tailieunhanh - Professional Stock Trading System Design and Automation phần 2

bạn có thể muốn đọc các tác phẩm của các nhà lý thuyết Chứng khoán và lịch sử giá cả hàng hóa ở Mỹ đọc giống như một bộ phim truyền hình của người tốt so với những kẻ xấu. Những kẻ tốt trong bộ phim kinh dị kinh tế highstates bò, lạc quan, những người cảm thấy rằng thị trường sẽ tăng lên mãi mãi chỉ là những thất bại nhỏ trên đường đi. Họ là các chính trị gia | 18 1 Introduction CoverTargetl CoverTarget2 Log Trades for Spreadsheet Export Condition AcmeLogTrades LogTrades LogFile SystemID Figure shows an example of the profit target and stop loss levels using the function AcmeExitTargets. This function draws horizontal price levels on the chart to display the stop loss and profit targets. The stop loss is denoted by LX and the multi-bar profit target is denoted by LX . The multi-bar profit target is similar to Darvas s box theory 7 where stock prices move upwards in a series of stacked boxes with defined ranges. ABC LAST-Daily 03 01 2002 LX 600 Acme LX -F I LX 1 Acme LE FB l 1200 25 M 4 I MdaSttion blM by 0 mooa 1 Mi Figure . Trade Exit The trader may wish to change the Trade Manager to implement different stop loss and profit target strategies . exit a long trade on the close if the close is below the open. By changing the Trade Manager each of the Acme strategies can be tested with various trade exit techniques. One suggestion for changing the Trade Manager is to use different profit factors for the single-bar target and the multi-bar target. For example the trader may want a move in one day and a move in two days. Holding Period In the Trade Manager the trailer has the option of turning off profit targets to depend only on the holding period. When selecting a holding period the trader wants to maximize the deployment of capital before the law of diminishing returns takes hold . how fast can the trades be turned over without sacrificing A Trading Model 19 profit factor. The trader may wish to optimize the HoldBars parameter over a portfolio of stocks to determine the optimum holding period. Many swing-trading techniques have holding periods of three to five days. Taylor defined a cycle of three days with each day representing a Buying Day a Selling Day and a Short Sell day 33 The cycles .