#趋势交易策略 Trend Trading Strategy Practical Analysis: Capturing the Winning Rules of Major Market Trends
1. Core Logic of the Strategy
Trend trading is based on the "momentum effect" market principle, obtaining profits by identifying and following established price trends. This strategy performs best in the following market environments:
Clear unidirectional market phases (volatility > 20%)
Highly liquid trading varieties (top 20% of daily trading volume)
Daily and higher time frames (reducing market noise)
2. Key Operational System
Trend Identification System:
√ Triple Filter Method (Weekly/Daily/4-Hour Confirmation)
√ Bullish Alignment of Moving Averages (5-day > 20-day > 60-day)
√ ADX Indicator > 25 and +DI > -DI
Precise Entry Strategy:
Retracement to Fibonacci 38.2%-50% Zone
Bollinger Band Midline Support/Resistance Levels
Combined with Volume Shrinking to Average Volume 60%
Scientific Position Management:
■ Initial Position 3%-5%
■ Increase Position Equally after 8% Floating Profit
■ Maximum Risk Exposure per Variety ≤ 15%
3. Intelligent Risk Control Plan
Dynamic Stop-Loss Mechanism:
Initial Stop-Loss: 2 times ATR (14)
Trailing Stop-Loss: Maximum Profit Retracement 30%
Time Stop-Loss: No New High/Low for 5 Days
Trend Following Take Profit:
◆ Close 50% when breaking below the 10-day Moving Average
◆ Close 30% on Trend Line Break
◆ Close Remaining on MACD Death Cross
4. Practical Enhancement Techniques
Multidimensional Verification:
Confirmation of Sector Rotation
Continuous Inflow of Main Capital
Options Positioning Coordination
Volume-Price Relationship Analysis:
Uptrend: Price Increases with Volume Increases, Price Decreases with Volume Decreases
Downtrend: Price Decreases with Volume Increases, Price Increases with Volume Decreases
Abnormal Volume: Beware of Trend Reversal
Best Trading Time Selection:
★ First Half Hour of the Morning (Best Liquidity)
★ Avoid Key Days During Earnings Season
★ Pause Before and After Major Policy Announcements
5. Key Success Factors
Trading Discipline:
× Strictly Prohibit Counter-Trend Operations
× Prohibit Early Profit Taking
× Eliminate Revenge Trading
Psychological Construction:
Accept 70% Accuracy Rate
Tolerate 30% Normal Drawdown
Maintain Mechanical Execution
Continuous Evolution:
◇ Establish Trading Journal Database
◇ Conduct Strategy Stress Tests Monthly
◇ Optimize Parameters Quarterly