加载中…实盘日记⒇——智猪
(2012-02-06 19:21:44)
标签：
股票 |
分类： 用实盘解 |
智猪
……陈宏杰博客
博弈论“纳什均衡”著名案例“智猪博弈”：猪圈里有两头有智慧的IQ猪，一头大猪、一头小猪，左侧有一个食槽，右侧有个按纽，按一下按钮会有十个单位的猪食进槽，但按按钮须先付出两个单位成本，同时按按纽的猪从右侧按纽跑到左侧食槽一定比等在食槽边的那头迟些吃到。若大猪先到槽边，大小猪吃到食物的比是9∶1；若同时到槽边，进食比是7∶3；若小猪先到槽边，进食比是6∶4。小猪会想：“如果我按按纽，大块头和我一起跑到食槽，我可得到一个单位的食物（吃到三个单位同时也耗费两个单位的成本）；而等在槽边，让大猪去按按纽，则一定比大猪先吃到，那样可以吃得四个单位，还不用扣成本，等待优于行动；大猪如果等在食槽边，我去按按纽，等我跑回来，槽里能吃到只有一个单位食物，同时还要付出两个单位成本，其实为-1单位，极不划算；如果大家都选择等在食槽边的话，谁也吃不到，但成本也为零，等待仍优于行动。”聪明小猪最后选择等待。在趋势进行时，我们应该学习小猪选择等待，让“市场先生”这头大猪先去按按钮，但小猪不能永远等待（当大猪按按纽后一定要行动，不然会饿死），当趋势回升（或下跌）突破一些特征点时，小猪也应加入行动行列——这样可得到至少一个单位，理想的话是四个单位食物。但在趋势明明是上升却喜欢去预测顶部，早早抛空手中头寸（按一次按纽），结果趋势继续走高，生怕踏空又再买回（按第二次按纽），而“市场大猪”一直舒舒服服的等在槽边（趋势不改），博弈结果小猪成本高高亏损多多。陈宏杰博客
现持仓1张空单、3张多单、3张限定单。浮动损益-359.36元。2月9日出月报。
|
初值 |
$500,000.00 |
|
|
|
时间 |
终值 |
环比损益 |
总损益 |
| 2011/12/09 | $500,000.00 | ||
| 2012/01/09 | $534,078.11 | 6.82% | 6.82% |
| 2012/01/13 | $567,456.78 | 6.25% | 13.49% |
| 2012/01/14 | $569,887.18 | 0.43% | 13.98% |
| 2012/01/16 | $569,915.62 | 0.00% | 13.98% |
| 2012/01/17 | $569,963.76 | 0.01% | 13.99% |
| 2012/01/18 | $570,195.56 | 0.04% | 14.04% |
| 2012/01/19 | $570,910.56 | 0.13% | 14.18% |
| 2012/01/20 | $572,462.31 | 0.27% | 14.49% |
| 2012/01/21 | $575,101.00 | 0.46% | 15.02% |
| 2012/01/23 | $575,214.13 | 0.02% | 15.04% |
| 2012/01/24 | $577,350.87 | 0.37% | 15.47% |
| 2012/01/25 | $577,808.39 | 0.08% | 15.56% |
| 2012/01/27 | $584,651.54 | 1.18% | 16.93% |
| 2012/01/28 | $585,197.78 | 0.09% | 17.04% |
| 2012/01/30 | $586,052.78 | 0.15% | 17.21% |
| 2012/01/31 | $586,248.68 | 0.03% | 17.25% |
| 2012/02/01 | $586,921.75 | 0.11% | 17.38% |
| 2012/02/02 | $590,297.15 | 0.58% | 18.06% |
| 2012/02/03 | $590,997.98 | 0.12% | 18.20% |
| 2012/02/04 | $591,848.33 | 0.14% | 18.37% |
| 2012/02/06 | $591,982.60 | 0.02% | 18.40% |
|
Ticket |
Open Time |
Type |
Price |
T / P |
|
Price |
Swap |
Profit |
|
65681682 |
2012.02.03 15:15 |
sell |
1.58017 |
1.57657 |
2012.02.06 08:35 |
1.57657 |
-1.00 |
129.60 |
|
|
|
|
|
|
|
|
-168.12 |
92 150.72 |
|
|
|
|
|
|
|
Closed P/L: |
91 982.60 |
|
|
Open Trades: |
|
|
|
|
|
|
|
|
|
Ticket |
Open Time |
Type |
Price |
T / P |
|
Price |
Swap |
Profit |
|
65696170 |
2012.02.03 19:38 |
buy |
1.58305 |
1.57895 |
|
1.57484 |
0.16 |
-88.52 |
|
65696172 |
2012.02.05 22:37 |
buy |
1.57945 |
1.57895 |
|
1.57484 |
0.00 |
-265.96 |
|
65714878 |
2012.02.06 08:36 |
sell |
1.57626 |
1.57316 |
|
1.57509 |
0.00 |
4.04 |
|
65699528 |
2012.02.06 08:45 |
buy |
1.57585 |
1.57895 |
|
1.57484 |
0.00 |
-9.08 |
|
|
|
|
|
|
|
|
0.16 |
-359.52 |
|
|
|
|
|
|
|
Floating P/L: |
-359.36 |
|
|
Working Orders: |
|
|
|
|
|
|
|
|
|
Ticket |
Open Time |
Type |
Price |
T / P |
Market Price |
|
|
|
|
65714882 |
2012.02.06 08:36 |
sell limit |
1.57986 |
0.00000 |
|
1.57484 |
|
Sell.2 |
|
65715645 |
2012.02.06 08:45 |
buy limit |
1.57225 |
0.00000 |
|
1.57509 |
|
Buy.4 |
|
|
|
|
|
|
|
|
|
|
|
Summary: |
|
|
|
|
|
|
|
|
|
Deposit/Withdrawal: |
500 000.00 |
Credit Facility: |
0.00 |
|
|
|
||
|
Closed Trade P/L: |
91 982.60 |
Floating P/L: |
-359.36 |
Margin: |
1 296.00 |
|||
|
Balance: |
591 982.60 |
Equity: |
591 623.24 |
Free Margin: |
590 327.24 |
|||
实盘日记第一篇《实盘日记⑴——刺猬》
实盘日记上一篇《实盘日记⒆——收益三类》
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