This time, I mainly want to explain some background and knowledge about technical analysis. I personally believe that there is a lot of very useful information interspersed in this, and it has brought me a lot of potential help. Due to the risks and volatility of the market, technical analysis is not only applicable to contract trading, but also to spot trading.
Most of us have fallen into a misunderstanding, believing that as long as I buy altcoins, even if they drop, they will surely rise in the future, leading to losses being trapped for years, only to rise eventually, and then tell others, 'See, it has risen.' Little do they know, the opportunity cost of time and missed market trends may have long surpassed the total holding price. Therefore, I believe it is necessary to maintain the discipline found in contract trading for spot trading.
Have you ever thought about a question? Does looking at K-lines really work for trading coins? For this, I reviewed a lot of materials and summarized the following:
What is technical analysis?
Through a series of data indicators, we explain participant behavior and predict coin prices. Over decades, various indicators have been developed, such as the commonly used RSI, moving averages, MACD, etc.
What are the advantages of technical analysis?
There are several points: it is relatively simple to grasp; it does not require extensive financial knowledge; it provides clear buy and sell points and timing; it is suitable for beginners and frequent traders.
However, whether it is easy to grasp or whether the idea is attractive, I think these are secondary. The primary reason most traders adopt technical analysis is that it can make money. The effectiveness of technical analysis and its profitability have been objectively proven in numerous papers.
Effectiveness of Technical Analysis
Currently, the most persuasive evidence comes from a paper published by David and three other authors in 2013 (Head and Shoulders Above the Rest? The Performance of Institutional Portfolio Managers Who Use Technical Analysis). In this paper, they studied over 10,000 investment portfolios managed by fund managers, and found that one-third of these managers used technical analysis, while the other two-thirds did not use it at all. The study found that portfolios using technical analysis had better average and median investment performance than those that did not, and this conclusion is statistically valid, ruling out the possibility of coincidence. Another crucial conclusion is that the performance difference between the two is most pronounced in a declining market environment.
Of course, in addition to this paper, there are numerous studies in the academic world that support the effectiveness of technical analysis. Technical analysis is not some sort of mysticism; it has a certain theoretical foundation. Those who endorse technical analysis believe that price movements, especially short-term price movements, are the result of the game between buyers and sellers in the market. Therefore, the factors determining price direction are essentially the psychological game between buyers and sellers. Human psychology also has a degree of predictability, so stock price trends can also be somewhat predictable.
For example, people tend to pay attention to certain round numbers, such as BTC-100000, which is a number that many people care about. If BTC hovers below 100,000 USD for a long time, then when BTC first breaks through the 100,000 USD round number, investors' psychology will undergo a huge change. Therefore, BTC is likely to break upward from the perspective of many investors' minds. This is also why, after BTC breaks 100,000 USD, the market's volatility increases and expectations for further rises follow.
Furthermore, price resistance levels can also be explained using human psychology. Some resistance levels may be where many people were trapped at the same price during the first decline, and most are reluctant to cut losses when in the red, hoping that the price will one day rebound. Once they have been trapped for a long time, when the price finally returns to the level where they were trapped, they will sell off in large quantities to exit. At this time, the price generally tends to decline again, forming resistance levels.
Therefore, technical analysis is essentially about predicting human psychology, finding predictable patterns in psychology, and summarizing experiences to create a set of methods.
Ineffectiveness of Technical Analysis
Although technical analysis is essentially about predicting human psychology, both the backtested data and its theoretical support are not infallible. Many people in the market believe that technical analysis is completely useless, and they have refuted the effectiveness of technical analysis from both objective data and theoretical support. The most cited work is David Aronson's book published in 2007 (Evidence-Based Technical Analysis). The author, using a series of statistical methods, removed biases from data mining and backtested 6,402 technical analysis methods, finding that none could significantly outperform the market. Even though some methods may appear to generate attractive returns, they cannot sustain those returns over time. Moreover, many papers have provided similar conclusions.
Opposition to the inefficacy of technical analysis is not without basis but has strong theoretical support, the most influential being the Random Walk Theory proposed by Burton in 'A Random Walk Down Wall Street.' This theory posits that price changes are completely independently distributed and essentially random events. In simple terms, whether the stock price goes up, down, or remains unchanged in the next second, minute, or day is a completely random event and lacks predictability. Past movements cannot be used to predict future trends. Therefore, all methods predicting stock movements through patterns are futile.
Additionally, some have rebutted the effectiveness of technical analysis from the perspective of human psychology. They argue that human psychology in the market is completely unpredictable. Once the number of market participants becomes sufficiently large, and each individual has different thoughts, technical analysis based on predicting psychology becomes worthless. Even if patterns can be found, the past cannot represent the future, and market psychology is constantly changing.
Seeing this, some readers may be confused because both sides have their arguments, and both are well-founded. So, can we rely on technical analysis or not? The reason I present conclusions from both sides is intentional.
Conclusion of Technical Analysis
If you closely examine their research, you will find that although the conclusions are contradictory, there is actually a common rule shared among them. This rule is key, as it will determine the feasibility of technical analysis:
The effectiveness of technical analysis largely depends on whether a coin is easy to be mispriced. The harder a coin is to misprice, meaning it is in a more efficient market, the worse the effectiveness of technical analysis will be. The market is considered efficient when all valuable information can be reflected in the coin price timely, accurately, and adequately. Conversely, when the market is more inefficient and a coin is easier to misprice, technical analysis becomes more useful.
In reading these papers, I found that the more mature the market is where the data is sourced, the worse the results of technical analysis backtested. Conversely, in less mature markets, the results of technical analysis backtested tend to be better.
Factors influencing whether a coin is mispriced, aside from market efficiency, also include market sentiment. For example, when the market crashes, stock prices can easily be swayed by market sentiment, leading to mispricing. In a paper published by David and three other authors in 2016, they specifically studied the relationship between market sentiment and technical analysis. The paper backtested the performance of a large number of hedge funds and found that during poor market sentiment, i.e., bear markets, the performance of fund managers using technical analysis significantly outperformed those not using it. However, when the market returned to normal, the performance of fund managers using technical analysis no longer showed much advantage and could even perform worse.
The same conclusion was also mentioned by Han and three other authors in a paper in 2011. They stated that during bear markets, due to the company's fundamentals and economic data no longer reflecting the true trends of stocks, stock prices become more prone to mispricing. At this point, investors pay more attention to technical analysis indicators. When more people use technical analysis indicators, it becomes more effective. Therefore, technical analysis is more likely to benefit in bear markets.
From these studies, we can see that the different results from both sides of the argument are largely related to the choice of market, time period, and other factors during backtesting. In immature markets or bear markets, the performance of technical analysis tends to be better. This is because, in such cases, the market is more prone to mispricing.
Summary
If the above analysis holds, then for the current immature cryptocurrency market, we can increase our chances of success through technical analysis.
Objectively speaking, technical analysis is essentially built on human nature. As long as people are still trading, technical analysis will inevitably have its value. However, we must also be aware that as the market becomes increasingly efficient, the profit margins for technical analysis will narrow. In today's market, a large amount of program trading, high-frequency trading, and even AI trading are gradually replacing human positions. This trend will surely continue, and the mispricing caused by human psychology will gradually be corrected, limiting the scope of technical analysis.
If we compare technical analysis and fundamental analysis side by side, we find that technical analysis is indeed easy to grasp, but actually mastering it is very difficult. In this process, you need to continuously practice, endure losses, control risks, and constantly confront human nature, reflect on yourself, and maintain discipline. Learning indicators is just the beginning; the key lies in the time and effort invested later. Only after accumulating enough experience and lessons can technical analysis truly play its role.
Fundamental analysis, on the other hand, is quite the opposite. It is difficult to grasp at first, and without a professional background, starting from scratch to learn finance is not an easy task. However, once grasped, the difficulty in using fundamental analysis significantly decreases. The most challenging step in the trading process is selecting coins. Once you have a clear target, after buying, there is generally no need for excessive operations. Regular macro analysis and checking the overall market situation every month, quarter, or year also require time and effort, but relatively speaking, the difficulty and challenges are not as high as those of technical analysis. The two methods do not have a clear superiority or inferiority and can complement each other; the specific choice depends on personal preference.
However, for those with limited funds, I believe it is advisable to use technical analysis as the primary trading method while using fundamental analysis to understand market situations, which will help us gain an advantage in selecting coins. Both require a substantial amount of time to learn and understand.
Below are my current settings for candlestick charts during trading, for reference only. For short-term traders, I personally feel it is important to focus on the 15-minute, 1-hour, 4-hour, daily, and weekly charts.
Trading Section - K-line Settings
I have always believed that regardless of whose trading strategy it is, if it does not incorporate one's own ideas, it is not truly one's own. Each person is unique, and ultimately, one needs to spend time exploring. For this, I will always accompany everyone in their journey.
(To be continued)