VCP策略改良版

1) 將「收縮」次數用「機率模型」來統計,每次入市的「收縮」次數也有可能不同;
2) 透過Logistic Regression 將整個VCP訊號的每個細節加上「權重」;
3) 用ATR等級配合VCP訊號入市,在不同的波幅程度中會剔除部份入市訊號。
4)將原創者用Daily圖的準則改為intraday圖表(可用1分鐘圖或5分鐘圖)
VCP改良版適合交易成交量特別大的股份,如美股中的Tesla(US:TSLA)、Nvidia(US:NVDA)、港股的騰訊(00700)、阿里巴巴(09988)、泡泡瑪特(09992)等。
這個版本設定了7.5萬港元購買力,意思是運用5萬港元本金,再用1.5倍槓桿交易。
若用這個策略交易Nvidia(US:NVDA),用1分鐘圖交易,在過去3個月(5月29日至8月27日),勝率:74.36%,獲利21058港元,以5萬港元本金計算,獲利42.1%。
若運用5分鐘圖交易,在過去3個月(5月29日至8月27日),勝率:91.67%,獲利48051港元,以5萬港元本金計算,獲利96%。
若用這個策略交易泡泡瑪特(09992),用1分鐘圖交易,在過去3個月(5月29日至8月27日),勝率:75%,獲利38592港元,以5萬港元本金計算,獲利77.1%。
若運用5分鐘圖交易,在過去3個月(5月29日至8月27日),勝率:88.89%,獲利36086港元,以5萬港元本金計算,獲利72.1%。
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Invite-only script
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