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回测时间:2019.1—2023.7
回测品种:GBPUSD,GBPJPY,USDJPY,XAUUSD,XTIUSD,USTEC
回测周期:H4
SAR趋势跟踪(V4共振)策略简介
进场规则:LongEntry=close[1]<SAR[1] && close[0]>SAR[0];
ShortEntry=close[1]>SAR[1] && close[0]<SAR[0] ;
信号过滤:1,大级别周期SAR共振(多周期共振); 2,MACD共振 3,均线共振 ;
追单:追多 = close[2]>SAR[2] && close[1]>SAR[1] && close[0]>SAR[0] && close[0]>high[1] ;
追空 = close[2]<SAR[2] && close[1]<SAR[1] && close[0]<SAR[0] && close[0]<low[1] ;
跟踪止损: LongStop = TradeHighest - ATR_Value*Multiplier;
ShortStop = TradeLowest + ATR_Value*Multiplier ;
出场规则:ShortExit = close[1]<SAR[1] && close[0]>SAR[0] ;
LongExit = close[1]>SAR[1] && close[0]<SAR[0] ;
回撤较大且停滞期也长,回测曲线并不好看,仅作为参考,实盘慎用,盈亏自负
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