1. Interval Breakthrough Trading: define the trend of the day according to a certain proportion of the fluctuation range of the previous day. If the fluctuation of the previous day is extreme, it is necessary to adjust the fluctuation.
2. The highest point of the previous day, the lowest point of the previous day, the closing of the previous day, and the opening of the previous day to determine the entry and exit standards. This is the famous Fialip four price. You can still use these four prices to build a box as a basis for entry and exit.
3. The first line that broke through the opening received more. Close the curtains and open the air. As a criterion for judgment. Then close the last K line to close the position. So basically the winning rate is around 50%. If you add stop loss 1%. Then the effect will be better. These are for reference only. Imitation is not recommended.
4. Break through various combinations of various classic technical forms of K line, double top, double low point and trend line sideways. After the trend is sideways, after the sideways is the trend. What we need to be clear is the definition, cycle span and fluctuation range of reasonable quantitative finishing.
5. intraday trading based on a fixed percentage. Based on the opening price, the increase is 1. The decline is 1. Close the position at the close.
6. The high and low points of the opening 30 minutes are used as boxes. Then the price breaks through the upper and lower edges of the box to do more and do less. Close the position at the close. The method of this day is also for reference only.
1. A futures contract is an agreement in which the buyer agrees to receive assets at a specific price after a specified time, and the seller agrees to deliver assets at a specific price after a specified time. The price that both parties agree to use in future transactions is called futures price. The designated date on which both parties must conduct transactions in the future is called settlement date or delivery date. The assets that both parties agree to exchange are called "targets".
2. If an investor obtains a position in the market by buying a futures contract (that is, agreeing to buy it at a future date), it is called a long position or a futures long position. On the contrary, if the position obtained by investors is to sell futures contracts (that is, to assume the contractual responsibility for future sales), it is called short positions or short futures.
The futures market first appeared in Europe. As early as ancient Greece and Rome, there were central trading places, bulk barter transactions, and trading activities with the nature of futures trade. The original futures trading was developed from spot forward trading. The first modern futures exchange 1848 was established in Chicago, USA, and 1865 established a standard contract model. In 1990s, China Modern Futures Exchange came into being. There are four futures exchanges in China: Shanghai Futures Exchange, Dalian Commodity Exchange, Zhengzhou Commodity Exchange and China Financial Futures Exchange. The price changes of its listed futures products have a far-reaching impact on related industries at home and abroad.
I hope I can help you.