{"id":541347,"date":"2022-12-23T13:20:25","date_gmt":"2022-12-23T12:20:25","guid":{"rendered":"https:\/\/ftmo.com\/?p=541347"},"modified":"2023-06-22T12:40:24","modified_gmt":"2023-06-22T10:40:24","slug":"technicka-analyza-v-cem-je-kouzlo-rsi","status":"publish","type":"post","link":"https:\/\/ftmo.com\/cs\/technicka-analyza-v-cem-je-kouzlo-rsi\/","title":{"rendered":"Technick\u00e1 anal\u00fdza \u2013 v \u010dem je kouzlo RSI"},"content":{"rendered":"
Po t\u0159ech indik\u00e1torech, kter\u00e9 r\u016fzn\u00fdm zp\u016fsobem stav\u011bly na trendech (p\u0159\u00edpadn\u011b je kombinovaly s momentem a volatilitou), se dnes pod\u00edv\u00e1me na jeden z nejobl\u00edben\u011bj\u0161\u00edch oscil\u00e1tor\u016f, Relative Strenght Index a jeho vyu\u017eit\u00ed.<\/em><\/p>\n Index relativn\u00ed s\u00edly, nebo tak\u00e9 Relative Strenght Index (RSI) pat\u0159\u00ed mezi nejobl\u00edben\u011bj\u0161\u00ed a nejpou\u017e\u00edvan\u011bj\u0161\u00ed oscil\u00e1tory. Vyvinul jej zn\u00e1m\u00fd technick\u00fd analytik J. Welles Wilderem Jr. a spole\u010dn\u011b s n\u011bkolika dal\u0161\u00edmi indik\u00e1tory jej poprv\u00e9 publikoval u\u017e v roce 1978 v knize \u201eNew Concepts in Technical Trading Systems\u201c. RSI je momentov\u00fd oscil\u00e1tor, kter\u00fd m\u011b\u0159\u00ed sm\u011br a dynamiku trendu investi\u010dn\u00edho n\u00e1stroje a ur\u010duje, jak rychle se zm\u011bnila jeho cena za ur\u010dit\u00e9 obdob\u00ed.<\/p>\n Nejjednodu\u0161\u0161\u00ed z\u00e1pis v\u00fdpo\u010dtu indik\u00e1toru RSI je n\u00e1sledovn\u00fd:<\/p>\n RSIt(n)=100-[100\/(1+U(n)\/D(n))]<\/p>\n U(n) \u2013 pr\u016fm\u011brn\u00fd zisk za n period<\/p>\n D(n) \u2013 pr\u016fm\u011brn\u00e1 ztr\u00e1ta za n period<\/p>\n Indik\u00e1tor se zobrazuje v\u00a0samostatn\u00e9m okn\u011b grafu a jeho linie se pohybuje (osciluje) mezi hodnotami 0 a 100. P\u0159i v\u00fdpo\u010dtu U(n) a D(n) se pou\u017e\u00edv\u00e1 vyhlazen\u00fd nebo upraven\u00fd klouzav\u00fd pr\u016fm\u011br (SMMA), p\u0159\u00edpadn\u011b exponenci\u00e1ln\u00ed klouzav\u00fd pr\u016fm\u011br (EMA). V\u00a0z\u00e1kladn\u00edm nastaven\u00ed je po\u010det period nastaven na 14 a hladiny p\u0159ekoupen\u00fdch a p\u0159eprodan\u00fdch trh\u016f tvo\u0159\u00ed linie na hodnot\u00e1ch 70 a 30 bod\u016f.<\/p>\n Z\u00e1kladem Wilderova p\u0159edpokladu bylo, \u017ee kdy\u017e cena instrumentu vzroste p\u0159\u00edli\u0161 rychle, v\u00a0ur\u010dit\u00e9m okam\u017eiku m\u016f\u017ee b\u00fdt instrument pova\u017eov\u00e1n za p\u0159ekoupen\u00fd, kdy\u017e naopak cena rychle klesne, bude pova\u017eov\u00e1n za p\u0159eprodan\u00fd. Z\u00a0tohoto vych\u00e1z\u00ed i nejjednodu\u0161\u0161\u00ed vyu\u017eit\u00ed tohoto indik\u00e1toru, tedy prodej instrumentu, kdy\u017e je cena nad hodnotou 70 a n\u00e1kup instrumentu, kdy\u017e je cena pod \u00farovn\u00ed 30.<\/p>\n Nev\u00fdhodou tohoto p\u0159\u00edstupu je fakt, \u017ee p\u0159i siln\u00e9m trendu se m\u016f\u017ee cena dost\u00e1vat nad hodnotu 70 (resp. pod hodnotu 30) pom\u011brn\u011b \u010dasto a indik\u00e1tor tak m\u016f\u017ee generovat fale\u0161n\u00e9 sign\u00e1ly. N\u011bkte\u0159\u00ed obchodn\u00edci to \u0159e\u0161\u00ed posunut\u00edm hranic na hodnoty 80 a 20, ale celkov\u011b lze \u0159\u00edct, \u017ee tento z\u00e1kladn\u00ed p\u0159\u00edstup funguje sp\u00ed\u0161e na trz\u00edch, kter\u00e9 nejsou v\u00a0trendu a pohybuj\u00ed se sp\u00ed\u0161e do strany (jako v\u011bt\u0161ina oscil\u00e1tor\u016f).<\/p>\n Dal\u0161\u00edm zp\u016fsobem vyu\u017eit\u00ed RSI od Wildera jsou divergence. Wilder pova\u017eoval rozd\u00edln\u00fd pohyb indik\u00e1toru a RSI za velmi siln\u00fd indik\u00e1tor zm\u011bny trendu. Kdy\u017e se tedy na cenov\u00e9m grafu instrumentu tvo\u0159\u00ed nov\u00e1 vy\u0161\u0161\u00ed maxima, ale RSI tvo\u0159\u00ed ni\u017e\u0161\u00ed maxima, jde o sign\u00e1l, \u017ee cena brzy za\u010dne klesat, a tedy o medv\u011bd\u00ed divergenci (m\u016f\u017eeme vid\u011bt na grafu n\u00ed\u017ee). Kdy\u017e naopak ceny tvo\u0159\u00ed nov\u00e1 ni\u017e\u0161\u00ed minima a na RSI se tvo\u0159\u00ed vy\u0161\u0161\u00ed minima, jde o b\u00fd\u010d\u00ed divergenci, tedy \u017ee cena za\u010dne brzy r\u016fst.<\/p>\n <\/p>\n P\u0159esto\u017ee v\u011bt\u0161ina obchodn\u00edk\u016f nepova\u017euje RSI za trendov\u00fd indik\u00e1tor, d\u00e1 se vyu\u017e\u00edt i pro obchodov\u00e1n\u00ed trend\u016f. Analytik a trader Andrew Cardwell p\u0159i\u0161el s vyu\u017eit\u00edm indik\u00e1toru RSI v obdob\u00ed trend\u016f. Podle z\u00e1kladn\u00edho v\u00fdkladu je trh v rostouc\u00edm trendu, kdy\u017e je RSI nad hodnotou 50 bod\u016f a v klesaj\u00edc\u00edm trendu, kdy\u017e je pod hodnotou 50 bod\u016f. Caldwell ale zavedl rozsahy, kter\u00e9 pom\u00e1haj\u00ed l\u00e9pe ur\u010dit, v jak\u00e9m trendu se trh nach\u00e1z\u00ed. Kdy\u017e se tedy RSI pohybuje v rozmez\u00ed 40 a\u017e 80 bod\u016f, je trh v rostouc\u00edm trendu, kdy\u017e je mezi 60 a 20 body, je v klesaj\u00edc\u00edm trendu.<\/p>\n Dal\u0161\u00edmi zp\u016fsoby, jak vyu\u017e\u00edvat RSI, je kreslen\u00ed trendov\u00fdch \u010dar p\u0159\u00edmo do grafu RSI, p\u0159i\u010dem\u017e jej\u00ed poru\u0161en\u00ed (p\u0159ek\u0159\u00ed\u017een\u00ed linie RSI a trendov\u00e9 \u010d\u00e1ry) ukazuje na zm\u011bnu trendu. Ke hled\u00e1n\u00ed vstupn\u00edch cen lze tak\u00e9 vyu\u017e\u00edt k\u0159\u00ed\u017een\u00ed dvou lini\u00ed RSI s\u00a0r\u016fzn\u00fdmi periodami, podobn\u011b jako je tomu u k\u0159\u00ed\u017een\u00ed klouzav\u00fdch pr\u016fm\u011br\u016f<\/a> apod. Obchodn\u00edci \u010dasto upravuj\u00ed linie, kter\u00e9 ukazuj\u00ed p\u0159ekoupen\u00e9 a p\u0159eprodan\u00e9 trhy, p\u0159\u00edpadn\u011b nam\u00edsto 14 period vyu\u017e\u00edvaj\u00ed krat\u0161\u00ed nebo del\u0161\u00ed obdob\u00ed.<\/p>\n Jako ka\u017ed\u00fd jin\u00fd indik\u00e1tor, m\u00e1 RSI sv\u00e9 siln\u00e9 i slab\u00e9 str\u00e1nky. Pro ty, kte\u0159\u00ed je dok\u00e1\u017e\u00ed vyu\u017e\u00edt ve sv\u016fj prosp\u011bch, m\u016f\u017ee j\u00edt o velmi cenn\u00fd n\u00e1stroj technick\u00e9 anal\u00fdzy. Ide\u00e1ln\u00edm zp\u016fsobem vyu\u017eit\u00ed je kombinace s jin\u00fdmi n\u00e1stroji k dosa\u017een\u00ed je\u0161t\u011b lep\u0161\u00edch v\u00fdsledk\u016f.<\/p>\n","protected":false},"excerpt":{"rendered":" Po t\u0159ech indik\u00e1torech, kter\u00e9 r\u016fzn\u00fdm zp\u016fsobem stav\u011bly na trendech (p\u0159\u00edpadn\u011b je kombinovaly s momentem a volatilitou), se dnes pod\u00edv\u00e1me na jeden z nejobl\u00edben\u011bj\u0161\u00edch oscil\u00e1tor\u016f, Relative Strenght Index a jeho vyu\u017eit\u00ed. Index relativn\u00ed s\u00edly, nebo tak\u00e9 Relative Strenght Index (RSI) pat\u0159\u00ed mezi nejobl\u00edben\u011bj\u0161\u00ed a nejpou\u017e\u00edvan\u011bj\u0161\u00ed oscil\u00e1tory. Vyvinul jej zn\u00e1m\u00fd technick\u00fd analytik J. Welles Wilderem Jr. a […]<\/p>\n","protected":false},"author":44,"featured_media":541418,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"inline_featured_image":false,"footnotes":""},"categories":[88911],"tags":[],"class_list":["post-541347","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-obchodni-systemy"],"acf":[],"yoast_head":"\nP\u0159eprodanost vs. p\u0159ekoupenost<\/h2>\n
<\/p>\n
Divergence<\/h2>\n
<\/p>\n
Trendov\u00e9 obchodov\u00e1n\u00ed<\/h2>\n
Jin\u00e9 zp\u016fsoby vyu\u017eit\u00ed<\/h2>\n