文件名称:dual-Donchian-Band-strategy
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- 金融证券系统
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- [Text]
- 上传时间：
- 2013-01-13
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- 1kb
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- kong x*******
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C#实现的双重Donchian通道策略，Wealth-lab及其他C#策略平台应用。-dual Donchian Band strategy where the longer band is used only for trend direction and the shorter one is used to trade.
System rules
Long entry: wait for the market to break the 120 day high i.e trend turns up, and thereafter only take buys when the market breaks the 20 day high.
Long Exit: the stop would be the 20 day low
For shorts: the rules are reversed.
System rules
Long entry: wait for the market to break the 120 day high i.e trend turns up, and thereafter only take buys when the market breaks the 20 day high.
Long Exit: the stop would be the 20 day low
For shorts: the rules are reversed.
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dual Donchian Band strategy.txt