KD compare strategy (交易策略對照組) by Tonyder
By Tonyder
Performance Metrics
- Author: Tonyder
- Symbol: TVC:DJI
- Timeframe: 1 day
- Net P&L: +127,623.30 USD (+125.80%)
- Win Rate: 64.8%
- Profit Factor: 1.634
- Max Drawdown: 57,147.50 USD (38.22%)
- Total Trades: 1,514
- Sharpe Ratio: 0.005
Description
May 15, 2020This is a base and easy trading strategy for comparing my other strategy.The strategy consider K >= 80 is strong target in the last high period, and consider K 50, until 2/3 max order limitation or strong target become to strong.there are three orders for this strategy.when the strong become to weak, it may use the remain 1/3 to save itself, and change the direction at the next k > 50when the weak become to weak, it may use the remain 1/3 to save itself, and change the direction at the next k =80 它會認為目前是強勢股，偏多操作當 K50 會加碼空單，最多買進2/3的持股，直到轉強當強勢轉弱勢時，會使用剩下的1/3來拯救持股，在下次 k > 50 出清持股當弱勢轉強勢時，會使用剩下的1/3來拯救持股，在下次 k < 50 出清持股May 15, 2020Release Notesupdate the descriptionread line is close transform to k = 80white line is close transform to k = 50green line is close transform to k = 20更新說明紅線代表 k=80 趨勢轉強白線代表 k=50 執行策略操作綠線代表 k=20 趨勢轉弱May 15, 2020Release Notesupdate the exampleMay 15, 2020Release Notesremove rule 5, 6rule 3, 4, clear shareMay 17, 2020Release Notesset transp=100, (share, direction, k), only show the valueMay 19, 2020Release Notesadd tomorrow value, k80, k50, k20May 20, 2020Release Notes1. enhance the order strategy2. change rule 1 and rule 2May 20, 2020Release Notes1. update the tagAug 5, 2020Release Notesadd the shadow arrow, if you want to buy or sell more.加入加碼點箭頭Aug 5, 2020Release Notesupdate the exampleNov 8, 2020Release Notes1. add rule 5 ~ rule 102. add rate to enhance the effectiveness3. remove the shadow