| China A shares market individual investors accounted for a very large, but the overall investment level is not high. Many investors in the investment decision-making are chasing Shadie, blindly follow the trend and frequent trading, there is no scientific investment strategy and method, the majority in the long-term loss of status. At the same time, the current application of individual investors in the trading system is not much. In this paper, the traditional Average Moving(MA) for innovation, to build a simple and easy to use, the applicability of the trading system, to help investors to establish a correct investment philosophy and investment methods, has a very important practical significance. In this paper,a trend following strategy as the guiding ideology, the analysis of the traditional moving average line decision system for the following three aspects of innovation: one is the price k line structure of the operation, determine straddle both sides game kinetic energy, improve the Ma trading system the refinement of the operation; the second is added risk control strategies and techniques, so that investors in the use of the process, clear their exposure to risk and expected return; the third is the method of increasing capital management, to achieve the purpose of Ying Kui small long-term profit. Thinking of writing is mainly on the analysis of the advantages and disadvantages of traditional Ma trading system and put forward the direction of improvement and create a relatively perfect trading system, namely "based on the kinetic energy of the straddle game Ma trading system". First, through the comparison method to study the stock price operation structure and game kinetic energy, summed up the kinetic energy of the straddle game Ma trading system clear trading rules based on. Secondly, it puts forward the risk control strategies and techniques, which make the investors know the risk of each operation. Then introduce capital management method, to help investors realize the goal of financial management in small Ying Kui, so that investors can achieve long-term stability and profitability. Finally, the A-share market 100 stocks from the 2008/1/1 to 2014/12/31 for up to 7 years of historical data statistics. Analysis annual yield rate, percentage, net diagram,income risk ratio and capital single maximum back withdrawal rate, after examininginnovative trading system is feasible and practical. Innovation can achieve the following effects: one is defining the operation condition, market filtering noise, winning percentage improvement in operating; the second is to provide clear signal, fine operation; the third is to perform unified management on the benefits and risks, to achieve the management of funds.Simulation analysis results show that the new pupil game kinetic Ma trading system of income not only is superior to the traditional moving average trading system based on and also performs better than the same period related to the index, but also a has good stability and applicability of the trading system. In this paper, the concept of kinetic energy game is added to the trend following strategy, and the concept of the completeness of the trend following trading system is put forward. This is a study on the traditional trend of the theory of a scientific study of the rational. |
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