{"id":1787,"date":"2016-10-01T15:09:09","date_gmt":"2016-10-01T15:09:09","guid":{"rendered":"https:\/\/www.investaz.com.tr\/blog\/?p=1787"},"modified":"2020-11-27T07:27:28","modified_gmt":"2020-11-27T07:27:28","slug":"teknik-analizde-hareketli-ortalamalar","status":"publish","type":"post","link":"https:\/\/www.investaz.com.tr\/blog\/teknik-analizde-hareketli-ortalamalar\/","title":{"rendered":"Teknik Analizde Hareketli Ortalamalar"},"content":{"rendered":"

Hareketli Ortalamalar (HO), yat\u0131r\u0131mc\u0131lar\u0131n teknik analiz yaparken kulland\u0131\u011f\u0131 birincil indikat\u00f6rlerin ba\u015f\u0131nda gelmektedir. Son y\u00fcz y\u0131ld\u0131r y\u00fczlerce indikat\u00f6r\u00fcn olu\u015fturulmas\u0131nda ba\u015frolde olan hareketli ortalamalar<\/a>, form\u00fcllerin olu\u015fturulmas\u0131nda \u00f6nemli bir yere sahiptir. Teknik analistler piyasay\u0131 s\u00fcrd\u00fcr\u00fclebilir bir \u015fekilde yenebilmek i\u00e7in \u00f6nemli g\u00f6stergeler olu\u015fturmu\u015flard\u0131r ve form\u00fclize edilmi\u015f son derece karma\u015f\u0131k komplex hesaplama y\u00f6ntemleri ile teknik analizi<\/a> kendi i\u00e7erisinde yeni boyutlar kazand\u0131rm\u0131\u015flard\u0131r. Ancak onca edinilen bilgilerden sonra bazen bu karma\u015f\u0131k yap\u0131y\u0131 sadele\u015ftirerek basite indirgemek, pek \u00e7ok profesyonel yat\u0131r\u0131mc\u0131lar taraf\u0131ndan ba\u015fa geri d\u00f6n\u00fc\u015f olarak tercih edilmekte ve teknik analizin \u00e7\u0131k\u0131\u015f yeri olan hareketli ortalamalar ile analiz, en \u00e7ok kullan\u0131lan y\u00f6ntemlerin ba\u015f\u0131nda gelmektedir.<\/p>\n

Hareketli Ortalama Nedir?<\/h2>\n

Ortalama, belli bir zaman aral\u0131\u011f\u0131ndaki fiyat serisi ortalamas\u0131n\u0131 bulmak i\u00e7in hesaplanmaktad\u0131r. Bu ortalama bir finansal \u00fcr\u00fcn\u00fcn a\u00e7\u0131l\u0131\u015f de\u011feri olabilir, kapan\u0131\u015f de\u011feri olabilir veya g\u00fcn i\u00e7i en y\u00fcksek veya en d\u00fc\u015f\u00fck de\u011ferleri de olabilir. Ancak finansal piyasalardaki yat\u0131r\u0131mc\u0131lar genellikle hesaplamalarda finansal \u00fcr\u00fcnlerin kapan\u0131\u015f de\u011ferlerini baz almaktad\u0131r. Hareketli kelimesi ise piyasa dura\u011fan olmad\u0131\u011f\u0131ndan dolay\u0131 her g\u00fcn, her saat, her dakika, piyasadaki fiyatlar\u0131n de\u011fi\u015fiklik g\u00f6stermesi, hareketli ortalama de\u011ferlerinin de de\u011fi\u015fimiyle zaman dizisi de\u011ferlerine g\u00f6re s\u00fcrekli de\u011fi\u015fkenlik g\u00f6stermesi anlam\u0131na gelmektedir. \u00d6rnek olarak bir finansal \u00fcr\u00fcne ait son 5 g\u00fcn i\u00e7erisindeki ortalama kapan\u0131\u015f de\u011feri, 5 g\u00fcn\u00fcn kapan\u0131\u015f de\u011ferlerinin t\u00fcm\u00fcn\u00fc toplan\u0131p 5\u2019e b\u00f6l\u00fcnmesiyle hesaplanmaktad\u0131r.<\/p>\n

HO= (KFn+ KFn-1+…+KF1)\/n
\nHO= Hareketli Ortalama
\nKFn,KFn-1,KF1= Se\u00e7ile s\u00fcre i\u00e7indeki kapan\u0131\u015f fiyatlar\u0131
\nn= Ortalaman\u0131n hesapland\u0131\u011f\u0131 g\u00fcn say\u0131s\u0131<\/p>\n

Hareketli Ortalamalar, Basit, A\u011f\u0131rl\u0131kl\u0131, \u00dcssel, De\u011fi\u015fken, D\u00fczeltilmi\u015f, Lineer A\u011f\u0131rl\u0131kl\u0131, \u00dc\u00e7gensel gibi farkl\u0131 hesaplama methodlar\u0131 ile kullan\u0131lmaktad\u0131r. Ancak yat\u0131r\u0131mc\u0131lar taraf\u0131dan finansal piyasalarda en fazla kullan\u0131lan hareketli ortalamalar a\u015fa\u011f\u0131daki gibidir.<\/p>\n

Hareketli Ortalama T\u00fcrleri<\/h2>\n

Basit Hareketli Ortalama (Simple Moving Average): Bir finansal \u00fcr\u00fcne ait fiyatlar\u0131n 20 g\u00fcnl\u00fck ortalama kapan\u0131\u015f de\u011ferini aritmetik ortalama ile hesaplamak istiyorsak, 20 kapan\u0131\u015f\u0131n toplam\u0131n\u0131n 20\u2019ye b\u00f6l\u00fcnmesiyle bulunur. Hareketli ortalama de\u011feri ortaya \u00e7\u0131kt\u0131ktan sonra belirlenen zaman dilimi i\u00e7in her yeni gelen veri hesaba kat\u0131l\u0131r ve veri k\u00fcmesini olu\u015fturur. Her yeni gelen veri ile bir \u00f6nceki ortalama noktalar\u0131 birle\u015ftirildi\u011finde ise kesintisiz \u00e7izgi e\u011frisi olu\u015fturularak \u00fcr\u00fcne ait grafik ortaya \u00e7\u0131kart\u0131l\u0131r.<\/p>\n

HOn= ( KF1+KF2+…KFn) \/n<\/p>\n

A\u011f\u0131rl\u0131kl\u0131 Hareketli Ortalama (Weighted Moving Average): Baz\u0131 analistler Basit Hareketli Ortalama\u2019n\u0131n yarar\u0131n\u0131n s\u0131n\u0131rl\u0131 oldu\u011funu savunur \u00e7\u00fcnk\u00fc BHO serisinde her bir veri ayn\u0131 a\u011f\u0131rl\u0131kta hesaplan\u0131r. Yak\u0131n zaman diliminde ki verilerin eski verilere g\u00f6re hem daha g\u00fcncel fiyatlamaya sahip olmas\u0131, hem de daha b\u00fcy\u00fck \u00f6neme sahip olmas\u0131 sonu\u00e7lar \u00fczerinde etkili oldu\u011fu savunulmaktad\u0131r. Dolay\u0131s\u0131yla analistler, farkl\u0131 t\u00fcrlerde yeni ortalamalar olu\u015fturmu\u015flard\u0131r. A\u011f\u0131rl\u0131kl\u0131 Hareketli Ortalamada verilerin a\u011f\u0131rl\u0131klar\u0131 son g\u00fcnlere kayd\u0131r\u0131larak hesaplan\u0131r. E\u011fer ayn\u0131 \u00f6rnek \u00fczerinden gidersek, 20 g\u00fcn a\u011f\u0131rl\u0131kl\u0131 ortalamas\u0131 al\u0131nacak bir finansal \u00fcr\u00fcn\u00fcn bug\u00fcn\u00fcn kapan\u0131\u015f fiyat\u0131 ortalamas\u0131 toplam g\u00fcn say\u0131s\u0131 ile \u00e7arp\u0131l\u0131r yani 20 ile. D\u00fcn\u00fcn kapan\u0131\u015f fiyat\u0131 19, bi \u00f6nceki g\u00fcn\u00fcn kapan\u0131\u015f fiyat\u0131 18 ile \u00e7arp\u0131larak geriye do\u011fru 19 g\u00fcn \u00f6ncesine kadar devam eder. A\u011f\u0131rl\u0131kl\u0131 kapan\u0131\u015f fiyatlar\u0131 toplan\u0131r ve toplam a\u011f\u0131rl\u0131k de\u011ferine b\u00f6l\u00fcn\u00fcr.<\/p>\n

AHO3 = (3KF1+ 2KF2+KF3) \/ (3+2+1)<\/p>\n

\u00dcssel Hareketli Ortalama (Exponential Moving Average): A\u011f\u0131rl\u0131kl\u0131 Hareketli Ortlama y\u00f6ntemindeki gibi son g\u00fcn en a\u011f\u0131rl\u0131kl\u0131 olmak \u00fczere hesaplan\u0131r ancak ek olarak son g\u00fcnden geriye do\u011fru ortalama a\u011f\u0131rl\u0131klar\u0131 \u00fcssel olarak hesaplan\u0131r ve mevcut t\u00fcm fiyat verilerini hesaplama i\u00e7ine katan bir y\u00f6ntemdir. Dolay\u0131s\u0131yla t\u00fcm periyottaki g\u00fcn say\u0131s\u0131 \u00fczerinden \u00fcssel fakt\u00f6r kullan\u0131l\u0131r.
\nUHOk = \u2154 *KF3 + \u2153 * UHOk-1<\/p>\n","protected":false},"excerpt":{"rendered":"

Hareketli Ortalamalar (HO), yat\u0131r\u0131mc\u0131lar\u0131n teknik analiz yaparken kulland\u0131\u011f\u0131 birincil indikat\u00f6rlerin ba\u015f\u0131nda gelmektedir. Son y\u00fcz y\u0131ld\u0131r y\u00fczlerce indikat\u00f6r\u00fcn olu\u015fturulmas\u0131nda ba\u015frolde olan hareketli ortalamalar, form\u00fcllerin olu\u015fturulmas\u0131nda \u00f6nemli bir yere sahiptir. Teknik analistler piyasay\u0131 s\u00fcrd\u00fcr\u00fclebilir bir \u015fekilde yenebilmek i\u00e7in \u00f6nemli g\u00f6stergeler olu\u015fturmu\u015flard\u0131r ve form\u00fclize edilmi\u015f son derece karma\u015f\u0131k komplex hesaplama y\u00f6ntemleri ile teknik analizi kendi i\u00e7erisinde yeni boyutlar…<\/p>\n","protected":false},"author":1,"featured_media":1788,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[],"class_list":["post-1787","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-makaleler"],"_links":{"self":[{"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/posts\/1787","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=1787"}],"version-history":[{"count":4,"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/posts\/1787\/revisions"}],"predecessor-version":[{"id":3691,"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/posts\/1787\/revisions\/3691"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/media\/1788"}],"wp:attachment":[{"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/media?parent=1787"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/categories?post=1787"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.investaz.com.tr\/blog\/wp-json\/wp\/v2\/tags?post=1787"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}