在以前的博客文章, 肖恩·奥弗顿说,东西是有见地的,简单, 但往往被人们试图自己的交易策略,编入工作的专家顾问忽视. 这一概念已被证实从我多年的手工交易. And I believe if you are to create a working automated trading strategy… this is the place to start.
这是博客文章,我指的是部分:
“Certain rules do work dramatically better during different market conditions. 关键是要分离的条件, 然后应用策略选择. 大多数专家顾问设计师尝试开发一种适用所有的时间策略.
It doesn’t work that way. 当EA开始碰了壁的设计, 该交易员新增和调整响应的表现力,提高整体性能.
What I’m working on now is a set of rules to identify various market types. I like to think of it as “don’t compare lawn mowers when it’s raining.” There’s a time and a place for each approach and behavior. The trick isn’t so much the rules, 但决定何时使用它们.
分类市场有助于使战略选择过程更容易. 如果市场是高度波动和测距, 然后选择缩放策略,在市场范围内运作良好. 如果市场正悄然趋势, then perhaps a basic trend strategy would work perfectly well.”
完整的博客文章在这里: 专家顾问与手动交易
您可以创建一个专家顾问为所有市场条件?
你赶上方式的改变,以开发一种自动化的机器人,可以增加你成功的可能性的?
While most expert advisor creators seek to build an automated trading robot that works well all the time… the real opportunity is developing a system to determine what type of market behavior is present, 然后申请市场正确的交易方法.
- 如果市场趋势, 应用趋势的策略.
- 如果市场范围, 应用广泛的策略.
简单的右? 也许是这样简单,它常常被忽略. (I’ll go into reasons I think people make these mistakes with expert advisors in future posts).
Let’s take a look at what I am talking about. 这里是一个趋势市场的快照:
图为澳元兑日元对在H1时限4月3日的期间4月10日. 明确地, 这是一个趋势市场. Let’s say we applied a simple strategy of BUYING the end of day candle close and closing the trade the next day. (这仅仅是一个例子, so I’m not going into stop loss, 获利了结或其他任何你需要做一个真正的战略. 我只是想保持简单).
这个简单的策略将导致 769 积极点子.
行, let’s look at an example of a ranging market:
这是欧元兑美元一双的H1时间表的快照,从3月27日至四月3日. 这次, 我们要卖出天烛年底关闭时的价格接近区间顶部, 并购买日蜡烛的结束时关闭时价格是范围的底部附近. (再次, 这是非常简单的目的,仅用于为了举例).
这个简单的策略,其结果将是 286 积极点子.
所以, 可能 1053 利润在不到两个星期的交易点子, 两货币对, 每个货币对只服用一次交易日. 相当令人印象深刻, isn’t it?
澄清
I’m not suggesting I would be able to correctly identify the beginning and ending of the range or the beginning and ending of the trend. I don’t have a crystal ball.
一旦市场的类型识别我的建议是, 这是很简单的获得不错的利润,即使是最简单的交易策略.
专注于正确的战略,正确的市场条件
When people hear words like “automated” or “robot”, 他们认为可能性是无止境. 极端的利润愿景很快立刻闪到他们的头上. 他们认为,, 并带领相信不法, 商业营销机器人, 是一个自动交易解决方案将大大超越他们的手工交易对手.
如果一个良好的手动交易者可以得到 40% profits a year… a robot should be able to get 4000%.
其结果, 他们的目标是构建在每一个市场情况以及交易机器人. 一些, 机器人应该在白天交易多次, 每次掏出更多的利润. 如果这是可能的, 令人难以置信的财富指日可待.
The truth…
试图想出一个极其复杂的一套交易规则,每一个市场中获利是一个非常艰巨的任务承接. Usually what happens is the strategy works very well in certain markets… but gives back a lot (或全部), 的利润时,市场的变化. 当调整都是为了防止这种情况的发生, 机器人当市场状况恢复良好的停止是因为有利可图.
我的建议是,以简化你想达到你的自动交易目标.
- If you have a good strategy that works well in trending markets… create a robot to trade only in trending markets and work to develop rules to determine trending markets and their direction.
- If you have a good strategy the works well in ranging markets… create a robot to trade only in ranging markets and work to develop rules to determine the beginning and end of the range.
一个自动交易机器人没有交易全部是非常有利可图的时候. 它只有在它是为创造的市场交易以及. 自动交易的思维时,, 专家比更理想的自升式的,全行业.
我真的相信,从一个奇迹机器人交易的所有时间到专门的机器人,交易只在最好的条件下将焦点切换是通向长期成功与自动交易. 我希望这篇文章已经给你一些事情要考虑,并引发了人们的思想,导致你未来的成功.
Next Friday I want to talk about Why Forex Robot Creators Don’t Use Sensible Strategies. 再见.
Patrick 说
The trouble I have with this is that by the time you identify if the market is trending or range bound it might have gone away…
In your trend following example getting 769 pips is only possible if you started the trend following system at the start. How about using a month of data and using a filter to show us when you would turn the trend follower on and off. Then show us the results from filter and no filter to show if it’s worth it. Then try those parameters on some out of sample data.
肖恩·奥弗顿 说
My opinion is that these should be decisions that only change 1-3 times per year. I find that most traders zig zag far too often with their decisions. High level environments (ranging vs. 趋势) take 6-12 months to shift gears.
Kam 说
I agree with Patrick, it is difficult to determine whether its trending or ranging. You might ask one person, he will tell you its ranging then you ask another person and he will tell you the opposite.It always looks good in hindsight but hard to predict at current price. I think the key is to create an EA that specializes in a specific market, yet one that can stand the rough conditions without giving away too much of the profit.
Great example is the YEN crosses in the last week, how could anyone foresee that?? When do you turn on the trending/ranging strategy?? BoJ just doesn’t give up and you will get caught out one way or another.
Azizi 说
then it is very simple indeed..ea should work with stoploss
马吉德 说
but market conditions can change several times a day and no one can accurateky said what is next market condition .
for example trending market you enter the market change to choppy you change your strategy again market is trending …