ATR ratchet stop loss adjustment method and system and ATR ratchet stop loss model
An adjustment method and system adjustment technology, applied in the computer field, can solve the problems of unstable stop loss price calculation value, inconsistent with logical definition, complex stop loss price, etc.
Inactive Publication Date: 2018-02-09
ZHENGZHOU YUNHAI INFORMATION TECH CO LTD
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However, in the existing ratchet stop-loss algorithm based on ATR, the calculation of the stop-loss price is relatively complicated and needs to be completed with the help of special calculation tools, and there are many variables in the existing ratchet stop-loss algorithm, which leads to the calculation of the stop-loss price The value is unstable, and, for a trend where the price keeps falling and the daily change decreases, TR keeps getting smaller and the lowest price keeps decreasing, and the stop loss value calculated by the ATR ratchet method will keep getting smaller, which does not conform to The logical definition of "stop loss", because it has been losing money but has not triggered the protection mechanism of stop loss
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[0030] In order to make the object, technical solution and advantages of the present invention clearer, the present invention will be further described in detail below in conjunction with the accompanying drawings and embodiments. It should be understood that the specific embodiments described here are only used to explain the present invention, not to limit the present invention.
[0031] figure 1 It shows the realization flowchart of the ATR ratchet stop loss adjustment method provided by the present invention, which specifically includes the following steps:
[0032] In step S101, the existing ATR ratchet-based stop loss price calculation model algorithm formula is read, and the stop loss price calculation model algorithm formula is: P(d)=MIN(N)+d*f*MA(M , TR), where, TR=MAX{high–low, abs(high–close_1), abs(low–close_1)}, d and N both represent the number of days, MIN(N) is the lowest price in the last N days, and f is A coefficient, the value range is 0.05-0.15, MA (M, T...
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The invention relates to the field of computer technology, and provides an ATR ratchet stop loss adjustment method, system and ATR ratchet stop loss model. The method includes: reading the existing ATR ratchet-based stop loss price calculation model algorithm formula, and calculating the stop loss price The model algorithm formula is analyzed, and a preset fixed parameter value K is used to replace the lowest price MIN(N) in the last N days; according to the analysis of the stop loss price calculation model algorithm formula, the calculation of d*MA(M, TR) The way is replaced by the summation of the real price fluctuation TR; according to the analysis of the algorithm formula of the stop loss price calculation model, a fixed value is used to replace the coefficient f; a new algorithm formula of the stop loss price calculation model based on the ATR ratchet is generated, In this way, the simple calculation of the stop loss price is realized, considering both the value of TR and the range of price changes.
Description
technical field [0001] The invention belongs to the technical field of computers, and in particular relates to an ATR ratchet stop loss adjustment method and system and an ATR ratchet stop loss model. Background technique [0002] In the field of capital investment, the technical stop loss method is a relatively complicated stop loss method. It refers to using technical analysis to set a stop loss exit price at a key technical support position, combining stop loss setting with technical analysis, and selling After random fluctuations in the opening market, government policy intervention, etc., set stop loss orders at key technical positions, so as to avoid further expansion of losses. In actual operation, the technical stop loss method is mainly to stop loss based on the breaking of the important technical support level, which requires investors to have high technical analysis ability, which is a commonly used method in actual stock operation. [0003] In the traditional se...
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Login to View More IPC IPC(8): G06Q10/06G06Q40/06
CPCG06Q10/063G06Q40/06
Inventor 孙伟
Owner ZHENGZHOU YUNHAI INFORMATION TECH CO LTD