The ghost trader's strategy

Author: Deep blue, Created: 2017-12-06 17:19:40, Updated: 2017-12-06 17:39:38

The Foreword

As the name of the ghost trader implies, the central idea of this strategy is to virtualize a trade before the actual order is placed, and if the virtual trade is a loss, then the next time the real trade is initiated.

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Strategy briefing

  • The idea of the strategy stems from the observation of traders who find from their own trading records that if the last trade was profitable, the next trade is more likely to be a loss.

  • Specifically, in the strategy, we will introduce virtual trades and their corresponding real order modules; that is, virtual trades are always running, while real order modules are executed only until the last virtual trade is loss-making and the specified trading conditions are met.

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Strategy of Primary Needs

  • K-line data此处输入图片的描述

  • Short-term index averages

  • Long-term index averages此处输入图片的描述

  • The RSI此处输入图片的描述

  • The Dongjian Passage此处输入图片的描述

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Admission requirements

  • Multiple positions: if there is no holding at the moment, and there was a loss on the last virtual trade, and the short-term average is above the long-term average, and the RSI is below the oversold value, and the price innovation is high.
  • Opening a position empty: if there is no holding at the moment, and there was a loss on the last virtual trade, and the short-term average is below the long-term average, and the RSI is higher than the overbought value, and the price innovation is low.

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Conditions of entry

  • Multi-headed placement: If there are multiple orders currently held and the price is down, the Dow Jones Industrial Average is down.
  • Blank position: If you currently hold a blank order and the price is above the Dow Jones Industrial Average.

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Re-tested performance

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Strategy is progressing

  • Changing the way we play
  • This strategy is used to stop a stop loss on or off track through the Dongguan channel, and can also be used to stop a stop loss with the maximum floating loss percentage.
  • Changing the entrance
  • This strategy is based on the previous virtual gain or loss before each real entry, and it is also possible to consider setting multiple virtual gain or loss results to decide whether to enter.

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Strategic features

  • The highlight of this strategy is the complete isolation of virtual trading from live trading, where real trading is only introduced when virtual trading loses.

  • Combining the straight line with the RSI is another highlight of the difference between the previous strategy of not doing too much when the market enters the oversold zone and not doing too much when the market enters the overbought zone.

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Special note

The only thing that is constant is that the market is constantly changing and the future is unpredictable, and past retrospective results do not represent the future.


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chyzh111What is the author's experience?

futuresloserI'm so inspired by this!