程式交易≠Holy Grail

新版連結 http://wenschair.blogspot.tw/2013/08/blog-post_20.html#more

今天看到一個美國技術派的舊資料，裡面有提到的股票交易策略，這個策略專門找跳空的股票，然後尋找短線的逆勢進場點。我也沒試過這個策略，但我感覺這種作法可能頂多只適合大型的權值股票(因為超賣時總是會出現買盤)。

策略原文如下：

Here are the rules for our version of Stock Gap Trading:

1. The stock is priced above $5/share and has an average volume of at least 1,000,000 shares over the past 21 trading days (one month). We do this to assure we’re only trading liquid stocks.
2. The RSI(2) of the stock closes under 5 today. This tells us that the stock is oversold (some people  onsider this level to be extremely oversold).
3. Tomorrow buy the stock on the open if it gaps lower (it opens below today’s low).
4. Let’s exit on the close if thestock closes above its 3-period Moving Average(MA(3)).

翻譯：

1. 找有流動性的股票(以美股來說每股價值在5USD以上，近一個的日均量在100萬股以上)
2. 當RSI(參數設為2)低於5時，表示超賣。
3. 隔天如果股票開低，就直接進場作多。
4. 一直漲到收盤站上3日移動平均線及獲利了結。




*PS: 注意!!!該策略沒有提到任何停損的邏輯，本文章僅供讀者學習，勿用於實單交易。