Cory Mitchell 2016年8月13日
現在有許多偉大的交易策略，購買書籍或者課程的確節省時間，但是交易也可以是“自己動手”的事業。許多交易員花費數百甚至數千美元尋找偉大的交易策略。構建交易策略可以有趣、簡單和快捷。
構建交易策略，你將需要獲得反映交易時間框架的圖表、一個好奇且客觀的頭腦和一打記錄想法的紙張。這些想法可以規範化的使用到策略中並且在其他圖表中得到測試。在本文中，我們將讨論構建策略從開始到結束的過程。之後你就可以在任何市場的任何時間框架内創建自己的交易策略了。
時間和地點
在創建交易策略之前，你需要縮小圖表選項。你是日内交易員？波段交易員或者投資者？我們將以一分鐘的時間框架或者一個月的時間框架交易？要確保選擇的時間框架符合你的需求。
之後你會想要把精力集中在你交易的市場上，即股票、期權、期貨、外匯或者大宗商品。一旦你選定了時間框架和市場，那麼就需要確定你將進行何種類型的交易。舉例來說，我們假定你選擇一分鐘時間框架的日内股票交易並重點關註一定範圍内的股票。你可以使用股票篩選器在一定範圍内選擇正在交易並滿足例如最小交易量和定價標準等其他要求的股票。
當然，股票會隨著時間變動，所以一旦當前交易的股票不能滿足你的交易策略時你需要尋找其他滿足條件的股票。
構建你自己的測試策略
構建一個有效的交易策略能使堅持你的交易計劃更容易，因為這個策略是你自己的選擇。
例如，假設一個日内交易員決定以5分鐘的時間框架尋找股票。她以一定的條件在衆多股票中選擇了一只股票。在這個五分鐘圖表中，他將尋找獲利的機會。
觀察價格的漲跌並看是否能發現這些運動的規律。例如時間、蠟燭圖、技術圖形、交易量和其他圖形等都需要觀察。一旦發現潛在的策略，觀察圖表上的其他運動是否也相同。昨天的獲利方式能維持一週或者一個月嗎？如果你使用五分鐘時間框架交易，那麼請繼續只觀察五分鐘時間框架，但是及時回顧其他相同情況的股票觀察它們變現也是否也滿足條件。
在你決定設定一套能讓你進入市場獲利的規則之後，觀察相同的案例尋找你可能面臨的風險。確定你將在未來交易中需要如何止損以便能不被止損平倉從而獲利。
在進入市場後分析價格波動並觀察如何在你的圖表上設置止損。在你分析價格波動時，尋找獲利退出點。找出這些運動中理想的退出點和用來抓住這些退出點的指標或者方式。當我們尋找退出點時，我們使用指標、蠟燭圖、技術圖表、回撤百分比、移動止損、斐波納契水平和其他策略來幫助我們從發現的機會中獲利。
取決於你想尋找策略的頻率，你可以在很短的時間框架内尋找有效的方式。通常，短期的異常情況會影響交易員的盈利。這些策略可能的有效時間只有幾天，但是這些策略也可以在未來重新使用。
在日歷中記錄你使用的所有策略並將他們納入到一個交易計劃中。當條件變得對某個策略不利時，你可以避免使用它。當條件對一個策略有利時，你可以在市場上抓住機會。
需要考慮的其他問題
使用歷史數據找到的有效交易策略並不能在所有的市場中獲利。正是因為這個原因，許多交易員不進行回測。他們更傾向於使用自發交易。這樣做缺乏盡職調查。知道一個策略的成功率很重要，因為如果一個策略從未成功，那麼它也不太可能突然起作用。這也是為什麼使用回測和對你選中時間框架數據應用新方法是至關重要的。
許多策略都不會永久應用下去。它們會失去盈利能力，這是為什麼人們應該充分利用還有效的策略的原因。如果一個策略在過幾個月或者過去幾十年中有效，那麼它可能在明天還會有效。但是如果我們從沒有查看歷史測試這些策略，我們甚至可能不能意識到他們的存在，或者我們可能在將其運用到未來市場時缺少信心。了解一些策略在過去有效將會增加我們的交易信心。
交易需要信心（但不是自大），並且在獲利條件出現時進場需要從查看歷史並了解這個策略經常有效中獲得信心。
請記住，我們不需要尋找在所有時間都100%的策略。事實上，如果我們這麼做我們將不能找到任何合適的策略。我們只需要那些在你時間框架内最終能盈利的策略。
總結
策略在不同的時間框架内效果不同。通常需要做出偶爾變化以適應當前市場和我們的自身情況。構建你自己的策略或者使用他人的策略並在適合你的時間框架内對其進行測試。通過使用過去的策略，我們能為我們自己選擇一些更好的入場點賺錢並在我們變得有經驗時避免虧損。跟蹤你使用的所有策略，這樣在有利條件出現時你就可以再次使用這個策略。
Create Your Own Trading Strategies
By Cory Mitchell | Updated August 13, 2016 — 6:00 AM EDT
There are many great trading strategies out there, and purchasing books or courses does save time, but trading can also be a "do it yourself" career. Many traders spend hundreds or even thousands of dollars looking for a great trading strategy. Building strategies can be fun, easy and surprisingly quick.
To create a strategy, you will need access to charts which reflect the time frame to be traded, an inquisitive and objective mind and a pad of paper to jot down your ideas. These ideas can then be formalized into a strategy and "visually backtested" on other charts. In this article, we go over this process from start to finish including the questions to ask along the way. Then you'll be ready to start creating your own strategies in any market and on any time frame.
Time and Place?
Before a strategy can be created, you need to narrow the chart options. Are you a day trader, swing trader or investor? Will we trade on a one-minute time frame or a monthly time frame? Be sure to choose a time frame that suits your needs.
Then you'll want to focus on what market you will trade: stocks, options, futures, forex or commodities? Once you've chosen a time frame and market, decide what type of trading you would like to do. As an example, let's say you choose to look for stocks on a one-minute time frame for day-trading purposes and want to focus on stocks that move within a range. You can run a stock screener for stocks that are currently trading within a range and meet other requirements such a minimum volume and pricing criteria.
Stocks, of course, move over time, so run new screens when needed to find stocks that match your criteria for trading once former stocks are no longer trading in a way that is congruent with your strategy.
Creating and Testing Strategies
Creating a strategy that works makes it is much easier to stick to your trading plan because the strategy was your own work (as opposed to someone else's).
For example, suppose that a day trader decides to will look at stocks on a five-minute time frame. She has a stock selected from the list of stocks produced by the stock screen she ran for a certain criteria. On this five-minute chart, she will look for money-making opportunities.
Look at rises and falls in price and see if you can find anything that precipitated those movements. Indicators such as time of day, candlestick patterns, chart patterns, mini-cycles, volume and other patterns should all be looked at. Once a potential strategy has been found, go back and see if the same thing occurred for other movements on the chart. Could a profit have been made over the last day, week or month using this method? If you are trading on a five-minute time frame, continue to only look at five minute time frames but look back in time and at other stocks that have similar criteria to see if it would have worked there as well.
After you determine a set of rules that would have allowed you to enter the market to make a profit, look to those same examples and see what your risk would have been. Determine what your stops will need to be on future trades in order to capture profit without beingstopped out.
Analyze price movement after entry and see where on your charts a stop should be placed. When you analyze the movements, look for profitable exit points. Where was the ideal exit point and what indicator or method can be used to capture most of this movement? When looking at exits, use indicators, candlestick patterns, chart patterns, percentage retracements, trailing stops, Fibonacci levels or other tactics to help capture profits from the opportunities we are seeing.
Depending on how often you want to look for strategies, you can look for tactics that work over very short periods of time. Often, short-term anomalies occur that allow the trader to extract consistent profits. These strategies may not last longer than several days, but those strategies can also likely be used again in the future.
Keep track of all the strategies you use in a journal and incorporate them into a trading plan. When conditions turn unfavorable for a certain strategy, you can avoid it. When conditions favor a strategy, you can capitalize on it in the market.
Additional Things to Consider
Using historical data and finding a strategy that works will not guarantee profits in any market. It is for this reason that many traders do not back-test their strategies – meaning applying the strategy on historic data. Instead they tend to make spontaneous trades. This is a lack of due diligence. It is important to know a strategy's success rate, because if a strategy never worked, it is unlikely to suddenly start working. That's why visual back-testing – scanning over charts and applying new methods to the data you have on your selected time frame - is crucial.
Many strategies don't last forever. They fall in and out of profitability and that is why one should take full advantage of the ones that still work. If something has worked for the past few months or over the course of the last several decades, it will probably work tomorrow. But if we never looked to the past to test that strategy, we might not even realize it was there, or we might lack the confidence to apply it in the markets tomorrow to make money. Knowing that something has worked in the past will thus also give a psychological boost to your trading.
Trading needs to be done with confidence (not arrogance), and being able to pull the trigger on a position when there is a set up to make money will require the confidence attained from looking to the past and knowing that more often than not, this strategy worked.
Keep in mind that we do not need to look for strategies that work 100% of the time. In fact, if we do this we will likely find no strategies. Simply look for strategies that net a profit at the end of the day, week and/or year(s), depending on your timeframe.
The Bottom Line
Strategies fall in and out of favor over different time frames; occasionally changes will need to be made to accommodate the current market and our personal situation. Create your own strategy or use someone else's and test it on a time frame that suits your preference. By using what the past has shown us, we can give ourselves some great starting points to making more money and avoid losses as we become more experienced traders. Track all strategies that you use so that you can use these strategies again when conditions favor it.
本文翻譯由兄弟財經提供
文章來源：http://www.investopedia.com/articles/trading/10/create-trading-strategies.asp