牛市回调短线策略
Author: ChaoZhang, Date: 2024-01-30 16:33:54Tags:
概述
牛市回调短线策略是一种趋势跟踪策略。它在牛市中买入回调,设置较大止损,以获利出场。该策略主要适用于牛市,可以获取超额收益。
策略原理
该策略首先计算最近一定周期内的收盘价变化幅度,当股价下跌超过设置的回调幅度时,即发出买入信号。同时,要求移动平均线高于收盘价,这是一个确认上升趋势的条件。
入场后,设置止损和止盈价格。止损幅度较大,达到资金充足的要求;止盈幅度较小,快速获利出场。在止损或止盈触发时,平仓离场。
优势分析
该策略具有以下优势:
- 符合趋势操作的思路,可以获取超额收益
- 回调幅度和趋势判断条件设置合理,确保操作准确性
- 止损幅度设计充分考虑了资金安全
- 止盈设置迅速获利,回撤控制得当
风险分析
该策略也存在一定的风险:
- 回调过深或趋势反转,可能导致亏损
- 大幅止损带来的回撤风险
- 若行情平淡,止损止盈条件难以满足
对策:严格把控仓位规模,调整止损幅度,适当缩小止盈退出比例,降低风险。
优化方向
该策略可以从以下几个方面进行优化:
- 动态调整回调幅度,优化入场机会
- 加入更多判断指标,提高决策的准确性
- 结合波动性,动态调整止损止盈比例
- 优化仓位管理,控制风险
总结
牛市回调短线策略,以较高的止损换取超额收益。它利用趋势判断和回调买入的配合,可以有效获取牛市行情带来的机会。通过参数调整和风险控制,可以获得较好的稳定收益。
/*backtest
start: 2023-12-30 00:00:00
end: 2024-01-29 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Coinrule
//@version=3
strategy(shorttitle='Scalping Dips On Trend',title='Scalping Dips On Trend (by Coinrule)', overlay=true, initial_capital = 1000, default_qty_type = strategy.percent_of_equity, default_qty_value = 30, commission_type=strategy.commission.percent, commission_value=0.1)
//Backtest dates
fromMonth = input(defval = 1, title = "From Month")
fromDay = input(defval = 10, title = "From Day")
fromYear = input(defval = 2020, title = "From Year")
thruMonth = input(defval = 1, title = "Thru Month")
thruDay = input(defval = 1, title = "Thru Day")
thruYear = input(defval = 2112, title = "Thru Year")
showDate = input(defval = true, title = "Show Date Range")
start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window
finish = timestamp(thruYear, thruMonth, thruDay, 23, 59) // backtest finish window
window() => true
inp_lkb = input(1, title='Lookback Period')
perc_change(lkb) =>
overall_change = ((close[0] - close[lkb]) / close[lkb]) * 100
// Call the function
overall = perc_change(inp_lkb)
//MA inputs and calculations
MA=input(50, title='Moving Average')
MAsignal = sma(close, MA)
//Entry
dip= -(input(2))
strategy.entry(id="long", long = true, when = overall< dip and MAsignal > close and window())
//Exit
Stop_loss= ((input (10))/100)
Take_profit= ((input (3))/100)
longStopPrice = strategy.position_avg_price * (1 - Stop_loss)
longTakeProfit = strategy.position_avg_price * (1 + Take_profit)
strategy.close("long", when = close < longStopPrice or close > longTakeProfit and window())
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