The three dimensions of the transaction: deduction-derivation-gambling

Cyclic potential model

MA1:MA(O,18);//求18周期的开盘价均值
TMP:=(REF(C,1)-REF(C,10))/REF(C,1);//一个周期前的收盘价减去10个周期前收盘价的差值，比上1个周期前收盘价
REF(L,1)>REF(MA1,1)&&H>REF(H,1)&&MA1>REF(MA1,1)&&TMP>0.008,BPK;//1个周期前的最低价大于MA1并且当前最高价大于1个周期前最高价等，买平开
REF(H,1)<REF(MA1,1)&&L<REF(L,1)&&MA1<REF(MA1,1)&&TMP<-0.008,SPK;//1个周期前的最高价小于MA1并且当前最低价小于1个周期前最低价等，卖平开
AUTOFILTER;

The significance of the equation is that it is an induction of the past price, as the triple boundary of the transaction, induction, deduction, gambling, the equation plays one of the essential roles in the induction, for the periodic induction, is a method that responds well to historical prices, providing the basic raw material for the second stage of the deduction.

The above is a basic equator-based framework that allows the reader to find their own operating cycle in terms of induction by following the diagram.

The potential model

N:=BARSLAST(DATE<>REF(DATE,1))+1;//当天开盘一共走了多少根K线
LL:=REF(LLV(L,N),N);//求昨天最低价
HH:=REF(HHV(H,N),N);//求昨天最高价

CC:=VALUEWHEN(DATE<>REF(DATE,1),REF(C,1));//求昨天收盘价
SV:MAX(CC-LL,HH-CC);//求CC-LL和HH-CC中的较大值

TMP1:H>O+0.7*SV;//最高价大于开盘价加上0.7倍的SV
TMP2:L<O-0.7*SV;//最低价小于开盘价减去0.7倍的SV

COUNT(TMP1,N)=1&&TMP1,BPK;//当前开盘后首次满足TMP1，买平开，当天只交易一次
COUNT(TMP2,N)=1&&TMP2,SPK;//当前开盘后首次满足TMP2，卖平开，当天只交易一次
AUTOFILTER;

Day trading, the most famous non-compliance in traditional master trading, is a method that can be largely ignored for the requirements of technical analysis, the most important of which is to have a set of rules for positive returns or positive expectations (so-called rules, not called strategies, because this does not involve strict mathematical formulas and causation) and money management, which requires traders to operate and adhere to the mind, and is difficult to quantify, so it is difficult to quantify, we can only classify it as a derivative class.

This is a derivative strategy, with no technical indicators to summarize, and only a set of rules of thumb. Subjective traders, especially intraday traders, can frame the above strategies, describe their own rules of thumb, and let the computer help us overcome our minds to operate and stick to the rules of thumb.

Standard model of poor potential

MA35:=MA(C,35);//35周期均线
UB:=MA35+2*STD(C,35);
DB:=MA35-2*STD(C,35);//均线上下2倍标准差
C>UB,BK;//最新价大于UB，买开
C<DB,SK;//最新价小于DB,卖开
C<MA35,SP;//最新价小于35周期均线，平多
C>MA35,BP;//最新价大于35周期均线，平空
AUTOFILTER;

In trading, betting should be considered as the highest level. On the surface, it is the rise and fall of prices, but behind it is the result of a lot of gaps in funds, psychology, expectations, and fundamental betting. In futures trading, regardless of the trading indicator, the change in position is a synthesis of these aspects, because no matter how unthinkable the transaction volume is to make the funds look straightforward, the change in position (especially holding) is an effective tool to tear these barriers.

The power of the vacuum, on the holding, every price is stacked with real gold and silver ((of course, this excludes those fraudulent exchanges, such as many shanty digital currency exchanges)). studying the stock is more meaningful than studying the price itself, because the price is always present, but holding can see the expectation, the ultimate purpose of the trade is the expectation.

The above is the simplest mathematical formula for betting, about the meaning of standard deviation in mathematics, you can go to the search engine for in-depth reading. Based on the above simple framework, the reader can take the conditions and environment of betting that he can think of, expand, and then apply to the above formula, especially for the understanding of holding in futures, applying the standard deviation to the analysis of holding, I believe will give you a deeper understanding of the origin of trading.