Research On Foreign Exchange Quantization Strategy Based On Bollinger Band

In the traditional manual forex trading system,traders should always be on the market.In the 24 h continuous market of foreign exchange,the physical exertion is very large,and the irrational factors of traders often make the strategy not strictly enforce and reduce the strategy.The gains are even at a loss,and the foreign exchange market has a quick impact on emergencies,and it is easy to miss the opportunity to monitor in real time.Quantitative trading is a compiled trading program model that is continuously executed by a computer.It has absolute discipline and extremely short response time,which makes quantitative trading a unique advantage in the foreign exchange market.This paper selects the euro-dollar currency pair with the largest trading volume in the foreign exchange market as the research object,and combines the Bollinger line model with the quantitative transaction to establish a trend-based quantitative trading model.The main research of this paper is based on the Bollinger Band,adding the moving average as the indicator of trend judgment,combining the percentage position control,and introducing the relative position indicator as the trading model established by the exit signal.The basic principle is to use the Bollinger Band as the effectiveness of supporting the pressure level in a statistical sense.By introducing the moving average to judge the trend,and rationally setting the position control and exit parameters to control the risk,the profit of the model can be realized.Finally,the comparative analysis of the introduction of the mean-free model and the parameter exhaustive optimization proves the stability and effectiveness of the model itself.The conclusions of this paper are as follows:1.The transaction model of this paper is tested by the historical data of the euro-dollar currency pair between 2008 and 2018.The result is that the profit ratio is more than 1.5 for 1.81,and the annual return rate is 15.9%,the maximum retreat.The rate of 19.3% indicates that this trading model can be used well in the foreign exchange market.2.The introduced moving average can effectively reduce the risk and retracement of the model.Reasonable parameter selection can further improve profitability,but the stability needs further study.3.Although the foreign exchange market is large and has a long history,it is not a complete and effective market.It can still obtain considerable returns through historical data analysis,and the trend trading strategy is applicable to the foreign exchange market.