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Hi, my name is Le Chiffre.
Today I bring you Super Trend Lines - Series 3. In the history of the SF series, SF14 and SF29 are super trend line strategies with different structural characteristics. Today, they are also based on the super trend line theme, different watershed lines, interval fluctuations, reverse logic and other algorithmic logic. Not much nonsense, as shown below shown:
Iron ore, available in the morning of 7/21 until the post so far
Ferrosilicon, more than 6/28 until now
Live pigs, 8/2 is empty until the time of writing
Liquefied petroleum gas, the long signal has been maintained since 4/29, and the overall trend is upward, so there is no shorting
policy logic
The strategy logic originated from an article in Futures Truth magazine in 2018. I forgot the specifics because it was too long ago. Then during the Spring Festival this year, I turned out the original version I wrote at that time. If there are better ideas and research directions, they will be put on hold, and I will continue to share them today.
Entry logic:
The strategy used in this strategy is that the middle rail is not the average of the high and low prices of the K line of SF14, nor the Kaufman moving average, but the middle value similar to the turtle. This is softer in the fluctuation of the overall trend, but the masters who can make up the logic can actually see the clue at once: lag.
In fact, I was worried too, but of course, no. Why do you say that. Because this algorithm logic is aimed at the large fluctuations, the bigger the more popular. And for the kind of helpless that only 1-2% up and down is almost equal to no fluctuation. why? Look at the AVG, the moving average of the highest price and the lowest price. If the fluctuation is large, then these two extreme points have also become larger.
In the same way, there is still a long-short mark after judging the trend, and then the watershed logic changes for the mark.
In fact, the good part of this strategy is not to enter the market. I think it is normal to enter the market. Basically, I can come up with a logical signal to enter the market after a few words with Mr. Mu, but the real highlight and core of a strategy The place to study is actually in appearance. This strategy abandons the previous methods of VWAP, various trailing stop-profit and stop-loss methods, and adopts the ATR chandelier method.
As shown below:
strategic performance
2017-now
2021
last three months
Mainstream + non-mainstream varieties 27 varieties tested, 15M cycle, 1.5 + 1 jump.
OK, today's SF33 has been introduced. Judging from the recent situation, the SF33 is generally better than the SF32 (uncastrated) version that I have in the real market. In fact, after the adjustment last month, I didn't want to move it. It seems that It needs to be fine-tuned once before 10.1.
At the same time, our "Heterogeneous Strategy Community" has been launched this month and has been well received by everyone. As shown below:
And there are institutions, big households, and all kinds of bigwigs and gods in the group.
I also take you to read and learn the latest FT&SC magazine from time to time every month. I will translate and dehydrate the essence to everyone, and continue to get inspiration and inspiration. Here you can not only get the source code, but also get the logical ideas of R&D and iteration strategies. .
If you have an idea, please poke customer service↓↓↓↓↓↓↓
This strategy is only used for learning and communication, and investors are personally responsible for the profit and loss of real trading.