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In this article, the editor introduces in detail "how to achieve Kincentner Strategy in My language". The content is detailed, the steps are clear, and the details are handled properly. I hope this article "how to realize Kincentner Strategy in My language" can help you solve your doubts.

1. Brief introduction of Kentna Channel

Kentner Channel is a trading system invented by Chester W. Keltner in the 1960s, and its core idea is the moving average theory. And at that time, the system achieved remarkable results in a very long period of time. Although the original Kentna channel system is not as effective as it was when it first appeared, its core idea has so far had a far-reaching impact on the trading community.

2. The principle of Kentner Channel

When talking about the channel strategy, you may think of the famous BOLL, but the difference is that the Kentna channel first uses the average of the highest price, the lowest price and the closing price as a basic price, and then calculates the N-cycle average of the basic price, which is the middle track of the Kentner channel. The upper rail is the middle rail plus a multiple of the fluctuation range, and the lower rail is the middle rail minus the multiple of the fluctuation amplitude.

So, how to calculate this fluctuation range? That is, the average value of the N period (the highest price to the lowest price), and then multiplied by a certain multiple. In this way, you will find that it is similar to the Bollinger Belt (BOLL), but also has the price middle track, as well as the up and down tracks calculated according to the price middle rail. But the Kentna channel is smoother than the BOLL.

3. The calculation formula of Kentner channel.

Base price: (highest price + lowest price + closing price) / 3

Middle track: the N-cycle moving average of the base price

Fluctuation range: highest price-lowest price

On the track: middle rail + fluctuation range * multiple

Lower rail: medium rail-fluctuation range * multiple

4. The upgraded version of Kim Kentner

The Kentna Channel was later improved by Linda Raschke. Linda Raschke is a well-known commodity futures trader in the United States and the president of LBR Asset Management. The original Kentna Mid-Rail is an ordinary moving average, which is changed to an exponential average. In addition, the calculation method of fluctuation amplitude is changed to average real fluctuation amplitude (ATR). The calculation formula is:

Base price: (highest price + lowest price + closing price) / 3

Middle track: the N-period exponential moving average of the base price

Volatility: average true volatility (ATR)

On the track: middle rail + fluctuation range

Lower rail: medium rail-fluctuation range

5. Kentner Channel Trading Strategy

We know that prices do not always run in the form of trends or shocks, but in a way that trends and shocks are not completely random. Then Kentner uses the way of channel as the dividing line to separate the trend market from the volatile market. When the price runs between the upper rail and the lower rail, we can think of it as a volatile market. When the price breaks through the track, it shows that stronger buying pressure has emerged, and the price pit you will rise further in the future. When the price breaks through the derailment, it shows that there has been stronger selling pressure, and prices are likely to fall further in the future.

Admission

The middle track is up, and the price is higher than the track, so more orders will be issued.

The middle rail goes down, and the price falls below the lower rail, and a short order is issued.

Appear on stage

When holding multiple orders, the price falls below the middle track.

When holding an empty order, the price rises above the middle track and becomes flat.

6. Kim Kentner Strategy My language

Through the above trading logic, we can build this strategy on the inventor quantitative trading platform. Let's take the My language as an example, first open: fmz.com > Log in > Control Center > Policy Library > New Policy > Click the drop-down box in the upper left corner to select the My language to start writing the policy. Pay attention to the comments in the following code.

/ / Parameter MAN:=20;ATRN:=50;JG:= (HIGH+LOW+CLOSE) / 3; / / basic price ZG:MA (JG,MAN); / / medium rail TRUEHIGH1:=IF (HIGH > REF (CMagn1), HIGH,REF (CMagne1)); TRUELOW1:=IF (LOWREF (ZG,1) & & C > SG,BK; / / medium rail upward, and the price rises beyond the upper track, opening multiple orders C

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