- Início
- Comunidade
- Negociantes Experientes
- What strategy can be used for such a situation?
Advertisement
Edit Your Comment
What strategy can be used for such a situation?
Mar 10, 2012 at 16:41
Membro Desde Aug 13, 2010
40 posts

Hi everyone,
I'm trying to code a strategy that can be effective in the situation shown in the picture attached. For discussion purpose, let's call it a "volatile range". The picture is on a 1-hr chart. At a longer time frame, it will look like a normal range. At a smaller time frame, it will look like a nice trend. Please don't tell me to zoom into a smaller time frame and code a trend strategy, or go to a longer time frame and code a range strategy. I'm trying to solve the situation as illustrated, because it can happen at any time frame.
Any suggestions on how to place a trade? Any strategy to "out-perform" under such market conditions?
I've tried trend techniques and they end up buying when price is high and shorting when price is low. I also tried reversion techniques (eg, BBands, iEnvelope, RSI, Stoch) and the price action always hits the reasonable SL before turning around.
Many thanks in advance!
"The first rule of forecasting should be that the unforeseen keeps making the future unforeseeable." - David McCasland (January 5,2012, Our Daily Bread)
Mar 11, 2012 at 13:37
Membro Desde Aug 13, 2010
40 posts
Hi Sebastian,
Thanks for the suggestion. Visually on that picture looking from left to right, it's about 6 wins to 4 losses, at reward/risk slightly greater than 1. Any suggestions from other readers?
Thanks for the suggestion. Visually on that picture looking from left to right, it's about 6 wins to 4 losses, at reward/risk slightly greater than 1. Any suggestions from other readers?
"The first rule of forecasting should be that the unforeseen keeps making the future unforeseeable." - David McCasland (January 5,2012, Our Daily Bread)

*Uso comercial e spam não serão tolerados, podendo resultar no encerramento da conta.
Dica: Postar uma imagem/URL do YouTube irá incorporá-la automaticamente no seu post!
Dica: Insira o sinal @ para preencher automaticamente um nome de utilizador que participe nesta discussão.