趋势类

IndicatorPrimary UseProsCons
Moving Averages (SMA/EMA/HMA)Trend direction and dynamic support/resistance.Simple, fast, universal quantitative baseline.Significant lag; severe whipsaws in chop.
MACDIdentifying momentum shifts and crossover signals.Combines trend and momentum in one oscillator.Double-lag; prone to false divergences.
ADX / DMIRegime detection (trending vs. ranging filter).Quantifies trend strength independent of direction.Heavy lag; cannot predict breakout starts.
Aroon OscillatorDetecting early trend inception.Tracks time elapsed rather than price magnitude.High false breakout rate in sideways channels.
Ichimoku CloudComplete trend bias and dynamic S/R framework.Holistic framework; projects future equilibrium levels.Over-parameterized; Cloud bounds lag heavily.
Parabolic SARDynamic trailing stop-loss and trend exits.Rule-based exit logic that accelerates with trend.Triggers lethal whipsaws in range-bound markets.
TRIXMacro trend-cycle filtering and divergence.Extreme noise filtration against liquidation wicks.Large phase delay; late entry on fast moves.
Linear RegressionStatistical fair value and mean-reversion modeling.Lower lag than MAs; provides mathematical slope.Highly distorted by outlier spikes and wicks.
KSTMajor multi-cycle momentum reversals.Synthesizes four timeframes for cleaner cycle turns.Slow response to abrupt market regime shifts.
Coppock CurvePinpointing macro cycle bottoms.Highly reliable for spotting secular bull turns.Strictly macro-scale; useless for swing or intraday setups.
  • 灵敏度排序(由高到低): HMA > EMA > SMA
  • 滞后性排序(由大到小): SMA > EMA > HMA
    • HMA兼具极高的灵敏度(低滞后)与出色的平滑度(抗噪声)