{"id":2387,"date":"2025-11-01T17:13:27","date_gmt":"2025-11-01T08:13:27","guid":{"rendered":"https:\/\/senfx.com\/?p=2387"},"modified":"2025-11-01T17:14:46","modified_gmt":"2025-11-01T08:14:46","slug":"baka-pro-vwap%e3%81%8c%e7%99%bb%e5%a0%b4","status":"publish","type":"post","link":"https:\/\/senfx.com\/?p=2387","title":{"rendered":"BAKA-PRO-VWAP\u304c\u767b\u5834"},"content":{"rendered":"

VWAP\u3063\u3066\u6700\u8fd1\u3084\u305f\u3089\u3068\u8033\u306b\u3059\u308b\u4eba\u3082\u591a\u3044\u3067\u3057\u3087\u3046\u3002
\nVWAP\uff08\u30d6\u30a4\u30ef\u30c3\u30d7\uff09\u3068\u306f\u3001\u300cVolume Weighted Average Price\u300d\u306e\u7565\u3067\u3001\u65e5\u672c\u8a9e\u3067\u306f\u300c\u51fa\u6765\u9ad8\u52a0\u91cd\u5e73\u5747\u4fa1\u683c\u300d\u3068\u547c\u3070\u308c\u307e\u3059\u3002
\n\u7c21\u5358\u306b\u8a00\u3048\u3070\u3001\u300c\u305d\u306e\u65e5\u3001\u5e02\u5834\u53c2\u52a0\u8005\u304c\u5e73\u5747\u3057\u3066\u3044\u304f\u3089\u3067\u53d6\u5f15\u3057\u305f\u304b\u300d\u3092\u793a\u3059\u3001\u4fe1\u983c\u5ea6\u306e\u9ad8\u3044\u5e73\u5747\u4fa1\u683c\u30e9\u30a4\u30f3\u3068\u8a00\u308f\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n

FXSSI.Derivatives\u304c\u3042\u308b\u3057\u3001\u5b9f\u969b\u306e\u30c7\u30fc\u30bf\u30fc\u3068\u306e\u4e56\u96e2\u304c\u3042\u308b\u306e\u3067\u3001\u76ee\u5b89\u7a0b\u5ea6\u306b\u4f7f\u3046\u65b9\u304c\u826f\u3044\u306e\u3067\u306f\u306a\u3044\u304b\u3068\u601d\u3063\u3066\u3044\u307e\u3059\u3002
\n\u767d\u3044\u30e9\u30a4\u30f3\u304cFXSSI.Derivatives\u3067\u30a2\u30af\u30a2\u3068\u30de\u30bc\u30f3\u30bf\u304c\u4eca\u56de\u4f5c\u6210\u3057\u305fBAKA-PRO-VWAP\u3067\u3059\u3002<\/p>\n

\"\"<\/a><\/p>\n

VWAP\u306e\u4e3b\u306a\u898b\u65b9\u3068\u4f7f\u3044\u65b9<\/h3>\n

VWAP\u306f\u3001\u5e02\u5834\u53c2\u52a0\u8005\u306e\u300c\u5e73\u5747\u30b3\u30b9\u30c8\u300d\u3092\u793a\u3059\u30e9\u30a4\u30f3\u3068\u3057\u3066\u3001\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u4f7f\u308f\u308c\u308b\u3053\u3068\u304c\u591a\u3044\u3067\u3059\u3002
\n1. \u73fe\u5728\u306e\u4fa1\u683c\u306e\u300c\u9ad8\u3044\u5b89\u3044\u306e\u57fa\u6e96\u300d\u3068\u3057\u3066
\n\u4fa1\u683c\u304cVWAP\u3088\u308a\u4e0a\uff1a\u73fe\u5728\u306e\u4fa1\u683c\u306f\u3001\u305d\u306e\u65e5\u306e\u5e02\u5834\u53c2\u52a0\u8005\u306e\u5e73\u5747\u30b3\u30b9\u30c8\u3088\u308a\u3082\u9ad8\u3044\u3002\u300c\u8cb7\u3044\u65b9\u304c\u512a\u52e2\u300d\u3067\u3042\u308a\u3001\u5e73\u5747\u3088\u308a\u9ad8\u3044\u4fa1\u683c\u3067\u3082\u8cb7\u308f\u308c\u3066\u3044\u308b\u72b6\u614b\u3002
\n\u4fa1\u683c\u304cVWAP\u3088\u308a\u4e0b\uff1a\u73fe\u5728\u306e\u4fa1\u683c\u306f\u3001\u305d\u306e\u65e5\u306e\u5e02\u5834\u53c2\u52a0\u8005\u306e\u5e73\u5747\u30b3\u30b9\u30c8\u3088\u308a\u3082\u5b89\u3044\u3002\u300c\u58f2\u308a\u65b9\u304c\u512a\u52e2\u300d\u3067\u3042\u308a\u3001\u5e73\u5747\u3088\u308a\u5b89\u3044\u4fa1\u683c\u3067\u58f2\u3089\u308c\u3066\u3044\u308b\u72b6\u614b\u3002<\/p>\n

2. \u30b5\u30dd\u30fc\u30c8\u30e9\u30a4\u30f3\u30fb\u30ec\u30b8\u30b9\u30bf\u30f3\u30b9\u30e9\u30a4\u30f3\u3068\u3057\u3066
\nVWAP\u306f\u591a\u304f\u306e\u5e02\u5834\u53c2\u52a0\u8005\uff08\u7279\u306b\u6a5f\u95a2\u6295\u8cc7\u5bb6\uff09\u304c\u610f\u8b58\u3059\u308b\u30e9\u30a4\u30f3\u3067\u3042\u308b\u305f\u3081\u3001\u4fa1\u683c\u304c\u3053\u306e\u30e9\u30a4\u30f3\u306b\u8fd1\u3065\u304f\u3068\u53cd\u767a\u3059\u308b\u300c\u652f\u6301\u7dda\uff08\u30b5\u30dd\u30fc\u30c8\uff09\u300d\u3084\u300c\u62b5\u6297\u7dda\uff08\u30ec\u30b8\u30b9\u30bf\u30f3\u30b9\uff09\u300d\u3068\u3057\u3066\u6a5f\u80fd\u3059\u308b\u3053\u3068\u304c\u3042\u308a\u307e\u3059\u3002
\n\u4fa1\u683c\u304c\u4e0b\u843d\u3057\u3066\u304d\u305f\u304c\u3001VWAP\u3067\u53cd\u767a\u3057\u3066\u4e0a\u6607\u3059\u308b\uff08\u30b5\u30dd\u30fc\u30c8\uff09\u3002
\n\u4fa1\u683c\u304c\u4e0a\u6607\u3057\u3066\u304d\u305f\u304c\u3001VWAP\u3067\u53cd\u843d\u3057\u3066\u4e0b\u843d\u3059\u308b\uff08\u30ec\u30b8\u30b9\u30bf\u30f3\u30b9\uff09\u3002<\/p>\n

3. \u6a5f\u95a2\u6295\u8cc7\u5bb6\u306e\u58f2\u8cb7\u30d9\u30f3\u30c1\u30de\u30fc\u30af
\nVWAP\u304c\u306a\u305c\u3053\u308c\u307b\u3069\u91cd\u8981\u8996\u3055\u308c\u308b\u306e\u304b\u3002\u305d\u306e\u6700\u5927\u306e\u7406\u7531\u306e\u4e00\u3064\u306f\u3001\u5e74\u91d1\u57fa\u91d1\u3084\u6295\u8cc7\u4fe1\u8a17\u3068\u3044\u3063\u305f\u6a5f\u95a2\u6295\u8cc7\u5bb6\u304c\u3001\u5927\u91cf\u306e\u6ce8\u6587\u3092\u57f7\u884c\u3059\u308b\u969b\u306e\u76ee\u6a19\u4fa1\u683c\uff08\u30d9\u30f3\u30c1\u30de\u30fc\u30af\uff09\u3068\u3057\u3066\u5229\u7528\u3057\u3066\u3044\u308b\u305f\u3081\u3067\u3059\u3002
\n\u5f7c\u3089\u306f\u300c\u5e02\u5834\u306e\u5e73\u5747\u4fa1\u683c\uff08VWAP\uff09\u3088\u308a\u3082\u6709\u5229\u306a\u4fa1\u683c\u3067\u58f2\u8cb7\u3059\u308b\u300d\u3053\u3068\u3092\u76ee\u6a19\u306e\u4e00\u3064\u306b\u8a2d\u5b9a\u3059\u308b\u3053\u3068\u304c\u591a\u304f\u3001\u305d\u306e\u7d50\u679c\u3001VWAP\u5468\u8fba\u3067\u306f\u58f2\u8cb7\u304c\u6d3b\u767a\u306b\u306a\u308a\u3084\u3059\u3044\u50be\u5411\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n

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

VWAP\u306f\u300c\u51fa\u6765\u9ad8\u300d\u3092\u8003\u616e\u306b\u5165\u308c\u305f\u3001\u305d\u306e\u65e5\u306e\u300c\u5e73\u5747\u58f2\u8cb7\u4fa1\u683c\u300d\u3067\u3059\u3002
\n\u53d6\u5f15\u304c\u6d3b\u767a\u3060\u3063\u305f\u4fa1\u683c\u5e2f\u3092\u91cd\u8996\u3059\u308b\u305f\u3081\u3001\u5e02\u5834\u306e\u5b9f\u614b\u306b\u8fd1\u3044\u5e73\u5747\u5024\u3068\u3055\u308c\u307e\u3059\u3002
\n\u901a\u5e38\u3001\u65e5\u3054\u3068\u306b\u30ea\u30bb\u30c3\u30c8\u3055\u308c\u3001\u30c7\u30a4\u30c8\u30ec\u30fc\u30c9\u3067\u7279\u306b\u91cd\u8981\u8996\u3055\u308c\u307e\u3059\u3002
\n\u4fa1\u683c\u306e\u300c\u9ad8\u3044\u30fb\u5b89\u3044\u300d\u306e\u57fa\u6e96\u3084\u3001\u30b5\u30dd\u30fc\u30c8\u30fb\u30ec\u30b8\u30b9\u30bf\u30f3\u30b9\u3068\u3057\u3066\u6a5f\u80fd\u3057\u307e\u3059\u3002
\n\u5358\u7d14\u306a\u79fb\u52d5\u5e73\u5747\u7dda\u3068\u306f\u7570\u306a\u308b\u610f\u5473\u3092\u6301\u3064VWAP\u3092\u5206\u6790\u306b\u53d6\u308a\u5165\u308c\u308b\u3053\u3068\u3067\u3001\u5e02\u5834\u53c2\u52a0\u8005\u306e\u30b3\u30b9\u30c8\u610f\u8b58\u3092\u8aad\u307f\u89e3\u304f\u624b\u52a9\u3051\u306b\u306a\u308b\u304b\u3082\u3057\u308c\u307e\u305b\u3093\u3002<\/p>\n

\u79c1\u306a\u3089\u3053\u3046\u3059\u308b<\/h3>\n

\u3069\u3053\u304b\u3067\u30b3\u30d4\u30da\u3057\u3066\u304d\u305f\u3088\u3046\u306a\u6587\u7ae0\u3067\u8a18\u8f09\u3057\u3066\u304d\u307e\u3057\u305f\u304c\u3001\u5f53\u7136\u306a\u304c\u3089\u6539\u9020\u3057\u3066\u3044\u307e\u3059\u3002
\n\u5de6\u4e0b\uff08\u56fa\u5b9a\u4f4d\u7f6e\uff09\u306e\u30dc\u30bf\u30f3\u3092\u62bc\u3059VWAP: All\u2192VWAP: Only\u2192VWAP: StDev x1.0\u2192VWAP: StDev x2.0\u2192VWAP: ATR x1.0\u2192VWAP: ATR x2.0\u2192VWAP: Off\u3068\u5207\u308a\u66ff\u308f\u308a\u307e\u3059\u3002<\/p>\n

\"\"<\/a><\/p>\n

\u30d0\u30f3\u30c9\u306f\u3001StDev\u304cVWAP\u30d0\u30f3\u30c9\u3067ATR\u306fATR\u30d0\u30f3\u30c9\u3067\u3059\u3002
\nATR\u30d0\u30f3\u30c9\u306f\u52e2\u3044\u3092\u898b\u308b\u6642\u306b\u4f7f\u7528\u3057\u307e\u3059\u3002
\n\u500d\u7387\u3084\u504f\u5dee\u306f\u8a2d\u5b9a\u753b\u9762\u3067\u5909\u66f4\u3067\u304d\u308b\u306e\u3067\u3001\u6570\u5024\u306f\u5909\u3048\u308c\u307e\u3059\u3002<\/p>\n

\u30d0\u30f3\u30c9\u306f\u4e0b\u8a18\u306e\u3088\u3046\u306b\u52e2\u3044\u304c\u843d\u3061\u3066\u304d\u305f\u6642\u306e\u76ee\u5b89\u306b\u3082\u4f7f\u3048\u307e\u3059\u3002<\/p>\n

\"\"<\/a><\/p>\n

\u307e\u305f\u3001\u65e5\u4ed8\u306b\u30a2\u30f3\u30ab\u30fc\u3092\u6253\u3063\u3066\u3001\u8a2d\u5b9a\u3057\u305f\u65e5\u6642\u304b\u3089VWAP\u3092\u8868\u793a\u3059\u308b\u4e8b\u3082\u51fa\u6765\u307e\u3059\u3002
\n\u3053\u306e\u753b\u50cf\u306fFOMC\u304b\u3089\u306eVWAP\u3092\u53ef\u8996\u5316\u3057\u305f\u3082\u306e\u3067\u3059\u3002<\/p>\n

\"\"<\/a>
\n\u8a08\u7b97\u8ca0\u8377\u304c\u9ad8\u3044\u306e\u3067\u3001\u9577\u671f\u9593\u8a2d\u5b9a\u3059\u308b\u3068\u591a\u5c11\u30d1\u30d5\u30a9\u30fc\u30de\u30f3\u30b9\u306f\u843d\u3061\u307e\u3059\u3002
\n\uff08\u91cd\u305f\u304f\u306a\u308a\u307e\u3059\uff09<\/p>\n

\u307e\u305f\u3001\u65e5\u4ed8\u5909\u66f4\u3067\u306f\u306a\u304f\u3001\u6771\u4eac\u6642\u9593\u304c\u958b\u3044\u3066\u304b\u3089\u3068\u304b\u306b\u5909\u66f4\u3082\u3067\u304d\u307e\u3059\u3002
\n\uff0824\u6642\u3067\u30ea\u30bb\u30c3\u30c8\u3055\u308c\u307e\u3059\uff09
\n\u3053\u308c\u306f\u3001\u3042\u307e\u308a\u5fc5\u8981\u306a\u304b\u3063\u305f\u304b\u306a\u3002
\n\"\"<\/a><\/p>\n

\u5c11\u3057\u5909\u308f\u3063\u305fVWAP\u3067\u3059\u304c\u3001\u5c11\u3057\u4f7f\u3044\u3084\u3059\u3044\u3088\u3046\u306b\u6539\u5584\u3057\u3066\u3044\u304d\u307e\u3059\u304c\u3001BAKA-PROMA-FINAL\u3068\u4e00\u7dd2\u306b\u8ca9\u58f2\u3057\u307e\u3059\u3002
\n\u3082\u3046\u5c11\u3057\u6539\u5584\u306f\u5fc5\u8981\u3067\u3059\u304c\u3001\u6539\u5584\u6848\u306f\u982d\u306e\u4e2d\u306b\u5927\u91cf\u306b\u3042\u308b\u306e\u3067\u5b9f\u88c5\u306b\u306f\u3055\u307b\u3069\u6642\u9593\u306f\u304b\u304b\u3089\u306a\u3044\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\n<\/div>","protected":false},"excerpt":{"rendered":"VWAP\u3063\u3066\u6700\u8fd1\u3084\u305f\u3089\u3068\u8033\u306b\u3059\u308b\u4eba\u3082\u591a\u3044\u3067\u3057\u3087\u3046\u3002 VWAP\uff08\u30d6\u30a4\u30ef\u30c3\u30d7\uff09\u3068\u306f\u3001\u300cVolume Weighted Average Price\u300d\u306e\u7565\u3067\u3001\u65e5\u672c\u8a9e\u3067\u306f\u300c\u51fa\u6765\u9ad8\u52a0\u91cd\u5e73\u5747\u4fa1\u683c\u300d\u3068\u547c\u3070\u308c\u307e\u3059\u3002 \u7c21\u5358\u306b\u8a00\u3048\u3070\u3001\u300c\u305d\u306e\u65e5 […]","protected":false},"author":1,"featured_media":2389,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3,4,16],"tags":[185],"class_list":["post-2387","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-ing","category-mc","category-16","tag-vwap"],"_links":{"self":[{"href":"https:\/\/senfx.com\/index.php?rest_route=\/wp\/v2\/posts\/2387","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/senfx.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/senfx.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/senfx.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/senfx.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=2387"}],"version-history":[{"count":1,"href":"https:\/\/senfx.com\/index.php?rest_route=\/wp\/v2\/posts\/2387\/revisions"}],"predecessor-version":[{"id":2393,"href":"https:\/\/senfx.com\/index.php?rest_route=\/wp\/v2\/posts\/2387\/revisions\/2393"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/senfx.com\/index.php?rest_route=\/wp\/v2\/media\/2389"}],"wp:attachment":[{"href":"https:\/\/senfx.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=2387"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/senfx.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=2387"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/senfx.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=2387"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}