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Trading the Symmetrical Triangle

10 月 3, 2016 によって リオル Alkalay 2 コメント

I always like to say, that in any trading strategy, you should only be exposed to the market when absolutely necessary. それです, whether it’s a strategy running on daily intervals or on monthly intervals, a trader should not stay in the market longer than needed because it leaves room for the unexpected. This is especially true when it comes to momentum strategies and it can be the difference between gain and pain. The Symmetrical Triangle strategy is one that is simple and effective enough to let you gain from momentum, without staying a second longer than necessary. The strategy relies on a pattern that, no surprise, is called the Symmetrical Triangle.

Symmetrical Triangle Pattern

So what is the symmetrical triangle pattern? 簡単に言えば, it is a pattern that enables you to buy into a correction and sell before the pair peaks again.

In order to identify a symmetrical triangle pattern, we have to watch for four unique yet symbiotic conditions.

  • The pair has to be in a long term bullish trend.
  • The pair has to be in the midst of a temporary correction.
  • The correction has to be in the shape of a triangle with lower highs.
  • The momentum of the correction has to converge with the oscillator, as seen in the MACD chart below.

Symmetrical Triangle

The buy signal comes at a very specific time. That is after the pair breaks the correction pattern and oscillator (in this case, the MACD) moves back above zero and ascends into buy territory.

The symmetry of the triangle is what helps us determine our limit. The symmetry does not have to come in the shape of a symmetrical triangle on the upward move. 実際, only one element should be symmetrical—the highs. The highs from where the pair breaks the correction pattern (see point A) should be identical to the highs of the triangle.

Using the grid to measure the height, if the height of our triangle is three and a half squares we should stretch point A three and a half squares to point B.

The Idea Behind the Strategy

So what is the idea behind the Symmetrical Triangle?

To get the answer, we need to start with the end result.

The chart shows that the pair has continued above point B (which was our target), yet the symmetry rule made us exit the trade early. なぜ? The idea is that when you have a triangle break that fulfilled the aforementioned conditions it tends to generate a move higher, at least the same height as the triangle from the point of the break. 場合, たとえば, the bullish trend would have been over, the pair would have topped out a little above point B. But if we were targeting G, a higher point, and stayed too long, we could have ended up with pain rather than gain. But the symmetry method allows us to take a profit even if the pair was about to top out and reverse.

When we add the entry methodology that allowed us to enter the trade early with minimal risk the picture become clear. The symmetrical triangle is an “in and out quick” strategy that minimizes risk in both directions. The entry is right at the bottom of the correction and the exit point is distant enough to make it a worthwhile trade and quick enough to avoid a potential trend reversal.

Before You Start

もちろんです, as with any strategy, including the Symmetrical Triangle, there is no singular perfect strategy that can always guarantee profit. The major downside to the Symmetrical Triangle strategy is that the pattern does not occur every time. たとえば, in the waves that followed we can see there were no lower tops when the pair corrected, just a steep descent towards the support line. That means that the Symmetrical Triangle is a low frequency strategy—it provides an entry signal only every once in a while.

当然のことながら, that means you cannot rely on this strategy alone for profits because it may take time between each opportunity. しかし, when balanced with other strategies, the Symmetrical Triangle can certainly spice up your results and allow you to improve your trading performance each time it produces a burst of momentum.

以下の下でファイルさ: 未分類 タグが付いて: MACD, oscillator, パターン

Use Gann Fan with Oscillators

7 月 25, 2016 によって リオル Alkalay Leave a Comment

Buying into a bullish trend on the dips is a popular long term strategy. You focus on the USD/JPY or any other pair that is on a long term bullish trend, wait for it to dip and jump in. You buy when the pair is low and just wait for the trend to continue.

Yet as simple as that may sound, too many traders come out bruised from buying on the dip. The dip turns deeper and deeper until it hits your stop loss and you get thrown out. And then, usually, Murphy’s Law kicks in, and shortly after the pair slices through your stop loss, lo and behold, it starts rising. The bullish trend is back, only you’re not riding it.

What you need is a way to figure out how deep the dip is so you can plan your entry and ride on the bullish trend without getting thrown out. One tactic I find to be effective is combining a Gann Fan with an Oscillator. This allows you to predict, with a greater degree of accuracy, the right time to jump in and buy on the dip.

Every Gann Fan Needs an Oscillator

The way a Gann Fan works is simple. You stretch the main Gann line as a trend line support across the trend (see illustration below) and the Gann Fan function gives you alternative trend lines above and below. The problem is that it’s hard to tell which alternative trend line will be the one to actually hold and allow the trend to continue, leaving you no better off than you were without the Gann Fan.

それにもかかわらず, if we combine the Gann Fan with an oscillator, 、 Gann Fan becomes much more accurate. Possible oscillators to use are the MACD, ストキャスティクス または, in our case, the Moving Average Oscillator. I find the RSI to be less effective in this case, but all those we previously mentioned and some others can work well, as long as you know how to use them.

Looking at the sample below, we can see the Gann Fan suggests three possible points for the trend to resume; A, B and C. Both A and B break and fail to hold but C holds. What makes Point C so special? Only in Point C does our Oscillator move from negative to positive, suggesting a change in momentum, and signaling that this is the true support line.

Gann Fan

Avoid the Pitfalls

もちろんです, just as in every strategy, there are pitfalls that you should do your best to avoid. Here are a few tricks to avoid the most common.

Check your Gann: The first thing you’ve got to check (and recheck) is that you’ve drawn the Gann Fan main line on top of the major trend line. You must be sure to start your Gann stretch from where the trend has begun, which will help you recognize the main trend line, as illustrated in the sample below.

Gann Fan

Don’t Use Gann for Short Term: While it’s possible to stretch a Gann Fan on short intervals of 1h or less, oscillators are much less effective at those levels. And because oscillators allow the Gann Fan to become more accurate, the lack of an oscillator makes the Gann Fan much less effective and warrants the use of a different set of strategies and tools altogether.

Beware of the Bears: One of the biggest risks of using a Gann Fan, even with oscillators, is that if the trend has changed from bullish to bearish the Gann levels won’t hold. If you failed to recognize the change in trend, a good warning sign is if the pair fails to break the fan above for 2 宛先 3 回. This is a sign that resistance for the pair is heavy. It could be wise to at least double check that the trend is still bullish and if you are not sure it is then it might be wise to eject and get out of the trade before it’s too late.

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: ギャン, MACD, oscillator, ストキャスティックス

Using Parabolic SAR vs MACD

7 月 5, 2016 によって リオル Alkalay 1 コメント

Parabolic SAR and MACD are both very effective in spotting pivots and yet there is a difference. いくつかのケースで, you will find the Parabolic SAR is more effective while in others you might find the MACD more useful. That is why, in order to make the best of both, you must know the advantages and weaknesses of each.

Parabolic SAR has Higher Sensitivity

The first thing you will notice when comparing a パラボリック SAR to an MACD indicator is that the Parabolic SAR signals many more pivots. That is because the Parabolic SAR has, by default, more sensitivity to minor changes. もちろんです, you can reduce the level of sensitivity, but even so, it delivers more signals than the MACD. The benefit of such sensitivity is that, at times, the Parabolic SAR predicts a pivot before the MACD. But that sensitivity has a downside. In small fluctuations the Parabolic SAR can occasionally produce fake pivots. As you can see from point A to point B, the pair has been trending sideways and still the Parabolic SAR delivered plenty of signals, most are falls. しかし, the MACD during the same time frame was much more effective.

パラボリック SAR

MACD is better at Momentum

One advantage the MACD has over Parabolic SAR is the measurement of momentum. As can be seen in the chart above, the MACD indicator, through the lows and the highs of its histogram, illustrates how strong the momentum is to either direction. If the histogram falls sharply lower, the momentum is strongly bearish, if it rises sharply higher, the momentum is highly bullish, if the histogram is fluctuating close to 0, the momentum is weak.

While the Parabolic SAR does a good job in identifying the direction of momentum quicker, it is much less effective in identifying the strength of a pair’s momentum. And that is why, when it comes to momentum, MACD is more effective than Parabolic SAR.

Limit/Stop Loss

Another way in which MACD and Parabolic SAR differentiate is in the way they influence stop loss and limit strategy.

パラボリック SAR, being an upper indicator, is overlaid on the price rather than being presented below. The dots of the Parabolic SAR are natural stop loss and limit levels for the short term. さらに, when used in conjunction with Fibonacci levels, can also be effective in placing long term stop loss and limit orders.

MACD, しかし, being a lower indicator, すなわち. presented below the chart rather than overlaid, has a more complex relationship with stop loss and limits. The MACD can be effective as an indicator for a stop loss when momentum shifts to the other direction, thus pointing to a pivot. But for the MACD to be effective as a stop loss indicator it needs a Gann Fan or an area where the MACD momentum converged more than once, indicating a strong support, or resistance if the trend is bearish.

結論として

Both the Parabolic SAR and the MACD are strong tools for working with pivots, but are different in their effectiveness. One is better in identifying pivots quickly and in placing limits and stop loss, the other is better at analyzing momentum strength and timing entry. Knowing the advantages of each can allow you to optimize the use of both and, more importantly, optimize your performance.

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: 制限, MACD, パラボリック SAR, 損失を停止します。, 利益を取る

Oscillators you need to use

5 月 31, 2016 によって リオル Alkalay 8 コメント

Oscillators, one of the most interesting groupings of technical indicators, are designed to signal overbought and oversold levels. Oscillators are a family of indices that go beyond the mathematics. They focus on one important thing and that is momentum, or more specifically changing momentum. Before we delve into which Oscillators are best to use and how, let me save you some unnecessary pain. Let me tell you first what oscillators aren’t.

How Not to use Oscillators

Some traders believe that Oscillators are some sort of magic indexes. Rest assured when I tell you they are not. Oscillators’ main use is not to tell you whether to buy or sell. むしろ, they alert you to when it might be a good time to execute a buy or sell strategy. That is a very big difference. Those who attempt to use Oscillators as an ultimate buy or sell signal should be ready to learn a tough lesson. Those that will use it to fine tune their timing, しかし, will find Oscillators a very powerful tool.

Now that we’ve established what oscillators are good for let’s focus on which oscillators are worth your time and how to use them.

MACD Indicator

Perhaps the most widely used Oscillator in Forex, 、 MACD needs no special introduction. What it does need is a proper explanation of how to use it and when.

The idea of MACD is to signal your entry point when you’ve already figured out where the trend is going. It’s not going to alert you to a trend. What that means is that you first have to perform your technical analysis. Once you reach a conclusion, その後、 you can use the MACD.

On MT4, the MACD comes with default parameters (12, 26, 9). 12 represents the fast Exponential moving average, 26 the slow exponential moving average and 9 the Simple MACD average. 通常, when you trade on a daily basis, those parameters are fine.

Now in the chart below we see two points, A と B. In point A, the histogram moved above the average and that is supposed to be a buy signal. しかし, technical common sense says that a pronged bearish trend cannot end abruptly without some form of double bottom. それゆえ, one should ignore that signal.

But in point B, それは別の話. After a double top that hits a resistance level and hits the trend average, there’s a case for a short. But we need to know when. Notice how after the second top the histogram in the MACD falls again below the average? That’s our mark and that is how you use MACD to time your trade. もう 1 回お願いします, the lesson here is that Oscillators are for timing, not for point to the pair’s direction.

oscillators

ストキャスティクス

This is one of the most interesting indicators in the Oscillators family. What I like about this indicator is that it essentially gives you a 2-dimensional picture of overbought, oversold and momentum. Unlike the MACD, that’s not always accurate on overbought/oversold level.

The idea of the 確率発振器 is twofold. 最初, it’s normalized from 0 宛先 100, anything below 20 is oversold and anything above 80 is overbought.

2 番目, using the convergence between the %K line and the %D line tells you something. Not only can you tell when there is an overbought/oversold level but also when the trend turns bullish or bearish. Thus it affords a 2-dimensional use of momentum. 混乱しています。? Here’s a classic example of how I would use a stochastic oscillator.

In the first part, we can see that in point C, after the pair has bottomed, the stochastic oscillator was below 20. That signaled an oversold level. We can conclude that there the pair is bottomed out, through a double bottom pattern. We can use the oversold level as enforcement but wait before dipping our toes into a buy position. Only in point D, as the blue line crosses the red line, we get our signal for entry.

しかし, one other thing is important to note and that is point E. In point E we get the blue line crossing the red line as it does with C. しかし, since the cross occurs very close to the overbought signal that should deter us from establishing it as an entry. Which means if the crossing in point D was close to the stochastic 80 レベル, we should have avoided entry.

oscillators

平均真の範囲

Last but not least, one of my favorite indicators, the Average True Range or ATR for short. Unlike the other two Oscillators the ATR is useful in anticipating potential rises or falls in volatility. Also unlike the other two, there is no oversold or overbought levels. If the ATR is high it suggests volatility is high. 逆に, if the ATR is low it suggests volatility is low.

How can we use this to predict volatility? We know, もちろんです, that volatility is cyclical. Thus we can assume that when the ATR is at record lows for a prolonged period (point F) it’s a signal that a spike in volatility is coming. と, 確かに, we can see volatility did come and we got the big spike.

If we decide to use the support as an entry signal we can ATR to gauge whether there’s a chance our buy trade will have a strong momentum. If the ATR was at a record high when we decide to buy that would have been a cautionary note. Not to entry but because it signals that volatility might fall and that means momentum might have been weak. The same principle, もちろんです, works for a sell signal.

oscillators

以下の下でファイルさ: あなたの概念を歴史的にテストします。 タグが付いて: 平均該当範囲, MACD, oscillator, 確率

ページのトップへ 3 Indicators To Use For Short Term Trading

3 月 14, 2016 によって ニコライ ・ Kuzentsov 4 コメント

Short term trading can be an incredibly lucrative process. しかし, without proper analysis, it can also be a process that leads to big losses. The good news is that there are several tools that make analysis a simple process. 今日, we’ll talk about the top 3 indicators for short term trading. だから, それに権利を取得してみましょう…

Short Term Trading Indicator #1: MACD

The MACD is also known as moving average convergence divergence. This is an incredibly popular indicator that is used not only to show whether or not a trend is in process as well as the momentum of the trend associated with any security. This indicator is made of of to EMA’s or exponential moving averages that cover two different time frames, generally these are 12 and 26-period time frames. The MACD, which is the actual indicator is the difference between the two moving averages. The higher the number, the stronger the directional momentum of any given trade. The lower the MACD, the less momentum the trend has. Click to learn more about using the MACD for Short Term Trading Strategies.


The MACD uses a histogram to spot buying and selling opportunities.

The MACD uses a histogram to spot buying and selling opportunities.

Short Term Trading Indicator #2: On-Balance Volume

On-balance volume, also known as OBV is a technical indicator that tracks the positive and negative flow of volume on any security and what that volume flow has to do with the price movement in that security. OBV is a number that shows the average volume on a stock by adding or subtracting each trading session’s value depending on the price movement within that session. 本質的に, trading volume is what causes price movement. High volume generally indicates that gains are ahead while low volume generally indicates that declines are coming. したがって, short term traders watch the OBV on securities to see if the number is going up or down. This gives them an idea of what to expect in the price of the security over a short period of time. Click to learn more about using the On Balance Volume Indicator.

Short Term Trading Indicator #3: Average Directional Index

本質的に, short term traders make money by taking advantage of strong trends in the value of a stock. だから, the Average Direction Index or ADX comes in handy. The ADX is an indicator that focuses on trend momentum instead of directional changes. When the ADX on a financial asset is below 20, it means that the current trend is weak, if the asset is even trending at all. しかし, if the ADX is above 40, it means that the current trend has strong directional strength. だから, short term traders tend to look for assets with a high ADX as a high ADX means that momentum will likely keep the trend headed in the same direction, making taking advantage of the trend relatively simple. Click to learn more about using the ADX indicator when trading.

Final Thoughts

Like a contractor, any successful short term trader has a tool box that’s filled with tools that make his or her job easier. 最終的に, without properly analyzing trends, short term trading is nothing more than gambling. しかし, by taking advantage of indicators that are known to lead to productivity in trading, the ball is put in your court, giving you the ability to somewhat peek into the future. 今のところ, no one has a crystal ball that allows them to see exactly what’s going to happen in the market moving forward. しかし, using strong indicators like the tools listed above, can give you such a high level of accuracy that you may feel as though you have a crystal ball. だから, what are you waiting for? Add these tools to your repertoire, and start short term trading with improved accuracy.

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: ADX, MACD, volume

高速エントリ信号をしたいです。? しようと macd がヒストグラム バー

4 月 19, 2015 によって リチャード ・ Krivo Leave a Comment

Traders who use the MACD indicator often are critical of the fact that it will signal an entry after the initial move has begun and, therefore, pips are left on the table. よう, many traders wanting to enter a trade sooner dismiss it as a “lagging” インジケーター.

In the case of the MACD indicator, the most widely used entry signal is when the MACD line crosses over the Signal Line in the direction of the Daily trend. Since these two lines are simply two moving averages, by their very nature the crossover will not occur until the move itself is under way. と, since that crossover は the entry signal, this will put the trader in the trade after the initial move has begun. Some traders prefer this method of entry as it offers more confirmation that the move is more likely to continue in that direction.

For more aggressive traders…

…who are not interested in the additional confirmation and are simply looking for an early entry, they may prefer a less widely used entry signal based on the histogram bars.

MACD

As seen on the historical 1 hour chart of the EURUSD below, as soon as price action begins to move to the downside, the green histogram bars will begin to shorten. As soon as a bar does not close above the previous bar, that means that the upside movement by price has subsided for that moment in time. An aggressive trader can use that as a signal to short the pair at that point.

MACD chart

For greater confirmation of the histogram entry…

Traders who are a little less aggressive may prefer to wait until a few histogram bars – たぶん 3 宛先 5 – in a row close continually lower in a downtrend or continually higher in an uptrend. This will provide greater confirmation than just one histogram bar but generally will be a quicker entry than waiting for the MACD line to crossover the Signal Line. As can be seen on the chart below, although the bearish move has begun, the crossover entry signal has not yet taken place.

Note how a trader entering based on the histogram bars would have entered the trade ahead of a trader who entered based on a MACD/Signal Line crossover.

Each of the above entries based on the MACD is a valid entry. As usual, it is up to each individual trader to decide which one is right for them.

Keep in mind however that entering a trade sooner means entering with less confirmation. That is not always a good thing.

すべて最高と良い取引…

 

よろしく,

リチャード ・

 

RKrivoFX@gmail.com

@RKrivoFX

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: ユーロドル, histogram, MACD

遅行指標の話は何です。?

1 月 14, 2015 によって リチャード ・ Krivo 7 コメント

Lagging Indicator

かなり聞かれる質問が関係しています。 “遅行指標”. Many traders will deride them and are hesitant to use them since they lag the market to a greater or lesser degree. Their argument is that many pips can be left behind since the initial part of the move has occurred before the entry signal is generated.

While that is an accurate statement, let’s take a look at what comprises the signal that an indicator generates. Regardless of which indicator a trader uses, RSI, MACD, ストキャスティックス, CCI, など。, each indicator is based on an average of the price action that has already taken place. With that being the case, it is impossible for an indicator to provide split second, turn on a dime signals based on an immediate move that a currency pair has made.

と, 信じられない, I believe that is a very good thing.

While no one likes to leave “pips on the table” so to speak, think of it this way…

What you are forgoing by missing the initial move, you make up for by entering a trade that has a greater amount of confirmation behind it. If we are looking to enter a trade at the very first sign that a move may be taking place, we are going to find ourselves entering trades based on very short term signals – すなわち, little or no confirmation. その結果, we will be basing our trades on what ultimately can turn out to be a “false entry” 信号.

People will rarely (if ever) buy a house based solely on what it looks like from the curb…or buy a car only because the driver’s seat feels comfortable…or propose marriage to someone during a first date. We want and deserve some confirmation that there is more to the house than only curb appeal…more to the car than just a comfy seat…and more to our partner than what we learned over a few hours.

So too, we should not jump headlong into a trade based on virtually zero confirmation.

Let’s take a look at a historical Daily chart of the EURCHF currency pair below…

Lagging Chart

If we enter this trade at the point where the MACD line (赤) crosses the Signal line (ブルー), we forgo the profit between point A and point B on the chart – 約 280 ピップ. This is due to the “lag” of the MACD indicator as it is calculating the price action that has taken place over the last several days. Had we entered the trade short as soon as price began to move down from the high, we would have entered on a bearish move but with virtually no confirmation – we would have bought the house without stepping inside.

しかし, if we wait for the signal to enter this trade until the move is confirmed by MACD, we set ourselves up for a higher probability trade based on our lagging indicator.

Could this trade turned out to be a loser even with the confirming signal? 確認して…no doubt about it. But the point is that by waiting we are putting 確率 more on our side – we have more of an “エッジ” 貿易の.

In the case of this particular trade, we ultimately book the profit between point B and point C which is just shy of 1000 ピップ.

As can be seen from this example, it is possible to have a highly successful trade even though a trader is not capturing the initial pips in a move.

All things considered, I would rather enter a trade late and be right than enter early and be wrong.

 

すべて最高と良い取引,

リチャード ・

 

RKrivoFX@gmail.com

@RKrivoFX

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: CCI, インジケーター, lagging, MACD, RSI, ストキャスティックス

3 移動平均の基本的なアプリケーション

2 月 25, 2014 によって アンドリュー ・ セルビー Leave a Comment

定量的なトレーダーとして, we design our strategies to make trading decisions based on certain signals. These signals can be as simple, or as complex as we desire.

One of the most basic types of signals that a quantitative strategy will implement is a moving average. While these signals are simple to understand and widely utilized, it is surprising how effective they can be.

moving averages

Whether you use them as trade signals, trend filters, or as parts of other indicators, moving averages are an essential part of quantitative trading.

A recent post on Forex Crunch discussed three ways to use moving averages to generate trade signals. While none of these methods is new to us, the post provided a good reminder that there are multiple ways to implement a moving average in our trading strategies. Each method has a different goal, but they can all contribute to a profitable trading system.

Crossover Entry/Exit Signals

This is the most common way that moving averages are utilized. We have covered plenty of strategies that use moving average to determine when to enter or exit a trade. This is the basis for many trend following strategies.

The basic concept is that when a faster moving average crosses above a slower moving average, an uptrend has begun and the strategy should take a long positions. その後、, when the faster moving average crosses back below the slower moving average, the uptrend has ended and the strategy should exit its position and possibly establish a short position.

One evolution of this strategy is to include a third moving average somewhere between the fast and slow moving averages. This middle moving average will allow your strategy to exit quicker, hopefully preventing giving back profits.

Trend Filters

Another popular application of moving averages is to use a long term moving average as a trend filter for a strategy that uses some other criteria for entries and exits. This can be seen quite often in the mean reversion strategies developed by Larry Connors and Cesar Alvarez.

One simple example of this would be a mean reversion system that only wants to trade short-term dips in the midst of a long-term uptrend. The strategy could use a 200-day moving average to determine the overall trend. その後、, if the overall trend is up, it might use a different indicator, like RSI, to identify short-term oversold conditions.

Smoothing Other Indicators

Moving averages are also used in many different indicators in order to smooth out the data signals. Averaging the signals that an indicator produces enables a trader to eliminate some of the noise to get a clearer picture of what is actually happening in a market.

Two great examples of other indicators that utilize moving averages are the ストキャスティクス と、 MACD Indicator. The Stochastic Oscillator uses the %K line, which is simply a moving average of the %D line, as an entry/exit signal. The MACD Indicator is actually based completely on moving averages.

 

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: MACD, moving averages, 確率, trend filter

Getting Started With A Simple MACD Trend Following System

12 月 2, 2013 によって アンドリュー ・ セルビー 2 コメント

Do you catch yourself putting off actually trading in order to continually test and refine different types of trading systems?

Allowing small details of a system to hold up their trading altogether is one of the biggest mistakes that I see new traders making. While it is never prudent to rush into trading without doing the proper homework, many beginning traders take that “proper homework” part too far.

trend following system

One key aspect of trading is ACTUALLY TRADING. This is a simple system to get you started.

Once you have a general understanding of what types of systems are out there, the best thing you can do is pick one system and start trading it. You should obviously take precautions to make sure that you are properly capitalized and implementing good risk management practices, but after that you have to learn to actually pull the trigger.

An article posted on Daily FX by Walker England provided a nice example for setting up a very simple MACD Trend Following System designed for EURCAD. The first step he identifies in his system is a method of determining the overall trend:

One of easiest ways to find the trend is through the drawing of a 近似曲線.

Traders can connect the lows in an uptrend and find a clear area of where price is supported. Below we can find an ascending trendline on the EURCAD.

Given the information above, traders should look to buy the EURCAD as long as it remains supported.

If the trend continues, expectations are that price will remain above support and new highs will be created.

Once Walker identifies the trend, he knows that he is looking to place trades in that direction. He then uses the MACD indicator to identify his entry points:

One of the easiest ways to find a technical trigger is through the use of an indicator.

Below we can see the EURCAD daily graph, this time with MACD added.

Since we have identified the EURCAD in an uptrend traders will look to buy when the MACD when momentum returns to the underlying currency pair.

This occurs whenthe Red MACD line to crossover the Blue Signal line, prior to executing their orders.

For the risk management aspect of this simple trend following system, Walker suggests putting stops under the trendline:

When trading markets, there will always be a degree of risk.

When trading trends, it is important to know that they will eventually come to an end.

In an uptrend like the EURCAD, traders may place 停止 under the established line of trendline support.

In the event that price breaks under support, traders will wish to exit any existing positions and look for other opportunities

If you’ve spent any amount of time reading this site, you have probably already seen much more sophisticated strategies that contain more indepth analysis and backtesting results. That means you know enough to get started.

Even if you are just paper trading, the experience of actually trading a specific system will give you far more knowledge than reading about yet another type of trend following system.

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: MACD, 次のトレンド

How To Combine Components of Different Quantitative Strategies

11 月 22, 2013 によって アンドリュー ・ セルビー Leave a Comment

One of the most intriguing aspects of quantitative strategies is that we can build and combine those strategies any way we choose.

It can be very easy to get stuck in the rut of using someone else’s trading strategy or expert advisor. しかし, as traders, we are free to combine different aspects of various strategies in order to build a system that is tailor fit to our trading personalities.

There are a number of different types of seasonal trading systems, and I have looked at a few already in recent weeks. One of the most popular systems is Sy Harding’s Seasonal Timing Strategy. The UK Stock Almanac Blog recently published a section of their book which covers their attempt to adapt Harding’s strategy to the UK markets.

When the authors attempted to replicate Harding’s results on the UK market, the system struggled a bit. Instead of completely abandoning it, they pivoted their approach and changed one aspect. The result was an even more profitable strategy.

seasonal trading

The UK Stock Almanac provide an interesting case study in combining different versions of similar strategies to make a more profitable hybrid system.

They started the discussion by agreeing with Harding that they believed that they could improve on a seasonal approach that traded based on calendar dates:

By tweaking the beginning and end dates it may be possible to enhance the (already impressive) returns of the six-month strategy.

An obvious rationale for this is that if investors are queuing up to buy at the end of October and sell at the end of April, it can be advantageous to get a jump on them and buy/sell a little earlier.

They initially struggled to produce significant results using Harding’s strategy on the UK markets:

We found it difficult to replicate similar results for the UK market using Harding’s STS system.

One problem was that 1 November is such a good date for entering the market – it was difficult to consistently improve on it with any technical indicator.

So they switched gears a bit:

しかし, we did come up with one simple system that improved on the standard six-month strategy. Briefly, its rules are:

  1. The system enters the market at close on 31 10 月.
  2. The system exits the market on the first MACD sell signal after 1 4 月.
  3. The parameters of the MACD indicator were increased from the usual default values to 24, 52, 18.

What they have done here is combined two different seasonal strategies. The fixed November 1 entry was difficult to beat using indicators, so they just stopped trying and kept it. その後、, they used a MACD exit similar to Harding’s strategy. This combination produced a better system than either seasonal style could do independently.

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: MACD, quantitative strategies, 季節の戦略

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