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使用 Donchian Channel 指标的优缺点

Howell Yang ​

Donchian Channels+

Standard Donchian Channels , this includes a Trend EMA which can be configured and the channels will use to give buy and sell signals. The channels are also colored in such a way 使用 Donchian Channel 指标的优缺点 to indicate a trend reversals. My favorite part that sets this apart from others is, if using the bClose option (which I recommend you do) the trend will not reverse until there is a close above/below the 使用 Donchian Channel 指标的优缺点 previous channel high/low. i.e. a reversal into an uptrend requires the current 使用 Donchian Channel 指标的优缺点 bar to close above the previous upper channel rather than just a 使用 Donchian Channel 指标的优缺点 new high.
The coloring of the 使用 Donchian Channel 指标的优缺点 current trend allows for a quick read 使用 Donchian Channel 指标的优缺点 使用 Donchian Channel 指标的优缺点 of current market conditions and I use this on any timeframe across 使用 Donchian Channel 指标的优缺点 all forms of charts (forex stock, futures , crypto, etc). When taking one of 使用 Donchian Channel 指标的优缺点 the signals I use the opposite channel as the stop loss (when buying use bottom, and selling use top channel)


Update 1:
- Added my name to the code
- Updated the picture to show off the indicator better
- Raised the brightness of the fill color a 使用 Donchian Channel 指标的优缺点 bit, looks nicer I think

As a warning: I have obviously hand picked this picture to really show off this indicator's power to work in a trending market. Donchian Channels are a trending indicator and work best in trending markets with decent pull backs. If there are multiple signals going in each direction, it is a choppy market and you should stay out until it starts trending again. I generally use a 1:1.5 risk to reward ratio but sometimes will stretch it to 1:2 if it is a nice trade and I feel the market is in 使用 Donchian Channel 指标的优缺点 my favor as you can see from the trades placed in the picture (and I use that method for any commodity / chart and timeframe). I use the close of the white candle and then (since they are trades going short) I use the upper Donchian Channel as my stop loss.
I personally like to have the lines and labels turned off and enable all other options. Labels are just there to really stand out 使用 Donchian Channel 指标的优缺点 so you don't miss the 使用 Donchian Channel 指标的优缺点 white candle indication for a trade. OH! Also, I've had comments from friends that the white candles are hard to see, I turn off my candle borders in settings; makes it super easy to see them then. I turn lines off as the fill does the job well enough and it seems cleaner in my eyes.
If you'd like to see this picture on your chart, it is Micro E-Mini S&P 500 Futures from July 10, 2022 @ 18:00 on the 1-min chart.
just now


Update 2:
- Added day trading time highlights
- Added ranging market indicator (This I'm still working on so use at your own discretion, it's intended purpose is 使用 Donchian Channel 指标的优缺点 to tell when the Donchian Channels are not going to give great signals and to use a ranging indicator instead)
- Added multi-timeframe trend screener (handy if you want to quickly see the trend direction (based on the 使用 Donchian Channel 指标的优缺点 Trend EMA you set) of several 使用 Donchian Channel 指标的优缺点 time frames without having to change charts). It will draw in the bottom right of the chart.

python :tushare 唐奇安通道

belldeep 于 2019-09-07 16:27:08 发布 2306 收藏 10

唐奇安通道(Donchian Channel)指标是由 Richard Donchian 提出的一个由三条线组成的通道指标,这三条线分别是过去n日的最高价、过去n日的最低价以及过去n日最高价和最低价的均值,形状看起来很像通道,所以叫这个名字。

运行 python stock_dc.py 600030

600030.png

04-23 2352

目录获取数据1.通道突破简介2.唐安奇通道(Donchian Channel)2.1 唐安奇通道刻画2.2 在K线图中绘制唐安奇上下通道线2.3 Python捕捉唐安奇通道突破3.布林带通道3.1 获取数据 照常,第一步我们首先要通过接口获取股价数据。我以Tushare接口获取的2020年全年洛阳钼业股价数据(603993.SH)数据为例。 # 导入相关模块 import numpy as np import tushare as ts import pandas as pd import matplotl

Alpha量化系列二: 凯特勒策略(Keltner Channel)

Howell Yang ​

1. 基础理论介绍

凯特勒策略包含三根线:中线,上包线,下包线。中线为移动平均线(EMA, exponetial moving average),上/下包线分为是在移动平均线的基础上,加减2倍的平均真实范围(ATR, average true range)。

趋势追踪:均线 vs 通道突破

很多交易员都喜欢通道突破策略的高胜率,以及每笔交易的高收益。但是他们当然知道,这是靠更大的持仓风险换来的。并没有太多交易员都喜欢长期持仓(持仓和空仓的心理压力是完全不同的)。想象一下,如果一个策略的信号让一个交易者持仓 100 天,那这不是交易(trading),而是投资(investing)了。这显然是交易员不习惯的,他们更倾向于均线策略中平均持仓较短的特征。想要以较短的持仓时间来享受大趋势带来的高收益本身就是个伪命题。必须有所取舍。

一个交易员选择什么样的系统显然和他的风险偏好直接相关。明确自己的交易目标、正确认识每个系统的收益风险特征、找到让自己最舒服的策略,这些怎么强调都不过分。