Using indicators to develop trading strategies. Chapter two

Using indicators to develop trading strategies. Chapter two

Приветствую всех.

Прочитав этот пост, вы поймете, как разрабатывать трендовые стратегии на основе скользящих средних, каковы плюсы и минусы в торговле

скользящие средние.

Пост посвящен трем стратегиям, основанным на SMA:

1) Стратегия на двух скользящих средних.

2) Стратегия на одной скользящей средней.

3) Стратегия на модифицированной скользящей средней.

 

 

Первая стратегия.

Входя в позицию,поворачиваясь от длинного к короткому и наоборот при пересечении линий SMA. Если SMA с более коротким периодом пересекла SMA с более длинным периодом от

сверху вниз, затем на закрытом баре закрыть длинную позицию и открыть короткую позицию после закрытия бара.

 

Периоды положительного тренда отмечены зеленым цветом, а периоды, не особо благоприятные для системы, - красным.

Equity of this strategy.

Advantages:

1) Strategy allows you to catch the whole trend and successfully get out of it if there is a slight consolidation after a long movement.

Weaknesses:

1) In narrowing sidewall, the lines will start crossing more often, which will increase the number of losing trades.

2) In case of a sharp exit and a long candle, entry delayed.

 

 

Second strategy.

Let's consider an example using one SMA.

Entering position,turning from long to short and vice versa at closing bar above/below SMA lines. If bar closed above SMA line, then close position

of shorts and open position of long. If bar has closed below SMA line, then close long and open short position.

 

Equity of this strategy.

Advantages:

1) Strategy allows you to catch the whole trend and successfully get out of it if there is a slight consolidation after a long movement.

Weaknesses:

1) Many losing trades appear in the sideways movement. If closing of bars is close to SMA line and close is lower, then above it signals

generated in long and short positions, which leads to high commission costs.

2) In case of sharp exit and long candlestick, entry delayed.

 

 

Third strategy.

The strategy based on a modified SMA. If there is long position, SMA moves only upwards, and if it is short position, it moves only downwards.

Entering long position performed by pending stop order when price touches modified SMA value and ATR indicator value. Entering shorts performed by

pending stop order when price of difference between value of modified SMA and value of indicator ATR is touched. That is, price should be broken

through certain average value and volatility calculated through indicator ATR.

 

The dots indicate stop orders. It turned out to be something similar visually to Parabolic SAR, but there is another formula and it acts differently.

Equity of this strategy.

 

 

Advantages:

1) Strategy allows you to catch the whole trend.

2) Strategy allows you to catch sharp impulses without waiting for candle close.

3) When volatility narrowed, there are no multiple inputs

 

Conclusion.

Based on this post, you will be able to understand how to develop strategies by Moving Averages with its disadvantages and advantages. We also tried

to neutralize disadvantages of trend strategy in the sideways. I hope it was interesting. Take likes, sign up! Further on it will be even more interesting!

 

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