Overview

This strategy is based on the multi-timeframe moving average crossover to track middle-long term trends. It adopts a pyramiding position to chase rises and achieve exponential capital growth. The biggest advantage is being able to catch the mid-long term trends and pyramid entries in batches and stages to obtain excess returns.

Strategy Logic

1. Build multiple timeframes based on 9-day MA, 100-day MA and 200-day MA.
2. Generate buy signals when shorter period MA crosses above longer period MA.
3. Adopt 7 staged pyramiding entries. Check existing positions before adding new entry, stop pyramiding when 6 positions already opened.
4. Set fixed 3% TP/SL for risk control.

Above is the basic trading logic.

Advantages

1. Effectively catch mid-long term trends and enjoy exponential growth.
2. Multi-timeframe MA crossover avoids short-term noise.
3. Fixed TP/SL controls risk for each position.
4. Pyramid entries in batches to obtain excess returns.

Risks & Solutions

1. Risk of huge loss if fail to cut loss in trend reversal. Solution is to shorten MA periods and quicken stop loss.
2. Risk of margin call if loss beyond tolerance. Solution is to lower initial position size.
3. Risk of over 700% loss if strong downtrend. Solution is to raise fixed stop loss percentage.

Optimization Directions

1. Test different MA combinations to find optimal parameters.
2. Optimize pyramiding stages quantity. Test to find best number.
3. Test fixed TP/SL settings. Expand TP range for higher profitability.

Summary

The strategy is very suitable to catch mid-long term trends. Pyramid entries in batches can achieve very high risk-reward ratio. There are also some operation risks, which should be controlled by parameter tuning. Overall this is a promising strategy worth live trading verification and further optimization.