KD compare strategy (交易策略對照組)

15 thg 5, 2020

This 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 <=20 is the weak target in the last low period.

In the strong target, the strategy may increase long at the first day when K < 50, until 2/3 max order limitation or strong target become to weak.
In the weak target, the strategy may increase short at the first day when 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 > 50
when the weak become to weak, it may use the remain 1/3 to save itself, and change the direction at the next k < 50

這是一個簡單的雙向交易策略，用來對照我其他的策略。
當 K>=80 它會認為目前是強勢股，偏多操作
當 K<=20 它會認為目前是強勢股，偏空操作

當標的為強勢股時，當第一次 K<50 會加碼多單，最多買進2/3的持股，直到轉弱
當標的為弱勢股時，當第一次 K>50 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

15 thg 5, 2020

Phát hành các Ghi chú

update the description
read line is close transform to k = 80
white line is close transform to k = 50
green 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

15 thg 5, 2020

Phát hành các Ghi chú

update the example

15 thg 5, 2020

Phát hành các Ghi chú

remove rule 5, 6
rule 3, 4, clear share

18 thg 5, 2020

Phát hành các Ghi chú

set transp=100, (share, direction, k), only show the value

20 thg 5, 2020

Phát hành các Ghi chú

add tomorrow value, k80, k50, k20

20 thg 5, 2020

Phát hành các Ghi chú

1. enhance the order strategy
2. change rule 1 and rule 2

20 thg 5, 2020

Phát hành các Ghi chú

1. update the tag

5 thg 8, 2020

Phát hành các Ghi chú

add the shadow arrow, if you want to buy or sell more.
加入加碼點箭頭

5 thg 8, 2020

Phát hành các Ghi chú

update the example

8 thg 11, 2020

Phát hành các Ghi chú

1. add rule 5 ~ rule 10
2. add rate to enhance the effectiveness
3. remove the shadow