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顺序三连穿越:2/3先入 + 3/3加仓(仅低波动过滤)

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策略描述(中文)

本策略基于 顺序三连穿越 原则:当 MA5 依次上穿 MA10、MA30、MA60 时,触发趋势做多信号;反之依次下穿时触发做空信号。
在完成 2/3 穿越时即可先行入场,完成 3/3 穿越时可选择加仓确认。
为减少震荡磨损,策略引入了布林带带宽过滤:当市场波动率过低时禁止入场。同时设有 冷静期,避免刚出场后立即反复进场。
该系统适用于趋势性较强或弱趋势行情,能够较好地捕捉单边走势,但在长时间震荡行情中仍可能遭遇利润侵蚀。

Strategy Description (English)

This strategy is built on the Sequential Triple Crossover principle:

When the 5-period moving average (MA5) sequentially crosses above MA10, MA30, and MA60, a bullish entry is triggered.

Conversely, when MA5 sequentially crosses below MA10, MA30, and MA60, a bearish entry is triggered.

An early entry is allowed once 2 out of 3 crossovers are completed, while the final crossover (3/3) can optionally serve as a confirmation add-on position.

To mitigate losses in choppy conditions, the system uses a Bollinger Bandwidth filter that blocks entries when volatility is too low. A cooldown period is also implemented to avoid immediate re-entries after closing a trade.

This setup performs well in trending or weak-trend environments, capturing directional moves effectively, but may still suffer from profit erosion during prolonged sideways markets.

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