对于Luis Guilherme Damiani (ldamiani)的访谈

Luis, 首先,请给我们讲讲巴西的智能交易创建情况。能否用几句话概括一下？

直到1999年巴西政府对于外汇交易市场处于封闭状态。渐渐地政府对于相关法令进行了改动，所以说法律必须适应当前的市场。

现在只有银行和一些授权场所可以进行投资买卖交易。不过，巴西欢迎投资。

你为什么给你的智能交易命名为GUMASA？这有什么具体的含义吗？

它的名字是我子女名字的合成词。

你认为自动交易的优势是什么？

自动交易可以在24小时内自由注视。但是更重要的是它需要实质性的研究。交易者不必担心真实资金的损失。创建的智能交易系统可以长期开仓使用。这就是为什么离不开 MetaTrader的原因。

Luis, 你的智能交易有信息在锦标赛中取得名次吗？你认为什么是他能够取得获胜的关键？

GUMASA v. 来自 GUMASA v.17,它是一个能够长期开仓使用的一个智能交易系统，无需经常性地调整参数。就是说本身存在几个机制，能够适应市场变化。这个特性在市场中给v.17带来较大部分的盈利空间（不是全部），要比 "简单策略"的智能交易要赢利的多。 V.是一个不眠之夜。 v.17则会像冠军发起挑战。

Luis,我们对于你的机械适应性非常感兴趣。能否在这里公布一些信息？

这是一个新手的交易神话:越是简单的交易系统越好。不存在什么远离真理！为什么市场的发展简单的交易系统成为复杂的产物？

我的智能交易策略创建范例如下：

简单的交易系统对于严密的市场非常好。这就是为什么能够在短时间段内很好运行的原因。

管理覆盖大多术的市场场景，我的选择对于 每个一场景应用不同的策略。

对于当前的情况选择正确的策略。

第三部分是最重要和最难得部分，需要大量的工作并且尽可能找到MetaTrader适当的工具。

Luis, 你的智能交易看起来很复杂。能否给我们讲述你应用的指标？你是否创建了自己的分析工具？

是的 GUMASA v. 只应用MT-embedded 功能，像 移动平均数， 移动平均数的 Convergence/Divergence, 平均数范围 和 标准离差。 自2004年起卧开始创建一些指标，这些可以在MetaTrader的论坛上找到 ，或者是我自己的网页 http://www.damianifx.com.br/.

你编写智能交易需要8个月的时间应用到真实账户。并且优化需要三个月。这种状况的原因是什么？你会对你的智能交易做什么改动？

我是谨慎的人，可能是这个原因是我对GUMASA经常性地坐优化调整改变 (4个月)并放置在描述中。

关于改变... v.是非常简单的。不过， v.17没有任何机会改变。它像一辆赛车没有豪华的安全气囊，耐用的发动机组建，但对于每一天都有时间限制。所以一些交易过滤器被轻易带出，被其他侵略性的取而代之。 事实上，在一个非常不寻常的非线形函数负凹被用在其他大小的交易中。

你的智能交易是高风险之一。需要很多的资金开仓。你建议偿清这些风险吗?

That's because GUMASA in fact uses very distant take-profit targets, as well as stop-loss prices, for some of its trades. However, if you take a closer look, you will understand that nor the Balance neither the Equity shows the real situation of GUMASA. For example, some time ago, GUMASA was showing something near $10,000 of non realized profits. But in fact, at least 50% of the profits were already guaranteed as the stops were moved into profitable prices and, also, as consequence of hedge trades. I must add, however, that the higher leverage (by leverage, I always mean my choice of the trade size, and not that 100:1 margin leverage) plays its part, too, but it has nothing to do with the system.

You say that only 50% of profit was guaranteed. Why don't you use your own mechanism of positions closing? In this case, you could gain 75%, for example.

To be sincere, I did not take enough time to make v. Competition "tuning", so I am not sure yet if I made the right choices (guess we will find out that on the 23rd of December). But one thing I can say: the original version (v.17) does not close trades either. I have tried lots of strategies for closing trades and only "take-profit" and "trailed stop-losses" were profitable on the long run. Obviously, that's a characteristic specific to GUMASA.

Your orders placing system is not simple. Can you give more details about it?

As you said, it's not simple, but I think I can help the understanding. First, it does not use breakout strategies; on the contrary, for the trend mode it tries to "negotiate" prices, meaning it waits for minor corrections. This minor counter-trend feature becomes predominant when the trend vanishes given the way to sideways market.

Are you satisfied with the results of your Expert Advisor or would you change anything in it?

Satisfied yes, but already detected some improvements to make (for the Automated Trading Championship 2007).

Hendrick is now developing the next version of its Phoenix. Do you have any ideas about development, too?

GUMASA was more than one year old after it had managed to achieve long run profitability. Since then, I have been improving it. Lots of ideas are under test. There is no fare-the-well in this business, it is a statistical and dynamic game, which is an old idea (see the "Principle or Ever-Changing cycles"). So anyone who declares his or her Trading System to be definitive and most effective one clearly has no clue what trading is all about. Hendrick at his highly sharp intelligence knows that and I will ever follow such examples.

Do you suppose yourself to take the prize place on the 25th of December?

At this point, still 5 weeks to go. I can only say that I HOPE so.

Thank you very much, Luis, for your interview. We wish you good luck!

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