说明： 策略原理：它是两个直盘和一个交叉盘之间的相互对冲，也可以交叉盘之间的关联货币对冲。利用三种外汇对，合理交叉价格的暂时性偏离来实现对冲。 策略风险：由于外汇市场的高流通性，市场在大部分时间是有效的，然而市场有时候会出现短暂的失衡，使得交叉货币对的市场价格和合成价格发生偏离，当这种偏离足够抵消我们的交易成本时，我们可以使用三角套利的方法实现无风险套利。 三币对冲套利-EA：是指利用多种币种在不同的市场间的差价进行套利动作的交易策略，因其一次交易一般由三种币进行三次操作，形成一种三角关系，故称三币对冲套利。多测试模拟对自己适合的策略加进去！！不懂得地方呼叫一起讨论对冲交易的理念
jemons 发表于 2020-11-12 16:29
感谢分享，这种比较怕就是被套住
玩这种还不如马丁，说的难听点。不会玩的话贸然挂上比马丁还死的快
On the lower part of the MACD, if we have a first peak higher than a second peak on the left of the first peak, we draw a trendline on this two peak. Or if we have a first peak higher than a third peak on the left of the first peak, we draw a trendline on this two peaks. If there is no MACD value under the trendline between this two peaks, the trendline is validated. Then if the MACD goes under the trendline, we buy.
On the upper part of the MACD, if we have a first peak lower than a second peak on the left of the first peak, we draw a trendline on this two peaks. Or if we have a first peak lower than a third peak on the left of the first peak, we draw a trendline on this two peaks. If there is no MACD value over the trendline between this two peaks, the trendline is validated. Then if the MACD goes over the trendline, we sell.
A system that can be hardly optimized. It can only be visually backtested. It is a part of a bigger future EA, MACD Divergence EA.
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