Day trading generally manual and programmed two types of income for income greater than manual programming.
Domestic program trading is still in its infancy, it picked up the overseas more public intraday trading strategy gives you some ideas to share.
In doing program trading, the problem must first encounter is how to design your own investment strategy, you want the computer to execute what your trading ideas? In establishing its own investment strategy, you can refer to four kinds recognized classic strategy, I believe you get inspiration from.
Four strategies:
1, Fei Ali tetravalent
Yesterday highs, lows yesterday, yesterday's closing price, the opening price today, and can be called Fei Ali tetravalent. It is used by the Japanese champion Fei Ali futures trading firm offer major breakthroughs frame of reference.
main feature:
Intraday trading strategy, closing open positions;
Fei Ali tetravalent refers to yesterday's highs, lows yesterday, yesterday's close, today opened;
= Yesterday's high upper rail;
= Yesterday's low bottom rail;
usage:
When prices break on the track, buy open positions;
When the price fell below the lower rail, selling open positions.
2, sideways breakthrough
Easier to achieve breakthrough quantized form: fractal, narrow sideways break, various combinations of the K-line, double bottom and the top, wrapped on three buy three sell;
Difficult to achieve breakthrough quantized form: After the trend line, top and bottom arcs, the flag-shaped, diamond, triangular shape analysis and other classical techniques, the trend is consolidation, after consolidation is the trend. Sideways breakthrough trading strategy, fully reflects the volatility of the price fluctuation cycles. We need to do is, reasonably quantified definition of consolidation, such as cycle span, fluctuations in amplitude.
main feature:
Intraday trading strategy, closing open positions;
Sideways past the range of 30 K to break the high and low points around the axis line vertical fluctuations of 0.5%;
= Upper rail 30 past the highest price K lines;
= Lower rail 30 past the lowest K-line;
When prices break on the track, buy open positions;
When the price fell below the lower rail, selling open positions.
3, Donchian channel
Donchian channel (Donchian channel) This strategy can be regarded as the originator of all days policy. Its earliest name far and wide in 1970, the United States has companies was the most popular mechanical trading system simulation tests and comparative studies, their findings showed that Donchian channel (rule the most successful in all test subjects. In 1983, he was elected as the first "best profit" award, and the award was changed to Donchian Award. later, the United States have a well-known "sea turtles law" created a lot of millionaires. was turtles law is confidential, and have a ten years, sea turtles law decryption, it was found that they are using a modified version of the Donchian channel rules.
Donchian channel rule: when the maximum price is higher than the highest maximum value of the first X K, to do more; and when the lowest minimum is less than the lowest of the first X K, short. If you want to go back to the future to optimize the number of K, you will find'll get different results in different markets, or even the best value at different times in the same market is different. But generally the default is 20.
Why default X is 20 it? This is a story there - the magic number. Donchian during development Donchian channel, happened to read the "psychological cybernetics" Dr. Maxwel Maltz plastic surgeon made in 1960 (the book was rediscovered in 1989). Dr. Maltz said in an orthopedic surgical procedure, the patient requires a minimum of 21 to see their new face. And many things I have observed have shown that the minimum 21 required to make something new instead of old things. This fact shocked Donchian, 21 calendar days equals 15 days! When the vast majority of traders believe that the trend may have changed in the time (think they see the new look of the market), the main trend already well prepared to continue to run.
4、R-Breaker
R-Breaker is a classic model with long days of the life cycle. He has 14 years of top Future Trust magazine's annual 10 most profitable strategy.
Type: intraday trend reversal strategy track +
Cycles: 1 minute, 5 minutes
The picture shows the main ideological basis:
According to the previous trading day's closing price, the highest price and lowest price data calculated through a certain way out of six price decreasing order: Breaking the purchase price (Bbreak), observed selling price (Ssetup), reverse sell bid (Senter), reversing the bid price (Benter), observe the purchase price (Bsetup), breakthrough selling price (sbreak). In order to trigger the formation of the current terms of the transaction intraday trading. Here, by adjusting the calculation. You can adjust the distance between the price of six.
Trading Rules:
Reverse:
More than a single holding, the highest price after the offer price, intraday prices fall more than observe the same day, and further below the support line is reversed selling price constituted to take the reverse strategy, that backhand short at that level;
When holding an empty one, lower than the lowest observed the day after the purchase price, intraday price rebound, and further inverted over buying price resistance line configuration, the policy adopted reversed, i.e., the point backhand;
breakthrough:
In the case of short positions, if intraday price break than the purchase price, the tendency to take the policy, namely open positions to do more in this point;
In the case of short positions, if intraday price break below the offer price, the tendency to take the policy, namely Open short position at this point
The reference to foreign policy experience is more suitable for the stock, and in the general merchandise, so here's closing stock index, for example.
5、Dual Thrust
Dual Thrust and R-Breaker, as had long ranked Future Trust magazine the most profitable strategy. The strategy in the form of the opening range breakout and a similar strategy. It differs mainly in two aspects: Dual Thrust on Range (floating zone code) is provided, prior to the introduction of price N four days, a period of time such that the Range relatively stable, can be adapted to follow the trend of the day; Dual Thrust trigger conditions for the long and short, considering the asymmetric amplitude, long and short Range references can choose a different number of cycles may be determined by the parameters K1 and K2.
When K1, long relatively easy to be triggered, when K1> K2, the short is relatively easy to be triggered. Therefore, investors in the use of this strategy, one can refer to historical data the optimal parameters of the test, on the other hand, you can according to their own judgment on the potential, or start from the technical indicators other big cycle, dynamic stages value adjustment K1 and K2.
Source: Financial Programs ape
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