文件名称:Elder-Triple-Screen
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- 上传时间:2013-03-16
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C#实现的三重滤网交易策略,可在Wealth-lab及其他C#策略平台下应用。-Elder Triple Screen
An implementation of the "Triple Screen" technique published by Dr. Alexander Elder in 1985. The three screens that this particular implementation relies on are:
13 Week Exponential Moving Average to determine the long term trend
Stochastic D to determine short term overbought/oversold level, and K crossing D to initiate the trade setup
A buy/short stop to enter the market above the current trading range
An implementation of the "Triple Screen" technique published by Dr. Alexander Elder in 1985. The three screens that this particular implementation relies on are:
13 Week Exponential Moving Average to determine the long term trend
Stochastic D to determine short term overbought/oversold level, and K crossing D to initiate the trade setup
A buy/short stop to enter the market above the current trading range
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Elder Triple Screen.txt
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