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What does moving average strategy mean?
In fact, there are many types of subdivisions of moving average strategies, but all moving average strategies have one assumption: once a trend is formed, it will continue for a period of time. Under this assumption, it can be considered that when the price crosses the price moving average upwards (cross), and all moving averages are long aligned (in the upward direction), the stock price will rise for a certain period of time in the future, and it is suitable to buy at this time. Conversely, when the price crosses the moving average, the stock price will fall for a period of time, and it should be sold at this time.
The distance between the moving averages can reflect the speed of price changes. We use the exponentially weighted moving average to calculate the fluctuation difference to monitor the extreme and sluggish prices. SF17 uses the long and short moving averages to calculate the fluctuation difference between the long and short moving averages, and then match the corresponding asset management conditions;
TB trading pioneer performance (applicable to cycles of 1 hour and above, handling fee 1.5%%, 1 hop in each direction, 10 years to present)
Signal diagram:
iron ore
coke
thread
thermal coal
Related breed performance:
Thread:
Coke:
iron ore:
PP：
egg:
crude:
apple:
Other platform thread performance (Mandarin 8, MC, Pyramid):
MC (2016-present)
Mandarin 8 (2010-present)
Pyramid (2016-present)
Summarize:
I am not very satisfied with the effect of the strategy in this issue, especially after translating and compiling to other platforms, it is not ideal. This time it is an exploration of new strategy ideas. I hope to introduce some ideas and iterate on the strategy algorithm and logic. If you have better strategic ideas, you can communicate further. There are some excellent strategies in the past in the following wonderful content, you can take a look, thank you very much for your support and understanding of Squirrel Quant.
This strategy is only used for learning and communication, and investors are personally responsible for the profit and loss of real trading.