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The real model application is the latter ones.The real model application is the latter ones.I returned to the stock market after the National Day, which started on September 30th. The following screenshots can prove it.

I have my own stock pool (the source is the first board every day, I have the first board formula, the communication software, and I choose stocks with good monthly position and space to invest in the pool).My own software, my MACD indicators, are freely and permanently shared, hoping to help everyone.Entry and exit: winding theory+moving average to see the structure, looking at the daily line position, adjusting the position, buying point: you can refer to my MACD in a cycle of 5 minutes, 15 minutes or 30 minutes (you have your own index, and the usage is that the moving average of MACD returns to axis 0 to get on the train after strong pulling). When the K line is pulled up, your moving average is temporarily 21 or 55. When stepping back, it is an opportunity to get on the train, and the stop loss is placed at the inflection point on the stroke of starting winding theory in the entry cycle (it can be low) Now 15 minutes has come to the 30-minute buying point, so next week, you can directly leave at a profit. The holding period is 2-5 days, because when the fortune is bad, it will be a waste of time if the rocket is not launched for half a day. If the profit margin is more than 3 points, you will consider leaving, and the daily limit will generally be 3/4, so you may miss the next day. For example, the previous Guangdong-Guangxi shares were twice missed, and recently several companies have also started three-dimensional communication Rhine Sports.

The real model application is the latter ones.I returned to the stock market after the National Day, which started on September 30th. The following screenshots can prove it.I returned to the stock market after the National Day, which started on September 30th. The following screenshots can prove it.