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Big guy, I'm Le Chiffre.
What I bring to you today is a bottom-hunting strategy that is completely different from the previous trend strategy, which is also one of the key research directions for this year.
principle:
The principle of this strategy is that the difference between the positive K-lines of the past N cycles accounts for the overall difference of the K-lines of the past N cycles. In fact, there are some efficiency coefficients similar to ER, and some similar to SF21. It is not intuitive to say it, it is more intuitive to look at the picture and speak.
As shown below:
The yellow line below is a measurement line, doesn't it look very simple? There is a feeling of being cheated [doge]. Whether it works or not actually depends on the test, because recently I have been studying the bottom-hunting and top-selling or in other words-reversal strategy. Of course, it does not mean that a certain strategy can cover all different market structures, the periodic tops and bottoms brought about by different market fundamentals, and even different policy drivers, although the latter will all be reflected in the former market structure. . However, different industry chains, upstream and downstream transmission of the same industry chain, etc. are not the same, you can't expect a logic that can cover the fluctuation characteristics of all varieties to find the bottom, let alone all the tops and bottoms. done. There are only two things that can be achieved in this matter: 1. Transcendence. 2. You have the final say in controlling this species.
Well, in the end, I actually want to express that the combination is king.
As the first reversal strategy work, I first took stock index futures to operate, why? Because I have always had an obsession, stock index futures will resume normalization in the next step, and I will not talk about too many news events. Moreover, the significance of bottom-hunting and topping the stock index is far greater than that of commodity futures. Most of the people I know who do futures basically do not do stocks, so they can form a kind of hedging protection for their spot longs. It can also play the role of exponential enhancement.
This strategy uses a different way of appearing in the past, and adopts two ways of appearing. As shown below:
The first is the yellow stop-loss protection line, and the second is that there is a commentary in the data frame in the upper left corner, the maximum profit... These two are used as stop-loss protection and the other as profit protection. During the reversal process In the market, there will be large and small market prices of different levels. Some may be successful in the short term, but it does not mean that the market reverses. It is very common that there is a high probability of a rebound and then it ends.
Let me also share with you the chandelier take profit as a template for profit protection, as shown in the following figure:
Chandelier (1)
Chandelier (2)
Let's take a look at what the specific portfolio performance looks like. Since the stock index futures are still in a "castrated" state, the handling fee is normally tested at 0.23, and because the position can be locked, there is no need to make a 1,008. However, slippage cannot be avoided, so I personally tested the basic tests with 3, 4, and 5 jumps, and even tested 10 jumps, and they can maintain profits, but with the slippage The bigger it gets, the more ugly the curve gets.
3 jumps
5 jumps
10 jumps
The picture is not clear, let me tell you, the highest position on the left axis of the 10-jump performance chart is 208, and the 5-jump performance chart is 230. Combined, the entire curve is also very smooth. Let's take a look at some signal diagrams, as shown in the following figure:
This is the signal chart of reversal and shorting in March. It was shorted in the second hour after the opening of the Spring Festival, from February 18 to March 3. Before I released this strategy, I also showed it to some insiders around me. But actually...
From February 23 to March 11, I started bottom-hunting for the first time, and I was wrong 5 times. Fortunately, there were basically empty orders in the first three times, and the stop loss limit in the last two times was not large. Bar [doge].
Why do you come up with this kind of signal map of stepping on yourself? Facts have proved that each strategy has its own destiny, and there are those who succeed in the top and those who fail in the bottom. Just make a profit. Too many people have asked me before if there is a strategy or indicator that can 90% of the time be able to find the bottom. Em….mmmm, maybe there is, just like I always believed in aliens, one day humans will find elements from alien planets that the earth does not have, and form something that can change the progress of human technology. Faith is still necessary.
Next, I will show you some exciting signals, as shown in the following figure:
The above screenshots are some of the more successful and classic reversal N strokes in the past two years. For more details, please check your friends in the group in your work area. The following tentative plan is to research and develop more and more refined reversal or shock strategies. Personally, it is expected that it will be very difficult. Try not to let this plan abort. Well, this issue is here, let's chat in the group.
This strategy is only used for learning and communication, and investors are personally responsible for the profit and loss of real trading.