文件名称:dual-Donchian-Band-strategy
-
所属分类：
- 标签属性：
- 上传时间：2013-03-16
-
文件大小：1kb
-
已下载：1次
-
提 供 者：
-
相关连接：无下载说明：别用迅雷下载，失败请重下，重下不扣分！
介绍说明－－下载内容来自于网络，使用问题请自行百度
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.
(系统自动生成,下载前可以参看下载内容)
下载文件列表
dual Donchian Band strategy.txt
本网站为编程资源及源代码搜集、介绍的搜索网站，版权归原作者所有！ 粤ICP备11031372号
1999-2046 搜珍网 All Rights Reserved.