固定赔率突破多头跨式组合 (Breakout long straddle with fixed odds)
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:zeuzera
发布日期:First Post: Apr 29, 2009 4:58pm | Edited May 9, 2009 12:32am
原帖作者:zeuzera
发布日期:First Post: Apr 29, 2009 4:58pm | Edited May 9, 2009 12:32am
Breakout strategy - long strangle with fixed odds
There are many good breakout constalations.
Some of them:
(patterns)
-diamond
-triangle
-range
-narrow range
-inside day
...
(also with some indicator constalations)
-low ATR and low ADX
-narrow bollinger bands
...
(news)
-expectation of important news
...
As we all know, breakouts give us a big moves and we can also define are potential target.
But nobody knows in which way will the quotes brakout. There are to many fakes and stopouts (SLs).
There is a well known option construct "straddle" (http://en.wikipedia.org/wiki/Strangle ).
But we can not become that particular option on any options exchange that we need for an particular breakout.
So i have done this with "fixed odds"
"- the prices (odds) are fixed, but the strike price (the price the market needs to reach for the bet to be "won") is moving"
There are some companies with this products, just Google for "financial fixed odds".
With fixed odds we can not be stopped out befor the strike date.
Now to my work here.
The main point of this strategy is "reward/risk-ratio".
My RRR is min 2,3 and max could 7.
I will take some trades here on daily so we can see what i am talking about.
Zeuzera
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