SAR趋势跟踪(V4共振)
回测时间:2019.1—2023.7回测品种:GBPUSD,GBPJPY,USDJPY,XAUUSD,XTIUSD,USTEC
回测周期:H4
SAR趋势跟踪(V4共振)策略简介
进场规则:LongEntry=close<SAR && close>SAR;
ShortEntry=close>SAR && close<SAR ;
信号过滤:1,大级别周期SAR共振(多周期共振); 2,MACD共振 3,均线共振 ;
追单:追多 = close>SAR && close>SAR && close>SAR &&close>high ;
追空 = close<SAR && close<SAR && close<SAR &&close<low;
跟踪止损: LongStop = TradeHighest - ATR_Value*Multiplier;
ShortStop = TradeLowest + ATR_Value*Multiplier ;
出场规则:ShortExit = close<SAR && close>SAR ;
LongExit = close>SAR && close<SAR ;
回撤较大且停滞期也长,回测曲线并不好看,仅作为参考,实盘慎用,盈亏自负
{:1_186:} {:1_174:} {:1_189:} 感谢分享 顶下 顶下 看看 ??????
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