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发帖数: 1464 | 1 【 以下文字转载自 bluechips 俱乐部 】
发信人: liliwater (lyrist), 信区: bluechips
标 题: Trading strategy: Buying Candlestick Bullish Reversal Patt
发信站: BBS 未名空间站 (Wed May 19 02:01:36 2010, 美东)
发信人: liliwater (lyrist), 信区: QuantEdge
标 题: Trading strategy: Buying Candlestick Bullish Reversal Patterns
发信站: BBS 未名空间站 (Wed May 19 02:01:09 2010, 美东)
Buying bullish candlesticks and holding 10 days
Bullish engulfing: 23 trades, 78% winning trades, mean return = 1.77%
Peircing pattern: 96 trades, 59.4% winning trades, mean return = 0.68%
Morning star or abandoned baby: 2 trades
Harami and hammer involves the trend so are not included in the study.
See for details:
http://stockcharts.com/school/doku.php?id=chart_school:chart_analysis:candlestick_bullish_
Taken together, this simple strategy has a annual return about 7.4% with a
maximum drawdown only 13%.
Pretty consistent. |
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