hmarkets模拟交易大赛

构建你自己的交易策略

2016-08-19 16:43:46

 Cory Mitchell  2016年8月13日

现在有许多伟大的交易策略,购买书籍或者课程的确节省时间,但是交易也可以是“自己动手”的事业。许多交易员花费数百甚至数千美元寻找伟大的交易策略。构建交易策略可以有趣、简单和快捷。
构建交易策略,你将需要获得反映交易时间框架的图表、一个好奇且客观的头脑和一打记录想法的纸张。这些想法可以规范化的使用到策略中并且在其他图表中得到测试。在本文中,我们将讨论构建策略从开始到结束的过程。之后你就可以在任何市场的任何时间框架内创建自己的交易策略了。
时间和地点
在创建交易策略之前,你需要缩小图表选项。你是日内交易员?波段交易员或者投资者?我们将以一分钟的时间框架或者一个月的时间框架交易?要确保选择的时间框架符合你的需求。
之后你会想要把精力集中在你交易的市场上,即股票、期权、期货、外汇或者大宗商品。一旦你选定了时间框架和市场,那么就需要确定你将进行何种类型的交易。举例来说,我们假定你选择一分钟时间框架的日内股票交易并重点关注一定范围内的股票。你可以使用股票筛选器在一定范围内选择正在交易并满足例如最小交易量和定价标准等其他要求的股票。
当然,股票会随着时间变动,所以一旦当前交易的股票不能满足你的交易策略时你需要寻找其他满足条件的股票。
构建你自己的测试策略
构建一个有效的交易策略能使坚持你的交易计划更容易,因为这个策略是你自己的选择。
例如,假设一个日内交易员决定以5分钟的时间框架寻找股票。她以一定的条件在众多股票中选择了一只股票。在这个五分钟图表中,他将寻找获利的机会。
观察价格的涨跌并看是否能发现这些运动的规律。例如时间、蜡烛图、技术图形、交易量和其他图形等都需要观察。一旦发现潜在的策略,观察图表上的其他运动是否也相同。昨天的获利方式能维持一周或者一个月吗?如果你使用五分钟时间框架交易,那么请继续只观察五分钟时间框架,但是及时回顾其他相同情况的股票观察它们变现也是否也满足条件。
在你决定设定一套能让你进入市场获利的规则之后,观察相同的案例寻找你可能面临的风险。确定你将在未来交易中需要如何止损以便能不被止损平仓从而获利。
在进入市场后分析价格波动并观察如何在你的图表上设置止损。在你分析价格波动时,寻找获利退出点。找出这些运动中理想的退出点和用来抓住这些退出点的指标或者方式。当我们寻找退出点时,我们使用指标、蜡烛图、技术图表、回撤百分比、移动止损、斐波纳契水平和其他策略来帮助我们从发现的机会中获利。
取决于你想寻找策略的频率,你可以在很短的时间框架内寻找有效的方式。通常,短期的异常情况会影响交易员的盈利。这些策略可能的有效时间只有几天,但是这些策略也可以在未来重新使用。
在日历中记录你使用的所有策略并将他们纳入到一个交易计划中。当条件变得对某个策略不利时,你可以避免使用它。当条件对一个策略有利时,你可以在市场上抓住机会。
需要考虑的其他问题
使用历史数据找到的有效交易策略并不能在所有的市场中获利。正是因为这个原因,许多交易员不进行回测。他们更倾向于使用自发交易。这样做缺乏尽职调查。知道一个策略的成功率很重要,因为如果一个策略从未成功,那么它也不太可能突然起作用。这也是为什么使用回测和对你选中时间框架数据应用新方法是至关重要的。
许多策略都不会永久应用下去。它们会失去盈利能力,这是为什么人们应该充分利用还有效的策略的原因。如果一个策略在过几个月或者过去几十年中有效,那么它可能在明天还会有效。但是如果我们从没有查看历史测试这些策略,我们甚至可能不能意识到他们的存在,或者我们可能在将其运用到未来市场时缺少信心。了解一些策略在过去有效将会增加我们的交易信心。
交易需要信心(但不是自大),并且在获利条件出现时进场需要从查看历史并了解这个策略经常有效中获得信心。
请记住,我们不需要寻找在所有时间都100%的策略。事实上,如果我们这么做我们将不能找到任何合适的策略。我们只需要那些在你时间框架内最终能盈利的策略。
总结
策略在不同的时间框架内效果不同。通常需要做出偶尔变化以适应当前市场和我们的自身情况。构建你自己的策略或者使用他人的策略并在适合你的时间框架内对其进行测试。通过使用过去的策略,我们能为我们自己选择一些更好的入场点赚钱并在我们变得有经验时避免亏损。跟踪你使用的所有策略,这样在有利条件出现时你就可以再次使用这个策略。
 
Create Your Own Trading Strategies
By Cory Mitchell | Updated August 13, 2016 — 6:00 AM EDT
There are many great trading strategies out there, and purchasing books or courses does save time, but trading can also be a "do it yourself" career. Many traders spend hundreds or even thousands of dollars looking for a great trading strategy. Building strategies can be fun, easy and surprisingly quick. 
To create a strategy, you will need access to charts which reflect the time frame to be traded, an inquisitive and objective mind and a pad of paper to jot down your ideas. These ideas can then be formalized into a strategy and "visually backtested" on other charts. In this article, we go over this process from start to finish including the questions to ask along the way. Then you'll be ready to start creating your own strategies in any market and on any time frame.
Time and Place?
Before a strategy can be created, you need to narrow the chart options. Are you a day trader, swing trader or investor? Will we trade on a one-minute time frame or a monthly time frame? Be sure to choose a time frame that suits your needs.
Then you'll want to focus on what market you will trade: stocks, options, futures, forex or commodities? Once you've chosen a time frame and market, decide what type of trading you would like to do. As an example, let's say you choose to look for stocks on a one-minute time frame for day-trading purposes and want to focus on stocks that move within a range. You can run a stock screener for stocks that are currently trading within a range and meet other requirements such a minimum volume and pricing criteria.
Stocks, of course, move over time, so run new screens when needed to find stocks that match your criteria for trading once former stocks are no longer trading in a way that is congruent with your strategy.
Creating and Testing Strategies
Creating a strategy that works makes it is much easier to stick to your trading plan because the strategy was your own work (as opposed to someone else's).
For example, suppose that a day trader decides to will look at stocks on a five-minute time frame. She has a stock selected from the list of stocks produced by the stock screen she ran for a certain criteria. On this five-minute chart, she will look for money-making opportunities.
Look at rises and falls in price and see if you can find anything that precipitated those movements. Indicators such as time of day, candlestick patterns, chart patterns, mini-cycles, volume and other patterns should all be looked at. Once a potential strategy has been found, go back and see if the same thing occurred for other movements on the chart. Could a profit have been made over the last day, week or month using this method? If you are trading on a five-minute time frame, continue to only look at five minute time frames but look back in time and at other stocks that have similar criteria to see if it would have worked there as well. 
After you determine a set of rules that would have allowed you to enter the market to make a profit, look to those same examples and see what your risk would have been. Determine what your stops will need to be on future trades in order to capture profit without beingstopped out.
Analyze price movement after entry and see where on your charts a stop should be placed. When you analyze the movements, look for profitable exit points. Where was the ideal exit point and what indicator or method can be used to capture most of this movement? When looking at exits, use indicators, candlestick patterns, chart patterns, percentage retracements, trailing stops, Fibonacci levels or other tactics to help capture profits from the opportunities we are seeing.
Depending on how often you want to look for strategies, you can look for tactics that work over very short periods of time. Often, short-term anomalies occur that allow the trader to extract consistent profits. These strategies may not last longer than several days, but those strategies can also likely be used again in the future. 
Keep track of all the strategies you use in a journal and incorporate them into a trading plan. When conditions turn unfavorable for a certain strategy, you can avoid it. When conditions favor a strategy, you can capitalize on it in the market.
Additional Things to Consider
Using historical data and finding a strategy that works will not guarantee profits in any market. It is for this reason that many traders do not back-test their strategies – meaning applying the strategy on historic data. Instead they tend to make spontaneous trades. This is a lack of due diligence. It is important to know a strategy's success rate, because if a strategy never worked, it is unlikely to suddenly start working. That's why visual back-testing – scanning over charts and applying new methods to the data you have on your selected time frame - is crucial.
Many strategies don't last forever. They fall in and out of profitability and that is why one should take full advantage of the ones that still work. If something has worked for the past few months or over the course of the last several decades, it will probably work tomorrow. But if we never looked to the past to test that strategy, we might not even realize it was there, or we might lack the confidence to apply it in the markets tomorrow to make money. Knowing that something has worked in the past will thus also give a psychological boost to your trading.
Trading needs to be done with confidence (not arrogance), and being able to pull the trigger on a position when there is a set up to make money will require the confidence attained from looking to the past and knowing that more often than not, this strategy worked.
Keep in mind that we do not need to look for strategies that work 100% of the time. In fact, if we do this we will likely find no strategies. Simply look for strategies that net a profit at the end of the day, week and/or year(s), depending on your timeframe.
The Bottom Line
Strategies fall in and out of favor over different time frames; occasionally changes will need to be made to accommodate the current market and our personal situation. Create your own strategy or use someone else's and test it on a time frame that suits your preference. By using what the past has shown us, we can give ourselves some great starting points to making more money and avoid losses as we become more experienced traders. Track all strategies that you use so that you can use these strategies again when conditions favor it.
 
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文章来源:http://www.investopedia.com/articles/trading/10/create-trading-strategies.asp
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