Board logo

标题: [MC源码] 【策略作业】1、Volatility Breakout Channel Trading System [打印本页]

作者: 龙听    时间: 2020-10-31 10:48     标题: 【策略作业】1、Volatility Breakout Channel Trading System

微信截图_20201031104010.png

策略原理:


1、Time Frame: 15 or higher.


2、Indicators:


ATR(30) (Average True Range) whit EMA 5


ATR(14) (Average True Range) with Ema 4


30 SMA High;


30 SMA Low.


3、进出


Long Entry:


When the price close out above upper band and ATR (Average True Range)(30)>EMA (5).


Short Entry:


When the price close out below lower band and ATR(30)>EMA (5).


Exit Position


Stop loss is placed on the lower band if position (Buy), on the upper band if position (Sell).


ATR (14)<Ema4 (To see example)


Exit position also with aggressiveTarget Profit is recommended. (to see example)



图片附件: 微信截图_20201031104010.png (2020-10-31 10:47, 65.33 KB) / 下载次数 63
http://www.qhlt.cn/attachment.php?aid=25049&k=848a3331503e935ad3c068b02be90dce&t=1717240386&sid=U0FJ5o


作者: 龙听    时间: 2020-10-31 10:58

微信截图_20201031105041.png

图片附件: 003.png (2020-10-31 10:58, 67.06 KB) / 下载次数 65
http://www.qhlt.cn/attachment.php?aid=25052&k=71f6e5dd41ed0e05be60b581f1831c69&t=1717240386&sid=U0FJ5o



图片附件: 微信截图_20201031105041.png (2020-10-31 10:58, 64.75 KB) / 下载次数 70
http://www.qhlt.cn/attachment.php?aid=25053&k=6172285ba3675adff77319032b2b4cf5&t=1717240386&sid=U0FJ5o


作者: 陈斌    时间: 2022-8-28 18:41

thx




欢迎光临 龙听期货论坛 (http://www.qhlt.cn/) Powered by Discuz! 7.2