{"id":135,"date":"2025-06-18T02:44:08","date_gmt":"2025-06-18T02:44:08","guid":{"rendered":"https:\/\/blog.alltick.co\/ja-jp\/?p=135"},"modified":"2025-06-18T02:44:10","modified_gmt":"2025-06-18T02:44:10","slug":"george-soros-trend-following-strategy","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/ja-jp\/george-soros-trend-following-strategy\/","title":{"rendered":"\u30b8\u30e7\u30fc\u30b8\u30fb\u30bd\u30ed\u30b9\u306e\u30c8\u30ec\u30f3\u30c9\u30d5\u30a9\u30ed\u30fc\u6226\u7565"},"content":{"rendered":"\n<p>\u30b8\u30e7\u30fc\u30b8\u30fb\u30bd\u30ed\u30b9\u306f\u3001\u8457\u540d\u306a\u6295\u8cc7\u5bb6\u3067\u3042\u308a\u6148\u5584\u5bb6\u3068\u3057\u3066\u77e5\u3089\u308c\u3001\u91d1\u878d\u5e02\u5834\u3067\u306e\u6210\u529f\u3068\u5e45\u5e83\u3044\u6148\u5584\u6d3b\u52d5\u3067\u5e83\u304f\u540d\u3092\u77e5\u3089\u308c\u3066\u3044\u307e\u3059\u3002\u5f7c\u306f\u3001\u30c8\u30ec\u30f3\u30c9\u30d5\u30a9\u30ed\u30fc\u6226\u7565\u306e\u4e00\u7a2e\u3092\u6d3b\u7528\u3057\u3001\u305d\u308c\u304c\u5f7c\u306e\u6295\u8cc7\u754c\u306b\u304a\u3051\u308b\u5730\u4f4d\u3092\u78ba\u7acb\u3059\u308b\u5927\u304d\u306a\u8981\u56e0\u3068\u306a\u308a\u307e\u3057\u305f\u3002<\/p>\n\n\n\n<p>\u30bd\u30ed\u30b9\u306e\u30c8\u30ec\u30f3\u30c9\u30d5\u30a9\u30ed\u30fc\u6226\u7565\u306f\u3001\u72ec\u81ea\u306e\u7406\u8ad6\u7684\u8996\u70b9\u306b\u57fa\u3065\u3044\u3066\u3044\u307e\u3059\u3002\u305d\u308c\u306f\u3001\u5e02\u5834\u4fa1\u683c\u306f\u30d5\u30a1\u30f3\u30c0\u30e1\u30f3\u30bf\u30eb\u30ba\uff08\u7d4c\u6e08\u7684\u57fa\u790e\u8981\u56e0\uff09\u3060\u3051\u3067\u306a\u304f\u3001\u6295\u8cc7\u5bb6\u306e\u5fc3\u7406\u3084\u671f\u5f85\u306b\u3088\u3063\u3066\u3082\u5927\u304d\u304f\u5f71\u97ff\u3055\u308c\u308b\u3068\u3044\u3046\u8003\u3048\u65b9\u3067\u3059\u3002\u5f7c\u306f\u3001\u5e02\u5834\u4fa1\u683c\u304c\u672c\u8cea\u7684\u4fa1\u5024\u304b\u3089\u9038\u8131\u3059\u308b\u975e\u5408\u7406\u7684\u306a\u52d5\u304d\u304c\u3057\u3070\u3057\u3070\u767a\u751f\u3057\u3001\u305d\u308c\u304c\u5e02\u5834\u5fc3\u7406\u3092\u7406\u89e3\u3057\u3066\u3044\u308b\u30c8\u30ec\u30fc\u30c0\u30fc\u306b\u3068\u3063\u3066\u306f\u30c1\u30e3\u30f3\u30b9\u306b\u306a\u308b\u3068\u4e3b\u5f35\u3057\u307e\u3057\u305f\u3002<\/p>\n\n\n\n<h2 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class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import java.util.ArrayList;\nimport java.util.List;\n\npublic class TrendFollowingStrategy {\n    public static void main(String[] args) {\n        int length1 = 23;\n        int length2 = 30;\n        int filter = 10;\n        int units = 1;\n\n        List&lt;Double> ma1 = new ArrayList&lt;>();\n        List&lt;Double> ma2 = new ArrayList&lt;>();\n        List&lt;Boolean> cond1 = new ArrayList&lt;>();\n        List&lt;Boolean> cond2 = new ArrayList&lt;>();\n        List&lt;Integer> startbar1 = new ArrayList&lt;>();\n        List&lt;Integer> startbar2 = new ArrayList&lt;>();\n        List&lt;Double> tobuy = new ArrayList&lt;>();\n        List&lt;Double> tosell = new ArrayList&lt;>();\n\n        \/\/ Assuming you have the necessary data for calculations\n        List&lt;Double> close = new ArrayList&lt;>();\n\n        for (int i = 0; i &lt; close.size(); i++) {\n            double ma1Value = calculateAverage(close, i, length1);\n            double ma2Value = calculateAverage(close, i, length2);\n            ma1.add(ma1Value);\n            ma2.add(ma2Value);\n\n            if (close.get(i) > ma1Value &amp;&amp; close.get(i) > ma2Value &amp;&amp; close.get(i - 1) &lt; Math.max(ma1.get(i - 1), ma2.get(i - 1))) {\n                cond1.add(true);\n                startbar1.add(i);\n                tobuy.add(close.get(i));\n            }\n\n            if (close.get(i) &lt; ma1Value &amp;&amp; close.get(i) &lt; ma2Value &amp;&amp; close.get(i - 1) > Math.min(ma1.get(i - 1), ma2.get(i - 1))) {\n                cond2.add(true);\n                startbar2.add(i);\n                tosell.add(close.get(i));\n            }\n\n            if (i - startbar1.get(i) > filter) {\n                cond1.set(i, false);\n            }\n\n            if (i - startbar2.get(i) > filter) {\n                cond2.set(i, false);\n            }\n\n            if (MarketPosition != 1 &amp;&amp; cond1.get(i) &amp;&amp; high >= tobuy.get(i) &amp;&amp; i != startbar1.get(i)) {\n                Buy(units, Math.max(o, tobuy.get(i)));\n            }\n\n            if (MarketPosition != -1 &amp;&amp; cond2.get(i) &amp;&amp; low &lt;= tosell.get(i) &amp;&amp; i != startbar2.get(i)) {\n                SellShort(units, Math.min(o, tosell.get(i)));\n            }\n        }\n    }\n\n    private static double calculateAverage(List&lt;Double> data, int index, int length) {\n        double sum = 0.0;\n        for (int i = index; i > index - length; i--) {\n            sum += data.get(i);\n        }\n        return sum \/ length;\n    }\n\n    private static void Buy(int units, double price) {\n        \/\/ Implement your buy logic here\n    }\n\n    private static void SellShort(int units, double price) {\n        \/\/ Implement your sell short logic here\n    }\n}<\/pre>\n","protected":false},"excerpt":{"rendered":"<p>\u30b8\u30e7\u30fc\u30b8\u30fb\u30bd\u30ed\u30b9\u306f\u3001\u8457\u540d\u306a\u6295\u8cc7\u5bb6\u3067\u3042\u308a\u6148\u5584\u5bb6\u3068\u3057\u3066\u77e5\u3089\u308c\u3001\u91d1\u878d\u5e02\u5834\u3067\u306e\u6210\u529f\u3068\u5e45\u5e83\u3044\u6148\u5584\u6d3b\u52d5\u3067\u5e83\u304f\u540d\u3092\u77e5\u3089\u308c\u3066\u3044\u307e\u3059\u3002\u5f7c\u306f\u3001\u30c8\u30ec\u30f3\u30c9\u30d5\u30a9\u30ed\u30fc\u6226\u7565\u306e\u4e00\u7a2e\u3092\u6d3b\u7528\u3057\u3001\u305d\u308c\u304c\u5f7c\u306e\u6295\u8cc7\u754c\u306b\u304a\u3051\u308b\u5730\u4f4d\u3092\u78ba\u7acb\u3059\u308b\u5927\u304d\u306a\u8981\u56e0\u3068\u306a\u308a\u307e\u3057\u305f\u3002 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":142,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[7],"tags":[],"class_list":["post-135","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-guide"],"featured_image_src":"https:\/\/i0.wp.com\/blog.alltick.co\/ja-jp\/wp-content\/uploads\/sites\/2\/2025\/06\/george-soros.png?fit=1600%2C914&ssl=1","author_info":{"display_name":"admin","author_link":"https:\/\/blog.alltick.co\/ja-jp\/author\/admin\/"},"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/135","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/comments?post=135"}],"version-history":[{"count":1,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/135\/revisions"}],"predecessor-version":[{"id":136,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/135\/revisions\/136"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media\/142"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media?parent=135"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/categories?post=135"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/tags?post=135"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}