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由于市场自80年代以来发生了变化,我使用更长的周期来捕捉突破和追踪止损,不进行金字塔加仓,并采用更大的ATR倍数作为止损。
在基于新方法或新参数集进行交易之前,我会进行回测,你也应该这样做!
Let's say that you trade EUR/USD and you use a 50 pips stop loss. Is this too much or too less? It depends the time frame you trade and the market volatility. You see "volatility" which means that the price does not move in average the same all the time. So if you use a fixed number of pips sometimes you will give too much room for the price to evolve and sometimes too little. In either case you will diminish your returns.
To measure the market volatility we use the average true range(ATR) usually with a 14 or 21 period lookback.
Look at the EUR/USD chart an notice how much can change the market volatility.
Things get even worse if you trade a more volatile pair like GBP/USD, not to mention the really volatile pairs like USD/JPY or GBP/JPY. If 50 pips was good enough on EUR/USD it will not suffice for sure on the other pairs.
What you can do in this situation?
You must incorporate volatility in your stop loss calculation. Maybe the simplest way is to use an ATR multiple as distance from your entry point to place your stop loss. By doing this you will reduce the chances to be whipsawed by normal price movement. Let's say that at the moment you want to enter a trade the atr value is 50 pips. You can place the stop loss at 2 or 3 atr multiples distance from the entry which means 100 or 150 pips away. While there is no magic value for the atr multiple you should use still you must know that a tighter stop loss tends to be whipsawed more often. In the same time if the trade runs in your favor you will get more RR multiples. We talk here about a tradeoff.
What type of stop loss you use in your trading and why? Join the discussion.
https://www.youtube.com/watch?v=jEbEOF0gC3o&t=6s
NR7开盘区间突破EA — 日内交易 基于Toby Crabel经过验证的NR7压缩方法论 无马丁格尔。无网格。由一位拥有8年经验的交易者打造,而非仅仅是程序员。本智能交易系统的灵感来自Toby Crabel发表的著作《Day Trading with Short Term Price Patterns and Opening Range Breakout》。 这个EA能做什么 NR7 ORB EA将技术分析中最经久不衰的日内交易理念之一实现自动化:识别价格极度压缩的时期,并在市场最终启动行情时进行突破交易。 每个交易时段,EA都会扫描寻找NR7形态——一根波动幅度小于前6根K线的K线,这表明市场已收缩进入一个紧密的压缩区域。一旦确认有效的NR7形态,EA便会进入待命状态,实时监控价格走势。一旦价格突破压缩区高点或低点至少1个点(pip),便会沿突破方向触发交易。 止损设置在压缩区的另一端,从入场那一刻起就为交易设定了明确的风险边界。所有持仓在交易时段结束时平仓。这是一个纯粹的日内系统,没有隔夜持仓风险。
一款结合了三种经过验证的突破交易系统的智能交易系统(EA)。交易者在将 EA 附加到图表时,从输入菜单中选择当前使用的策略。所有三种策略共享相同的核心架构:基于余额的风险管理、基于 ATR 的头寸规模计算、每次仅持有一个仓位、无金字塔加仓,以及在重启或重新加载后自动重新附加到现有仓位。 无马丁格尔。无网格。由一位拥有8年经验的交易者(而非仅仅是程序员)打造。该EA遵循汤姆·巴索的方法论,您必须在日线时间框架上交易多个市场(最好超过20个)。折扣价。价格暂时定为30美元以建立初步信任。一旦我们达到20笔销售,此后每增加10笔购买,价格将上涨30美元。最终价格300美元。趁便宜赶紧入手! 交易策略 唐奇安通道 — 自动化执行基于 Tom Basso 所描述的唐奇安通道突破方法的交易。当 ask 价格向上突破上轨至少 1 个点(买入)或 bid 价格向下突破下轨至少 1 个点(卖出)时入场。相反方向的通道线同时作为初始止损和移动止损。多头交易中下轨是止损位,空头交易中上轨是止损位。移动止损在每个 Bar

