简单交易系统--“2:1 高/低 突破系统
标签:
交易系统财经投资策略程式交易 |
分类: ★系统交易相关 |
|
--“2:1 高/低 突破系统
Simple Trading System 简单的交易系统 2:1 H/L
Breakout The screenshot below shows the very simple system, and the
template and indicators are attached. 1. Trade on any liquid instrument.
a. A trend exists on the next 2 time frames
up...as determined by the 1hr trigger indicator (dots) that shows
the 12/26/9 macd signal line's relationship to it's ma line. These dots in decsending order must be; Downtrend; red, red, green, red or red,red,red,red Uptrend; green, green, red, green, or green, green, green,
green (ie showing that the next time frame's (4hr) macd signal line is
crossed and pointing in direction of intended trend, and the next
higher time frame above that (Daily's) is at least pointing in
direction of intended trade, if not crossed below it's ma line
too. b. The market entry falls within the 20day
average pip range. Risk = max 2% of account, Risk:reward ratio 1:2, ie set an oco
order -Stop above the opposite horizontal line, limit order twice
the stop. Trade across multi instruments (5 forex pairings for eg) * A countdown indicator shows the time remaining until current
candle close.
33.33% strike rate (winning trades as a % of total) breaks
even. I intend to demo this system in January of the new year across 5
pairings and will report the results on this thread...feel free to
play along. Platform/charting = MT4.
Should be an interesting experiment and can do so without
interfering with own trading.
I hope to catch all signals that come along during my own
trading sessions only. As for stops, Downtrend: I will trail at top of 1st retrace when foot of 2nd
retrace is exceeded in with trend direction and so on, trailing one
retrace but one behind (on retraces that occur outside the Lo
break)...see eg below. Conversely Uptrend: I will trail at bottom of 1st retrace when top of 2nd
retrace is exceeded in with trend direction (on retraces that occur
outside the Hi break.) By bbmac 转贴请注明【程式交易员联盟】 |

加载中…