酒田戰法量化 - 財經
By Belly
at 2008-08-30T14:49
at 2008-08-30T14:49
Table of Contents
最近看了某篇論文
他是利用「陰陽線過濾型態」做為策略
所謂過濾是
指消除不成熟或過早的出現的型態
此策略的做法即
RSI高檔
且出現
空頭吞噬(Bear Engulfing)、
空頭母子(Bear Harami)、
烏雲罩頂(Dark Cloud Cover) 、
夜星(Evening Start) 、
雙鴉跳空(Upside Gap Two Crows) 、
空頭遭遇線(Bear Meeting Lines)
等時
隔天即進場放空
看了一下勝率還不錯
想要加入策略中
問題來了空頭吞噬(Bear Engulfing)怎麼量化.
有人看過這種書嗎?
謝謝~~
--
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