#波段交易策略 1. Strategy Logic and Technical Tools

Volatility Driven: The cryptocurrency market trades 24/7 and is highly volatile (daily volatility far exceeds that of traditional assets). Swing trading profits from buying low and selling high or selling high and buying low, rather than relying on one-sided markets.

Technical Indicators Assistance: Common tools include Moving Averages (MA) to assess trends, RSI to identify overbought/oversold conditions, Bollinger Bands to capture volatility ranges, and MACD and KDJ combinations to enhance signal accuracy. For instance, Bollinger Bands perform best in trending markets, but need to be combined with RSI to filter out false signals.

Multi-Indicator Resonance: A single indicator can easily fail, so in practice, they should be used in combination, such as “Bollinger Bands + EMA” to balance trend and volatility, or “RSI + KDJ” to confirm overbought and oversold signals.

2. Risk Control and Execution Points

Stop Loss and Take Profit: Set a dynamic stop loss of 2%-4% to avoid emotional trading; profit targets should be set based on Fibonacci retracement or resistance levels.

Position Management: Use a step-by-step position building approach (e.g., starting with 30% of capital, increasing to 70% after confirming signals) to reduce single trade risk.

Scenario Adaptation: Trend-following strategies are suitable for trending markets, while grid trading or sentiment arbitrage (e.g., inverse operations based on funding rates) can be used in ranging markets.

3. Limitations and Countermeasures

High-Frequency Loss: Over-reliance on sensitive indicators like EMA may lead to high-frequency trading, where transaction fees erode profits.

Extreme Market Failures: During policy releases or black swan events, technical indicators may collectively fail, requiring a pause in strategies.

Regulatory Risks: Some regions restrict cryptocurrency trading, necessitating compliant operations and risk diversification across platforms.

Conclusion: Swing trading requires the combination of technical tools, disciplined execution, and flexible adjustments to achieve stable returns in high-volatility markets.