞɨɤɚɡɵɜɚɟɬ ɧɟɨɛɯɨɞɢɦɨɫɬɶ ɢɫɩɨɥɶɡɨɜɚɧɢɹ ɬɟɯɧɢɱɟɫɤɢɯ ɦɟɬɨɞɨɜ ɞɥɹ ɩɪɨɝɧɨɡɢɪɨɜɚɧɢɹ ɞɜɢɠɟɧɢɹ ɰɟɧ ɢ ɭɫɩɟɲɧɵɯ ɮɢɧɚɧɫɨɜɵɯ ɨɩɟɪɚɰɢɣ. Ʉɧɢɝɚ ɹɜɥɹɟɬɫɹ ɛɚɡɨɜɵɦ ɩɨɫɨɛɢɟɦ ɩɨ ɬɟɯɧɢɱɟɫɤɨɦɭ ɚɧɚɥɢɡɭ ɧɟ ɬɨɥɶɤɨ ɮɶɸɱɟɪɫɨɜ, ɚ ɬɚɤɠɟ ɚɤɰɢɣ ɢ ɞɪɭɝɢɯ ɮɢɧɚɧɫɨɜɵɯ ɢɧɫɬɪɭɦɟɧɬɨɜ. Ɉɧɚ ɩɨ ɩɪɚɜɭ ɫɱɢɬɚɟɬɫɹ " ɛɢɛɥɢɟɣ ɬɟɯɧɢɱɟɫɤɨɝɨ ɚɧɚɥɢɡɚ''. Ʉɧɢɝɚ ɪɚɫɫɱɢɬɚɧɚ ɤɚɤ ɧɚ ɧɚɱɢɧɚɸɳɢɯ ɢɝɪɨɤɨɜ, ɬɚɤ ɢ ɧɚ ɨɩɵɬɧɵɯ ɫɩɟɰɢɚɥɢɫɬɨɜ ɛɢɪɠɟɜɨɝɨ ɢ ɜɧɟɛɢɪɠɟɜɨɝɨ ɪɵɧɤɨɜ. Ɍɟɯɧɢɱɟɫɤɢɣ ɚɧɚɥɢɡ ɮɶɸɱɟɪɫɧɵɯ ɪɵɧɤɨɜ'' ɩɟɪɟɜɟɞɟɧ ɧɚ ɨɞɢɧɧɚɞɰɚɬɶ ɹɡɵɤɨɜ, ɢɡɞɚɜɚɥɫɹ ɜɨ ɦɧɨɝɢɯ ɫɬɪɚɧɚɯ ɢ ɜɩɟɪɜɵɟ ɜɵɯɨɞɢɬ ɧɚ ɪɭɫɫɤɨɦ ɹɡɵɤɟ. Copyright © 1986 by Prentice Hall AU Rights Reserved

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1

John J. MurphyTechnical Analysis of theFutures Markets:

A Comprehensive Guide to Trading Methods andApplications

New York Institute of Finance A Prentice-Hall Company

.

: • 1996

: ., .

..

: . - .: , 1996. - 592 .

. , ,

.

, . "

''.

, .

'' ,.

Copyright © 1986 by Prentice Hall AU Rights Reserved

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................................................................................... 12 .................... 14

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21 ................................................................................................................... 24

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2. .....................................................................................................30 .................................................................................................................................................................. 30

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............................................................................................................................................... 36 ............................................................................................................................................................................ 37

................................................................................................................................................................. 37 3. .................................................................................39

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................................................................................. 43: ,

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................................................................................................................................................................. 49 - ?..................................................................... 49

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4. ...........................................54 ................................................................................................................................... 54

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......................................................................................................................... 58............................................................................................................................................................. 66

................................................................................................................................................... 73 3 ..................................................................................................................................................... 74

................................................................................................ 75 ............................................................................................................................................................. 78

(PERCENTAGE RETRACEMENTS) .................... 82.......................................................................................................... 84

........................................................................................................................................................... 87 ................................................................................................................................................... 91

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V- " " ............................................................................................................... 119 ............................................................................................................................................................... 123

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........................................................................................................................................................... 124 ....................................................................................................................... 125

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................................. 254 .................................................................................................................... 259

(RSI) ............................................................................................................ 263 70 30 ........................................................................................................ 269

(K%D)...................................................................................................................... 269 %R ................................................................................................................. 275

......................................................................... 277......................................................................................... 278

(MACDTM)............. 278 (VA) ........................................... 280

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........................................ 310 ................................................................................. 316

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....................................................................................... 322........................................................................................ 323

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125445, , ., . 134

. (095) 400-35-40

. 143200, . , . , 93