[TH] Adaptive Trend : Strategy

2019年1月30日

Adaptive Trend : Strategy

*** It should be used with 'heikin ashi' chart ***

• Super Trend
  Basically, it is super trend strategy ( Rajandran R Supertrend )
  
  - My idea is,
  1. (scale) Factor of super trend is related with sensitivity of Up/Down trend change
  
  2. Constant Factor cause failure of super trend strategy when market prices variance is low ( ie. high Factor ==> miss short trend )
  
  3. By using variance measure ( like BollingerBand ) as a varying Factor, maybe we can catch short trend and long trend together
  
  
• Loss Cut
  The silver thick line is loss cut line & silver background means exit position status
  I found that silver background is appear usually when price moves horizontally
  
  1. It is set to open price of actual position entry ( heikin ashi chart's open price = loss cut line = (open + close)/2 )
  
  2. If position is long
  ==> loss cut is executed when low price is lower than loss cut line
  ==> re-entry when low price is higher than loss cut line
  
  3. If Position is short
  ==> loss cut is executed when high price is higher than loss cut line
  ==> re-entry when high price is lower than loss cut lin