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How to Trade the GBP after Brexit

7 月 12, 2016 によって リオル Alkalay 2 コメント

The selloff in GBP pairs after Brexit presents a challenge for a trader. At first glance, the strategy for the key GBP pairs, mainly that of the GBP/USD and GBP/JPY, should be simple. The GBP is in vertical short, falling almost in a horizontal line; therefore, the trader should apply a vertical short strategy. But when it comes to the GBP, and for that matter, any pair trading at multi-decade lows, the game plan should be slightly different. So without further ado, here are some tips to trade the GBP after Brexit and any pair that is under its historical lows.

英国ポンド: Two Risks

In the aftermath of the GBP Brexit meltdown, GBP pairs, such as the GBP/USD, have two major risks that we have to navigate around – direction and momentum.

Direction – Since we are talking about multi-year lows, we cannot know when the bottom will emerge, because the pair is in uncharted territory.

Momentum – Again, we have no way of knowing when the momentum will change from vertical bearish movement to a trend to a possible range bound.

So how do we handle those unknowns? We use strategies that minimize the risk from the elements.

Buy on Hammer Reversal

As we can see in the chart below, and as is common when a vertical short occurs, after the vertical short comes a brief bounce. What indicates that that bounce is coming is a hammer reversal candle. A hammer reversal candle is a candle where the middle is long and the opening price and closing price are very close. Once we get a hammer reversal candle we can expect a small bounce.

To increase our confidence in an upcoming bounce we can and should combine a MACD indicator. If the MACD indicator suggests weakening momentum, we get a confirmation. Once we get our confirmation it is a signal to buy; our limit should be set below the opening price of the first full bearish candle of the latest vertical short.

英国ポンド

Why should we use this strategy? When we have no indication as to when the pair will bottom out, it’s hard to take a short without risking a sudden bounce back. Normally, it’s less advisable to trade but, under the current conditions, this pattern gives us a chance to reduce the risk of the unknown and minimize the time we are exposed to a choppy market.

Sell on a Major Pull Back

At some stage, every short, no matter how strong, gets a major pull back. That will be our first real opportunity for a short entry. Once we get a major reversal, and by major I mean at least 38.2% of a Fibonacci retracement, then we will get our opportunity to short. That’s because no bearish trend ends without at least two attempts at the same low. That means that, at such a stage, we are no longer in an unknown and our target is the pair’s lowest point.

It’s important to note that when a pair experiences a major retracement it usually signals the end of a vertical short movement and thus is a signal for us to stop using our hammer reversal strategy.

Our limit is now known, aka the low of the pair. And our signal to short can be varied, as in trading a short under any other circumstance. Oscillators such as the MACD, 平均真の範囲 and the Stochastic Oscillator can help us time the resumption of the bearish momentum and ride the bearish wave.

But what’s important to understand here is that after a major retracement, it’s much safer to start trading on a longer term and ride a bearish wave.

結論として

Although those insights have been implemented on the latest meltdown in GBP pairs, the tactics we learned here are not only useful for the GBP but can prepare you for the next FX pair meltdown, whether it’s the Euro pairs or the Brazilian Real pairs. What those tactics teach you is how to trade a rather risky situation with plenty of uncertainty. 確認して, it is still risky to trade a currency in a meltdown, but at least, with the tactics above, you can avoid the major pitfalls.

以下の下でファイルさ: 現在の市場で起きていること? タグが付いて: Brexit, candlestick charting, フィボナッチ, GBPUSD, hammer, oscillator, retracement

Pairs Trading – Entry Point Confirmation Using Technical Indicators

5 月 23, 2013 によって ルパートにより Leave a Comment

Trading pairs without adequate confirmation is like building a house without a structural engineer. In the short term the design may be stable and safe, however over a longer period of time, the sensitivity to weather conditions and other factors could be hazardous.

Systems that are based on one factor alone will invariably have a shelf life and will need to be retrained to accommodate shifts in market conditions. As discussed in our previous article on 共和分, the degree to which a trader does not adhere to these strict guidelines, can greatly affect his/her profitability.

Technical indicators for entry signals on a pairs trade

Some of the key technical indicators and patterns that can work well for confirming エントリ信号 include the Relative Strength Index (RSI), Market Facilitation Index (MFI) and Candlestick charting. Each has a unique attribute, and can assist in defining key entry and exit points.

相対力指数 (RSI)

Although this is a relatively common indicator that does not stand the test of time by itself, the RSI can be an effective tool in pairs trading. Defined as the change in momentum, this technical indicator will range from 100 (extremely overbought) 宛先 0 (extremely oversold). Traditionally the trigger points are 70 for a short and 30 長い間. With respect to pairs trading, this strength index allows the trader to confirm overbought and oversold scenarios.

RSI technical indicator

RSI shows how a technical indicator can be used to spot entry opportunities

  • 例:

The sppread between Gold and Silver is considerable, with the cointegration still above the required 80 マーク (according to catalyst corner). The relative strength index has confirmed that silver is trading in the oversold bracket (で 75), providing the trader with a valid entry for a short position.

Market Facilitation Index (MFI)

Invented by technical analyst Bill Williams, the MFI identifies the momentum of a movement based on the volume. Depending on the strength of the buying and selling pressure, the indicator will price in an estimate of whether the trend is strong or weak.

Commonly used with longer time frames, the Market Facilitation Index is calculated by using the high, low and volume bars. Unlike RSI, the indicator is represented by a bar graph with coloration. Green highlights strong volume and momentum, whilst blue, brown and light brown indicate indecisive volume reactions. In pairs trading, the MFI can identify long term momentum patterns and which cross to buy or short.

Included below is a table from Wikipedia, which visually highlights the degree to which an adjust in volume can influence the market facilitation index.

The money flow index shows stuff

The money flow index uses basic bar information to create a colored graph

ソース: Wikipedia,2013

  • 例:

Gold has crossed below silver on a 線形回帰 基礎. The Market Facilitation Index however has indicated that volume and momentum are rising, and there will be a rebound in the price. The trader would look at going long gold and short silver.

Candlesticks

Candlesticks are an extremely efficient way of determining the trend of a price. Different patterns defined by the open high low and close price can supply the trader with efficient entry and exit points. From a pairs trading point of view, it is important to only open a position based on a strong buy or sell pattern. Bullish signals include a piercing pattern, inverted hammer, morning star and abandoned baby. For more information on each of these patterns it is recommended to visit www.stockcharts.com

  • 例:

During the month of April, the spread between Gold and Silver is relatively tight. A morning star formation appears on the Gold price, indicating a potential bullish reversal. The trader in this case, would open a Long Gold, Short Silver to capitalize on a sudden breakout in the price.

以下の下でファイルさ: 戦略の取引のアイデア タグが付いて: candlestick charting, 共和分, market facilitation index, pairs trading, RSI

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