Five trading systems and source code with a high bottom

Source: Internet
Author: User

One, Larry Williams, William the creators of indicators, today's famous U.S. Futures traders, Writers, column editor, Asset Management manager. The head of the Robbins Cup Futures Trading Championship, which made $10,000 into $1.1 million in less than 12 months, is now in the U.S. National Futures Council.

The basic idea of the trading system:

Larry Williams, in his book, short-term trading tips, says the system is the most trusted short-term form it has ever researched and traded, and many system developers have put it into practice. In a sense, this is a psychological trading system, which is mainly the emotional response to the amount of spending, resulting in a price mutation. The basic trend is that in a downtrend, the price fluctuates for 5-10 days near the bottom of the box, and then sharply below the trend line, selling pressure is extremely high, and if it bounces back to yesterday's lowest price, it indicates that the market energy reversal, another wave of sharp rally is poised to be sent.

System Buy Mechanical Rules:

⒈ closing price is 4% lower than the 5th average, ensuring that the signal occurs in a downtrend;

⒉ open lower than yesterday's lowest price 1%;

⒊ close rebounded to yesterday's lowest price above.

Victor Spur, a professional securities trader and fund manager, has been hailed as "The Terminator of Wall Street" by Barron's Caijing magazine, which has created a 12-year profit from 1978 to 1989, with no record of losing a year.

Identifying trends and following trends is the pursuit of every technical analyst, Victor Spur. Based on Dow's theory, this complex and arduous task is reduced to the 123 rule.

123 Law:

⒈ first trend line is broken;

⒉ The upward trend is no longer innovative, or the downward trend is no longer innovative low (i.e. only in the pre-trial high and low point behavior);

In the ⒊ downward trend, the price rises above the pre-rally highs, or upward trend, the price crosses the previous short-term back lows.

Although the 123 rule is simple and effective, but its entry point is relatively late, usually has missed a considerable market, so Victor further proposed 2B law, its essence is to observe the phenomenon of false breakthrough. The basic idea is that the trend could be reversed if the price has been innovated low in the downtrend and has not continued to fall, and has risen above the previous low.

System Buy Mechanical Rules:

⒈ closing price is higher than the lowest close of Hundred days before 10th (verification rebound);

⒉ hundred-Day minimum closing price is less than the hundred-day minimum closing price before 10th (validation is low).

Close>ref (LLV (close,100), ten) && llv (close,100)

Third, Tom Dee, SAC Executive vice president, CPO partner of bond fund manager Vanhosington, Special adviser to the $4 billion hedge funds manager Leon Kubman, and former partner of Charlie Difrancisca, one of the largest individual traders of the Chicago Mercantile Exchange Advisers to major financial institutions such as the Morgan Consortium, Citibank, GoldmanSachs, IBM and Unioncarbide.

Tom DiMarco has a new understanding of the divergence of technical indicators, and the readers who have a certain base of securities analysis know that the overbought and oversold conditions of the indicators are an important factor in technical evaluation. But Tom DiMarco that the key is not whether to overbought or oversold, but the time the indicator runs during overbought oversold periods. In order to measure the pressure of stock buying and selling accurately, the method of creating Tddemarkerⅱ index is put forward.

All price movements are linked to defined levels of supply and demand. The value of the molecule is made up of two buying pressure metrics. In the 8 candlestick chart, the difference between the day's highest point minus the closing price of the previous one is added to the closing price minus the difference between the day's lowest value. If the highest point of the day is lower than the previous closing price, then the buy-in portion is given a value of 0, and the denominator is composed of the 8th molecular value plus the respective selling pressure values. The selling pressure is made up of two metric standards. The first part is the difference between the closing price of the previous day minus the lowest point, and if it is negative, the selling portion is given a value of 0, the second part is the difference between the day's high price minus the closing price of the day, the two parts are added, and the resulting value is added to the numerator value to get the denominator.

Tddemarkerⅱ index, to buy pressure, sell pressure perspective to evaluate the price movement of securities, provides us with a new perspective, we based on its over 6 days in the Overbought zone to build TD price range trading system. (overbought area refers to Tddemarkerⅱ indicator value above 60) its formula source code is as follows.

{Price range Trading system}

Tj1:=high>ref (close,1); Tj2:=ref (close,1) >low;

Iftj1then

Fz:=high-ref (close,1) (Close-low);

Elsefz:=close-low;

Iftj2then

Fm:=ref (close,1)-low (high-close);

Elsefm:=high-close;

Td8:sum (fz,8)/sum (FM fz,8) *100,LINETHICK3;

{Above is Technical Specification section)}

Count ("Td2.td8" <40,7) = 7;

Martin Pringle, one of the most influential leaders in the field of technical analysis, is currently the director of the Pringle Institute and editor of the Market Review magazine, and has been awarded the Jack Frost Memorial Medal of the Canadian Technical Analysis Association.

System thought: Situation improves, when the price is at the extreme swing prices, the reversal is imminent. The idea can also be used in combination with volume swing to verify the convergence effect of the two, and improve the odds.

System Mechanical Buying rules:

The ratio of the closing price to the 28th moving average is less than-10.

Formula Source code:

Bd:= (Close/ma (close,28)-1) *100;

bd<-10;

Constance Brown Jane, Master of Securities Analysis, fund trader, creator of the Air Power Investment website (www.aeroinvest.com), publishes daily announcements to make predictions on the Dow Jones Indices, the standard and poor index, and the bond market trends, which are no more accurate. It is the first person to judge and predict the price target and market trend.

System idea: The RSI relative strength indicator is triple smooth, the calculation steps are as follows.

⒈ calculates the RSI indicator for 14th;

⒉ calculates the 5th average of the RSI indicator for 14th;

⒊ The 2nd Step calculation results for 3rd average;

⒋ the difference between the 2nd step and the 3rd step, which is indicated by the histogram chart.

Formula Source code:

Lc:=ref (close,1);

Rsi14:=sma (MAX (close-lc,0), 14,1)/sma (ABS (CLOSE-LC), 14, 1) *100;

Yszd:ma (MA (rsi14,5), 3)-ma (MA (MA (rsi14,5), 3), 9), Colorstick;

System Mechanical Buying rules:

The main point is to find the very low value of the derivative oscillator, the value of the day indicator is higher than yesterday, yesterday's indicator value is the lowest of hundred days.

Five trading systems and source code with a high bottom

Contact Us

The content source of this page is from Internet, which doesn't represent Alibaba Cloud's opinion; products and services mentioned on that page don't have any relationship with Alibaba Cloud. If the content of the page makes you feel confusing, please write us an email, we will handle the problem within 5 days after receiving your email.

If you find any instances of plagiarism from the community, please send an email to: info-contact@alibabacloud.com and provide relevant evidence. A staff member will contact you within 5 working days.

A Free Trial That Lets You Build Big!

Start building with 50+ products and up to 12 months usage for Elastic Compute Service

  • Sales Support

    1 on 1 presale consultation

  • After-Sales Support

    24/7 Technical Support 6 Free Tickets per Quarter Faster Response

  • Alibaba Cloud offers highly flexible support services tailored to meet your exact needs.