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标题: [MC源码] 【策略作业】1、Volatility Breakout Channel Trading System [打印本页]

作者: 龙听    时间: 2020-10-31 10:48     标题: 【策略作业】1、Volatility Breakout Channel Trading System

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策略原理:


1、Time Frame: 15 or higher.


2、Indicators:


ATR(30) (Average True Range) whit EMA 5


ATR(14) (Average True Range) with Ema 4


30 SMA High;


30 SMA Low.


3、进出


Long Entry:


When the price close out above upper band and ATR (Average True Range)(30)>EMA (5).


Short Entry:


When the price close out below lower band and ATR(30)>EMA (5).


Exit Position


Stop loss is placed on the lower band if position (Buy), on the upper band if position (Sell).


ATR (14)<Ema4 (To see example)


Exit position also with aggressiveTarget Profit is recommended. (to see example)



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作者: 龙听    时间: 2020-10-31 10:58

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作者: 陈斌    时间: 2022-8-28 18:41

thx




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