The Simple Strategy

出處: https://www.facebook.com/notes/yuen-cheng/the-simple-strategy/783181281814493

SETUPS:

1. Range Bar (8 Ticks per bar)

2. Bollinger Bands (Period =12 for moving average, 2 for the standard deviation)

3. MACD (Period =26 for slow moving average, 12 for fast moving average, 9 for signal line)

4. Average Daily Range (Period = 7 days)

5. RSI (Optional)

ENTRY:

Long:

1. MACD is above 0 and above the Signal Line.

2. RSI >70 (Optional)

3. Place a BUY STOP order 1 tick above the high of bar closing AT or NEAR the Upper Bollinger Band.

Short:

1. MACD is below 0 and below the Signal Line.

2. RSI <30 (Optional)

3. Place a SELL STOP order 1 tick below the low of bar closing AT or NEAR the Lower Bollinger Band.

EXIT:

Long Stop Price: Long Entry Price – 10% of ADR

Short Stop Price: Short Entry Price + 10% of ADR

Long Target Price: Long Entry Price + 15% of ADR

Short Target Price: Short Entry Price – 15% of ADR