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
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)
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作者: 龙听 时间: 2020-10-31 10:58
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作者: 陈斌 时间: 2022-8-28 18:41
thx
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