期貨期權(quán)交流k線形態(tài)策略

作者：MC 來(lái)源：cxh99.com 發(fā)布時(shí)間：2016年03月31日

咨詢內(nèi)容： 看到這個(gè)帖子，分享一下

原文請(qǐng)見(jiàn)：
http://www.zenotrade.com/

我們假設(shè)，相似的k線形態(tài)導(dǎo)致相似的價(jià)格變化，例如下圖所示：

在國(guó)外的一個(gè)博客（davenewberg.com/Trading/）中找到了一個(gè)叫3-4 BAR PATTERN TRADES的策略，就是利用最近的幾根k線來(lái)進(jìn)行交易。

這個(gè)策略的思想非常好，可以很好地捕捉日內(nèi)價(jià)格形態(tài)暗示的交易機(jī)會(huì)。在實(shí)際使用時(shí)，需要把止損止盈以及點(diǎn)差參數(shù)根據(jù)標(biāo)的商品的屬性進(jìn)行設(shè)置。我把它在股指期貨和一些商品上進(jìn)行了測(cè)試，策略經(jīng)過(guò)一些修正和加工后盈利能力非常不錯(cuò)，甚至可以實(shí)盤。

這里就把原版策略分享給大家，拋磚引玉，為大家提供一點(diǎn)思路。
從原版策略給的默認(rèn)參數(shù)大小來(lái)看，應(yīng)該是做外匯的策略，easy language源碼如下：

///////////////////////////////// TRADE VARIABLES //////////////////////////////////
Var: TradeType (0), MultiX (true);{Multiple exits can be turned on here or below in "MultiExits"}
Var: Series3Low(0), Series4Low(0), Series5Low(0); //declare variablesTradeType=1;

//////// SET TradeType 1-9 including 7.2 Here /////////////////
Series3Low = Lowest (Low, 3);
Series4Low = Lowest (Low, 4);
Series5Low = Lowest (Low, 4); //define variables

////////////////////////////// TRADE ENTRIES //////////////////////////////
If TradeType=1 and H[3]>H[2] and C[2]<C[1] and L[1]>L[2] and H[1]>H[2] and H[0]>H[3] thenBuy ("T1Long") Next Bar at H[3]+ .0001 stop; // 如果換成國(guó)內(nèi)期貨，0.0001可以改成1個(gè)最小變動(dòng)價(jià)位

If TradeType=1 and MarketPosition = 1 then begin; SetStopContract; SetPercentTrailing (.002, -.002); end;//(floor amount, stop)

If TradeType=2and H[3]>H[2] and C[2]<C[1] and L[2]<L[3] and O[1]<C[2] and C[1]>C[2] and L[1]<L[2]Then Buy Next Bar at H[2]+ .0001 stop;

If TradeType=3and H[3]>H[2] and C[2]<C[3] and O[1]>C[2] and H[1]>H[3] and H[0]>H[1]Then Buy Next Bar at H[1]+ .0001 stop;

If TradeType=4 //long and H[3]>H[2] and H[2]>H[1] and L[3]<L[2] and L[2]<L[1]Then Buy Next Bar at H[3]+.0001 stop;

If TradeType=5 //short and H[3]>H[2] and H[2]>H[1] and L[3]<L[2] and L[2]<L[1]Then sell short next bar at L[3]-.0001 stop;

If TradeType=6 and H[3]>h[2] and C[2]<C[3] and O[1]>C[2] and H[1]>H[3]Then Buy Next Bar at H[1]+ .0001 stop;

If TradeType=7 and L[4]<L[5] and L[3]<L[4] and H[5]>H[4] and H[4]>H[3]and H[2]<H[3] and H[1]<h[3] and L[2]>L[3] and L[1]>L[3] //and a series of 2 small inside barsThen Sell Short Next Bar at H[1]- .001 stop;

If TradeType=7.2 and L[5]<L[6] and L[4]<L[5] and H[6]>H[5] and H[5]>H[4]and H[3]<H[4] and H[2]<H[4] and H[1]<h[4] and L[3]>L[4] and L[2]>L[4] and L[1]>L[4] //and a series of 3 small inside barsThen Sell Short Next Bar at H[1]- .001 stop;

If TradeType=8 and H[4]<H[3] and C[3]>C[2] and C[2]<C[3] and O[1]<C[2] and C[1]>C[2]Then Buy Next Bar at H[3]+ .001 stop;

If TradeType=9 and H[3]<H[4] and C[3]>C[4] and H[2]>H[3] and C[2]<C[3] and L[1]<L[3] and C[1]>C[3]Then Buy next bar at H[2]+.0001 stop;
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