{"id":1781,"date":"2016-09-21T14:22:12","date_gmt":"2016-09-21T14:22:12","guid":{"rendered":"https:\/\/www.investaz.com.tr\/blog\/?p=1781"},"modified":"2019-12-14T11:57:12","modified_gmt":"2019-12-14T11:57:12","slug":"stokastik-gostergesi-kullanimi","status":"publish","type":"post","link":"https:\/\/www.investaz.com.tr\/blog\/stokastik-gostergesi-kullanimi\/","title":{"rendered":"Stokastik G\u00f6stergesi ve Kullan\u0131m\u0131"},"content":{"rendered":"

Stokastik Osilat\u00f6r\u00fc olarak finans literat\u00fcr\u00fcnde \u00f6nemli bir yere sahip olan g\u00f6sterge, pek \u00e7ok yat\u0131r\u0131mc\u0131 taraf\u0131ndan teknik analiz \u00e7al\u0131\u015fmalar\u0131nda kullan\u0131lmaktad\u0131r. Yat\u0131r\u0131mc\u0131lar aras\u0131nda \u201cH\u0131z G\u00f6stergesi\u201d olarak da bilinen g\u00f6sterge, \u00fcnl\u00fc teknik analist George Lane taraf\u0131ndan geli\u015ftirilmi\u015ftir. 1984 May\u0131s ay\u0131nda kaleme ald\u0131\u011f\u0131 makalesinde, Lane\u2019e g\u00f6re Stochastics, hareketin momentumunu \u00f6l\u00e7mektedir; yani bir ba\u015fka deyi\u015fle bu g\u00f6stergeyi \u201cFiyat\u0131n Momentumu\u201d olarak da adland\u0131r\u0131lm\u0131\u015ft\u0131r. 1957 y\u0131l\u0131nda \u00e7al\u0131\u015fma grubuyla ilk kez %K ve %D \u00e7izgisel de\u011ferlerini olu\u015fturmas\u0131yla g\u00f6stergenin mant\u0131\u011f\u0131 \u015fekillenmi\u015ftir. Peki bu de\u011ferler neyi ifade ediyor ve Stokastik Osilat\u00f6r\u00fc ne i\u015fe yaramaktad\u0131r dilerseniz hep beraber yak\u0131ndan bakal\u0131m.<\/p>\n

\"stokastik<\/p>\n

Teknik analiz yapan yat\u0131r\u0131mc\u0131lar Stokastik G\u00f6stergesi ile A\u015f\u0131r\u0131 Al\u0131m ve A\u015f\u0131r\u0131 Sat\u0131m b\u00f6lgelerini belirlemeye \u00e7al\u0131\u015f\u0131r. Dolay\u0131s\u0131yla A\u015f\u0131r\u0131 Al\u0131m B\u00f6lgeleride \u201cSat\u0131\u015f\u201d ve A\u015f\u0131r\u0131 Sat\u0131m B\u00f6lgelerinde \u201cAl\u0131m\u201d yapma f\u0131rsat\u0131n\u0131 Stokastik Osilat\u00f6r\u00fc ile belirlenmeye \u00e7al\u0131\u015f\u0131lmaktad\u0131r. Bu b\u00f6lgeleri belirlemek i\u00e7in Stokastik Osilat\u00f6r\u00fc 0-100 aras\u0131ndaki de\u011ferlerini almaktad\u0131r. G\u00f6sterge \u00fczerinde alt ve \u00fcst b\u00f6lgelere iki paralel \u00e7izgi yerle\u015ftirilerek bu s\u0131n\u0131rlar belirlenir. Alt b\u00f6lge 20, \u00fcst b\u00f6lge ise 80 seviyesi olarak belirlenir. E\u011fer fiyatlar\u0131n y\u00fckseli\u015fi ile g\u00f6stergenin de\u011feri 80 \u00fczerine \u00e7\u0131km\u0131\u015f ise A\u015f\u0131r\u0131 Al\u0131m B\u00f6lgesine ula\u015ft\u0131\u011f\u0131 anlam\u0131na gelirken, fiyatlar\u0131n d\u00fc\u015f\u00fc\u015fleri ile g\u00f6stergenin de\u011feri 20 alt\u0131na indi\u011finde ise A\u015f\u0131r\u0131 Sat\u0131\u015f B\u00f6lgesine ula\u015ft\u0131\u011f\u0131 anlam\u0131 \u00e7\u0131kar\u0131lmakad\u0131r. Ancak burada en dikkat edilmesi gereken husus, fiyatlar\u0131n y\u00fckselmesiyle birlikte a\u015f\u0131r\u0131 al\u0131m b\u00f6lgesine ula\u015fan g\u00f6stergenin yat\u0131r\u0131mc\u0131lar taraf\u0131ndan hemen sat\u0131\u015f pozisyonu ile kullan\u0131lmas\u0131 veya fiyatlar\u0131n d\u00fc\u015fmesiyle birlikte a\u015f\u0131r\u0131 sat\u0131m b\u00f6lgesine gelen g\u00f6stergenin yat\u0131r\u0131mc\u0131lar taraf\u0131ndan al\u0131m pozisyonu ile de\u011ferlendirilmesi yap\u0131lan en b\u00fcy\u00fck hatalardan biridir. G\u00f6sterge A\u015f\u0131r\u0131 Sat\u0131\u015f B\u00f6lgesindeyken AL veya A\u015f\u0131r\u0131 Al\u0131m B\u00f6lgesindeyken SAT sinyali \u00fcretmemektedir. Tersine fiyatlar\u0131n bu b\u00f6lgelere gelmesi g\u00fc\u00e7l\u00fc momentum ile ayn\u0131 zamanda fiyatlar\u0131n ayn\u0131 y\u00f6ndeki hareketini daha da h\u0131zlanarak devam ettirebilece\u011fini de i\u015faret edebilir. Ayr\u0131ca g\u00f6stergenin de\u011fer olarak tekrardan 80-20 bant aral\u0131\u011f\u0131na geri gelmesi ve yat\u0131r\u0131mc\u0131lar taraf\u0131ndan bir d\u00f6n\u00fc\u015f sinyali olarak alg\u0131lanmas\u0131 yine yap\u0131lan bir di\u011fer \u00f6nemli hata olarak izlenmektedir. Stokastik Osilat\u00f6r\u00fc i\u00e7in do\u011fru AL- SAT sinyallerinin olu\u015fumunu birazdan sizlere daha detayl\u0131 olarak a\u00e7\u0131klayaca\u011f\u0131z ama \u00f6ncesinde hesaplama mant\u0131\u011f\u0131na daha yak\u0131ndan g\u00f6z atal\u0131m.<\/p>\n

Stokastik Osilat\u00f6r\u00fcn\u00fc olu\u015fturan form\u00fclde %K ve %D isminde iki \u00e7izgisel de\u011fer hesaplanmaktad\u0131r. %K (H\u0131zl\u0131 Stokastik) \u00e7izgisi de\u011ferinin temel amac\u0131 se\u00e7ilmi\u015f bir zaman d\u00f6neminde fiyat aral\u0131\u011f\u0131n\u0131n en son kapan\u0131\u015f fiyat\u0131 ile ili\u015fkisini belirlemektir. Genellikle se\u00e7ilmi\u015f g\u00fcn say\u0131s\u0131 5 g\u00fcnl\u00fck d\u00f6nem periyodunu kullan\u0131r ve toplam fiyat aral\u0131\u011f\u0131 i\u00e7inde son g\u00fcn\u00fcn kapan\u0131\u015f\u0131n\u0131n nerede ger\u00e7ekle\u015fti\u011fini \u00f6l\u00e7mektedir. Anlat\u0131m kar\u0131\u015f\u0131k gelse bile mant\u0131k sonderece basit bir \u015fekilde a\u015fa\u011f\u0131daki \u015fekilde form\u00fclize edilmi\u015ftir.<\/p>\n

%K = 100 [ (C \u2013 L5) \/ (H5 \u2013 L5) ]
\nC: (Close) En son kapan\u0131\u015f Fiyat\u0131
\nL: (Low) Son 5 g\u00fcn\u00fcn en d\u00fc\u015f\u00fck fiyat\u0131
\nH: (High) Son 5 g\u00fcn\u00fcn en y\u00fcksek fiyat\u0131
\n<\/strong>
\n%D (Yava\u015flat\u0131lm\u0131\u015f) \u00e7izgi de\u011feri ise ikinci de\u011fi\u015fkendir ve %K \u00e7izgisinin 3 periyodluk hareketli ortalamas\u0131 yani 3 g\u00fcnl\u00fck d\u00fczeltilmi\u015f halidir. %D\u2019nin formul\u00fc ise a\u015fa\u011f\u0131daki gibidir.<\/p>\n

%D = 100 (H3 \/ L3)
\n<\/strong>
\nBu iki de\u011ferden %K h\u0131zl\u0131, %D ise yava\u015flat\u0131lm\u0131\u015f oldu\u011fundan fiyatlar\u0131n hareketleriyle olu\u015fan kesi\u015fimler ise beraberinde AL-SAT sinyallerini \u00fcreteceklerdir. Az \u00f6nce yat\u0131r\u0131mc\u0131lar\u0131n kesi\u015fme \u00f6ncesi A\u015f\u0131r\u0131 Al\u0131m B\u00f6lgesinde Sat\u0131\u015f veya A\u015f\u0131r\u0131 Sat\u0131\u015f B\u00f6lgesinde Al\u0131m yapma gibi s\u0131k g\u00f6r\u00fclen pozisyon giri\u015flerinde kesi\u015fme \u00f6ncesinde al\u0131nan pozisyonlar pek \u00e7ok zararl\u0131 i\u015flemlerin beraberinde olu\u015fmas\u0131n\u0131 sa\u011flayabilir.<\/p>\n

\"stokastik\"<\/p>\n

Stokastik Osilat\u00f6r\u00fcn\u00fcn do\u011fru kullan\u0131m\u0131 a\u00e7\u0131s\u0131ndan traderlar genellikle %K ve %D \u00e7izgisel de\u011ferlerinin kesi\u015fimlerini beklerler. \u00d6rne\u011fi fiyatlar\u0131n y\u00fckselmesiyle birlikte 80 de\u011ferini yukar\u0131 ge\u00e7erek A\u015f\u0131r\u0131 Al\u0131m B\u00f6lgesine gelen Stokastik Osilat\u00f6r\u00fc fiyatlar\u0131n gerilemesiyle birlikte 80 de\u011ferinin yeniden alt\u0131na gerileyebilir. Fiyatlardaki d\u00fc\u015f\u00fc\u015flerin h\u0131zlanmas\u0131yla birlikte %K \u00e7izgisel de\u011feri %D \u00c7izgisel de\u011ferini yukar\u0131dan a\u015fa\u011f\u0131 y\u00f6nde keser ise bu SAT sinyali \u00fcretir. Ayn\u0131 durum tersi durumda, fiyatlar\u0131n d\u00fc\u015fmesiyle birlikte 20 de\u011ferinini a\u015fa\u011f\u0131 ge\u00e7erek A\u015f\u0131r\u0131 Sat\u0131m B\u00f6lgesine gelen Stokastik Osilat\u00f6r\u00fc, fiyatlar\u0131n toparlanmas\u0131yla birlikte 20 de\u011ferinin yeniden \u00fcst\u00fcne \u00e7\u0131kabilir. Fiyatlardaki y\u00fckseli\u015flerin h\u0131zlanmas\u0131yla birlikte %K \u00e7izgisel de\u011feri %D \u00e7izgisel de\u011ferini a\u015fa\u011f\u0131dan yukar\u0131 y\u00f6nde keser ise bu AL sinyali \u00fcretir.<\/p>\n

Her ne kadar ALIM-SATIM sinyalleri \u00fcretilmi\u015f olsada Stokastik Osilat\u00f6r\u00fc yaz\u0131m\u0131z\u0131n ba\u015f\u0131nda dedi\u011fimiz gibi bu osilat\u00f6r bir H\u0131z G\u00f6stergesidir ve fiyatlar\u0131n ani de\u011fi\u015fimlerine kar\u015f\u0131 \u00e7ok hassast\u0131r. Bu durum fiyat dalgalanmlar\u0131 s\u00fcresi boyunca grafikte s\u00fcrekli tepelerin ve diplerin fazlaca olu\u015fmas\u0131n\u0131 sa\u011flayacakt\u0131r. Tipik yat\u0131r\u0131mc\u0131 hatalar\u0131n ba\u015f\u0131nda gelen tepelerin ve diplerin s\u00fcrekli olarak bulunmaya \u00e7al\u0131\u015f\u0131lmas\u0131 e\u011filimi, osilat\u00f6rlerde olu\u015fan Ayk\u0131r\u0131l\u0131klar (divergence) ile birle\u015fince olas\u0131 ters y\u00f6nde i\u015flemleri beraberinde getirebilir.<\/p>\n

Ayk\u0131r\u0131l\u0131klar, A\u015f\u0131r\u0131 Al\u0131m ve A\u015f\u0131r\u0131 Sat\u0131m b\u00f6lgelerinde olu\u015fan kesi\u015fim ile gelen sinyaller sonras\u0131nda fiyat grafi\u011finde tepelerin s\u00fcrekli yukar\u0131 \u00e7\u0131kt\u0131\u011f\u0131 halde stokasti\u011fin bir \u00f6nceki tepeyi a\u015famamas\u0131 negatif \u0131raksamay\u0131 (bearish divergence), ayn\u0131 durum diplerde ise pozitif \u0131raksamay\u0131 (bullish divergence) olu\u015fturmaktad\u0131r. Bu durum bize stokastik osilat\u00f6r\u00fcn\u00fcn kuvvetli trendlerde hatal\u0131 sinyaller \u00fcretebilece\u011fini g\u00f6stermektedir. Dolay\u0131s\u0131yla g\u00f6stergeleri tek ba\u015f\u0131na kullanmak sizleri yanl\u0131\u015f i\u015flem karar\u0131 alman\u0131za sebebiyet verebilir. Teknik analiz \u00e7al\u0131\u015fmalar\u0131nda mutlaka di\u011fer indikat\u00f6r ve osilat\u00f6rlerin de pozisyona girilirken g\u00f6z \u00f6n\u00fcnde bulundurulmas\u0131 gerekmektedir.<\/p>\n","protected":false},"excerpt":{"rendered":"

Stokastik Osilat\u00f6r\u00fc olarak finans literat\u00fcr\u00fcnde \u00f6nemli bir yere sahip olan g\u00f6sterge, pek \u00e7ok yat\u0131r\u0131mc\u0131 taraf\u0131ndan teknik analiz \u00e7al\u0131\u015fmalar\u0131nda kullan\u0131lmaktad\u0131r. Yat\u0131r\u0131mc\u0131lar aras\u0131nda \u201cH\u0131z G\u00f6stergesi\u201d olarak da bilinen g\u00f6sterge, \u00fcnl\u00fc teknik analist George Lane taraf\u0131ndan geli\u015ftirilmi\u015ftir. 1984 May\u0131s ay\u0131nda kaleme ald\u0131\u011f\u0131 makalesinde, Lane\u2019e g\u00f6re Stochastics, hareketin momentumunu \u00f6l\u00e7mektedir; yani bir ba\u015fka deyi\u015fle bu g\u00f6stergeyi \u201cFiyat\u0131n Momentumu\u201d olarak…<\/p>\n","protected":false},"author":1,"featured_media":1786,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[161],"tags":[],"class_list":["post-1781","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-forex"],"_links":{"self":[{"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/posts\/1781","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/comments?post=1781"}],"version-history":[{"count":1,"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/posts\/1781\/revisions"}],"predecessor-version":[{"id":1785,"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/posts\/1781\/revisions\/1785"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/media\/1786"}],"wp:attachment":[{"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/media?parent=1781"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/categories?post=1781"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/tags?post=1781"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}