Kako trgovati z uporabo Forex merila za valutne moči (Currency Strength Meter)

Eden od aspektov Forex trga, ki ga ločuje od ostalih finančnih trgov je koncept currency pairs - valutnih parov.

Ko zavzamete FX pozicijo, se izpostavite dvema različnima valutama. To ustvari veliko zanimivih priložnosti, kot na primer sposobnost simultano izkoristiti svoj pregled nad dvema ekonomijama. Moč določene valute je namreč težko presojati v izolaciji.

Če si kot primer ogledamo valutni par Euro/US Dollar (EUR/USD). Če je na določen dan pridobil, je bilo zato, ker je EUR močan ali ker je USD izgubil na vrednosti?

Ta članek se bo ukvarjal z rešitvijo te dileme - spletnim indikatorjem, imenovanim merilo valutne moči, ki je bil leta 2017 v sklopu našega MetaTader 4 Supreme Edition nadgrajen na veliko boljšo različico. To Forex merilo kaže, katere valute so močne in katere slabe na podlagi gibanja v obliki matrike. Z uporabo pravega metra moči boste imeli na razpolago novo orodje, ki vam bo pomagalo postati bolj donosen trgovec.

Razlika med merilom valutne moči in korelacijsko matriko (Currency Strength Meter and Correlation Matrix)

Pri slabo kodiranih merilih valutnih moči - currency strength meters -obstaja kar nekaj težav. Če merilo valutne moči ne prikazuje natančnih vrednosti indikatorja moči, je neuporabno, ne glede na svoje ostale lastnosti. Pri zastarelih merilih valutne moči tako obstaja možnost, da se pojavijo naslednje težave:

  1. MT4 zamrzne;
  2. Računalnik zamrzne;
  3. Preskoki;
  4. Fluktuacija signala;
  5. Izguba spomina;
  6. Stalno delovanje CPU na 100 %.

Nekateri produkti lahko celo producirajo podatke, ki se odmikajo od originalnega koncepta merila valutne moči. Nekateri dodajajo filtre, kot na primer povprečja gibanja. Nekateri dodajajo druge filtre, na primer RSI in MACD. To so kompleksni algoritmi indikatorjev, ki vas lahko pripravijo do tega, da vstopite v napačne menjave in začnete niz izgub.

Prava moč valutnega trgovanja se skriva v korelaciji. Korelacijska matrika je bila pravilno zakodirana z uporabo najnovejših tehnologij in vam ne bo povzročala zgoraj navedenih težav.

Forex korelacijska matrika - pravo merilo valutne moči (Forex Correlation Matrix – The Real Currency Strength Meter)

Čez leta se je Forexovo merilo moči - Forex strength meter - razvilo v korelacijsko matriko -Forex Correlation), ki pa bi prav tako lahko bila bolj kompleksna in natančna. Forex Correlation je kot ostale korelacije ime za označevanje korelacije med dvema paroma valut. Ko sta dva para valut med seboj močno povezana rečemo, da med njima obstaja visoka korelacija. Ko se para premikata v isto smer imata pozitivno korelacijo, ko se premikata v nasprotno smer pa med njima opazujemo negativno korelacijo. Do popolne korelacije pride, ko se para gibljeta v iste smeri, a je ta zelo redka. Ko se para gibljeta v skoraj enake smeri govorimo o visoki korelaciji.

Prednosti uporabe pravega merila valutne moči (Real Currency Strength Meter)

Eliminacija dvojnega izpostavljanja: odpiranje večih pozicij s pari, med katerimi obstaja visoka korelacija ni priporočljivo, saj poveča izpostavljanje. Večje izpostavljanje določeni valuti je lahko škodljivo v primeru, da se analiza ponesreči. Primer dvojnega izpostavljanja na primer predstavljajo visoko korelirani pari AUD/CHF, AUD/JPY in EUR/JPY. Če razdelamo, prej omenjene pozicije prinašajo dvojno izpostavljanje AUD in JPY, kar je lahko škodljivo za menjavo v primeru, da se gibanje obrne v obratno smer kot je bilo pričakovano. Poznavanje korelacije med različnimi valutnimi pari da trgovcu občutek o njihovi medsebojni povezanosti in védenje, kako se izogniti dvojnemu izpostavljanju šibki valuti.

Eliminacija nepotrebnega varovanja pred tveganjem: Če v naprej poznamo moč korelacije med različnimi pari se lahko trgovec izogne nepotrebnemu varovanju pred tveganjem. Negativna korelacija na primer obstaja med EUR/USD in USD/CHF, ki omejuje zavzemanje pozicij v isti smeri. Razlog je v tem, da obstaja velika verjetnost, da boš na eni valuti pridobil, na drugi pa izgubil, nestanovitnost pa zmanjšuje gotovost, da bodo dobički presegli izgube.

Signaliziranje visoko tveganih menjav: korelacija -Correlation -med različnimi pari valut lahko signalizira količino tveganja v trgovski strategiji. Če na primer zavzemamo dolgo pozicijo na EUR/USD in GBP/USD ter med obema paroma obstaja pozitivna korelacija, to signalizira morebitno dvojno tveganje na isti poziciji v primeru, da je ena od valut močna. Lahko se tudi zgodi, da eden od parov nakazuje močno gibanje, med tem ko drugi samo mejno raste, kar signalizira, da se izognemo odpiranju pozicij s pari, med katerimi obstaja negativna korelacija. Če na primer EUR/USD doživlja negativni trend in GBP/USD rangira, bi se moral trgovec izogniti dolgim pozicijam na GBP/USD, saj te prinašajo večje tveganje za negativni trend zaradi potencialne moči USD.

Pozitivna in negativna korelacija signalizirata pravo moč valut -Positive and Negative Correlation Signals True Currency Strength

Admiral Markets Correlation Matrix

Valutni pari, med katerimi obstaja pozitivna korelacija se premikajo v podobno smer. Negativno/obratno korelirani pari se menjujejo v obratni smeri enega proti drugemu.

Korelacije so tako glede na njihovo moč razdeljene v štiri skupine. Za lažji pregled so vse korelacije v sledeči tabeli obarvane glede na svojo moč po naslednjem ključu:

  1. Zelena: malo ali nič korelacije;
  2. Modra: šibka korelacija;
  3. Oranžna: srednja korelacija;
  4. Rdeča: močna korelacija.

Prenos merila valutne moči

MetaTrader 4 je izjemno razširjena FX trgovalna platforma. Ena izmed njenih prednosti je sposobnost prenosa in uporabe prilagojenih indikatorjev in strokovnih svetovalcev (EAs).

MetaTrader 4 platforma vsebuje selekcijo uporabnih indikatorjev, ki so že vgrajeni v terminal. Posebej si lahko prenesete tudi dodatne prilagojene indikatorje.

Ker je MetaTrader 4 odprta platforma in ima kot takšna širok krog uporabnikov, si inovacije na področju indikatorjev sledijo zelo hitro. Obstaja tisoče prilagojenih indikatorjev, ki so na voljo za analizo Forex trga in temeljijo na različnih algoritmih.

Prilagojene indikatorje lahko najdete znotraj platforme. Za uporabo polne verzije je nekatere izmed njih potrebno plačati, drugi pa so popolnoma brezplačni - kot na primer naš nagrajeni MT4SE.

Če razmišljate o nakupu razširitve je potrebno vedeti, da pošteni ponudnik običajno nudi tudi brezplačni preizkus in da lahko, konec koncev, algoritem sprogramirate tudi sami.

Priporočamo vam, da si preneseteMetaTrader 4 Supreme Edition – razširjeno verzijo terminala. Vključuje veliko orodij; ne le merila valitne moči, temveč tudi simutator trgovanja v realnem času, s katerim lahko preverjate in testirate strategije. Prav tako vam omogoča tudi dodajanje različnih prilagojenih indikatorjev in EA-jev, ki vam lahko olajšajo trgovanje.

Po tem, ko ste si prenesli vaš MetaTrader 4 Supreme Edition, ki vsebuje merilo valutne moči, ste pripravljeni na začetek trgovanja!

Positively correlated pairs pairs have shown positive correlation between them, thereby, they move in a similar direction. Negatively/inversely correlated pairs tend to trade in the opposite direction from each other.

Correlations are also divided into four groups in accordance with their strength. For easy viewing, all correlations in the following table are coloured to show their strength, as is noted below:

  1. Green: Little or no correlation;
  2. Blue: Weak correlation;
  3. Orange: Medium correlation;
  4. Red: Strong correlation.

Downloading a Currency Strength Meter

MetaTrader 4 is an extremely widespread FX trading platform. One of its advantages is the ability to download and use custom indicators and Expert Advisors (EAs).

The MetaTrader 4 platform comes with a useful selection of popular indicators built into the client terminal. You can also download independently written custom indicators.

As MetaTrader 4 is an open platform and has such a wide community of users, indicator innovations move fast. There are thousands of custom indicators available for analysing the Forex market using different algorithms.

You can search for custom indicators from within the platform. Some charge money for the full version, but some are entirely free to download, such as our award-winning MT4SE.

Whenever you consider paying for a trading aid, remember that any reputable provider will offer a free trial version, and you can even program an algorithm yourself.

We recommend you to download MetaTrader 4 Supreme Edition – an extended version of the client terminal. It includes many features; not just the currency strength meter, but also a live trading simulator to backtest strategies. It also lets you add different custom indicators and EAs you might benefit from.

Once you've downloaded your MetaTrader 4 Supreme Edition that includes our currency strength meter, you are set to go!

MetaTrader 4 Supreme Edition Download guide

Download MT4 Supreme Edition

How to Download and Set Up the Correlation Matrix – True Currency Strength Meter

How to download:

Watch the video below for the full instructions how to set up your currency strength meter on your Admiral Markets' MetaTrader 4.

Forex Currency Strength Meter Basics

Correlation Matrix

The chart above shows a Forex strength meter in the form of a unique correlation matrix.

The strength of each of the major currencies is indicated by colours as we noted in the above paragraph. The currencies are also listed by different colours. This allows you to see at a glance how strong or weak different currencies are.

Easy, don't you think?

In the example above:

  1. Green: Little or no correlation;
  2. Blue: Weak correlation;
  3. Orange: Medium correlation;
  4. Red: Strong correlation.

Equally important, whether the correlation is positive and/or negative is what matters.

In the Forex market, currency units are quoted as currency pairs. The base currency – also called the transaction currency – is the first currency appearing in a currency pair quotation, followed by the second part of the quotation called the quote currency or the counter currency.

The example above shows that CAD is the strongest as it shows +91 correlation between USD/CAD and EUR/CAD (CAD is the quote currency). The weakest correlation is between EUR/GBP (GBP is quote currency) and GBP/CHF (GBP is the base currency) – -96 – which means that the simultaneous positions in this pair in the same direction are very likely to cancel each other out, indicating the GBP strength.

Some currency meters may also provide trading signals, alongside Forex currency strength. The given example combines currency strength with a momentum-style measurement to indicate buy and sell signals for a wide number of pairs.

It shows a green up-arrow when the first (base) currency is strong and the second (counter) currency, weak. A red down-arrow denotes that the base currency is weak and the counter currency, strong.

This allows you to identify which pair has the potential to move in a certain direction.

How Does it Work?

A Forex currency meter looks at all the common currency pairs and evaluates the strength/weakness level for each individual major currency, in real time. It takes into account both the base and quote currencies.

Positive Green: Little or no correlation. Positions on these symbols will tend to move independently and have profitability, which is not related to each other.

Negative Green: Little or no correlation. Positions on these symbols will tend to move independently and have profitability, which is not related to each other.

Positive Blue (up to +30): Weak correlation. Positions on these symbols will tend to move independently and have profitability, which is not related to each other.

Positive Blue (up to +49): There may be similarity between positions on these symbols. Positions in the same direction may have similar profit. Positions in the opposite direction may offset each other.

Negative Blue (up to -30): Weak correlation. Positions on these symbols will tend to move independently and have profitability, which is not related to each other.

Negative Blue (up to -49): There may be similarity between positions on these symbols. Positions in the same direction may offset each other. Positions in the opposite direction may have similar profit.

Positive Orange (up to +75): Medium positive correlation. Positions in the same direction on these symbols will tend to have similar profit. Positions in the opposite direction will tend to cancel each other out.

Negative Orange: (up to -75): Medium negative correlation. Positions in the same direction on these symbols will tend to cancel each other out. Positions in the opposite direction will tend to have similar profit.

Positive Red: (up to +100): Strong positive correlation. Positions in the same direction on these symbols are very likely to have similar profit. Positions in the opposite direction will cancel each other out.

Negative Red: (up to -100): Strong negative correlation. Positions in the same direction on these symbols are very likely to cancel each other out. Positions in the opposite direction will have similar profit.

It's a relatively simple concept that allows you to judge the raw strength of a currency in isolation, as opposed to seeing what it is doing against another currency.

The calculation method may vary according to which Forex meter you use. One of the best known measures of a currency in isolation is the above-mentioned base vs quote currency concept. This gauge calculates the value of all available currencies relative to each other.

These currencies are:

  1. The Euro (EUR)
  2. The Japanese yen (JPY)
  3. The British pound (GBP)
  4. The Australian dollar (AUD)
  5. The Canadian dollar (CAD)
  6. The Swedish krona (SEK)
  7. The Swiss franc (CHF)
  8. The Hungarian forint (HUF)
  9. The Polish Zloty (PLN)
  10. The Norwegian Krone (NOK)
  11. The Singapore Dollar (SGD)
  12. The Mexican Peso (MXN)
  13. The Russian Rouble (RUB)

A less-known, but more comprehensive measure is the broad USD index, which uses a wider selection of currencies.

Both work in a similar way. They calculate the strength of the Dollar by aggregating bilateral exchange rates into a single number and applying a weighting for the currencies included.

The weighting applied for the broad index is a trade weighting, derived from trade data. Specifically, this is the share of merchandise imports in annual bilateral trade with the U.S.

Currency meters work in a similar way.

They use the exchange rates of different currency pairs to produce an aggregate, comparable strength of each currency. Simple meters may not use any weighting, while more advanced ones may apply their own weightings. They may even combine other indicators with the currency strength measurement, to provide trading signals.

In terms of our correlation matrix – true strength currency meter uses complex algorithms, but is very easy to use. It even allows you to choose a strength for a certain period of time. For intraday trading, we recommend up to 200 bars, while for scalping, up to 50 bars should be enough.

Scalping: M5, 50 bars

Intraday trading: H1, 200 bars

Intra week swing trading: H1, 500 bars or H4, 200 bars

Correlation Matrix settings modifier

Advantages and Disadvantages of Using a Currency Strength Meter

You typically use an FX strength meter as a short-term indicator. It is useful as a quick guide to which currencies are on the rise, but it's more of a snapshot than anything else.

A major advantage of the Forex strength meter is how simple it is to understand. This is especially appealing to the novice trader. You don't need to be a Forex market expert because you can just look at a simple graphical representation and see which currencies are faring well or badly.

There are weaknesses as well, though.

The indicator only communicates a very narrow piece of information. Therefore, it is worth considering how currency strength and weakness fit into the bigger picture.

Are there fundamental reasons that support the currency meter's story? Does the currency meter tell the story like other indicators? Will the trend continue?

You may find the utility of a currency strength meter limits itself.

Like most technical tools, it's more useful when used in conjunction with other indicators. For example, you might want to use a strength meter to complement or confirm what other signals are saying.

GBP/JPY M30, Admiral Markets MT4, June 21 20:00 Platform Time

Source: GBP/JPY M30, Admiral Markets MT4, June 21 20:00 Platform Time

The image above shows the GBP/JPY chart, with a Relative Strength Index (RSI) indicator applied. The RSI attempts to identify when an instrument is oversold or undersold.

However, there's another slight drawback. The methodology behind standard indicators is well-known, but the precise calculations used for custom strength meters from unknown sources tend to be vague.

Still, a Forex strength meter can provide a convenient guide of how each currency is faring and supplementary info for working with more in-depth indicators.

If you do decide to try out a currency strength meter, it's a good idea to test it in a risk-free environment. Try experimenting with real-time market prices testing our free demo trading account to see how well it works for you!

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Opozorilo o tveganju

CFDji so kompleksnih instrumentov in prinašajo visoko tveganje hitre izgube denarja zaradi uporabe vzvoda. 83% maloprodajnih investitorjev izgubi denar pri trgovanju s CFD-ji tem ponudniku. Morate dobro razmisliti ali razumete, kako delujejo CFDji in ali si lahko privoščite, da prevzamejo tako veliko tveganje za izgubo svojega denarja.