Trading mindsets: timing of entry and exit AND classification processing of trading strategies

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The timing of the game

When we do our strategic research, we encounter a lot of uncertainties about whether or not to leave. Many financial products fluctuate significantly more during the day than others, and this pattern of price movements during the day is worth analyzing in depth.

• He was on the sidelines. The time of day is very important for establishing an effective trade, and time conditions can be applied to the entry and exit of the trade. Many traders and funds tend to leave at the time of closing, so there will be significant fluctuations in the volume of transactions and price movements at the time of closing.

• Distribution of mobility time For CTA's fund managers, capturing the timing of entry and exit nodes to make the most of market liquidity, reducing slippage points, is a key factor in improving fund performance. Most financial products tend to have a U-type liquidity, i.e. high liquidity at opening, low liquidity at closing, and low liquidity at the end.

• Mandatory entry and exit rules and optional entry and exit rules In fact, trading rules can be divided into two categories, the first being mandatory rules, such as extreme loss and firm stop loss; the other being optional rules, such as profit stop and other exit conditions. In fact, all our strategies are to write articles at the start of the game, and to play games are just a few common stop-loss methods. But in any case, the inclusion of time condition filters in these optional rules can often effectively improve performance.

• Further analysis We can be inspired by this. For some types of contracts, there are often extreme movements at certain points in time, and if our trading direction is correct, a stop at this point can be extremely efficient.

• Research tests To do the simplest test, you can try to enter at the end of the first 10 minutes k line of the opening and the last decimal point of the closing of the second 10 minutes k line, with this method you can potentially get a strategy performance boost.

• Inspired Investing in timing, focusing on the characteristics of different products and studying the relationship between their price movements and the time of day, is a good new idea for strategic research.

Classification and processing of trading strategies

After trading for a long time, you will gradually feel that the trading strategies in the market are very different, it is possible to classify the strategies into categories, for some of your favorite markets, each category is suitably developed several conventional strategies, to produce a multi-strategy combination, the effect is often far beyond your expectations. In fact, most of the strategies in the market have covered all aspects, it is very difficult to develop a completely new strategy entirely through your own creativity.

In addition to the above-mentioned strategies, there are also other strategies that can be used to help you understand the implications of each strategy and apply them to your situation, and implement them in your own language.

Classification of trading systems

• The first is trend tracking.

The trend-type strategy is in fact a big fluctuation, and the market will certainly not fluctuate from day to day. On most flat trading days, the trading price tends to be concentrated in a narrow range of repeated fluctuations, when the trend strategy will repeatedly stop losses leading to continuous losses. The following are common trend types of systems, their specific strategies and trading patterns can be searched online:

1、海龟交易系统
2、趋势线突破交易系统
3、波动性突破交易系统
4、通道突破交易系统
5、四周规则
6、NEWS交易系统
7、MACD交易系统
8、EMA交易系统
9、均线交易系统
10、三重滤网交易系统
11、SAR交易系统
12、OBV交易系统

(Also: binary even-line trading systems, crown even-line systems, time price breakouts, LSS multi-space strength weakness, single even-line trading systems, static systems such as mountain SAR, floating volatility breakouts, Shark law, etc.)

In fact, the above systems can be combined or slightly modified to capture all kinds of large volatile markets. Their principles are simple and effective. Unfortunately, trend strategies inevitably repeat losses in volatile markets, so they need to be combined with other strategies to smooth the capital curve.

• Second, the class of counter-trend oscillations

This type of strategy consists of repeatedly successfully capturing small shocks, buying high and buying low in a range, and repeatedly trading both sides. If a large market is encountered, a flat stop loss is exited. This strategy is often profitable for a period of time, but losses are greater at a time. Individuals feel that the shocks strategy can be combined with a trend strategy, better hedge against the losses of the shocks market, so a good shocks strategy does not require how much money to make, only the larger the market does not lose too much, the shocks can be repaid, and the correlation with the trend strategy is better. The most common tactics are:

1、网格交易法
2、海岸线交易系统
3、假突破交易系统
4、布林带交易系统
5、薛斯通道交易系统
6、经典K线交易系统
7、RSI交易系统
8、KDJ交易系统
9、乖离率交易系统
10、江恩回调带交易系统
11、技术背离交易系统
12、量价背离交易系统

(Also included are: Victor123 rules, BOLL channel trading, anti-quarter rule, SLOWKD, single-swing oscillation principle, LSS axis point cap, BIAS trading system, price channel trading, ROC dynamic oscillation, fractional trading system, etc.)

• Third, bandwidth trading

The band trading can be considered as a trend trading, their entry is a bit fancy, you can understand, rich strategy configuration:

1、海浪交易系统
2、天堂地狱交易系统
3、矩形交易系统
4、旗形交易系统
5、楔形交易系统
6、三角形交易系统
7、八段交易系统
8、波浪理论交易系统
9、123法则交易系统
10、唉呀跳空交易系统
11、江恩轮中轮交易系统
12、时间周期交易系统

(Also available are the two-wave bottom formula, KDJ half-empty reversal, ADX binary trading, RSI half-empty reversal, and other systems)

• Fourth, preferential coverage

For individuals, the funds are limited and there is no delivery right for commodity futures, so it is more difficult to make cross-term and cross-market arbitrage. But it is also possible to find some kind of advantageous pattern, and if you want to do a strategy of advantage, you can start from the following directions:

1、无风险跨期套利交易系统（分品种）
2、跨品种套利交易系统
3、大豆提油套利交易系统
4、跨市场套利交易系统（分品种、分市场）
5、蝶式套利交易系统
6、价差趋势交易系统

• Five, short-term trading within the day

Daytime short-line strategies are more flexible, while avoiding the risk of overnight jumps. However, only T+0 varieties can be done during the day and require a large enough daytime volatility of the varieties. Day trading strategies can also be divided into trend and volatility categories. Day trading strategies are easy to retrace very nice capital curves, but they are affected by slippage factors, so it is necessary to strictly account for slippage points and other trading costs. The following are common tactics:

1、早盘心理交易系统
2、缺口交易系统
3、早盘突破交易系统
4、横盘突破交易系统
5、日内海浪交易系统
6、高低点交易系统
7、日内趋势线交易系统
8、分时图三角形交易系统
9、日内网格交易系统
10、BTOB交易系统
11、100%回撤交易系统
12、成交量交易系统

• 6. Other trading systems Not collected

The above trading systems are some of the most common strategies in the market, which are used by many people and have limited profitability. If your computer skills and mathematical skills are great, you can also develop some probability analysis strategies, statistical regression forecasting strategies, basic message driving strategies, etc.

Additionally, for active contracts in the Chinese futures market, the daily statistical regression strategy is still very effective at the moment, and I am currently running this type of strategy in real time, with little profit, and hope for good luck in the future.