| As traditional trading indicators,time-sharing average and Volume-Price trend are widely used in both subjective and quantitative trading.The writing of this paper is also based on these two transaction factors,and improves them on the basis of them.Due to the continuous opening of capital market,international hedge funds and non-industrial positions have more and more voice in the futures market,and now some futures have occupied a relatively obvious advantage.Traditionally,trading strategies can no longer meet the needs of modern markets.Therefore,on the basis of these two traditional trading indicators,we innovatively add the stage position analysis,according to the dominant position of non-industrial position and industrial position in the asphalt futures varieties to determine the closing standard,and analyze the market from a dynamic point of view.Firstly,this paper introduces the basic concepts of quantitative trading and the knowledge of futures trading,including the trend characteristics of futures varieties,the analysis of futures positions,and the trading rules of asphalt futures.Secondly,the basic aspects of asphalt futures are analyzed to determine the opening direction of asphalt futures in the case.Finally,in the case of asphalt futures,the improved strategy of time-sharing average superimposed Volume-Price trend is used to conduct a quantitative trading.The yield of the real trading is 22.3%,the profit-loss ratio is6.03,the winning rate is 57.14%,and only the maximum withdrawal of 2.01%,which shows that the improved strategy is effective.At the same time,the traditional time-sharing average strategy is tested by the programmed test.The test results show that the success rate of the improved strategy is increased by 12.8%,the average trading profit and loss is increased by nearly 20%,and the single maximum profit is increased by 28.5%,which proves that the improved strategy is more in line with today's market. |
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