问题:Renko图表的最佳时间框架?
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对于使用Renko图表的人来说,你们认为像$GBPUSD或$USDJPY这样的外汇日内交易,最佳的砖块大小或ATR设置是多少?我一直在尝试,但无法找到一个一致的设置,既能减少噪音又不会滞后太多。
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由原文自动翻译 · 阅读原文 (English)
对于使用Renko图表的人来说,你们认为像$GBPUSD或$USDJPY这样的外汇日内交易,最佳的砖块大小或ATR设置是多少?我一直在尝试,但无法找到一个一致的设置,既能减少噪音又不会滞后太多。
Optimal timeframe for Renko is a bit of a misnomer since Renko isn't time-based. What you're really asking about is the optimal brick size. I'd suggest starting with a smaller ATR for day trading and slowly increasing it until the noise subsides, but not so much that you miss entries.
It really depends on your strategy and the volatility of the day. I've found that a dynamic ATR setting works better than a fixed box size for forex day trading, especially with pairs like GBPUSD.
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