【资源组】开盘突破指标StretchBreakout Channel(弹力突破通道)
1.简明介绍 资源类别:指标弹力突破通道是一种通道指标,用于趋势的判断。在使用方法上类似著名的唐奇安通道,不过计算方法上更具体精确。原作者Point Zero。可参见网站http://www.pointzero-trading.com/
2.运行环境与用法原理 货币对:任意 周期:1D用法原理:弹力突破通道首先需要计算弹力系数“Stretch”。弹力系数由10期移动平均线SMA(应用与开盘价)计算得出,反应开盘价的变化幅度。再由开盘价加上/减去弹力系数得出弹力突破通道。买卖信号:当价格突破上通道时买入,突破下通道时卖出。如果价格并没有按预期方向移动,风险会不断加大,因此建议适当减仓。尤其是隔夜持仓可能会带来更大风险,不建议隔夜持仓。
What is the Stretch?The Stretch is calculated by taking the 10 period SMA ofthe absolute difference between the open and either the high or low, whicheverdifference is smaller. It represents the minimum average pricemovement/deviation from the open price during a period of time, and that valueis used to calculate breakout thresholds for the current trading session. Thiscan be used to plot a multitimeframe breakout channel. The Opening Range Breakout (ORB)Trading StrategyUsing this strategy, the trader places a buy stop justabove the open price plus the Stretch and a sell stop just below the open priceminus the Stretch. The first stop triggered enters the trader into the tradeand the other stop becomes the protective stop.
Crabel's research shows that the earlier in the tradingsession the entry stop is hit the more likely the trade will be profitable atthe close. A market movement that kicks off a trend quickly in the currenttrading session could add significant profit to a trader's position by theclose and should be considered for a multi-day trade.
Extending Crabel's research results it is obvious that astime passes and we are not filled early on then the risk increases and itbecomes prudent to reduce the size of the position during the day. Tradesfilled towards the end of the day carry the most risk and the later in the daythe trade is filled the less likely the trader will want to carry that trade overnight.