A Taxonomy of Trading Systems and Strategy Design Ideas

Summary

This Chinese-language overview groups trading systems into trend-following, countertrend oscillation, swing, arbitrage and hedging, and intraday categories. It names examples built around moving averages, breakouts, oscillators, chart patterns, spreads, and other technical methods. It also gives broader design ideas, such as scoring candlesticks, using price and volume changes as filters, and entering when a trend score shifts before moving averages separate.

The document is an idea catalog rather than a set of complete, tested strategies. It does not specify full entry and exit rules, market or timeframe assumptions for most examples, transaction costs, or performance evidence. A few notes mention conditional exits and price spread oscillation, but provide no validation. Treat the named systems and sketches as starting points for research; the list itself does not establish that any approach is profitable or suitable for a particular market.

Key ideas

• The document categorizes systems into trend, countertrend, swing, arbitrage and hedging, and intraday approaches.
• Many listed approaches use technical indicators, breakouts, chart patterns, or price channels.
• One proposed design scores candlestick features and combines the score with trend or direction filters.
• Volume and open interest changes are suggested as possible filters for intraday or overnight trading.
• The catalog provides strategy concepts but no systematic performance evidence or complete rules.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.