Stock Strategy 02 | Technology Timing + Industry Factors + Market Value Rotation

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大家好,This period we will do a technical timing of stock trading strategy：

SuperTrend 

什么是超级趋势指标SuperTrend Indicator?

超级趋势指标SuperTrend Indicator是一个在外汇交易中常用指标,它的设计者是Jason Robinson.它的主要用途是确定价格趋势,和进行趋势追踪.

超级趋势指标SuperTrend Indicator的计算公式：

在做多时：

超级趋势指标SuperTrend =（最高价+最低价）/2 – N*ATR(M)

在作图中,这个值只上移不下移,就是取近期的最高值.

在做空时：

超级趋势指标= （最高价+最低价）/2 + N*ATR(M)

在作图中,这个值只下移不上移,就是取近期的最低值.

在这个指标当中适用了均值（H+L）/2,和ATR真是波动幅度的概念.在设置它的参数时,要考虑两个值,N,M.一个用来计算ATR的倍数,一个用来计算ATR的周期数.例如,周期数可以是10日,倍数可以是3倍,这是这个指标的基本设置.对于不同的交易市场,和交易对象来说,这两个参数是可以优化的.它的计算方法与肯特纳通道Ｋｅｌｔｎｅｒ　Ｃｈａｎｎｅｌｓ很相似.

超级趋势指标SuperTrend的主要用途：

1,  可以作为决定趋势的过滤器;在上升趋势时,做多;在下降趋势中,做空.

2,  可以作为趋势追踪止损.在做多有盈利时,当收盘价小于这个指标近期最高值时,卖出,这样可以锁定利润,又不会因为止盈而错过大趋势.当然,它的正确适用和它的参数设置有密切关系.

/ This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
//  LonesomeTheBlue


//@version=4
study("Pivot Point SuperTrend", overlay = true)
prd = input(defval = 2, title="Pivot Point Period", minval = 1, maxval = 50)
Factor=input(defval = 3, title = "ATR Factor", minval = 1, step = 0.1)
Pd=input(defval = 10, title = "ATR Period", minval=1)
showpivot = input(defval = false, title="Show Pivot Points")
showlabel = input(defval = true, title="Show Buy/Sell Labels")
showcl = input(defval = false, title="Show PP Center Line")
showsr = input(defval = false, title="Show Support/Resistance")


float ph = na
float pl = na
ph := pivothigh(prd, prd)
pl := pivotlow(prd, prd)


plotshape(ph and showpivot, text="H",  style=shape.labeldown, color=na, textcolor=color.red, location=location.abovebar, transp=0, offset = -prd)
plotshape(pl and showpivot, text="L",  style=shape.labeldown, color=na, textcolor=color.lime, location=location.belowbar, transp=0, offset = -prd)


float center = na
center := center[1]
float lastpp = ph ? ph : pl ? pl : na
if lastpp
    if na(center)
        center := lastpp
else
        center := (center * 2 + lastpp) / 3


Up = center - (Factor * atr(Pd))
Dn = center + (Factor * atr(Pd))


float TUp = na
float TDown = na
Trend = 0
TUp := close[1] > TUp[1] ? max(Up, TUp[1]) : Up
TDown := close[1] < TDown[1] ? min(Dn, TDown[1]) : Dn
Trend := close > TDown[1] ? 1: close < TUp[1]? -1: nz(Trend[1], 1)
Trailingsl = Trend == 1 ? TUp : TDown


linecolor = Trend == 1 and nz(Trend[1]) == 1 ? color.lime : Trend == -1 and nz(Trend[1]) == -1 ? color.red : na
plot(Trailingsl, color = linecolor ,  linewidth = 2, title = "PP SuperTrend")


plot(showcl ? center : na, color = showcl ? center < hl2 ? color.blue : color.red : na, transp = 0)


bsignal = Trend == 1 and Trend[1] == -1
ssignal = Trend == -1 and Trend[1] == 1
plotshape(bsignal and showlabel ? Trailingsl : na, title="Buy", text="Buy", location = location.absolute, style = shape.labelup, size = size.tiny, color = color.lime, textcolor = color.black, transp = 0)
plotshape(ssignal and showlabel ? Trailingsl : na, title="Sell", text="Sell", location = location.absolute, style = shape.labeldown, size = size.tiny, color = color.red, textcolor = color.white, transp = 0)


float resistance = na
float support = na
support := pl ? pl : support[1]
resistance := ph ? ph : resistance[1]


plot(showsr and support ? support : na, color = showsr and support ? color.lime : na, style = plot.style_circles, offset = -prd)
plot(showsr and resistance ? resistance : na, color = showsr and resistance ? color.red : na, style = plot.style_circles, offset = -prd)


alertcondition(Trend == 1 and Trend[1] == -1, title='Buy Signal', message='Buy Signal')
alertcondition(Trend == -1 and Trend[1] == 1, title='Sell Signal', message='Sell Signal')
alertcondition(change(Trend), title='Trend Changed', message='Trend Changed')

SuperTrend This index is not all strange,Especially the squirrel quants futures based onSFSeries launchedSF14Super trend line trading strategy.We have decided to transfer it to the stock strategy on how to see the effect.

第一步：

现在TBQComplete graphical display algorithm and mark,沪深300指数：

OK,Indicators and correct,我们切换IF期货,Test the performance of the.这里需要注意,We need to adjust the margin percentage to100%,Let the spot with the same.

交易条件：

1.SuperTrend 决定方向（只做多）

2.Narrow gauge channel enters the arena when choosing

3.Tiger balm for

What is a narrow gauge channel？

Is you in the near futureKCalculating certain volatility in line and then combined with close to build small channel,Pay attention to small channel parameters can't thanSuperTrend 的大,Otherwise, it is not small channel,The meaning of lost timing,如下图：

The significance of small channel is,When you missed the best approach at the beginning of the trend,Later also can have the opportunity to get in the car again.

回测（只做多）：

Look look good,We put it into the stock market have a look at it.

沪深300股票池：

Screening of market value in the top10Stock trading,SuperTrend>0At the same time narrow channel enters the arena when choosing.

Seems to be not inTBQ里的好,Because I don't have all played,That is not yet check only the forehand and backhand.Add back thereafter is too slow,So this time didn't add,The next stock strategy will improve the module.目前来看使用SuperTrend+Narrow channel after the timing,效果还可以接受,After joining check full stops to reduce the retreat.

Many industry rotation in

首先,Let's take a look at the Denver nuggets default rotation in the performance of model,The public policy is the strategy center.测试时间：2014年1月-2022年7月.

The default industry factor is good,Is a good wheel dynamic model.If we add technology to it when choosing,会不会更好一点.

Many industry rotation in+SuperTrend

绩效对比：

Many industry rotation in

Many industry rotation in+SuperTrend

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