日内短线交易,对进场点位的精准度要求很高,因为止损距离非常小,通常只有几个点,如果可以好好利用货币对相关性,则可以把自己的系统胜率提高一档,其基本原理是:两个货币对有很大的相关性,如果一个货币对出现了交易机会,而另外一个货币对走势并不配合,那么这个交易机会的胜率就降低了,这就是道氏理论的跨市场验证。
点击:OANDA 货币相关性,选择 Table,选择具体的货币对,可以看到其他货币对相对你选择的货币对的相关性,从 1 小时到 1 年,对于日内短线来说,最重要的数据是 1 天和 1 小时。
OANDA 对相关数据给出了解释:
- 0.0 - 0.2:相关性很弱,可以忽略
- 0.2 - 0.4:相关性较弱
- 0.4 - 0.7:相关性中等
- 0.7 - 0.9:相关性较强
- 0.9 - 1.0:相关性很强

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