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大三明治系统 (Big Sandwich System)

author emer | 0 人阅读 | 0 人评论 |
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:Mongoose
发布日期:First Post: Jun 18, 2007 12:55pm | Edited Jun 19, 2007 9:45am
I have had quite a lot of interest in my Big Sandwich System, so instead of repling to everyone, I will share the principals of the system here.

What I will reserve is the disclosure of the exact mechanical system because it works on various markets and I don't want to give away my buy & sell prices for obvious reasons.

Not withstanding the above, the system below has been profitable for me whether discretionary or mechanical. If anything, the discretionary system is superior in terms of performance. I trade the system mechanically for two reasons:

1) workloadrofit ratio is better
2) I call it the "drifting boat effect". If you are fishing with your back to the shore, you could gradually drift away without even noticing. The same goes with discretionary systems, over the months you could drift away from the core system, venturing out into the unknown.

There are no "X" factors or secret hocus pocus. I will not post one or two trades to "prove" that my system is profitable. You are welcome to DEMO TRADE this system, and if you follow the principals and it hasn't worked at the end of a 3 month period, I will declare myself a fraud and leave the forum. I have posted my account statments on this forum, and I am willing to do so on request (within reason i.e. not every single day).

Ok, enough babble from me, here is the principals of the system.

1.0 LOGIC OF THE SYSTEM
To me this is the most important aspect of a system, and probably the most overlooked in relation to system creation; "WHY should it work"?

a) I believe that this system works because on daily charts the markets spend more time ranging than they do making new highs/lows. This means more frequency.

b) the range represents a zone of uncertainty which will not be substantially broken until further information is brought to the market. This is our edge.

2.0 SYSTEM PRINCIPALS
2.1 Create a channel. Use handdrawn lines or Bollinger bands or anything you like. My preference when trading discretionary is the hand drawn trendline. (see image as these channels are a little different to conventional channels)

2.2 Place a buy signal at the bottom of the range, and a sell signal at the top of the range.

2.3 Place a stop which is the width of the channel. $1600 is the limit for any pair.
NOTE: You will notice my large loss on the USDCHF on my statement. This is because the stops are wide, but the win rate is high to compensate. I will also show you how that loss was not really a loss at all!

2.4 Once price has crossed the centre of the range, set the stop to breakeven.

2.5 When price reaches the opposite end of the channell, then place your order in the opposite direction as per 2.2 above.

2.6 Exit your original order at the 50ema on 1hr charts.

They say "a picture is worth a thousand words", so here is two of them. Please note that as per my posted account statements, these are trades that I am actually in.

A class 1 trade is with the trend, and class 2 trade is against the trend. I take both, but I keep a tighter lead on class 2 trades by entering on a breakout on a 60min chart, and exiting with some discretion if the price starts to turn against me as it closes in towards the opposite side of the channel.

***PLEASE DEMO TRADE ONLY. ALL CARE BUT NO RESPONSIBILITY TAKEN. THIS IS NOT AN INVITATION FOR YOU TO TRADE, BUT TO RELAY HOW I TRADE****
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