使用移动平均线进行交易 (Trading With Moving Averages)
I don’t normally use moving averages to trade Forex, moving averages are just price distortions and while distortions can be a useful way of filtering out the market’s random ‘noise’ they’re not the most effective way. But using the average high and low prices can be a good way of picking decent levels for entries and exits. The full system can be found here trading with moving averages but here’s the basic details –
Compare the opening price to the price the market closed at four months (80 days) ago, if the price is higher now the trend is up and the system is restricted to taking long trades only, if the price is lower now the trend is down and we take only shorts.
Set an ‘open at’ order daily until the level is hit and a trade is opened, take a long trade in an uptrend when the price falls to (yesterday’s low + the day before yesterday’s low)/2. Set a short trade to open when the price rises to (yesterday’s high + the day before yesterday’s high)/2 during a downtrend. This gets you in a decent price and in the direction of the long-term trend. You can open another trade the next day if you get another favourable price then.
Protect each trade with a take profit at/limit order. The profit taking orders should be set at (yesterday’s high + the day before yesterday’s high)/2 for long trades and (yesterday’s low + the day before yesterday’s low)/2 for shorts. Adjust all your trade's limit orders daily if they’re not hit. You might end up with more than one trade open at a time but they’ll all be closed at the same time.
The results for the last decade (beginning of 2000 to end of 2010) are pretty good. With no stop-losses the results are -
EUR/USD. 553 trades, 71.25% are winners. Pips won to pips lost ratio 1.50 to 1.
GBP/USD. 562 trades, 66.37% are winners. Pips won to pips lost ratio 1.24 to 1.
USD/JPY. 496 trades, 65.93% are winners. Pips won to pips lost ratio 1.33 to 1.
USD/CHF. 593 trades, 70.66% are winners. Pips won to pips lost ratio 1.64 to 1.
USD/CAD. 550 trades, 67.45% are winners. Pips won to pips lost ratio 1.27 to 1.
AUD/USD. 530 trades, 66.98% are winners. Pips won to pips lost ratio 1.24 to 1.
I suggested several ways to improve the system on my blog and if anyone would like to share any ideas they have for how to improve this here (i.e. by reducing the size of the losers whilst still keeping number of winners to losers good) I'd be grateful for their ideas and suggestions.
Compare the opening price to the price the market closed at four months (80 days) ago, if the price is higher now the trend is up and the system is restricted to taking long trades only, if the price is lower now the trend is down and we take only shorts.
Set an ‘open at’ order daily until the level is hit and a trade is opened, take a long trade in an uptrend when the price falls to (yesterday’s low + the day before yesterday’s low)/2. Set a short trade to open when the price rises to (yesterday’s high + the day before yesterday’s high)/2 during a downtrend. This gets you in a decent price and in the direction of the long-term trend. You can open another trade the next day if you get another favourable price then.
Protect each trade with a take profit at/limit order. The profit taking orders should be set at (yesterday’s high + the day before yesterday’s high)/2 for long trades and (yesterday’s low + the day before yesterday’s low)/2 for shorts. Adjust all your trade's limit orders daily if they’re not hit. You might end up with more than one trade open at a time but they’ll all be closed at the same time.
The results for the last decade (beginning of 2000 to end of 2010) are pretty good. With no stop-losses the results are -
EUR/USD. 553 trades, 71.25% are winners. Pips won to pips lost ratio 1.50 to 1.
GBP/USD. 562 trades, 66.37% are winners. Pips won to pips lost ratio 1.24 to 1.
USD/JPY. 496 trades, 65.93% are winners. Pips won to pips lost ratio 1.33 to 1.
USD/CHF. 593 trades, 70.66% are winners. Pips won to pips lost ratio 1.64 to 1.
USD/CAD. 550 trades, 67.45% are winners. Pips won to pips lost ratio 1.27 to 1.
AUD/USD. 530 trades, 66.98% are winners. Pips won to pips lost ratio 1.24 to 1.
I suggested several ways to improve the system on my blog and if anyone would like to share any ideas they have for how to improve this here (i.e. by reducing the size of the losers whilst still keeping number of winners to losers good) I'd be grateful for their ideas and suggestions.
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