201203051351Exit Strategies Report 重點

1. Chandelier Exit

    Highest(High,Length) - 3*ATR(Length) as Long StopLoss

    Lowest(Low,Length) + 3*ATR(Length) as Short StopLoss

 

2. Chandelier Exit Adjuest

    Reached 4 ATRs of Profit and reduce the "Chain" to 2 ATRs.

 

3. YoYo Exit - should be the supplemental exit

    Close - 2*ATR as Long StopLoss

    Close + 2*ATR as Short StopLoss

 

4. Modified Parabolic Exit

    (1) Fix acceleration factor should be modify.

    (2) Combine the ADX:

        if ADX > DMIPlus and ADX > DMIMinus then ==> Major Change in Direction

    (3) ADX rising ==> expect higher profit; ADX declining ==> expect lower profit.

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