逛国外论坛发现的一个不错的交易系统
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分类: 交易策略 |
赚口饭吃点评: 这个2B很清楚了,比原来学习的2B清楚多了.
为了防止自己有些地方翻译的不够准确,附上原英文。不想一字一句的翻译,抓重点。
1. 2B pattern
2B 形态 -- 这名字真够淫荡的。。。
i'm not going to invent the wheel but i'm going to perfect it. so this pattern was initially written about by trader vic. i found it at james16 also (作者说这系统不是他发明的,他只想来完善它云云). it is called pin bar at double top/bottom with divergence. now the thing which i discovered is that we practicaly don't need a pin bar. what does a pin bar represent? a fast reaction to a specific level. that's what i look for: fast reaction to a double bottom/top and also with divergence. there are specific rules which i found out to work best and also exceptions regarding exit rules (this is the beautiful part). first of all let's see some examples. in the attachment you will see the 2b pattern in trader vic's conception and james16's pin bar. (讲了这么多废话,其实就是大概说这个系统是个双顶或双底的反转,作者的系统比起原作者的系统,不再要求必须有射击之星或者吊颈线,大阴大阳线一样可以,看下面具体的开仓说明)
1. 2B pattern
i'm not going to invent the wheel but i'm going to perfect it. so this pattern was initially written about by trader vic. i found it at james16 also (作者说这系统不是他发明的,他只想来完善它云云). it is called pin bar at double top/bottom with divergence. now the thing which i discovered is that we practicaly don't need a pin bar. what does a pin bar represent? a fast reaction to a specific level. that's what i look for: fast reaction to a double bottom/top and also with divergence. there are specific rules which i found out to work best and also exceptions regarding exit rules (this is the beautiful part). first of all let's see some examples. in the attachment you will see the 2b pattern in trader vic's conception and james16's pin bar. (讲了这么多废话,其实就是大概说这个系统是个双顶或双底的反转,作者的系统比起原作者的系统,不再要求必须有射击之星或者吊颈线,大阴大阳线一样可以,看下面具体的开仓说明)
now the first part
is the entry. first of all we must look for a previous swing point.
we must look at the relative size of the bars contained in the
pattern and we look at a meaningfull bullish or bearish
bar(depending on the double top double bottom situation) which
stops in it's evolution around the level of the double bottom/top .
in the case of double top we look for a meaningfull bullish bar and
if the price comes back and we also have the divergence present we
put the sell entry at the bullish bar's low. in the double bottom
situation we look for a bearish bar and we place buy orders if the
prices comes back to the high of the bearich bar. now remember that
we are looking for a rapid reaction to the double top/bottom area.
ideally it should be a pin bar. but if we have the bullish or the
bearish bar we start counting to 4. this is the magic number. if we
do not have an order triggered in 4 bars including the initial bar
then we cancel the order.
这段比较重要,讲了开仓的点位。简而言之,就是首先找到上一个波段高低点,然后找到一根突破前面高低点的K线, 暂且叫上突K线柱或者下破K线柱好了。以做多为例,如果后面价格跌破上突K线柱的低点,做空,其实就是说明该高点是个假突破,反向做空。这里有个过滤规则,就是从上突K线柱开始数(包括上突K线柱本身),如果4根K线内没有发生跌破上突K线柱的低点,则放弃交易。(就是真突破呗)。
双底反转参考上面双顶反转。
补充,上面提到的divergence,是动量反转,也就是,第二个低点或者高点的MACD的柱子长短比之前的高低点要形成背离!这个也是一个开仓的必要条件。另外,如果突破高点低的K线是一个长上下影线,在后一个K线开盘价开仓。如果是大阳大阴线,用上面提到的四天法则。
http://img9.ph.126.net/RS38Rf0y7HeA_m09H-iOug==/6597264380215640019.jpg
下面这张图说明了开仓的点位。
图中的意思是找出双底的第二个底比较有意义的大阴线,以其最高点作为开多的依据。
图中的意思是找出双底的第二个底比较有意义的大阴线,以其最高点作为开多的依据。
这段讲了如何止损,很重要哦。 作者说80%的情况下,会发生0.61的同向扩展,至少60%的情况下会发生100%的同向扩展--黄金分割的同向扩展呗。所以在价格同向扩展到0.61的时候出半仓,同时将剩下半仓的止损平推。这里的0.61跟100%的扩展应该是从测量最高点到开仓点的距离。所以你平掉半仓的时候,你的盈利是0.3的止损距离。如果接着价格往下达到100%,全平。
下面图显示了止损的位置。第一止损位就是新的高点,没有问题。第二止损位(盈亏平衡点)我自己的理解是在上突K线柱的最低点,就是咱的开仓点位,但是图中第二止损位却比上突K线柱的最低点要高点,暂且理解为作者考虑了交易费用跟点差(外汇里面的,期货不考虑)。
下面这个图暂时只看黄金分割显示第一第二减仓的位置,旁边两个注释先忽略,作者还没讲到失败的例子如何处理。
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now let's take a profit and get out of bad situations. a very important exit rule for this system is a contrarian pin bar. even if it is small you get out.a second bad situation is when you get a signal and after that prices moves sideways with more than 6 small bars. that is what i call indecision and that is where you have to get out.
这段讲了如何处理失败的例子。看到这里我才明白pin bar是啥意思,pin是针,bar是柱,原来par bar就是咱平时提到的上下影线,汗。。。。作者说一个重要的推出点就是出现了上下影线比较长的柱子。当然是跟我们做的方向相反的,比如我们开了多仓,那就应该在开仓后发现长上影线的柱子平仓。上面那个图黄金分割前面那个注释就是讲个这点。还有个退出的点事,开仓后,接连出现了6个小柱子(就是横盘呗),那也要先平仓。上面那个图黄金分割的后面的注释就是这个。
下图也描述了这两种情况,第1个情况出现了6小柱横盘,平仓。第二个做多后发现了长上影线,退出平仓。
这系统到目前为止差不多也讲完了。总体来说,理解的也没有太大的出入。表面上盈亏比是0.8,但是从80%胜率达到第一减仓位位,60%达成第二减仓位,胜率还是很高滴。而且有了平推跟止损前的两个失败判断小法则,实际的止损要比第一止损位小很多,盈亏比实际上还是不错的。大家如果看过CHINA_AJ的那个波段讲解,就会发现其实就是说的这个系统。而且这里讲的更详细。 这就是为什么我首先选择这个系统的原因。
http://stone571.blog.163.com/blog/static/166129197201281832036114/
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