魔法转变 (magic shift)
来源：ForexFactory · Trading Systems · 原帖链接
原帖作者：7bit
发布日期：First Post: Nov 26, 2009 12:23am | Edited Dec 12, 2009 1:46am
原帖作者：7bit
发布日期：First Post: Nov 26, 2009 12:23am | Edited Dec 12, 2009 1:46am
Hello,
I want to bring a system to your attention that is so simple and at first sight its simple rules seem to be so bizzarre and unreal that nobody in his right mind would even think about trading something like that. Yet it has a solid foundation in time series analysis and I trade it live and with profit for some weeks now, but it stopped working at the exact day i started this thread here.
Rules are as follows:
Instrument: EUR/USD
Timeframe: H4 (may also work on H1 with different parameters, see Post 37 and 39)
Indicator: Accelerator Oscilator (the built in in Metatrader)
Only take action at opening of a new H4 bar. On bar open look at the value of the Accelerator 61 Bars before the current bar:
* if it is positive: trade short (or reverse a previous long)
* if it is negative: trade long (or reverse a previous short)
You will have only one open position at any time, either you are long or you are short, you are always in, just reverse when the sign of the accelerator changes. No stops, No limits.
in algorithmic form this would look like that:
9 Years (different shift)
2 Years (different shift)
1 Year (magic shift = 61)
May the discussion begin!
I want to bring a system to your attention that is so simple and at first sight its simple rules seem to be so bizzarre and unreal that nobody in his right mind would even think about trading something like that. Yet it has a solid foundation in time series analysis and I trade it live and with profit for some weeks now, but it stopped working at the exact day i started this thread here.
Rules are as follows:
Instrument: EUR/USD
Timeframe: H4 (may also work on H1 with different parameters, see Post 37 and 39)
Indicator: Accelerator Oscilator (the built in in Metatrader)
Only take action at opening of a new H4 bar. On bar open look at the value of the Accelerator 61 Bars before the current bar:
* if it is positive: trade short (or reverse a previous long)
* if it is negative: trade long (or reverse a previous short)
You will have only one open position at any time, either you are long or you are short, you are always in, just reverse when the sign of the accelerator changes. No stops, No limits.
in algorithmic form this would look like that:
Inserted Code
int magic_shift = 61;
void onOpen(){
double historic_move = iAC(NULL, 0, magic_shift);
if (historic_move < 0){
closeShortGoLong();
}else{
closeLongGoShort();
}
} 2 Years (different shift)
1 Year (magic shift = 61)
May the discussion begin!
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