Wednesday, June 27, 2007
The Worm and the Bird
Monday, June 18, 2007
成熟=daytrader=特征
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
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
Sunday, June 17, 2007
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
对鸡大法
Friday, June 15, 2007
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
- 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)
======================================
Thursday, June 7, 2007
RIMM 两个月期权交易总结
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!