#波段交易策略 Strategy Definition
Active trading strategy, holding positions for 1-3 days to several weeks, capturing short to medium-term price fluctuations (e.g., A-shares oscillate 80% of the time and trend in one direction 20% of the time).
Core Logic
• Market Nature: Utilize periodic price fluctuations, especially suitable for oscillating markets or structural trends.
• Technical Analysis: Identify buy and sell points through moving averages (e.g., 30/75 days), support/resistance lines, and turning point signals (overbought/oversold indicators, reversal patterns).
• Risk Control: Position size ≤30%, trade only after confirming trend lines/necklines/moving averages simultaneously.
Operational Steps
• Identify Trend: Discover the main trend or key support/resistance on the daily chart.
• Intraday Test Position: Test with small positions on the intraday chart, increase position after confirming direction.
• Intraday Build Position: Add to positions during pullbacks (e.g., entering on intraday pullback after a daily breakout).
• Stop Loss Discipline: Set stop loss at the lowest point to avoid overnight risk.
