青蛙的思路 VS. MM的思路

发信人: vankie (似水流年), 信区: Stock标 题: 综述一下俺本周的思路发信站: BBS (Tue Nov 13 23:21:10 2007)1. 这是一轮比8月更为猛烈的correction, down trend已经形成，暂时不要奢求反转。2. 严重超跌的市场，未有整理的情况下200日线击穿，VIX高于30。。。这样的市场在200日线附近借消息面发生报复性反弹，属于正常现象，不需要过分解释。3. OE周机构有将股价一定程度拉起杀扑的动机，消息面也有所支持，因此本周料不会出现新低。4. 今日反弹量能不足（昨天是veteran's day，因此不作为参考），下盘不稳。5. 这波反弹可能以大盘10日线和双顶颈线为主要阻力，点位区间为NAZ 2705附近，DOW13450附近。那么操作主线也就不言而喻。发信人: qiuzhihaoyue (秋之皓月), 信区: Stock标 题: Re: 综述一下俺本周的思路发信站: BBS (Wed Nov 14 01:07:48 2007)错!错!错!--发信人: qiuzhihaoyue (秋之皓月), 信区: Stock标 题: Re: 综述一下俺本周的思路发信站: BBS (Wed Nov 14 01:29:27 2007)【 在 vankie (似水流年) 的大作中提到: 】: 哦，大侠给俺纠纠错？一看就没玩过熊市...走熊的特点: 买, 必套之... 绝无获利的机会...偶今天盘前进AAPL @ 160.7, 反手卖单放在161.99; BIDU IN @ 310, 反手卖单放在了313.9...一眨眼... 走了... 不得不在卖出价之上追回...若走熊... 今天这样的高开, 必成套, 决不会高打高走... 让DT有获利的机会, 所以,跳高是为轧空... 高收是逼空, 明天继续跳高轧空... 高收逼空, 今,明,后三天80%的可能是三连阳, 而且是巨大的那种阳线...让满手CASH的踏空者...往股长叹...任何盘中的所利筹码, 出了就拿不回...BIDU 今天涨$40, 收盘你敢进吗? 不敢, 那好... 明天再拉$40...你的追吗...不敢...接着上... 过$430 后再整理...然后... 一到两周后, 再拉升...--发信人: qiuzhihaoyue (秋之皓月), 信区: Stock标 题: Re: Re: 综述一下俺本周的思路发信站: BBS (Wed Nov 14 01:34:20 2007)【 在 blueyaun (sky) 的大作中提到: 】: 到14000整个downtrend都破了:(然后, 你就追了... 然后,向下及杀...哇, 妈妈啊... 三重顶... 逃命...割肉...你割完... 一个旱地拔葱...新高...你又踏空...哈哈....--发信人: qiuzhihaoyue (秋之皓月), 信区: Stock标 题: Re: 综述一下俺本周的思路发信站: BBS (Wed Nov 14 01:42:06 2007)【 在 lOOkg (胖仔@幼儿园小班) 的大作中提到: 】: Orz: 受益匪浅: GS三连阳且几乎没有overlap是不是也是这个道理?: ..大跌之后... 个个吓破苦胆... 有钱的不敢买... 浅套的, 解套就逃, 小利的抓了就跑...乐坏了MM,一边拉一边收便宜筹码...GS, 明天新高... 4周内$300+...--发信人: ichappysky (波波), 信区: Stock标 题: Re: 综述一下俺本周的思路发信站: BBS (Wed Nov 14 01:46:58 2007), 转信GS 300 我不知道。这个心理分析实在是很到位。我作为一个青蛙正在经历这样的心理煎熬【 在 qiuzhihaoyue (秋之皓月) 的大作中提到: 】: 大跌之后... 个个吓破苦胆... 有钱的不敢买... 浅套的, 解套就逃, 小利的抓了就跑: ...: 乐坏了MM,一边拉一边收便宜筹码...: GS, 明天新高... 4周内$300+...发信人: qiuzhihaoyue (秋之皓月), 信区: Stock标 题: Re: 综述一下俺本周的思路发信站: BBS (Wed Nov 14 02:03:00 2007)【 在 shakeham (傻咸) 的大作中提到: 】: 这个有点悬了: 连续跳空三连阳: 兵书中记载的强庄股杀空大法: 可是为什么您能肯定他们会祭出此招？: 杀空杀多很多招，想听听秋大为什么认定此计: ..前4天的直泻...奠定这三天的急拉....嘿嘿...上下左右4面抽, 抽的你一败涂地...

转个秋老大的帖

My short list:AAPL/GOOG/RIMM/AMZN/EDU/ISRG/DRYS/GRMN/CME/NYX/BIDUYes, I short everything above upper BB, except ADR names related to PTRMy long list:KBH/USG/TOL/C/WFR/GS/BSC/LEH/CAT/AIG/ACH/LDK/RCH/PTR/SNP/CEO/NTES/FFIV/ATHN/COP/HNP/SBUX/MPEL/LFTYes, I buy everything sitting near 200EMA or below lower BB, and hold until they move back to upper BB for sell…I am very patient, and as long as I believe what I have is a solid company…I can hold until it gives me a nice profit…1 year… or 5 year… what ever works for me…I only do profit taking… never cut my legs… this is the way how option works… the money I initially put in is the max risk I am facing…The one you think is a trash… I pick it up, and hold wait until it shining again; when everyone else is chasing those trash I picked up a while back… I sell those, and searching for the new trashes you guys are dumping…today,then sell them back to you when they are shining again…Haha… I am not a HH, just an ugly trash pick-up guy wondering outside of your house and searching jewelries in you guys’ trash cans…Most people does throw out their treasures when they are in a bad mood…

炒股铁律，照着做，赢多亏少！(

1、只买上升轨道的股票，不买下降轨道的股票，如果股票一直在上升轨道，就永远持有，永远不要卖！
2、在上升轨的下沿买进股票，然后持有，到上升轨发生明显的变化，卖出。
3、局面复杂看不清的股票，千万不要进去，柿子捡软的捏，炒股也一样。
4、不要把所有的钱一次性买进同一只股票，即便你非常看好它，而且事后证明你是对的，也不要一次性买进。总有可能买得更低，或者有更好的机会买进。
5、如果误买了下降通道的股票，赶紧卖出，避免损失扩大。
6、如果没有损失，也赶紧退出观望。
7、不是上升通道的股票，根本不要看。管它将来怎么样，不要陪主力去建仓。没时间陪他们耗着。
8、赢钱时加仓，输钱时减码，如果你不想死的快而想赚得块，这是唯一的方法。
9、不要相信业绩，那只代表过去，不代表将来。
10、炒股是炒将来，不是过去。
11、不要幻想老是去做短线，每天进进出出。股票不是*，频繁进出，可能给你带来快感，但会让你损失很多的钱，唯一受益的是证券公司，而且你不会有那么高的水准，你也不是庄家。不要买太多的股票，最好不要超过五只。你没有那么多精力看着她们。如果你想娶五个老婆，即便你身体够好，你也满足不了你的老婆们。韦小宝的故事只发生在小说里。
12、股票很便宜了，跌了很多了，不是你买入的理由，永远不是！！！他还可能更加便宜！！！！
13、股票很贵了，涨了很多了，也不是你拒绝买入或者卖出的理由。他还可能涨得更高！！！！！最后一点，股票不是你生活的全部，你还有你的家庭，还有你的事业，还有你的爱情，他们比你的股票更加宝贵。多陪陪他们，少陪陪股票。钱是永远赚不完的，但很多东西一旦失去了，就永远不再回来！！！！

gohstrader--SMI crossover

Always glad to help where I can. The top paintbar is simply comparing itself the previous bar close. The bottom bar is a 12/25/3/3 SMI crossover. the SMI (Stoch Momentum Indicator) basically defines the short term trend while the top paintbar gives u a precise entry. I use this along with an automated buy/sell program with a fixed/progressive tick stops and exits. If you notice the chart I am using either 0.5 or 1.0 rangebars candlesticks.

The reason I do this is because it always affords me the opportunity to trade profitably even while a choppy market with whippy 1,3,and 5 minute bars are stopping people out.

There are those that will tell you that sure, you can make money this way, but it will cost u a fortune in commisions. I have to laugh at them after I show them that trading 6-9 contacts at a gain of .50 to 1 point a car far outweighs the loss of the same contract one might trade in a whipsaw market. At least this is what works for me. I also now enter 3, 3, and 3 cars and scale out at pre-determined tick level depending on the market trend for that day and it works for me and my trading personality.

Good Trading to you and hope this helps.-GT

YTD Performance Ranking of U.S.-Listed Chinese Stocks

YTD Performance Ranking of U.S.-Listed Chinese Stocks (8/21/2007)
Below is the ranking of U.S.-listed Chinese stocks and ETFs based on year-to-date performance, by the end of Tuesday, August 21, 2007:
Ranking
Ticker
Name
8/21/2007
End of 2006
YTD Performance
1
TSL
Trina Solar
46.08
18.90
144%
2
CEA
China Eastern Airlines
48.05
21.78
121%
3
ZNH
China Southern Airlines
44.95
20.45
120%
4
JRJC
China Finance Online
9.30
4.45
109%
5
SYUT
Synutra International
25.99
12.50
108%
6
MHJ
Man Sang Holdings
10.00
4.94
102%
7
ACH
Aluminum Corp. of China
42.34
23.50
80%
8
BIDU
Baidu.com
197.46
112.69
75%
9
YZC
Yanzhou Coal Mining
70.81
40.54
75%
10
CAF
MS China A Sh. Fund
50.06
31.00
61%
11
HRBN
Harbin Electric
12.94
8.05
61%
12
EDU
New Oriental Education
49.66
33.54
48%
13
JADE
LJ International
6.38
4.35
47%
14
MR
Mindray Medical Int'l
32.31
23.92
35%
15
CHL
China Mobile
56.70
43.22
31%
16
SVA
Sinovac Biotech
3.04
2.33
30%
17
SINA
Sina Corp.
37.31
28.70
30%
18
GIGM
GigaMedia
12.27
9.77
26%
19
SNDA
Shanda
26.91
21.67
24%
20
CTRP
Ctrip.com
38.61
31.19
24%
21
SOHU
Sohu.com
29.67
24.00
24%
22
NCTY
The9
39.35
32.22
22%
23
CHN
China Fund Inc.
40.47
34.18
18%
24
LFC
China Life Insurance
59.40
50.51
18%
25
CYD
China Yuchai
8.06
6.89
17%
26
FMCN
Focus Media
38.59
33.20
16%
27
FXI
FTSE/Xinhua China ETF
129.00
111.45
16%
28
SHI
Sinopec Shanghai
56.90
49.53
15%
29
PGJ
Halter USX China ETF
24.10
20.98
15%
30
GSOL
Global Sources
18.54
16.16
15%
31
HNP
Huaneng Power Int'l
40.46
35.93
13%
32
CMED
China Medical Tech.
30.11
27.07
11%
33
CEO
CNOOC
104.89
94.63
11%
34
CHNR
China Natural Rsrcs
9.38
8.53
10%
35
YTEC
Yucheng Technologies
7.83
7.30
7%
36
CHU
China Unicom
15.89
14.89
7%
37
GSH
Guangshen Railway
35.78
33.90
6%
38
JOBS
51job
17.90
17.07
5%
39
SNP
Sinopec
95.24
92.64
3%
40
STP
Suntech Power
34.87
34.01
3%
41
ADY
American Dairy
20.20
19.80
2%
42
ASIA
AsiaInfo
7.78
7.68
1%
43
JFC
JF China Region Fund
22.65
22.80
-1%
44
TOMO
TOM Online
15.36
15.48
-1%
45
JST
Jinpan International
23.90
24.14
-1%
46
SOLF
Solarfun Power
11.20
11.69
-4%
47
PTR
PetroChina
134.80
140.78
-4%
48
CHA
China Telecom
51.98
54.40
-4%
49
ATS
APT Satellite
1.48
1.55
-5%
50
TBV
Tiens Biotech
3.63
3.93
-8%
51
CHDX
Chindex International
17.39
18.86
-8%
52
COGO
Comtech
16.66
18.19
-8%
53
CN
China Netcom
46.43
53.52
-13%
54
SMI
Semiconductor Mfg. Int'l
5.55
6.44
-14%
55
DSWL
Deswell Industries
9.77
11.40
-14%
56
CHINA
CDC Corp.
8.09
9.50
-15%
57
SEED
Origin Agritech
8.50
10.94
-22%
58
NTE
Nam Tai Electronics
11.76
15.19
-23%
59
AOB
American Oriental Bio.
8.92
11.67
-24%
60
NTES
NetEase
14.00
18.69
-25%
61
XING
Qiao Xing Univ Telephone
9.74
13.19
-26%
62
SORL
Sorl Auto Parts
6.64
9.03
-26%
63
INTN
INTAC International
5.50
7.51
-27%
64
HMIN
Home Inns & Hotel Mgmt
27.32
37.54
-27%
65
CBAK
China BAK Battery
4.57
6.52
-30%
66
CSIQ
Canadian Solar
7.30
10.48
-30%
67
PACT
PacificNet
4.26
6.18
-31%
68
LONG
eLong
8.91
13.01
-32%
69
TSTC
Telestone Technologies
4.85
8.20
-41%
70
NINE
Ninetowns Internet Tech.
2.80
4.77
-41%
71
ACTS
Actions Semiconductor
4.80
8.30
-42%
72
MPEL
Melco PBL Entertainment
12.21
21.26
-43%
73
HRAY
Hurray!
3.53
6.20
-43%
74
NWD
New Dragon Asia Corp.
1.00
1.81
-45%
75
CAAS
China Automotive Sys.
6.60
12.49
-47%
76
VIMC
Vimicro International
5.12
10.20
-50%
77
CTDC
China Tech. Development
3.83
8.03
-52%
78
GRRF
China GrenTech
8.69
18.44
-53%
79
LTON
Linktone
2.36
5.19
-55%
80
EFUT
eFuture
13.90
34.04
-59%
81
FFHL
Fuwei Films
6.34
15.80
-60%
82
CNTF
China Techfaith
4.18
10.78
-61%
83
KONG
KongZhong
3.76
9.76
-61%
84
UTSI
UTStarcom Inc.
3.04
8.75
-65%
85
CPSL
China Precision Steel
3.07
10.75
-71%
86
ASTT
ASAT Holdings
0.39
1.58
-75%
Note: This ranking excludes IPOs in 2007: ATV, CSUN, EJ, JASO, KUN, LDK, PWRD, QXM, SCR, SPRD, SSRX, TCM, WX, XFML, YGE.

RIMM Option

1，强者恒强，适者生权。牛股 rimm bidu aapl goog 正引领疯骚。一代天骄amzn ma 退居二线。 fwlt sina fmcn ,目标120 45 60都到，sina fmcn 下个目标60 80，edu ncty sohu 目标60 60 45。逢低做多yzc ach ,mpel股价太贱了[strong buy]. fig 等18-20时买，铜股中的牛魔王pcu fcx .逢低call入 sndk 50,goog 540 isrg 145 ,OE19日前出掉。
2，大盘：道与spy 500在高位做糊蝶形：即必破前期高点A创新高。那指就听捣师的。
3，等待下周如有节后回调大胆的买入随大盘创新高股。
4，大家喊股，俺跟风。俺得找找感觉，把心收回来。这次回家的路费花销不知华儿街报销吗？

RIMM, BIDU, AAPL, GOOG, AMZN, MA, FWLT, SINA, FMCN, EDU, NCTY, SOHU, YZC, ACH, MPEL, PCU, FCX.
CALL: SNDK-50, GOOG-540, ISRG-145

经典散户心态（图

The Worm and the Bird

One day a worm named wiggle came out of his hole to play with his friends. Wiggle always played with them on a Sunday morning like this one. So he crawled out of his hole and slowly walked to his best friend's house. But when he knocked on the door of his friend's house, nobody answered.

"Come out and play with me, best friend, Crawlie", said Wiggle. But still no one answered.

"Crawlie must have forgot", murmured Wiggle. So he crawled to his next best friend's house. This time when Wiggle reached his friend's house, he knocked not once but twice on the door. No one answered.

"Come out and play with me, friend Slimy", shouted Wiggle. Still no one answered.

"Slimy must have forgot too", said Wiggle. So he went home again. Back to his parents on a Sunday like this. When he got home his parents said,

"Did you find anyone to play with?"

"No, I did not", said Wiggle.

"Of course you didn't", said Wiggle's father.

"Today's Bird Day."

" What's Bird Day", asked Wiggle.

"Bird Day is when all the birds that like to eat worms come out and catch as many worms as they like. Not like regular days when they can only catch what they need to survive', said Wiggle's father.

"But can I still go out and walk", asked Wiggle.

"Yes. Just be more careful", said his mother.

"I will", said Wiggle.

Wiggle went out and walked to take in fresh air. But just then a blue jay swooped down and carried Wiggle into the high sky.

"Please don't eat me", said Wiggle.

"I'm not. I'm just trying to get all the worms I can save so they won't ge eat up by other birds", said th blue jay.

" Thank goodness", said Wiggle.

"I'll get you back to your home as soon as Bird Day is over", said the blue jay.

"Okay", said Wiggle.

As it turned out, the blue jay wasn't lying.

"What's your name", asked the blue jay when it was sending Wiggle home.

"Wiggle", said Wiggle.

"What's yours?"

"Sky", said the blue jay. Then they talked no more untill Wiggle got home. But when Wiggle got home, his parents wasn't there!

"My p-p-p-parents are gone", stammered Wiggle

"Then the birds must have ate them up too", said Sky.

"But then who will be my mother and my father", asked Wiggle.

"I will", said Sky.

"Thank you", said Wiggle.

"No problem", said Sky.

Then Wiggle and Sky lived happily forever!!!!!

成熟=daytrader=特征

成熟=daytrader=特征 (zt)
成熟=daytrader=特征 来源: 当日冲之路 于 06-10-08 05:59:46 [档案] [博客] [旧帖] [转至博客] [给我悄悄话]
一个成熟的daytrader，不是一个赌徒。如果只有一次“market went against the positions”，就被wipe out，那就是用了高倍margin的结果。例如用高倍margin炒汇，下场多是如此。百分之十乃至百分之几百的回报是靠一笔一笔的交易积累起来的，也就是说每一天每一单赚的多赔的少，这是质，再加上每一周每一月赚的单子多赔的单子少，这是量，质和量缺一不可。而单笔盈利的增长速度应该是得益于盈利日积月累后总资金的增长，而不是靠加大margin去赌。
一个成熟的daytrader，还不仅要会并能做到控制自己的账户，不但要能控制亏损额与百分比，还要能控制赢利额与百分比，前者易而后者难，你明白原因了，你的股市心路就又前进一大步了。
一个成熟的daytrader，动用的margin会很有限，我的经验是在一倍至十二倍之间，灵活选择，机动使用，收放自如，机会好就重仓出击，狠吃一口，一杀到底。环境不好，那就浅尝即止，断尾求存。记着：太阳，每天都是新的 ！
一个成熟的daytrader，他/她的交易载体一般为大盘股（有时也可以用少量资金介入当日热点小股），而大盘股日内的波幅有限，所以在低margin的情况下，根本不存在长期稳定盈利之后突然被一两笔失误wipe out的情况。很多大盘股也更适合daytrade，QQQQ,DIA,IWM,SPY,MSFT,CSCO,INTC你一直捂着现在啥感觉？找到类似hans这样的潜力股做长线自然赚翻，但问题是这个概率有多大？
假设用50元投入,一个月回报30倍，这是用了50倍margin，所以一个月daytrade的实际回报只是60%。当然这也是非常不易，原因就是这50倍的margin，几乎没有留下任何波动的区间，承受drawdown的空间极小,必须买完就涨，空完就跌。如换成50万元的资金,同样当然不能用50倍margin去炒。其理一样。
要想成为一个成熟的daytrader高手，是一条充满艰辛的道路，我听说过百分之八十的人做daytrade不会成功，真正的成功率可能更小。
要想成为一个成熟的daytrader高手，不是读几本书或别人告诉你几条绝招便能学会，必须自己去经受这个煎熬的过程。这恐怕是地球上最难的职业之一了，一旦成功回报也很可观。
可惜大多数人在找到感觉之前便已经出局，壮志未酬账户空，只落得仰天长叹，即生我，何生华尔街了。

capturing trend days

capturing trend days
http://www.traderslog.com/capturing-trend-days.htm ---------------------------------------------------------------------------
Conditions Preceding a Trend Day Several key price patterns can serve as alerts to the potential for significant range expansion:
NR7 -- the narrowest range of the last 7 days (Toby Crabel introduced this term in his classic book, Day Trading With Short-term Price Patterns and Opening-range Breakout);
a cluster of 2 or 3 small daily ranges;
the point of a wedge-type pattern (which usually exhibits contracting daily ranges);
a Hook Day (wherein the open is above/below the previous day's high/low -- and then the price reverses direction;
the range must also be narrower than the previous day's range; leads traders to believe that a trend reversal has occurred, whereas the market has instead only formed a small consolidation or intraday continuation pattern);
low volatility readings, based on such statistical measures as standard deviations or historical volatility ratios or indexes;
large opening gaps (caused by a large imbalance between buyers and sellers);
runaway momentum (markets with no resistance above in an uptrend or no support below in a downtrend.
This condition differs from the above setups in that volatility has already expanded. In a momentum market, however, the huge imbalance between buyers and sellers continues to expand the trading range!)

不用指标的看盘高手的方法总结

不用指标的看盘高手的方法总结(zhuan tie)

我从不使用奇怪的指标线，５日、１０日、３０日等等规则的均线系统才对我更有用，能方便我了解到大部分人的想法，并决定对策。对于选股，我依然认为好的选股方法只有一种就可以了，不论长中短线，方法都是这个，万变不离其宗嘛。 　　

条件一：不同的大势有不同的选择。升势的时候选择板块类的个股；盘整的时候突破的个股比较好；跌势的时候我是不会做板块的，即使做了，那些除了龙头股以外的个股也不会跟着被带上来。 　　

条件二：选择龙头股。假如在领头的股票身上赚不到钱又怎能在别的股票身上赚钱呢？即使我要做整个板块，也是有一只的筹码比较集中的作为领头羊。同样的，即使是超跌反弹等行情也都是有筹码最集中的。 　　

条件三：尽量在尾盘买。这样一天的图形做完了，可以简单的看出我们的意图而不会被迷惑。 　　

条件四：不要被大阳线吓倒。涨幅居前的股票总有几只在明、后天还会好的。 　　

条件五：参考大盘。大盘的分析比个股简单的多，牛市阳多阴长，熊市阴多阳长。 　　

条件六：不要相信越跌越买的言论。经过风险的量化可以发现，越跌越买比越涨越买的风险大得多。如果跌到止损位，果断卖出。 　　

条件七：顺势而为。但要明白物极必反的道理，涨了五六天的股票明天还会涨吗？要点：所有所有的一切，成交量换手率　相对较大都是非常重要的，我甚至很喜欢买当天的换手率有１５％－２０％以上的股票。这也关系到你在获利后是否可以顺利出局相对于资金量比较大的人来说　。 　　

一些简单的经验：高位拉出下影线不要以为是好事情，有可能是因为我在出了一部分筹码之后再次拉上来为我明天继续出货做准备。 　　

高位横盘或拉升之后尾市下跌，或下跌之后尾市拉升恐怕都是近期出货的迹象，尤其后者表明已经无心恋战了

黄老大的日交易in/out技巧

黄老大的日交易in/out技巧
IN 5min charts

1. MA10>MA50

2. price retreat or consolidate-->STO down (to below 30?)

MACD spread wide clearly price under MA10, still well above MA50

3. Buy 1st MA10 break (most effective if wavely down a few times, or triangles)

Mostly work from mid-day. Get out in 1min chart if STO/MACD show weakness.

开源股票作图工具。

Are there other "open source" chart libraries?

Yes. If JFreeChart doesn't meet your requirements, try one of the following free/open source alternatives:

* the PtPlot project (UC Berkeley copyright);

* the JRobin project (LGPL);

* the Java Chart Construction Kit (LGPL, works with JDK 1.1.;

* the JOpenChart project (LGPL);

* the jCharts project (BSD-style);

* the JChart2D project (LGPL);

* the Chart2D project (LGPL);

* the ThunderGraph project (LGPL);

* the E-Gantt project (Q Public License);

* the MagPlot project (GPL);

们没人用过大名鼎鼎的jfreechart么？IB TWS的chart就是借自他们的代码。
http://itrade.sourceforge.net/

指标的离散度是把握涨跌的唯一要素

指标的离散度是把握涨跌的唯一要素
Bolllinger Band 的宽度变化（价格方差）应该有一样的效果吧 - 野狐禅 ----------------------------------------------------------------------------------- 也许指标的离散度是把握涨跌的唯一要素 云游股海 六级MACD会员 2007-1-19 21:08

自1999年入市以来，经历了三年多牛市，四年熊市。对股市的涨涨跌跌看多了，也麻木了。 真正掌握到在股市赚钱的规律是在2004年，经过多年的大亏损和小盈利，学习了很多炒股理论，但真正能给自己创造效益的还是自己悟出的离散度理论。

2004年底，根据自创的离散度理论，终于把握住了赚钱的精髓，开始盈利了。各个顶低判断都非常准确，交易过程中采用快进快出的方法，开始买十赚七，到了2005年基本上能做到买十赚八。吼吼，到了2006年，交易中就很少失手了。

所谓的离散度理论，就是长短周期的指标离散状态。如果离散状态很小，则股价要么很高或者很低了，当离散度小于一定值时，拐点一定出现，在拐点附近买入，基本上当天就可以获利，最差的也就是两天获利。 离散度小不一定就涨或者跌，必须和其他相关概念相结合判断才能有80％的正确性。

比如，离散度很小时，要判断指标的正背离，负背离，正完美，负完美。正背离和正完美成立时，上涨或下跌几乎是百分之百的。而负完美和负背离则是杂波信号，很容易使人误入歧途，套牢在半山腰上。 啰啰唆唆的讲了这些，是想启发一下有志于股票研究的tx参考。多的我就不说了，可以说，我现在的成功率非常高，完全可以以炒股为生，但由于自己有自己的工厂，每年的收益很不错，所以在2006年实际炒作股票的6个月时间里，盈利超过80％，应该说，超过了很多所谓的基金操盘手。

关键词：指标离散度，指标的正背离，负背离，正完美，负完美。

实际上现在我真的对炒股没有什么激情了，我觉得炒指数期货比较有意思，还有就是玩权证来的也快。 给大家看看离散方差的威力，以600022为例：图1 进一步分析： 图2 看看601398工商银行是怎么样暴涨的: 图3 再看：图4

对鸡大法

对积理论原理（一）---- 区间交易 zwx100 四级MACD会员 发表于 2007-3-26 20:21 把价格区间定为5%。 价格从一个阶段的最低点向上涨5%即一个价格区间后开始买入，然后每向上涨一个区间（5%）就再次买入一些，后面操作一次类推。这时候，股价大部分时候会向上创出新高（当然不是绝对的，只是一个大概率事件）。创出新高后，股价如果下跌一个区间，就全部卖出。这也就是很多高手采取的“右侧交易”，即“买在次低点，卖在次高点”。

一个swingtrade的pattern

trading strategy 004 - 3 masketeers

http://minnelli.com/forex Forex Auto

Ok with fx-auto I have selected 3 systems to run. I have limited the selection to only GBPUSD for right now.

System 1: ATRChannel - http://forexfiesta.com/systems_trend.htm

System 2: ForexFighterKO - http://www.forexfighter.com/

System 3: TheProfitClub - http://www.profits-club.com/?a=cust&page=performance

=========================================
Okay - Forex Fighter KO has been very good to me, 16 trades making 102 pips, net 86 pips after commissions. However, I have to shelf it for a week or so. I want to take a look at ForexFiesta C4, it appears to be a health EA (Expert Advisor) run by the same […]
==========================================

FX Autotrading a live account

So here we are ... account funded with $ 6000 and 5 signals selected (all with 0.1 lots):
- ForexFighter-KO - GBPUSD
- fxmaster.net - EURUSD
- Quants-MP40 - GBPJPY
- Ubertrading.com - EURJPY
- Ubertrading.com - GBPUSD

==============================
out: - Ubertrading.com - EURJPY
- Ubertrading.com - GBPUSD
in:- ATRChannel - GBPUSD
================================
So the new portfolio (portfolio 2) is now (all with 0.1 lots):
- ForexFighter-KO - GBPUSD
- fxmaster.net - EURUSD
- Quants-MP40 - GBPJPY
- ATRChannel - GBPUSD
===================================
So the new portfolio is now (all with 0.1 lots):
- ForexFighter-KO - GBPUSD
- fxmaster.net - EURUSD
- Quants-MP40 - GBPJPY
- ATRChannel - GBPUSD
- EspritFX - EURJPY
- EspritFX - GBPUSD
=======================================
fxmaster.net always wanted to go against the trend ...
So the new portfolio is now (all with 0.1 lots):
- ForexFighter-KO - GBPUSD
- Quants-MP40 - GBPJPY
- ATRChannel - GBPUSD
- EspritFX - EURJPY
- EspritFX - GBPUSD

=========================
1- SNIPER 4X (I guess that this is the same as SniperFX on fx-auto, new there since mid-april): very impressive track record on C2 since jan2007: Compound Annual %: 389.1% over 126 days

2- Team Aphid Bird (we have that one on fx-auto): quite impressive on C2: Compound Annual %: 161.6% over 142 days

3- Forex Fighter KO (in my portfolio), doing very very strong on C2: Compound Annual %: 227.8% over 320 days

4- Positive Forex (not yet on fx-auto - would be an excellent addition), this is a topper on C2: Compound Annual %: 300.3% over 400 days

C2 does a great job in graphics & analysis ... (but hate the google ads - that makes it look so cheap..) ... but it still not clear to me how to autotrade using their system ... will look into that later.

Cheers, FX245.

=================================
Attached are the top 20 forex signals on C2 according to the Sharpe ratio. some are quite new (say less then 40 trades), so we disregard them for the moment ... the top 12 therefor is:

- team aphid bird (on fx-auto)
- Sniper FX (on fx-auto)
- ForexEmail (on fx-auto)
- Positive Forex (not on fx-auto)
- Gold Survivor Forex Port (not on fx-auto)
- Bulls-Eye Trade Signals (not on fx-auto)
- VN Forex Club (not on fx-auto)
- EdCheong FX (not on fx-auto)
- Forex Fighter KO (on fx-auto)
- Trend Trader (not on fx-auto)
- LTR FX (not on fx-auto)
- FX Paradise (not on fx-auto)
======================================

RIMM 两个月期权交易总结

1，ebay call35 靠 输，股票赢。
2，bidu call 靠赢11倍，第二次1倍，赢钱排第四
3，ffiv call赢3倍
4，goog call 8赢1输，赢钱排第二
5.crox4倍，6次全赢，赢钱排第三
6，ma call 8 倍 ，赢最多钱。
7，lvs call 输最少
8，sina call赢1倍，输25%，赢。
9，fcmn call 赢40%
10,fwlt call 赢50%
11，aapl call 赢100%
12，nyx call2赢2输，平
13，shld call由赢变输2次，输最多。
14. onxx call5赢2输，赢
15，xing call 3.5倍
16，cme call 赢5倍
17，ice call1赢1输，平
18，grmn call赢60%
19，bwld call赢50%
20，flsr call 赢70%
21，amzn call赢7 倍，2次全赢
22，ccj call赢55%
23，cnx call赢45%
24.joyg call赢40%
25，zolt call赢35%
26，wfr call赢60%
27，rmbs call输85%
28，leap call赢120%
29，ntri call 4赢1输，赢
30，isrg call 5赢 1输，赢
31，ati call 1赢2输，输
32，lfc call 赢45%
33，snp call 输90%、、
收手2个月准备全家回老家福州，11年哪！再见了大千股友们！祝大家发财！

Top Ten Highest-Paying Jobs

MaoXian -- Trading for Dummies -12

Superconductor Technologies, 30-minute Chart
Questions:
1) Why would you be paying attention to this stock on Friday, November 14?
2) Is the trend up or down? Would you be looking to get long or short this stock?
3) Where would you get long/short this stock on Friday, November 14?
4) Where would you put the initial protective stop?
5) When would you stop trading for the day?
6) Where would you exit the position?
Answers:
1) Because it was unusually active, and very volatile.
2) Up. You’d be looking long.
3) Long at 6.02 on a buy stop above the 11:30 down bar.
4) Initial Protective Stop: 5.90. (max. 1.99%)
5) Right after you enter the position or lunchtime, whichever comes first.
6) End of day. Could sell half, carry half, or just close it all at once.
SCON was a straightforward long play. 4000 shares was a decent size to buy given the initial risk of around 2%. The stock closed at $6.41 for a gain of 6.48% from entry… reward to risk at better than 3:1.
Everybody knows the four cardinal rules of trading, but so few people follow them:
Trade with the trend
Cut losses short
Let profits run
Manage risk
Intraday sentiment started the day flattish to down then broke quite hard in the afternoon with a burst of selling. This helped the PRSF position out but was detrimental to the SCON long.

MaoXian -- Trading for Dummies -11

Novell, 30-minute Chart
Questions:
1) Why would you be paying attention to this stock on Wednesday, November 12?
2) Is the trend up or down? Would you be looking to get long or short this stock?
3) Where would you get long/short this stock on Wednesday, November 12?
4) Where would you put the initial protective stop?
5) When would you stop trading for the day?
6) Where would you exit the position?
Answers:
1) Because it was unusually active, and very volatile.
2) Up. You’d be looking long.
3) Long at 8.35 on a buy stop above the 11:30 down bar.
4) Initial Protective Stop: 8.22. (max. 1.56%)
5) Right after you enter the position or lunchtime, whichever comes first.
6) End of day. Could sell half, carry half, or just close it all at once.
……….
NOVL was unusually active (it did 29,000+ trades on the day) and gave a very nice, narrow range down bar to execute against, with initial risk at only 1.56%. 4000 shares was a nice drop-in-an-ocean-of-liquidity position size. The stock closed at $8.97 giving a gain of 7.43% from entry for a reward to risk ratio of around 4.75 : 1.
The trouble that some folks have is that they’re always thinking in terms of “2B tops” and worried about getting trapped or picked off, which makes them unable to enter strongly trending markets. Catching big trending days (like yesterday) is where you make the big money. Trying to scalp 2 points a day by gaming the little traps in the S&P futures is going to make you old, tired, and cynical really fast.
The broad market moved up strongly as my intraday sentiment chart indicates (see below), so I was looking long obviously. Anyone who was looking short hasn’t learned the lesson Jim Croce taught when he wrote the popular song, You Don’t Mess Around With The Trend:
‘You don’t tug on Superman’s cape
You don’t spit into the wend
You don’t pull the mask off the old Lone Ranger
And you don’t mess around with the trend’

MaoXian -- Trading for Dummies -10

Akamai Technologies, 30-minute Chart
Questions:
1) Why would you be paying attention to this stock on Thursday, October 30?
2) Is the trend up or down? Would you be looking to get long or short this stock?
3) Where would you get long/short this stock on Thursday, October 30?
4) Where would you put the initial protective stop?
5) When would you stop trading for the day?
6) Where would you exit the position?
Answers:
1) Because it was unusually active, and very volatile.
2) Up. You’d be looking long.
3) Long at 7.76 on a buy stop above the 11:00 inside bar.
4) Initial Protective Stop: 7.58. (max. 2.32%)
5) Right after you enter the position or lunchtime, whichever comes first.
6) End of day. Could sell half, carry half, or just close it all at once.
AKAM was extremely active doing about 38,000 trades on the day, so you couldn’t miss it. The stock closed at $8.03 giving a gain of about 3.5% from entry. The initial risk of 2.32% would give a fairly unsatisfactory reward to risk ratio of 1.5 : 1, but AKAM was flying so fast it would have been prudent to move the initial stop up to $7.69 very quickly, which would have resulted in a much sweeter ratio (4:1).
Remember that once you know what to watch for, the real trick is learning good money management, and most people get bogged down looking for some “system” when they should really be thinking about how to manage risk.
Screen capture of my intraday Watch List:

MaoXian -- Trading for Dummies -9

Finisar, 30-minute Chart
Questions:
1) Why would you be paying attention to this stock on Wednesday, September 17?
2) Is the trend up or down? Would you be looking to get long or short this stock?
3) Where would you get long/short this stock on Wednesday, September 17?
4) Where would you put the initial protective stop?
5) When would you stop trading for the day?
6) Where would you exit the position?
Answers:
1) Because it was unusually active, and very volatile.
2) Up. You’d be looking long.
3) Long at 2.46 on a buy stop above the 11:30 bar.
4) Initial Protective Stop: 2.38. (max 3.25%)
5) Right after you enter the position or lunchtime, whichever comes first.
6) End of day. Could sell half, carry half, or just close it all at once.

MaoXian -- Trading for Dummies -8

Apollo Group, 30-minute Chart
Questions:
1) Why would you be paying attention to this stock on Thursday, August 28?
2) Is the trend up or down? Would you be looking to get long or short this stock?
3) Where would you get long/short this stock on Thursday, August 28?
4) Where would you put the initial protective stop?
5) When would you stop trading for the day?
6) Where would you exit the position?
Answers:
1) Because it was unusually active, and very volatile … (APOL became a top unusual suspect on 8/27.)
2) Up. You’d be looking long.
3) Long at 62.09 on a buy stop above the 11:00 bar.
4) Tighter: 61.86. Looser: 61.81.
5) Right after you enter the position or lunchtime, whichever comes first.
6) End of day. Could sell half, carry half, or just close it all at once.
Cat:
Trading for Dummies Time: 6:00 pm (utc+8) Comments (0)

MaoXian -- Trading for Dummies -7

Flamel Technologies, 30-minute Chart
Questions:
1) Why would you be paying attention to this stock on Wednesday, August 27?
2) Is the trend up or down? Would you be looking to get long or short this stock?
3) Where would you get long/short this stock on Wednesday, August 27?
4) Where would you put the initial protective stop?
5) When would you stop trading for the day?
6) Where would you exit the position?
Answers:
1) Because it was unusually active, and very volatile.
2) Up. You’d be looking long.
3) Long at 26.81 on a buy stop above the 11:00 bar.
4) Tighter: 26.62. Looser: 26.43.
5) Right after you enter the position or lunchtime, whichever comes first.
6) Stopped out on 3:00 bar.

MaoXian -- Trading for Dummies -6

NaPro BioTherapeutics, 30-minute Chart
Questions:
1) Why would you be paying attention to this stock on Tuesday, August 26?
2) Is the trend up or down? Would you be looking to get long or short this stock?
3) Where would you get long/short this stock on Tuesday, August 26?
4) Where would you put the initial protective stop?
5) When would you stop trading for the day?
6) Where would you exit the position?
Answers:
1) Because it was unusually active, and very volatile.
2) Up. You’d be looking long.
3) Long at 1.89 on a buy stop above the 11:30 bar.
4) Tighter: 1.83. Looser: 1.82.
5) Right after you enter the position or lunchtime, whichever comes first.
6) Stopped out on 1:30 bar.

MaoXian -- Trading for Dummies -5

Questions:
1) Why would you be paying attention to this stock on Monday, August 25?
2) Is the trend up or down? Would you be looking to get long or short this stock?
3) Where would you get long/short this stock on Monday, August 25?
4) Where would you put the initial protective stop?
5) When would you stop trading for the day?
6) Where would you exit the position?
Answers:
1) Because it was unusually active, and very volatile.
2) Down. You’d be looking short.
3) Short at 10.54 on sell stop below the 11:00 bar.
4) Tighter: 10.60. Looser: 10.68.
5) Right after you enter the position or lunchtime, whichever comes first.
6) End of day. Could cover half, carry half, or just close it all at once.

MaoXian -- Trading for Dummies -4

Questions:
1) Why would you be paying attention to this stock on Friday, August 22?
2) Is the trend up or down? Would you be looking to get long or short this stock?
3) Where would you get long/short this stock on Friday, August 22?
4) Where would you put the initial protective stop?
5) When would you stop trading for the day?
6) Where would you exit the position?
Answers:
1) Because it was unusually active, and very volatile.
2) Up. You’d be looking long.
3) Attempted long with buy stops above 10:30, 11:00, 11:30, and Noon Bars.
4) No fill, so no stop.
5) Right after you weren’t filled off the noon bar.
6) No fill, so no exit.

MaoXian -- Trading for Dummies -3

I didn’t plan to write another Q&A but I got deluged with email asking me to show a play on the short side, so here it is. When something cracks as badly as IIJI did there’s a good chance of a violent snap-back, which is a risk you have to be aware of. But IIJI just continued to collapse, so you had that going for you, which was nice (written with Carl Spackler in mind).
One sensitive soul wrote in to ask if I wasn’t giving away the keys to the kingdom with these how-to posts. The answer is that good trading is 10% methodology and 90% psychology. People defeat themselves. It doesn’t matter how often you repeat basic trading principles when almost no one will practice them.
Questions:
1) Why would you be paying attention to this stock yesterday?
2) Is the trend up or down? Would you be looking to get long or short this stock?
3) Where would you get long/short this stock yesterday?
4) Where would you put the initial protective stop?
5) When would you stop trading for the day?
6) Where would you exit the position?
Answers:
1) Because it was unusually active, and very volatile.
2) Down. You’d be looking short.
3) Short at 5.59 on a sell stop below the 11:30 bar.
4) Tighter: 5.68. Looser: 5.76. (These are buy-to-cover stops.)
5) Right after you enter the position or lunchtime, whichever comes first.
6) End of day. Could cover half, carry half, or just close it all at once.

MaoXian -- Trading for Dummies -2

Tired of these repetitive lessons yet? Well I am, so this is my last one this week. But it’s important to make sure that you understand these very basic trading principles.
Questions:
1) Why would you be paying attention to this stock yesterday?
2) Is the trend up or down? Would you be looking to get long or short this stock?
3) Where would you get long/short this stock yesterday?
4) Where would you put the initial protective stop?
5) When would you stop trading for the day?
6) Where would you exit the position?
Answers:
1) Because it was unusually active, and very volatile.
2) Up. You’d be looking long.
3) Long at 12.19 on a buy stop above the 10:30 bar. (There was also an opportunity to enter above the 12 noon bar.)
4) Tighter: 12.12. Looser: 12.03.
5) Right after you enter the position or lunchtime, whichever comes first.
6) End of day. Could sell half, carry half, or just close it all at once.

Back in the ancient past (1997?), I hung out at Avid Traders Chat. There were a bunch of nice, bright people who congregated there to chat about the markets and trading: alice, barbarian, bondzai, colby, craig, dr. doom (Teresa, one of the few women), fiendbear, grizzly, guliver, humble, jacad (later known as samurai), jasbond, jwhite, mina, mitstop, notop, oleman, soup, swtrans, temple, topxprt, twocents. I can’t remember everyone. I was modestly known as ’smartmoney.’

Many of us pretended to be more savvy than we really were, but everyone contributed something and it was a pleasant place to shoot the bull (no pun intended). The most revered chatter was a retiree in Florida who went by the handle ‘oleman.’ Here’s some of the common sense advice about trading that he posted at Avid back in the day: The Collected Wisdom of ‘oleman.’ It’s good stuff and should be read closely.

MaoXian -- Trading for Dummies -1

I don’t have as much time as usual to fool around posting stuff. On my busy days I’m simply going to put up a chart that people can use to practice their Trading for Dummies techniques.
Questions:
1) Why would you be paying attention to this stock last Friday?
2) Is the trend up or down? Would you be looking to get long or short this stock?
3) Where would you get long/short this stock last Friday?
4) Where would you put the initial protective stop?
5) When would you stop trading for the day?
6) Where would you exit the position?
Answers:
1) Because it’s unusually active, and very volatile.
2) Up. You’d be looking long.
3) Long at 11.83 on a buy stop above the 11:30 bar.
4) Tighter: 11.44. Looser: 11.34.
5) Right after you enter the position or lunchtime, whichever comes first.
6) End of day. Could sell half, carry half, or just close it all at once.
Cat:
Trading for Dummies Time: 6:00 pm (utc+8) Comments (0)

Simple System for Beginners -----AnomalyResearch

http://www.elitetrader.com/vb/showthread.php?s=&threadid=37520

The purpose of this thread is to present a simple system for beginners to trade stock index futures.

We will use the emini Russell2000 "ER2" Globex contract.Its value to the trader is $100 per full point per contract.It trades in .10 increments so each tick is worth $10.If you trade with InteractiveBrokers your round turn commission is about $5.00.

To keep our risk low, we will only enter trades for the afternoon session. So Rule #1 is:

1). WAIT until 1:00 Central Standard Time.

The entry technique to use is a simple breakout method with which we look to catch an afternoon trend.We will take a move either long or short whichever comes first.The signals are derived by looking at moves AWAY from the day session opening price. This method is sometimes called "Opening Range Breakout". It has been "around" for many years. I first used a variation of it in 1989 on the S&P500 pit traded contract.Larry Williams used a variation of it on the 30yrBonds and the S&P500 to pyramid $10,000 to over $1,000,000 to win the Robbins Trading Championship in 1986.

For this thread we will calculate the signals as follows:

2). Multiply the opening price of the day session by 1.0033 to get the buy signal.

3). Multiply the opening price of the day session by .9967 to get the sell short signal.

At 1:00 enter a buy stop at the buy signal price and a sell stop at the short sell signal price.If the market is already past either signal it will become a market order with immediate execution. The remaining unexecuted stop is your stop loss. If the market is trading in a narrow range neither side may be executed and you may have no trade for the day. If your stop loss is hit you are done for the day. You will simply ride the position untill 3:00 pmCST and exit at that time.

4). Exit trade at 3:00pm if not stopped out.

trading as having four elements

i look at trading as having four elements (for the discretionary trader)

1) emotional. arguably the most important. you are your own worst enemy. your emotions (fear, hope, greed, euphoria, panic) will work against you. that's how the market is designed, as a dynamic feedback system which is the aggregated results of all traders. have to master yourself before you can master the market

2) business plan. have a business plan. WRITE IT OUT. follow it. trading is a business. every trade is a business decision. your trading capital is your most important business asset. protect it

3) your trading methodology. this is what most traders ONLY concentrate on, but without 1 and usually 2, even a positive EV 3 will result in failure. but assuming 1 and 2, having a positive expectancy methodology is key

4) your execution skills. even with the above 3, you have to be able to execute trades. iow, being very familiar with your order entry system, and being able to work the book a little can help as well. after all, being paid the spread is much better than paying it

Swing trading pullback method ---baggerlord

http://www.elitetrader.com/vb/showthread.php?s=&threadid=91205

04-02-07 05:23 PM
Hi, I'm not sure how many longer term traders there are here, but i wanted to put up a little method I have been working on. I guess it could even be considered position trading. I am going totally off of EOD data because I don't want to have to sit at the computer.

Here are the basics:

conditions for long entry:

1. MACD 26,12,9MACD and Signal line must both be above 0.

2. Slow stochastic 40,6,6 both K and D must be above or = to 70. This creates what I think of as the "buy zone".

For entry: I have a 9 day SMA on the chart. There must be some price action below the SMA, and then a close above it. The action can be an intraday low, or a few days closing behind it. All I need to see is any action.

Entry would be at the open of the next day, assuming there are no crazy gaps or anything. Like I said I want this to all be EOD. Stop loss would be the recent pivot low.

The main reason I am posting this is that I would like some feedback on exit strategy for the winners. I have a few ideas but I am really struggling with the best method. I will post a few charts to make sure I have explained properly.

Here is what I am currently trying to figure out:

1. A basic filter to get rid of choppy stocks.

2. The best method of exiting winners. Would love some discussion!

Here are my current thoughts:

1. If stock moves the size of the stop loss in my favor, move stop loss to break even.

2. Set a target of 3x initial stop loss

OR

Trail a stop using an MA or pivots or something

I suppose testing would be the best way to figure this out, but the entries are at least partially subjective so this would be difficult. As far as filtering chop, ADX works pretty well.

Here is why i don't think it can be backtested:

to pick a stock i scan for the conditions i talked about in the first post, and then i sort by highest ADX. I then look through until I find a stock that meets my criteria. My criteria are something like a recent double bottom followed by breakout, or a real nice 3 month trend we are hoping to get a piece of.

I'm not trying to create an automated system, hope I didn't give that impression.

Here is one set of exit criteria I have been playing with.

1. Initial Stop Loss: stock must close below the 18SMA value the day the signal was given, which would be the day before entry. If you could test this vs a real tight stop right below the most recent low that would be cool. I've looked at a couple hundred charts and a looser stop seems to work better.

2. If stock moves in our favor the size of the stop, move it to breakeven. This would be an order we place to trigger at any time during the day. All other trades we wait for close to enter our trades.

3. Let the winners run, using a close below the 18SMA as a signal to exit at open the next day.Reverse it all for the shorts. PS a useful filter to find good stocks is to only look at stocks where 50EMA is greater than 200EMA for longs, reverse for shorts.

Thanks for offering to give this a try!Hope i explained things OK.

Classic Geometric Patterns and Narrow Range Setups (NR7)

This is a stock that came up on my scan. There are some pluses and minuses to it, but let the market, specifically volume, give you the clue as to what to do.If you look back on this chart alone, you'll see this pattern repeated, followed by some nice moves. Although it appears I have drawn a simple rising wedge, the scan is actually for NR7/ID's with a low near term historical volatility. Essentially, these criteria quantify the triangles, wedges, pennants, and flags.It is a fact that volatility cycles. And it is a fact that stocks trend and consolidate. Combining the two facts produces this setup.
Attachment: forest oil cp (new)- daily.jpgThis has been downloaded 3510 time(s).

Post from inandlong:here is one that occured Monday. The symbol is CLE Claires Store Inc. BJ looks very similar so both can be studied as very nice examples of the NR7ID at work. BJ is BJ's Wholesale Club, so I guess there was some retail thing going on. LTD and TGT were also on the list but they were victims of the nemesis of this setup, the outside day. And yet, there is a positive to that too.

Take a look at the CLE chart. Starting from the left, there is a violet line beneath an NR4ID. The NR4 is another "popular" range, so you can expect it to work too. The real deal though is that it is an inside day, which manifests compressed volatility.

The brown line is just beneath an inside day. The two blue lines indicate NR7ID's. The volatility was not as low for the second one as it was the first, but in both cases there is some sideways action prior to the next move.

This trade is intended to be a 1-4 day trade using trailing stops. I have rarely traded this setup per se, but have looked at it on and off for years. I am presently working it in to my trading plan.

The nemesis of this setup is the outside day. But, the beauty of this setup is that even an outside day can be profitable. The proper way to trade this setup is to have a stop and reverse order in at the opposite extreme from your entry. The narrowness of the narrow range day makes the loss very reasonable, and many times the reverse negates the loss, or very nearly does so.

One way to filter the trades is to determine the limit of risk you are willing to accept, and take only those trades that are within that limit. Another way is to take only those trades that are in the same direction as the prevailing trend.

The profit target on these types of trades should be consistent with the reward: risk ratio you select. The minimum acceptable is 1:1, so if the length of the ID bar is .50, then the profit target is at least .50.

DMI/ADX consistently works ------nyc-hotshot

08-22-03 01:36 PM
I had mentioned the DMI in a Stochastics thread and got like 10 people mailing me about it, so I figured the best way to discuss it would be a new thread.

Anyway, I use the DMI/ADX almost exclusively (DMI is the Directional Movement Index & ADX is the Average Directional Movement Index ). The only additional indicator I use is Nasdaq futures. I have used this theory for day trading for several years and I consistently make money. I am profitable almost everyday, although I have had a few ( very selodom) net negative days when you count commissions.

DMI/ADX works great for any trading from day trading to swing or position trading. I combine the ADX/DMI onto one study. I make the ADX line white in color, the PDI line red, and the MDI line green. I use the PRO software offered by Realfasttrader. That software makes it real easy because it already combines ADX/DMI into one indicator. Although, I'm pretty sure most softwares out there also have DMI/ADX (it's very common), I think it's easiest to use when they are combined.

This is how I do it:

When white (ADX) crosses the other lines and is at the top and green (MDI) is at the bottom (red in the middle), it's a buy. White on top red (PDI) on the bottom (green in the middle), it's a sell. Often the simplest things work best and this seems simple and it is, but it works very good. I consistently make between .02 -.05 cents on 2000 - 5000 share trades. I usually go for more around the open (maybe .05-.10 or more). I ONLY trade widely traded Nasdaq stocks, like CSCO and INTC.

use a 1 minute chart and a 2 minute chart on the stock (obviously both have the DMI on them) and a 2 minute Nasdaq futures chart.The 1 minute chart generally makes the call and the 2 minute confirms it.

I ONLY enter a trade when ADX (white line) is on the top. I never trade when ADX is at the bottom or between the PDI/MDI lines. In my experience the only correlations that work are when ADX is at the top, then you just need to see which (MDI/PDI) is at the bottom to determine the call. It is best to enter just as ADX is crossing the other lines and heading up. Once it is already at the top it doesn't work as well, especially on the "scalp" type trades of .02-.04. The "scalp" move generally happens quickly once ADX crosses to the upside.

Seems like you're making it alot more complicated than it needs to be. IMO, the easiest way to look at the chart for ADX/DMI is:ADX on top, PDI in middle, MDI at the bottom = buy signalADX on top, MDI in middle, PDI at the bottom = sell signal

plot the DX indicator NOT ADX. Settings are 15 periods for everything. The only program that i can get this to work in is metastock professional,(i have tried esignal and prosuite 2000i with no success) check out the screenshot. It "seems" to work very well on the 2 min ES charts (note how it keeps you out of the choppy market). I am still experimenting with this set-up, if you take trades only when the DX line crosses over the 30 line with dmi+ and dmi- confirming, the chance of a better trade are greatly increased.

Trader28---------MACD(12,26,9)+ZEROLINE

09-20-06 09:12 PM
It is a good interesting thread, it has reached 60 pages by now.Just a quick summary on the original method given by trader28.
1) Use 10min MACD as trend and momentum indication. When MACD>=0, looks for buy signal. When MACD<=0, looks for sell signal. 2) With reference to 10min MACD indication, use 2min MACD for trade entry purpose. When MACD line is above zero line, buy when MACD signal line crosses up the MA line. 3) When MACD is below zero line, buy when MACD signal line cross up the zero line. 4) Usually the 9SMA on price gives early trend indication for trade action. 5) Exit trade when $200 target met or 10 min later ever comes first for ER. 6) Avoid 1st half hour and lunch hour. Is the essence correct ? Anyone has better success rate with some variation ?

dax-future-adx--- ADX

ER2------- Linear reg + MAHIGH + MALOW

CharlesTrader------Kwik Pop

Looked at the Kwik Pop web page, and their chart examples for Tradestation. They appear to use the following:

1. 24 hour chart

2. 150 Tick chart

The attached chart is an attempt to simulate what I see on the Kwik Pop examples.

1. 24 hour chart

2. 150 Tick chart

3. 3 Period SMA Displaced forward 2 bars

4. 3 Period SMA Displaced backward 2 bars

5. MACD showing histogram of MACD/MACD Avg Difference

6. Long Term MACD is 5 times the Short term MACDKwik Pop claims to look at 18 conditions, I'm only looking at 4.

For short trade, Forward Displaced SMA must be above Backward Displace SMA , Price must be below Forward Displaced SMA, both Long Term and Short Term Momentum must be negative.I like this.Maybe one day I can dream up 18 conditions to analyze, but for now 4 will do.Charles
Attachment: kwik pop chart.jpgThis has been downloaded 371 time(s).

carlito ----- 89 sma and a 14 sma chanel

this method can be day traded on the forex on 5 min 15 min and 30 minutes, to be sure i operate with the trend I have 2 filters :

1) I draw a 89 sma and a 14 sma chanel (that means 14 sma of high and a 14 smaof low).

2)I have also put a 60/130/45 macd histogram but i didn't draw it as a histogram i have chosen to draw it as a line : when it is above 0 that means the higher time frame is bullish.

3) When I see a macd signal (cross of of MA 's in aggreement with the 0 line ,or cross of 0 line by the fast MA) I look for a confirmation of my trend filters one filter is enough, , if both are ok it is better of course.

On this chart : the big black dot : 89 smathe

purple dots : mean the prices are below the 14 chanelthe

green dots : mean the prices are above the 14 chanel

The entry is when the macd cross , this cross happens below the 0 line and my 2 trend filters are ok so let's go short!I also whant the prices to be under 14 chanel when i go short.

I am fench and not fluent in english il will post some of my trades next week (real trades).

I use a 25 stop loss that i reduce when the trade goes positive and my target is a pivot which gives me a profit > 25 pips, usually between 30 and 50 pips.I trade gbp 5 minutes time frame and plan to trade 15 minutes and 30 minute in the next weeks.

Good trades to every one
Attachment: trade exemple.jpgThis has been downloaded 457 time(s).

China Stock

ACH, CHL, CHA, LFC, PTR, SNP,
BIDU, SINA, SOHU, NTES, CHINA,
FFHL, FXI, PGJ, GRRF, HMIN, JOBS, MPEL,EDU, FMCN, JASO, SOLF, STP, TSL,

http://www.cnanalyst.com/2007/05/china_pulse_512_1.html
ACH, CHL, LFC, PTR, SNP: ADR Report: Chinese ADRs Rally on Loosening of Investing Rules - MarketWatch, 5/11/07
BIDU, SINA, SOHU: Website Gets Funds - ShanghaiDaily.com, 5/12/07
BIDU, SINA, SOHU: Cyber Land Community Lures Cash - ShanghaiDaily.com, 5/12/07
CHINA: CDC Rises As Analyst Initiates at "Buy" - AP, 5/11/07
FFHL: Fuwei Films Reports Results from First Quarter 2007 - PR Newswire, 5/11/07
FXI, PGJ: Commercial Banks Win Nod to Invest in Foreign Securities - ShanghaiDaily.com, 5/12/07
GRRF: China Grentech Upgraded by WR Hambrecht - Briefing.com, 5/11/07
HMIN: Hotel Chain Eyes China, India - ShanghaiDaily.com, 5/12/07
JOBS: 51job Rises on Strong First Quarter - AP, 5/11/07
JOBS: Nation May Face Labor Shortage in 2010 - ChinaDaily.com.cn, 5/11/07
JOBS: Labor Shortage in 2009 Will Spur Wages Growth - ShanghaiDaily.com, 5/11/07
MPEL: Melco Set to Open Its 1st Macau Casino - AP, 5/12/07
Q1 2007 Earnings Schedule and Webcast LinksAggregating Daily Research about U.S.-Listed Chinese StocksChina Pulse - Aggregating Daily News about U.S.-Listed Chinese StocksUser's Guide to CNAnalyst.com

Solar stocks

MEMC Electronics (NYSE: WFR) -

Polysilicon supplier First Solar Inc. (Nasdaq: FSLR) -

Thin film solar cell manufacturer Evergreen Solar (Nasdaq: ESLR) - Uses string ribbon technology that uses less polysilicon.

Daystar Technologies (Nasdaq: DSTI) - Thin film solar cell manufacturer If we see more supply and prices stabilizing or declining starting next year then it benefits:

Suntech Power (NYSE: STP)

Sunpower Corp. (Nasdaq: SPWR) Trina Solar (NYSE: TSL)

Canadian Solar (Nasdaq: CSIQ)

Solarfun (Nasdaq: SOLF)

Move the Market StockScan

Every day I create a small list of stocks that are moving with enough range that create both long and short opportunities. The list is small enough that it can be the primary focus, with plenty of potential trades.
I use StockScans from StockCharts to create it:
Day Trade Stocks• For the last market close:[type = stock] and [country = us] and [daily sma(20,daily volume) > 750,000] and [ATR(14) > 1] and [Close <> 15.0] and [High - Open > .50] and [ Open - Low > .50] and [Yesterday High - Yesterday Open > .50] and [Yesterday Open - Yesterday Low > .50]
Today’s List:
AMZN, UNP, CSC, FSLR, SU, SPWR, VLO, WCG, MRO, AL, NOV, RVBD, LM, RTI.
- TraderD