[{"data":1,"prerenderedAt":169},["ShallowReactive",2],{"\u002F2014-08-02-%E5%87%A0%E6%AC%BE%E7%BD%91%E7%BB%9C%E4%B8%8A%E7%9A%84%E4%BA%A4%E6%98%93%E7%B3%BB%E7%BB%9F%E7%9A%84mt4%E5%AE%9E%E7%8E%B0":3},{"id":4,"title":5,"body":6,"date":147,"description":12,"extension":148,"meta":149,"navigation":152,"path":164,"seo":165,"stem":166,"tags":167,"__hash__":168},"blogs\u002F_legacy\u002F2014\u002F2014-08-02-%e5%87%a0%e6%ac%be%e7%bd%91%e7%bb%9c%e4%b8%8a%e7%9a%84%e4%ba%a4%e6%98%93%e7%b3%bb%e7%bb%9f%e7%9a%84mt4%e5%ae%9e%e7%8e%b0.md","几款网络上的交易系统的MT4实现",{"type":7,"value":8,"toc":139},"minimark",[9,13,16,21,24,51,58,61,65,68,91,97,100,106,110,113,118,121,124],[10,11,12],"p",{},"前段研究交易系统的产物，要想快速了解交易系统的构造，最快的方法就是去研究已经成型的交易系统。在此总结和分享一下经验，也为接下来的系统开发理下思路。",[10,14,15],{},"所有系统的代码在文末。需要注意的是，由于系统都没有提供资金管理的思路，统统使用的是海龟的那套资金管理系统。",[17,18,20],"h3",{"id":19},"系统一lema-system","系统一：Lema System",[10,22,23],{},"网上找到的一个系统，似乎不是什么有名的系统的样子。工作在5分钟图上的短线交易系统。",[25,26,27,30,33,36,39,42,45,48],"blockquote",{},[10,28,29],{},"做多规则：",[10,31,32],{},"–价格在EMA16之上",[10,34,35],{},"–EMA16在EMA48之上",[10,37,38],{},"–Laguerre指标从下上穿0.8水平线",[10,40,41],{},"止损设在离开仓价位30点以外",[10,43,44],{},"多头平仓规则:",[10,46,47],{},"当有20pips 利润的时候，平掉一半的仓位，剩下的仓位等到EMA16向下穿越EMA48全部平仓",[10,49,50],{},"空头则与此相反。",[10,52,53],{},[54,55],"img",{"alt":56,"src":57},"Image","\u002Fwp-content\u002Fuploads\u002F2014\u002F07\u002FImage_thumb.png",[10,59,60],{},"测试结果发现无法稳定盈利，主要原因应该是因为使用了均线系统作为入场信号。均线一旦处于纠缠的状态就会频繁的发出买卖信号，导致系统失效。虽然使用了Laguerre指标作为过滤，这一点依然是硬伤。",[17,62,64],{"id":63},"系统二r-breaker","系统二：R-Breaker",[10,66,67],{},"根据前一个交易日的收盘价、最高价和最低价数据通过一定方式计算出六个价位，从大到小依次为：突破买入价（Bbreak)、观察卖出价(Ssetup)、反转卖出价(Senter)、反转买入价(Benter)、观察买入价(Bsetup)、突破卖出价(Sbreak)。以此来形成当前交易日盘中交易的触发条件。这里，通过对计算方式的调整。可以调节六个价格间的距离。",[25,69,70,73,76,79,82,85,88],{},[10,71,72],{},"交易规则：",[10,74,75],{},"反转:",[10,77,78],{},"持多单，当日内最高价超过观察卖出价后，盘中价格出现回落，且进一步跌破反转卖出价构成的支撑线时，采取反转策略，即在该点位反手做空；",[10,80,81],{},"持空单，当日内最低价低于观察买入价后，盘中价格出现反弹，且进一步超过反转买入价构成的阻力线时，采取反转策略，即在该点位反手做多；",[10,83,84],{},"突破:",[10,86,87],{},"在空仓的情况下，如果盘中价格超过突破买入价，则采取趋势策略，即在该点位开仓做多；",[10,89,90],{},"在空仓的情况下，如果盘中价格跌破突破卖出价，则采取趋势策略，即在该点位开仓做空；",[10,92,93],{},[54,94],{"alt":95,"src":96,"title":95},"134728031","\u002Fwp-content\u002Fuploads\u002F2014\u002F07\u002F134728031_thumb.jpg",[10,98,99],{},"使用前一日的波幅来进行当天的波幅划分，在当日结束时清空所有头寸。总体而言似乎没有获得太大的概率优势，感觉上是一个相当微妙的日内交易系统。可能是因为这个交易系统设计上原本不是针对外汇的，故而在外汇上表现平平：",[10,101,102],{},[54,103],{"alt":104,"src":105,"title":104},"image","\u002Fwp-content\u002Fuploads\u002F2014\u002F07\u002Fimage_thumb3.png",[17,107,109],{"id":108},"系统三aberration","系统三：Aberration",[10,111,112],{},"Aberration系统是一个反向的利用布林带的交易系统，它将价格收在布林带外作为趋势产生的信号入场，并同时在价格报收在布林带中轨的另一边时离场。",[10,114,115],{},[54,116],{"alt":104,"src":117,"title":104},"\u002Fwp-content\u002Fuploads\u002F2014\u002F07\u002Fimage_thumb4.png",[10,119,120],{},"需要注意的是，Aberration和R-Breaker这两个系统并不是完整的，在互联网上公开出来的都是类似于泄露版的规则。由于没有配套的资金管理策略，同时没有详细的规则，所以实现出来的系统表现有些不尽人意。",[10,122,123],{},"不过Aberration系统当前的规则作为趋势系统并没有很好的表现，很大的可能性在于并不是所有的趋势启动都会由冲破布林带开始。",[25,125,126,129],{},[10,127,128],{},"--- 下载地址 ---",[10,130,131,132,138],{},"链接: ",[133,134,135],"a",{"href":135,"rel":136},"http:\u002F\u002Fpan.baidu.com\u002Fs\u002F1gdiSL7X",[137],"nofollow"," 密码: 1wbi",{"title":140,"searchDepth":141,"depth":142,"links":143},"",2,3,[144,145,146],{"id":19,"depth":142,"text":20},{"id":63,"depth":142,"text":64},{"id":108,"depth":142,"text":109},"2014-08-02","md",{"layout":150,"status":151,"published":152,"author":153,"author_login":154,"author_email":155,"author_url":156,"wordpress_id":157,"wordpress_url":158,"date_gmt":159,"excerpt":160},"post","publish",true,{"display_name":154,"login":154,"email":155,"url":156},"chaoshikari","chaoshikari@gmail.com","\u002F",923,"\u002F\u002F?p=923","2014-08-01 20:10:37 +0000",{"type":7,"value":161},[162],[10,163,12],{},"\u002F2014-08-02-几款网络上的交易系统的mt4实现",{"title":5,"description":12},"_legacy\u002F2014\u002F2014-08-02-%e5%87%a0%e6%ac%be%e7%bd%91%e7%bb%9c%e4%b8%8a%e7%9a%84%e4%ba%a4%e6%98%93%e7%b3%bb%e7%bb%9f%e7%9a%84mt4%e5%ae%9e%e7%8e%b0",[],"XmmHpybTGbLV-KKAq2pR4JIfsrK-wFQufWMsz1DVykg",1788763183979]