文件名称:First-hour-breakout-system
- 所属分类：
- 金融证券系统
- 资源属性：
- [Text]
- 上传时间：
- 2013-01-13
- 文件大小：
- 2kb
- 下载次数：
- 0次
- 提 供 者：
- kong x*******
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- 无
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C#实现的日内突破交易策略，可在Wealth-lab及其他C#策略平台下应用。-First hour breakout system
The system takes positions if the price exceeds the range determined in the first hour of the day, using a moving average as a filter.
Entry rules
Buy at breakout of first hour s high plus one tick, if 9-period moving average is rising
Short at breakdown of first hour s low minus one tick, if 9-period moving average is declining
Take one position only during a trading session
Exit rules
Exit at a 0.5 stop loss
Exit at a 1.0 profit target
Exit at market at last bar of the day (16:00)
Requires intraday data
The system takes positions if the price exceeds the range determined in the first hour of the day, using a moving average as a filter.
Entry rules
Buy at breakout of first hour s high plus one tick, if 9-period moving average is rising
Short at breakdown of first hour s low minus one tick, if 9-period moving average is declining
Take one position only during a trading session
Exit rules
Exit at a 0.5 stop loss
Exit at a 1.0 profit target
Exit at market at last bar of the day (16:00)
Requires intraday data
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下载文件列表
First hour breakout system.txt