The application of the banknote train indicator in programmatic trading strategies

Mondo Finance Updated on 2024-02-01

The banknote special train indicator is a technical indicator used for research and analysis, which can help investors analyze and judge the trend top and bottom through the use of this indicator, so as to improve the accuracy and profitability of investment decisions.

First, the principle of strategy

This indicator belongs to the attached chart indicator, which is very visual and intuitive, and the upward and downward trend line is like a connected train car (with money in it). The indicator is composed of 4 indicator lines, namely the banknote special train, Harmony No. 1, long line, and short line. At the same time, according to the relationship between the short line and the special cash train, the carriages are marked red and green respectively. The source code is as follows:

var1:=(2*close+high+low)/4;

var2:=llv(low,34);

var3:=hhv(high,34);

Banknote train: EMA((VAR1-VAR2) (VAR3-VAR2)*100,13);

Harmony One: EMA (0..)667*ref (banknote special train, 1) +0333 * banknote transport train, 2);

dt:ema((var1-var2)/(var3-var2)*100,30);

kt:ema(dt,5);

stickline(kt>=banknote train,kt,banknote train,1,1),colorgreen;

stickline(kt>=banknote special train,harmony 1,dt,0,1),colorgreen;

stickline(kt<=banknote train,kt,banknote train,1,1),colorred;

stickline(kt<=banknote special train,harmony 1,dt,0,1),colorred;

Specifically, when the short line is greater than or equal to the banknote special train, it is marked green, and it is recommended to short at this time;

When the short line is less than or equal to the banknote special train, it is marked red, and it is recommended to go long at this time;

Combine the relationship between the long and short lines to filter out certain false signals;

When the 4 indicator lines are at a high level and greater than 80, close long orders;

When the 4 indicator lines are at a low level and less than 20, the short order is closed;

Second, the advantage analysis

This is a very simple trend-following strategy with the following advantages:

1. The use of banknote special train indicators can effectively identify the best trend and reduce false signals.

2. Combining the high and low lines helps to judge the top and bottom, and close the position in time to take profit and stop loss.

3. The combination of 4 indicator lines can improve the signal quality and avoid frequent opening of positions in the middle of the market.

3. Risk analysis

There are also some risks to be aware of with this strategy:

1. Under a large margin, that is, the indicator is in the range of 40-60, it may produce an error signal.

2. Lack of stop-loss strategy, unable to effectively control a single loss.

3. Improper parameter setting may lead to high trading frequency or poor signal quality.

Fourth, optimize the direction

The strategy can be optimized from the following aspects:

1. Add stop-loss strategies, such as trailing stops or ATR stops, to control single losses.

2. Optimize the parameters of the banknote special train, long line and short line, find a more suitable combination of parameters, and improve the signal quality.

3. Add other indicator filtering, such as MACD, KDJ, etc., to avoid false signals.

4. Add trend judgment indicators, such as ADX, to avoid contrarian trading.

5. Optimize the timing of entry, add a time filtering mechanism, and enter the market after the trend is confirmed. When there are "divergence" signals, you should be vigilant.

5. Summary

The trading strategy based on the banknote train indicator is an easy-to-implement trend-following strategy. It uses 4 indicator lines to determine the direction of the trend and generate trading signals. The advantage of this strategy is that it is easy to use, very visual and intuitive, and can effectively track medium and long-term trends. But there are also some risks that need to be guarded against. With proper optimization, the effectiveness of the strategy can be improved.

Related Pages