龙听期货论坛's Archiver

龙听 发表于 2020-10-31 10:48

【策略作业】1、Volatility Breakout Channel Trading System

[attach]25049[/attach]

策略原理：[p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]1、Time Frame: 15 or higher.[/size][/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]2、[/size][/color][/font][font=Arial, Helvetica, sans-serif][size=15px]Indicators:[/size][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]ATR(30) (Average True Range) whit EMA 5[/size][/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]ATR(14) (Average True Range) with Ema 4[/size][/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]30 SMA High;[/size][/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]30 SMA Low.[/size][/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px] 3、进出[/size][/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]Long Entry:[/size][/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]When the price close out above upper band and ATR (Average True Range)(30)>EMA (5).[/size][/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]Short Entry:[/size][/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]When the price close out below lower band and ATR(30)>EMA (5).[/size][/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]Exit Position[/size][/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]Stop loss is placed on the lower band if position (Buy), on the upper band if position (Sell).[/size][/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]ATR (14)<Ema4 (To see example)[/size][/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000]
[/color][/font][/p][p=30, 2, left][font=Arial, Helvetica, sans-serif][color=#000000][size=15px]Exit position also with aggressiveTarget Profit is recommended. (to see example)[/size][/color][/font][/p]

龙听 发表于 2020-10-31 10:58

[attach]25052[/attach] [attach]25053[/attach]

陈斌 发表于 2022-8-28 18:41

thx

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