加载中…实盘日记35——传承
(2012-02-24 14:16:12)
标签：
外汇股票期货 |
分类： 用实盘解 |
传承
……陈宏杰博客
知识总是比智慧增长的快。当我们精读一本真正有价值的投资类书籍时，投资的大门就已经开启，一本好的著作将带领投资者延着某条脉络一本一本读下去，那些永恒的被验明行之有效的知识会在投资人交易时出现在眼前，帮助投资人构建交易策略、塑造自己的系统。有很多人曾经要求老陈推荐读本，我一般推荐几本，其实一本就可决定读者的未来。伟大的交易者都在西方，好的读本大都是英文，学习英文变得重要，比如被大陆投资人推崇的《克罗谈投资策略》，没有看过台湾版的可能不知道Stanley
Kroll系统的全貌，而看过英文版，也许会想暴揍中文译者一顿。70年代Kroll有一场精彩的表演，1.8万直接变成了100万，糖从2分冲击6元，此役为时数年——长持并非巴爷专利。任何一个投资人最容易受到妄想的鼓舞，受到恐惧的教唆，没有顺势交易，不懂截断损失，被无聊支配，遭劣习影响，冲动时交易，对自己的分析和决策缺乏信心。一个优秀的系统配合平凡的策略，要比相反的搭配更犀利，海龟实验就是明证。其实，丹尼斯、克罗、李勿摩尔用的系统如出一辙，当我们从《股票作手回忆录》读到《海龟交易法》再读到《克罗谈投资》，阅读可以通达，知识才能为己所用，一个简明的顺势系统就已经在你眼前了。Stanley
Kroll1999年去世，80年代曾经来大陆演讲，大胖子实有大智慧。陈宏杰博客
对冲账户现持1多3空2限定，浮动损益-60.28元。新程式编写完成，进入大样本测试。周末休市。
| 初值 | $500,000.00 | |||||||
| 时间 | 终值 | 环比 | 总损益 | 时间 | 终值 | 环比 | 总损益 | |
| 2011/12/09 | $500,000.00 | 2012/02/10 | $595,200.12 | 0.06% | 19.04% | |||
| 2012/01/09 | $534,078.11 | 6.82% | 6.82% | 2012/02/13 | $595,680.96 | 0.08% | 19.14% | |
| 2012/01/13 | $567,456.78 | 6.25% | 13.49% | 2012/02/14 | $602,347.20 | 1.12% | 20.47% | |
| 2012/01/14 | $569,887.18 | 0.43% | 13.98% | 2012/02/15 | $603,495.48 | 0.19% | 20.70% | |
| 2012/01/16 | $569,915.62 | 0.00% | 13.98% | 2012/02/16 | $603,797.88 | 0.05% | 20.76% | |
| 2012/01/17 | $569,963.76 | 0.01% | 13.99% | 2012/02/17 | $604,273.24 | 0.08% | 20.85% | |
| 2012/01/18 | $570,195.56 | 0.04% | 14.04% | 2012/02/18 | $611,148.23 | 1.14% | 22.23% | |
| 2012/01/19 | $570,910.56 | 0.13% | 14.18% | 2012/02/20 | $611,278.46 | 0.02% | 22.26% | |
| 2012/01/20 | $572,462.31 | 0.27% | 14.49% | 2012/02/21 | $611,665.93 | 0.06% | 22.33% | |
| 2012/01/21 | $575,101.00 | 0.46% | 15.02% | 2012/02/22 | $611,709.13 | 0.01% | 22.34% | |
| 2012/01/23 | $575,214.13 | 0.02% | 15.04% | 2012/02/23 | $635,685.13 | 3.92% | 27.14% | |
| 2012/01/24 | $577,350.87 | 0.37% | 15.47% | 2012/02/24 | $635,858.40 | 0.03% | 27.17% | |
| 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% | |||||
| 2012/02/07 | $592,634.84 | 0.11% | 18.53% | |||||
| 2012/02/08 | $593,025.00 | 0.07% | 18.61% | |||||
| 2012/02/09 | $594,834.48 | 0.31% | 18.97% |
|
Ticket |
Open Time |
Type |
Price |
T / P |
|
Price |
Swap |
Profit |
|
66266349 |
2012.02.23 01:00 |
buy |
1.56566 |
1.56926 |
2012.02.23 06:58 |
1.56926 |
0.00 |
29.60 |
|
66274813 |
2012.02.23 07:03 |
buy |
1.56975 |
1.57335 |
2012.02.23 20:11 |
1.57335 |
0.00 |
143.20 |
|
|
|
|
|
|
|
|
-212.40 |
136 070.80 |
|
|
|
|
|
|
|
Closed P/L: |
135 858.40 |
|
|
Open Trades: |
|
|
|
|
|
|
|
|
|
Ticket |
Open Time |
Type |
Price |
T / P |
|
Price |
Swap |
Profit |
|
66260776 |
2012.02.22 12:30 |
sell |
1.56796 |
1.57156 |
|
1.57417 |
-1.00 |
-54.52 |
|
66260777 |
2012.02.23 09:34 |
sell |
1.57156 |
1.57156 |
|
1.57417 |
0.00 |
-43.96 |
|
66291122 |
2012.02.23 20:11 |
buy |
1.57368 |
1.57728 |
|
1.57387 |
0.00 |
8.28 |
|
66278871 |
2012.02.24 01:19 |
sell |
1.57516 |
1.57156 |
|
1.57417 |
0.00 |
30.92 |
|
|
|
|
|
|
|
|
-1.00 |
-59.28 |
|
|
|
|
|
|
|
Floating P/L: |
-60.28 |
|
|
Working Orders: |
|
|
|
|
|
|
|
|
|
Ticket |
Open Time |
Type |
Price |
T / P |
Market Price |
|
|
|
|
66291127 |
2012.02.23 20:11 |
buy limit |
1.57008 |
0.00000 |
|
1.57417 |
|
Buy.2 |
|
66296053 |
2012.02.24 01:19 |
sell limit |
1.57876 |
0.00000 |
|
1.57387 |
|
Sell.4 |
|
|
|
|
|
|
|
|
|
|
|
Summary: |
|
|
|
|
|
|
|
|
|
Deposit/Withdrawal: |
500 000.00 |
Credit Facility: |
0.00 |
|
|
|
||
|
Closed Trade P/L: |
135 858.40 |
Floating P/L: |
-60.28 |
Margin: |
1 296.00 |
|||
|
Balance: |
635 858.40 |
Equity: |
635 798.12 |
Free Margin: |
634 502.12 |
|||
实盘日记 .第一篇《实盘日记⑴——刺猬》
实盘日记 .月报篇《实盘日记23——月报》
实盘日记 .上一篇《实盘日记34——噪音》
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