期货期权交流k线形态策略 [MC]
- 咨询内容：
看到这个帖子，分享一下
原文请见：
http://www.zenotrade.com/
我们假设，相似的k线形态导致相似的价格变化，例如下图所示：
在国外的一个博客（davenewberg.com/Trading/）中找到了一个叫3-4 BAR PATTERN TRADES的策略，就是利用最近的几根k线来进行交易。
这个策略的思想非常好，可以很好地捕捉日内价格形态暗示的交易机会。在实际使用时，需要把止损止盈以及点差参数根据标的商品的属性进行设置。我把它在股指期货和一些商品上进行了测试，策略经过一些修正和加工后盈利能力非常不错，甚至可以实盘。
这里就把原版策略分享给大家，抛砖引玉，为大家提供一点思路。
从原版策略给的默认参数大小来看，应该是做外汇的策略，easy language源码如下：
///////////////////////////////// TRADE VARIABLES //////////////////////////////////
Var: TradeType (0), MultiX (true);{Multiple exits can be turned on here or below in "MultiExits"}
Var: Series3Low(0), Series4Low(0), Series5Low(0); //declare variablesTradeType=1;
//////// SET TradeType 1-9 including 7.2 Here /////////////////
Series3Low = Lowest (Low, 3);
Series4Low = Lowest (Low, 4);
Series5Low = Lowest (Low, 4); //define variables
////////////////////////////// TRADE ENTRIES //////////////////////////////
If TradeType=1 and H[3]>H[2] and C[2]<C[1] and L[1]>L[2] and H[1]>H[2] and H[0]>H[3] thenBuy ("T1Long") Next Bar at H[3]+ .0001 stop; // 如果换成国内期货，0.0001可以改成1个最小变动价位
If TradeType=1 and MarketPosition = 1 then begin; SetStopContract; SetPercentTrailing (.002, -.002); end;//(floor amount, stop)
If TradeType=2and H[3]>H[2] and C[2]<C[1] and L[2]<L[3] and O[1]<C[2] and C[1]>C[2] and L[1]<L[2]Then Buy Next Bar at H[2]+ .0001 stop;
If TradeType=3and H[3]>H[2] and C[2]<C[3] and O[1]>C[2] and H[1]>H[3] and H[0]>H[1]Then Buy Next Bar at H[1]+ .0001 stop;
If TradeType=4 //long and H[3]>H[2] and H[2]>H[1] and L[3]<L[2] and L[2]<L[1]Then Buy Next Bar at H[3]+.0001 stop;
If TradeType=5 //short and H[3]>H[2] and H[2]>H[1] and L[3]<L[2] and L[2]<L[1]Then sell short next bar at L[3]-.0001 stop;
If TradeType=6 and H[3]>h[2] and C[2]<C[3] and O[1]>C[2] and H[1]>H[3]Then Buy Next Bar at H[1]+ .0001 stop;
If TradeType=7 and L[4]<L[5] and L[3]<L[4] and H[5]>H[4] and H[4]>H[3]and H[2]<H[3] and H[1]<h[3] and L[2]>L[3] and L[1]>L[3] //and a series of 2 small inside barsThen Sell Short Next Bar at H[1]- .001 stop;
If TradeType=7.2 and L[5]<L[6] and L[4]<L[5] and H[6]>H[5] and H[5]>H[4]and H[3]<H[4] and H[2]<H[4] and H[1]<h[4] and L[3]>L[4] and L[2]>L[4] and L[1]>L[4] //and a series of 3 small inside barsThen Sell Short Next Bar at H[1]- .001 stop;
If TradeType=8 and H[4]<H[3] and C[3]>C[2] and C[2]<C[3] and O[1]<C[2] and C[1]>C[2]Then Buy Next Bar at H[3]+ .001 stop;
If TradeType=9 and H[3]<H[4] and C[3]>C[4] and H[2]>H[3] and C[2]<C[3] and L[1]<L[3] and C[1]>C[3]Then Buy next bar at H[2]+.0001 stop;
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