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Hi, my name is LE CHIFFRE,
The strategy shared today is the pivot point trend strategy. Before introducing, please take a look at the following pictures:
The above pictures are the visualization of the pivot point trend. This method is also a method that I often use to develop strategies. First, look at the entry and exit points or lines created by these algorithms to observe. Then quantify and write it in code based on past experience, and then adjust it according to different varieties.
I will not explain too much about the so-called pivot point here. If you don't understand, you can contact "Little Squirrel" or Mr. Mu in the VIP group. If you need to explain, we will set up a quantitative research topic, on functions and how to apply them. Two aspects are analyzed in detail.
Of course, what is a pivot point and what is the pivot point method? I still have to give you an explanation here. The old rule is to look at the picture first, as shown in the following figure:
The above picture is the visualization of the pivot point. Maybe at first glance, this is a high and low point drawing? In fact, to be honest, I really don’t know how to explain this to everyone, because those who understand the pivot point function do not need to explain. If you don’t understand, you basically need to understand it yourself. Even if I explain this function little by little later, you may still see the code and think wrong. But it doesn't matter, as time goes on, I believe everyone will understand.
In order to dispel everyone's so-called "future", "flickering" and "stealing price" ideas, please see the picture below:
Among them, the red big dot is the pivot high point, the blue big dot is the pivot low point, and the entry and exit are identified and judged by the previous big dot in history. So it is impossible for the so-called "future", "flicker", "stealing price" and so on. The specific visualization is shown in the following figure:
The principle used is basically finished, let's take a look at the visualization of this strategy, as shown in the figure:
The picture above is the 15-minute K-line chart of iron ore from July to November. Some people look at it and say, wow, isn't this the dream of bottom-hunting? Then you are looking at the picture below:
Slap in the face? How can the traditional regular CTA strategy be imagined by everyone, and it is the bottom-hunting, the trend return, and the trend, which is nothing more than a scientific combination of multi-strategy and multi-variety and fluctuation adaptability within a certain period of time.
Rebar
methanol
Eb
Variety Combination Workspace
2021-present
The slippage fee is set as follows
Mandarin 8 performance:
Source package:
Conclusion:
The pivot point trend strategy is universal, because it is difficult to copy the same parameters to other varieties because of the individuality of the variety, the trading time, the trading price unit, and the fluctuation law. If you want to trade other varieties, you need to set the parameters yourself.
Secondly, due to the variability of the market volatility structure, the parameters are not recommended to be solidified, because the author's own investment view is that only changes in this world remain unchanged, and the Holy Grail only exists in metaphysics and temporary, not science and eternity.
This strategy is only used for learning and communication, and investors are personally responsible for the profit and loss of real trading.