The idea of good trading strategy building with an effective quantitative trading system

  • 2023/2/26 7:13:43
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  • forextradingsessiontimes

Build a quantitative forextrad cashback forexgtime system, more often in programmed trading today, I came to sort out with you the idea of quantitative trading system building effective strategy principle forex trading session times to say, to put all the ideas all inside a program general investors is to tell everyone to spread the risk, do not put all the eggs in the same But for so many years, will always see everyone is very fond of writing a world invincible strategy, and then can solve all the phenomena, please do not do such a thing, do not need to put all the ideas inside a program Previously, in the early days will meet whether it is the leader or newcomers, the exchange will say, I write a program can handle some up, down or The first thing you need to do is to write a program forextradingmarket deals with the rise, the fall, and the sideways movement. Anyway, the program is running, three programs to say that it can still carry, is not too big a problem so you put all the eggs in the same basket other will be vulnerable, you write a program, want to deal with all the conditions, want to write it into the world invincible, this time there will be a situation, when your program if there is a small bug appears When the program, you can not find after the fact, so usually a basic three more principles:   First of all, more time, you write a good strategy, from the daily, hourly, 15-minute line to test it, and then multi-strategy, multi-strategy in terms of not needing to perfect all the strategies in a program, can be for each kind of market I am interested in special market for doing a special The strategy, anyway, is basically hanging on the mt4, is to put a dozen strategies it is also running multi-commodity, no one told you must be silly only do stock index futures or a certain kind of several currency situations, anyway, each can run, this is the initial time to speak of three more principles and then, slowly do a big time you will find that the limited funds can not be the case Every commodity are doing every commodity are looking, this will derive a method to choose the commodity, how to choose the commodity? It is similar to a way to choose a stock Finally, a position principle, when the commodity picked out, I have much confidence in it, you can decide how much position to put, simply put, because I am very confident, so I pressed a relatively large and heavy, if there is no confidence, so pressed a relatively small these can be quantified by doing a whole set of analysis of the way, but this is all The main point of our focus today is still the basic three more principles, the main one after the three more establishment, how to perfect it, how to build a basic structure, so the benefit is that if today is a small team when you can a few friends or company a few people spend a lot of time to do a do after, start to do all kinds of permutations, your Strategy more than can deal with a variety of market situations In the subjective trading part, it may look at wave theory, technical indicators, price patterns, he believes that the most important purpose of subjective trading is price management ability, management of your an entry price, so that you how to say that the price is better then to a domestic argument can be said so, through a kind of high throw low suction The results, so that your position cost is zero in the case of your price management ability is very good, this is some subjective trading some principles then, for us to do programmed trading, we through some modular, mathematical statistics IT results of these speaking, our purpose is what?   The net value management ability, that is to say, we that the stationary curve is best 45 degrees angle up, almost no retraction, the smoother the better, in fact, we may not care too much about a single strategy is good or bad, anyway, it is best to pack the computer to run, I believe that we live to do when it must be several commodities several strategies to do a combination of ways, so, we I believe that when we do it, we must have several strategies to do a combination of several commodities, so we have to look at the net value of the management of a capacity Programmed trading is the use of mathematical and statistical techniques to dig the market laws, the use of computers to achieve the purpose of trading is to develop long-term stable profit-making trading model, not a way to obtain windfall profits this is my definition of programmed trading our programmed purpose is like a stationary curve, think about it, you have to go to the time of private placement, that line is not the smoother the better a The line is not the smoother the better a situation, this is an effective strategy principle  trading no absolute good and bad, your personality determines your trading style, your style will determine your strategy approach, your method finally determine your profit distribution what does this mean? Some people are used to doing short term, some people are commodities to do overnight to do swing, so to speak then no flower or is not good, this is to meet your own trading style The most important one is to go to establish a long and effective cash flow way this is what does it mean? It is the hope that you can make money in every period have the inflow of money, do not do a big fluctuation, how to make that day 45 degree line when the stationary each programmed trading goal All the stories, in fact, from now on only, remember one thing, these are not about how beautiful we write in the program, or how well back-tested, basically it is back-tested, that is, we assume that the past is all beautiful This is only the first step of modeling, how to use it and how to start trading, from now on how can I just the last so-called, the basic three principles, the principle of commodity selection, the principle of position to speak, when the basic strategy to build a good situation, in fact, that is a greater focus, when the time, the legend of all of you, the story of all of you is the only one. The legend of all of you, your story will begin In fact, quantitative trading is not so mysterious, good strategies have simple trading ideas and can experience long-term market testing Today, we want to introduce to you is a long-term occupy FutureTrust magazine profit list of the top ten strategies Abberation trading system  Abberation trading system invented by KeithFitschen in 1986, and released to FutureTrust magazine in 1993 Interestingly Keith was not born a trader, he served in the U.S. Air Force for more than 20 years, specializing in weapons navigation systems, in the processing of time-series data have deep skills  Abberation trading system is characterized by passive trend following, the use of long-term signals, trading in a variety of 3-4 times a year, holding time more than 60% of the total trading time, and can be allocated according to the size of different funds, the number of different varieties it through the long term trading to capture the trend to gain huge profits, while because trading in multiple unrelated markets, when a variety of retracement In the course of a year, there is always one or more varieties that can make huge profits These large profits make up for the small losses of those markets that are not trending Thinking about the strategy to see the money soon, I can not contain the excitement inside ah Specifically, the Abberation system uses three tracks to trade first calculate the variety of the past N days closing price Arithmetic average MA (close) as the middle rail (MID), the standard deviation of the closing price std (close) as a measure of volatility, calculate the upper rail MID + m * std (close) as well as the lower rail MID - m * std (close) when the price breaks through the upper rail to do more, when the price returns to the middle rail to close the position; conversely, when the price breaks through the lower rail to do short, when the price When the price breaks through the lower rail to do short, when the price returns to the middle rail to close the position Of course, such a simple strategy from the actual ability to trade there is still a certain distance, but through the combination of multiple species, multiple time scale, the effect of the strategy will not lose to the professional fund how much I believe that through this example, we will no longer have a sense of mystery about quantitative trading, simple trading ideas may have unexpected results I hope these ideas have some effect on everyone the role of reference