{"id":175,"date":"2024-11-24T10:22:32","date_gmt":"2024-11-24T01:22:32","guid":{"rendered":"https:\/\/fx.soccer-selection.com\/?p=175"},"modified":"2024-11-24T10:22:32","modified_gmt":"2024-11-24T01:22:32","slug":"fx%e3%81%aeatr%e3%81%a8%e3%81%af%ef%bc%9f%e5%9f%ba%e6%9c%ac%e7%9f%a5%e8%ad%98%e3%81%a8%e6%b4%bb%e7%94%a8%e6%b3%95%e3%82%92%e5%be%b9%e5%ba%95%e8%a7%a3%e8%aa%ac","status":"publish","type":"post","link":"https:\/\/fx.soccer-selection.com\/?p=175","title":{"rendered":"FX\u306eATR\u3068\u306f\uff1f\u57fa\u672c\u77e5\u8b58\u3068\u6d3b\u7528\u6cd5\u3092\u5fb9\u5e95\u89e3\u8aac"},"content":{"rendered":"

\u306f\u3058\u3081\u306b<\/h3>\n

FX\uff08\u5916\u56fd\u70ba\u66ff\u8a3c\u62e0\u91d1\u53d6\u5f15\uff09\u306b\u304a\u3044\u3066\u3001ATR\uff08Average True Range\uff09\u306f\u91cd\u8981\u306a\u30c6\u30af\u30cb\u30ab\u30eb\u6307\u6a19\u306e\u4e00\u3064\u3067\u3059\u3002\u3053\u306e\u30d6\u30ed\u30b0\u3067\u306f\u3001ATR\u306e\u57fa\u672c\u77e5\u8b58\u304b\u3089\u3001\u305d\u306e\u91cd\u8981\u6027\u3068\u6d3b\u7528\u6cd5\u3001\u5b9f\u969b\u306e\u30c8\u30ec\u30fc\u30c9\u6226\u7565\u306b\u3064\u3044\u3066\u8a73\u3057\u304f\u89e3\u8aac\u3057\u3001\u521d\u5fc3\u8005\u3067\u3082\u5206\u304b\u308a\u3084\u3059\u304f\u7406\u89e3\u3067\u304d\u308b\u3088\u3046\u306b\u30b5\u30dd\u30fc\u30c8\u3057\u307e\u3059\u3002<\/p>\n

1. ATR\u306e\u57fa\u790e\u77e5\u8b58<\/h3>\n

1.1 ATR\u3068\u306f\uff1f<\/h4>\n

ATR\uff08Average True Range\uff09\u3068\u306f\u3001\u30c8\u30ec\u30fc\u30c0\u30fc\u304c\u5e02\u5834\u306e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3092\u628a\u63e1\u3059\u308b\u305f\u3081\u306b\u4f7f\u7528\u3059\u308b\u6307\u6a19\u3067\u3059\u3002ATR\u306f\u3001\u7279\u5b9a\u306e\u671f\u9593\u306b\u304a\u3051\u308b\u4fa1\u683c\u5909\u52d5\u306e\u5e73\u5747\u5e45\u3092\u793a\u3057\u3001\u5e02\u5834\u306e\u4e0d\u5b89\u5b9a\u3055\u3084\u4fa1\u683c\u306e\u5909\u52d5\u6027\u3092\u6e2c\u308b\u306e\u306b\u5f79\u7acb\u3061\u307e\u3059\u3002<\/p>\n

1.2 ATR\u306e\u8a08\u7b97\u65b9\u6cd5<\/h4>\n

ATR\u306e\u8a08\u7b97\u65b9\u6cd5\u306f\u4ee5\u4e0b\u306e\u901a\u308a\u3067\u3059\uff1a<\/p>\n

    \n
  1. True Range\uff08TR\uff09<\/strong>\u306e\u8a08\u7b97\uff1a\u6700\u65b0\u306e\u9ad8\u5024\u3068\u5b89\u5024\u306e\u5dee\u3001\u6700\u65b0\u306e\u9ad8\u5024\u3068\u524d\u65e5\u306e\u7d42\u5024\u306e\u5dee\u3001\u6700\u65b0\u306e\u5b89\u5024\u3068\u524d\u65e5\u306e\u7d42\u5024\u306e\u5dee\u306e\u3044\u305a\u308c\u304b\u6700\u5927\u306e\u5024\u3092\u53d6\u308a\u307e\u3059\u3002<\/li>\n
  2. Average True Range\uff08ATR\uff09<\/strong>\u306e\u8a08\u7b97\uff1a\u6307\u5b9a\u3057\u305f\u671f\u9593\uff08\u901a\u5e3814\u65e5\u9593\uff09\u306eTrue Range\u306e\u5e73\u5747\u5024\u3092\u6c42\u3081\u307e\u3059\u3002<\/li>\n<\/ol>\n

    \u5177\u4f53\u7684\u306b\u306f\u3001\u6b21\u306e\u3088\u3046\u306a\u5f0f\u3067\u8a08\u7b97\u3055\u308c\u307e\u3059\uff1a $$\\text{ATR} = \\frac{\\sum_{i=1}^{n} TR_i}{n}$$ \u3053\u3053\u3067\u3001n\u306f\u671f\u9593\uff08\u65e5\u6570\uff09\u3092\u8868\u3057\u307e\u3059\u3002<\/p>\n

    2. ATR\u306e\u91cd\u8981\u6027<\/h3>\n

    2.1 \u5e02\u5834\u306e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306e\u628a\u63e1<\/h4>\n

    ATR\u306f\u3001\u5e02\u5834\u306e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3092\u628a\u63e1\u3059\u308b\u305f\u3081\u306b\u91cd\u8981\u306a\u6307\u6a19\u3067\u3059\u3002ATR\u306e\u5024\u304c\u9ad8\u3044\u5834\u5408\u3001\u5e02\u5834\u306e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u304c\u9ad8\u304f\u3001\u4fa1\u683c\u5909\u52d5\u304c\u5927\u304d\u3044\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002\u4e00\u65b9\u3001ATR\u306e\u5024\u304c\u4f4e\u3044\u5834\u5408\u3001\u5e02\u5834\u306e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u304c\u4f4e\u304f\u3001\u4fa1\u683c\u5909\u52d5\u304c\u5c0f\u3055\u3044\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002<\/p>\n

    2.2 \u30ea\u30b9\u30af\u7ba1\u7406\u3068\u30b9\u30c8\u30c3\u30d7\u30ed\u30b9\u8a2d\u5b9a<\/h4>\n

    ATR\u306f\u3001\u30ea\u30b9\u30af\u7ba1\u7406\u3068\u30b9\u30c8\u30c3\u30d7\u30ed\u30b9\u8a2d\u5b9a\u306b\u3082\u5f79\u7acb\u3061\u307e\u3059\u3002ATR\u306e\u5024\u3092\u57fa\u306b\u30b9\u30c8\u30c3\u30d7\u30ed\u30b9\u306e\u8ddd\u96e2\u3092\u8a2d\u5b9a\u3059\u308b\u3053\u3068\u3067\u3001\u9069\u5207\u306a\u30ea\u30b9\u30af\u7ba1\u7406\u304c\u53ef\u80fd\u3068\u306a\u308a\u307e\u3059\u3002\u4f8b\u3048\u3070\u3001ATR\u306e\u5024\u306e2\u500d\u306e\u7bc4\u56f2\u5185\u306b\u30b9\u30c8\u30c3\u30d7\u30ed\u30b9\u3092\u8a2d\u5b9a\u3059\u308b\u3053\u3068\u3067\u3001\u5e02\u5834\u306e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3092\u8003\u616e\u3057\u305f\u30ea\u30b9\u30af\u7ba1\u7406\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n

    3. ATR\u3092\u6d3b\u7528\u3057\u305f\u30c8\u30ec\u30fc\u30c9\u6226\u7565<\/h3>\n

    3.1 \u30a8\u30f3\u30c8\u30ea\u30fc\u30dd\u30a4\u30f3\u30c8\u3068\u30a8\u30b0\u30b8\u30c3\u30c8\u30dd\u30a4\u30f3\u30c8<\/h4>\n

    ATR\u306f\u3001\u30a8\u30f3\u30c8\u30ea\u30fc\u30dd\u30a4\u30f3\u30c8\u3068\u30a8\u30b0\u30b8\u30c3\u30c8\u30dd\u30a4\u30f3\u30c8\u3092\u898b\u6975\u3081\u308b\u305f\u3081\u306b\u3082\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002\u4f8b\u3048\u3070\u3001\u4fa1\u683c\u304cATR\u306e\u7bc4\u56f2\u3092\u8d85\u3048\u305f\u5834\u5408\u3001\u65b0\u305f\u306a\u30c8\u30ec\u30f3\u30c9\u304c\u767a\u751f\u3059\u308b\u53ef\u80fd\u6027\u304c\u9ad8\u3044\u305f\u3081\u3001\u30a8\u30f3\u30c8\u30ea\u30fc\u30dd\u30a4\u30f3\u30c8\u3068\u3057\u3066\u5229\u7528\u3067\u304d\u307e\u3059\u3002\u307e\u305f\u3001ATR\u306e\u5024\u304c\u4f4e\u3044\u5834\u5408\u306f\u3001\u53d6\u5f15\u3092\u907f\u3051\u308b\u3053\u3068\u3067\u30ea\u30b9\u30af\u3092\u6291\u3048\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n

    3.2 ATR\u3068\u4ed6\u306e\u30a4\u30f3\u30c7\u30a3\u30b1\u30fc\u30bf\u30fc\u306e\u7d44\u307f\u5408\u308f\u305b<\/h4>\n

    ATR\u306f\u3001\u4ed6\u306e\u30c6\u30af\u30cb\u30ab\u30eb\u30a4\u30f3\u30c7\u30a3\u30b1\u30fc\u30bf\u30fc\u3068\u7d44\u307f\u5408\u308f\u305b\u3066\u4f7f\u7528\u3059\u308b\u3053\u3068\u3067\u3001\u53d6\u5f15\u306e\u7cbe\u5ea6\u3092\u9ad8\u3081\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002\u4f8b\u3048\u3070\u3001\u79fb\u52d5\u5e73\u5747\u7dda\u3084\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u3068\u7d44\u307f\u5408\u308f\u305b\u308b\u3053\u3068\u3067\u3001\u30c8\u30ec\u30f3\u30c9\u306e\u5f37\u3055\u3084\u4fa1\u683c\u306e\u5909\u52d5\u7bc4\u56f2\u3092\u3088\u308a\u6b63\u78ba\u306b\u628a\u63e1\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n

    4. \u5b9f\u8df5\u4f8b\u3068\u6210\u529f\u4e8b\u4f8b<\/h3>\n

    4.1 ATR\u3092\u4f7f\u3063\u305f\u30c8\u30ec\u30fc\u30c9\u306e\u5b9f\u4f8b<\/h4>\n

    \u5b9f\u969b\u306e\u30c8\u30ec\u30fc\u30c9\u4f8b\u3068\u3057\u3066\u3001ATR\u3092\u4f7f\u7528\u3057\u305f\u30a8\u30f3\u30c8\u30ea\u30fc\u30dd\u30a4\u30f3\u30c8\u3068\u30b9\u30c8\u30c3\u30d7\u30ed\u30b9\u8a2d\u5b9a\u306e\u65b9\u6cd5\u3092\u7d39\u4ecb\u3057\u307e\u3059\u3002\u4f8b\u3048\u3070\u3001\u4fa1\u683c\u304cATR\u306e\u7bc4\u56f2\u3092\u8d85\u3048\u305f\u969b\u306b\u30a8\u30f3\u30c8\u30ea\u30fc\u3057\u3001ATR\u306e\u5024\u3092\u57fa\u306b\u30b9\u30c8\u30c3\u30d7\u30ed\u30b9\u3092\u8a2d\u5b9a\u3059\u308b\u6226\u7565\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n

    4.2 \u6210\u529f\u3057\u305f\u30c8\u30ec\u30fc\u30c0\u30fc\u306e\u4e8b\u4f8b<\/h4>\n

    ATR\u3092\u6d3b\u7528\u3057\u3066\u6210\u529f\u3092\u53ce\u3081\u305f\u30c8\u30ec\u30fc\u30c0\u30fc\u306e\u4e8b\u4f8b\u3092\u7d39\u4ecb\u3057\u307e\u3059\u3002\u4f8b\u3048\u3070\u3001\u5e02\u5834\u306e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3092\u628a\u63e1\u3057\u3001ATR\u3092\u57fa\u6e96\u306b\u53d6\u5f15\u3092\u884c\u3046\u3053\u3068\u3067\u5b89\u5b9a\u3057\u305f\u5229\u76ca\u3092\u5f97\u3066\u3044\u308b\u30c8\u30ec\u30fc\u30c0\u30fc\u304c\u3044\u307e\u3059\u3002\u5f7c\u3089\u306e\u7d4c\u9a13\u3092\u53c2\u8003\u306b\u3059\u308b\u3053\u3068\u3067\u3001\u81ea\u5206\u306e\u30c8\u30ec\u30fc\u30c9\u6226\u7565\u306b\u5f79\u7acb\u3066\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n

    \u307e\u3068\u3081<\/h3>\n

    ATR\u306e\u57fa\u672c\u77e5\u8b58\u304b\u3089\u3001\u305d\u306e\u91cd\u8981\u6027\u3068\u6d3b\u7528\u6cd5\u3001\u5b9f\u969b\u306e\u30c8\u30ec\u30fc\u30c9\u6226\u7565\u306b\u3064\u3044\u3066\u89e3\u8aac\u3057\u307e\u3057\u305f\u3002ATR\u306f\u3001\u5e02\u5834\u306e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3092\u628a\u63e1\u3057\u3001\u9069\u5207\u306a\u30ea\u30b9\u30af\u7ba1\u7406\u3068\u53d6\u5f15\u6226\u7565\u3092\u7acb\u3066\u308b\u305f\u3081\u306e\u91cd\u8981\u306a\u6307\u6a19\u3067\u3059\u3002\u3053\u306e\u8a18\u4e8b\u304c\u3001FX\u53d6\u5f15\u306b\u304a\u3051\u308bATR\u306e\u7406\u89e3\u3092\u6df1\u3081\u308b\u4e00\u52a9\u3068\u306a\u308c\u3070\u5e78\u3044\u3067\u3059\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"

    \u306f\u3058\u3081\u306b FX\uff08\u5916\u56fd\u70ba\u66ff\u8a3c\u62e0\u91d1\u53d6\u5f15\uff09\u306b\u304a\u3044\u3066\u3001ATR\uff08Average True Range\uff09\u306f\u91cd\u8981\u306a\u30c6\u30af\u30cb\u30ab\u30eb\u6307\u6a19\u306e\u4e00\u3064\u3067\u3059\u3002\u3053\u306e\u30d6\u30ed\u30b0\u3067\u306f\u3001ATR\u306e\u57fa\u672c\u77e5\u8b58\u304b\u3089\u3001\u305d\u306e\u91cd\u8981\u6027\u3068\u6d3b\u7528\u6cd5\u3001\u5b9f\u969b\u306e\u30c8\u30ec\u30fc\u30c9\u6226\u7565\u306b\u3064\u3044\u3066\u8a73\u3057\u304f\u89e3\u8aac<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-175","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/fx.soccer-selection.com\/index.php?rest_route=\/wp\/v2\/posts\/175","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/fx.soccer-selection.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/fx.soccer-selection.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/fx.soccer-selection.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/fx.soccer-selection.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=175"}],"version-history":[{"count":1,"href":"https:\/\/fx.soccer-selection.com\/index.php?rest_route=\/wp\/v2\/posts\/175\/revisions"}],"predecessor-version":[{"id":176,"href":"https:\/\/fx.soccer-selection.com\/index.php?rest_route=\/wp\/v2\/posts\/175\/revisions\/176"}],"wp:attachment":[{"href":"https:\/\/fx.soccer-selection.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=175"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/fx.soccer-selection.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=175"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/fx.soccer-selection.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=175"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}