加载中…实盘日记68——供求
(2012-04-16 17:14:35)
标签：
外汇股票 |
分类： 用实盘解 |
供求
……陈宏杰博客
主导所有投资品的基础要素无外两点：基本因素、市场因素，其中市场因素最主要的就是供求关系。我们将美元数据统计成下图，指标是美元指数和持仓变动情况。老陈统计的是非商业仓单，即对冲基金的持仓情况。图一时1985年至今，图二是2007年至今。陈宏杰博客
持仓情况是价格先驱指标，几乎所有的大波动，都是量在价先，呵呵，这个在股市中被用烂的招数，在期市中似乎更有效，但仅指长线而言。比如2008年1月到7月，持仓由空转多，价格亦停止一味下跌进入盘整，若在当时75美元之上建立大多头仓位，在其后的半年里，利润大约是5～10倍。而在2010年中期之后，依持仓情况布局长线空单，在其后的半年里，利润大约在1～5倍左右。同样，在2011年6月到9月，长线布局多单，至今利润应不小1倍。陈宏杰博客
就当下美元，自11年10月后就是净多单状态，方向不言自明。持有长多的可安枕，当然进场头寸必须是已经获利的情况下（以一致性原则，就持仓指标进场，利润应早锁定在2倍左右）。这个方法，貌似市场流派，其实是基本分析。操作细节以及其他货币品种，等老陈有空再贴。陈宏杰博客
程式发现一个BUG，可能需要暂停交易一次，账户经过一次结算，结算前数据见《实盘日记45——月报》。
| 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 | |||||||
| 2012/01/09 | $534,078.11 | 6.82% | 6.82% | 2012/02/09 | $594,834.48 | 0.31% | 18.97% | |
| 2012/01/13 | $567,456.78 | 6.25% | 13.49% | 2012/02/10 | $595,200.12 | 0.06% | 19.04% | |
| 2012/01/14 | $569,887.18 | 0.43% | 13.98% | 2012/02/13 | $595,680.96 | 0.08% | 19.14% | |
| 2012/01/16 | $569,915.62 | 0.00% | 13.98% | 2012/02/14 | $602,347.20 | 1.12% | 20.47% | |
| 2012/01/17 | $569,963.76 | 0.01% | 13.99% | 2012/02/15 | $603,495.48 | 0.19% | 20.70% | |
| 2012/01/18 | $570,195.56 | 0.04% | 14.04% | 2012/02/16 | $603,797.88 | 0.05% | 20.76% | |
| 2012/01/19 | $570,910.56 | 0.13% | 14.18% | 2012/02/17 | $604,273.24 | 0.08% | 20.85% | |
| 2012/01/20 | $572,462.31 | 0.27% | 14.49% | 2012/02/18 | $611,148.23 | 1.14% | 22.23% | |
| 2012/01/21 | $575,101.00 | 0.46% | 15.02% | 2012/02/20 | $611,278.46 | 0.02% | 22.26% | |
| 2012/01/23 | $575,214.13 | 0.02% | 15.04% | 2012/02/21 | $611,665.93 | 0.06% | 22.33% | |
| 2012/01/24 | $577,350.87 | 0.37% | 15.47% | 2012/02/22 | $611,709.13 | 0.01% | 22.34% | |
| 2012/01/25 | $577,808.39 | 0.08% | 15.56% | 2012/02/23 | $635,685.13 | 3.92% | 27.14% | |
| 2012/01/27 | $584,651.54 | 1.18% | 16.93% | 2012/02/24 | $635,858.40 | 0.03% | 27.17% | |
| 2012/01/28 | $585,197.78 | 0.09% | 17.04% | 2012/02/27 | $659,790.20 | 3.76% | 31.96% | |
| 2012/01/30 | $586,052.78 | 0.15% | 17.21% | 2012/02/28 | $659,833.40 | 0.01% | 31.97% | |
| 2012/01/31 | $586,248.68 | 0.03% | 17.25% | 2012/02/29 | $660,481.40 | 0.10% | 32.10% | |
| 2012/02/01 | $586,921.75 | 0.11% | 17.38% | 2012/03/01 | $663,717.24 | 0.49% | 32.74% | |
| 2012/02/02 | $590,297.15 | 0.58% | 18.06% | 2012/03/02 | $664,235.64 | 0.08% | 32.85% | |
| 2012/02/03 | $590,997.98 | 0.12% | 18.20% | 2012/03/05 | $667,006.35 | 0.42% | 33.40% | |
| 2012/02/04 | $591,848.33 | 0.14% | 18.37% | 2012/03/06 | $667,177.82 | 0.03% | 33.44% | |
| 2012/02/06 | $591,982.60 | 0.02% | 18.40% | 2012/03/07 | $670,004.86 | 0.42% | 34.00% | |
| 2012/02/07 | $592,634.84 | 0.11% | 18.53% | 2012/03/08 | $670,134.46 | 0.02% | 34.03% | |
| 2012/02/08 | $593,025.00 | 0.07% | 18.61% | 2012/03/09 | $670,350.93 | 0.03% | 34.07% | |
| 时间 | 终值 | 环比 | 总损益 | 时间 | 终值 | 环比 | 总损益 | |
| 2012/03/12 | $670,369.20 | 0.00% | 34.07% | 2012/04/10 | $691,132.55 | 0.10% | 38.23% | |
| 2012/03/13 | $671,526.04 | 0.17% | 34.31% | 2012/04/11 | $693,813.11 | 0.39% | 38.76% | |
| 2012/03/14 | $671,592.43 | 0.01% | 34.32% | 2012/04/12 | $694,014.12 | 0.03% | 38.80% | |
| 2012/03/15 | $671,627.09 | 0.01% | 34.33% | 2012/04/16 | $694,684.39 | 0.10% | 38.94% | |
| 2012/03/16 | $671,764.95 | 0.02% | 34.35% | |||||
| 2012/03/20 | $671,809.01 | 0.01% | 34.36% | |||||
| 2012/03/21 | $671,933.26 | 0.02% | 34.39% | |||||
| 2012/03/22 | $673,073.97 | 0.17% | 34.61% | |||||
| 2012/03/23 | $674,104.92 | 0.15% | 34.82% | |||||
| 2012/03/26 | $674,563.95 | 0.07% | 34.91% | |||||
| 2012/03/28 | $675,269.40 | 0.10% | 35.05% | |||||
| 2012/03/29 | $675,963.96 | 0.10% | 35.19% | |||||
| 2012/03/30 | $679,369.53 | 0.50% | 35.87% | |||||
| 2012/04/02 | $681,104.00 | 0.26% | 36.22% | |||||
| 2012/04/04 | $687,197.20 | 0.89% | 37.44% | |||||
| 2012/04/07 | $690,405.38 | 0.47% | 38.08% | |||||
| 2012/04/09 | $690,425.57 | 0.00% | 38.09% |
|
Ticket |
Open Time |
Type |
Item |
Price |
T / P |
|
Price |
Profit |
|
2372153 |
2012.04.12 08:32 |
sell |
gbpusd |
1.59378 |
1.59328 |
2012.04.13 08:03 |
1.59328 |
2.51 |
|
2372157 |
2012.04.12 10:35 |
sell |
gbpusd |
1.59578 |
1.59328 |
2012.04.13 08:03 |
1.59328 |
12.55 |
|
2372216 |
2012.04.12 08:32 |
sell |
gbpusd |
1.59457 |
1.59257 |
2012.04.13 08:10 |
1.59257 |
20.09 |
|
2372221 |
2012.04.12 10:40 |
sell |
gbpusd |
1.59657 |
1.59257 |
2012.04.13 08:10 |
1.59257 |
40.19 |
|
2372316 |
2012.04.12 10:40 |
sell |
gbpusd |
1.59676 |
1.59226 |
2012.04.13 08:26 |
1.59226 |
90.44 |
|
2378856 |
2012.04.12 17:11 |
sell |
gbpusd |
1.59778 |
1.59328 |
2012.04.13 08:03 |
1.59328 |
45.19 |
|
2384061 |
2012.04.12 12:37 |
buy |
eurusd |
1.31504 |
1.31904 |
2012.04.12 17:10 |
1.31904 |
40.08 |
|
2396927 |
2012.04.12 17:19 |
sell |
eurusd |
1.32110 |
1.31710 |
2012.04.13 02:04 |
1.31710 |
40.13 |
|
2410549 |
2012.04.13 08:50 |
buy |
eurusd |
1.31518 |
1.31718 |
2012.04.13 13:11 |
1.31301 |
-21.78 |
|
2410551 |
2012.04.13 12:46 |
buy |
eurusd |
1.31318 |
1.31718 |
2012.04.13 13:11 |
1.31301 |
-1.71 |
|
2411508 |
2012.04.13 09:54 |
sell |
gbpusd |
1.59324 |
1.59124 |
2012.04.13 13:12 |
1.59418 |
-4.72 |
|
2411510 |
2012.04.13 11:31 |
sell |
gbpusd |
1.59524 |
1.59124 |
2012.04.13 13:11 |
1.59410 |
5.72 |
|
2416937 |
2012.04.13 12:40 |
buy |
gbpusd |
1.59323 |
1.59723 |
2012.04.13 13:11 |
1.59391 |
6.83 |
|
2418286 |
2012.04.13 13:47 |
sell |
gbpusd |
1.59291 |
1.58981 |
2012.04.13 14:19 |
1.58981 |
97.50 |
|
2418975 |
2012.04.13 14:13 |
buy |
usdcad |
0.99599 |
0.99909 |
2012.04.13 20:49 |
0.99909 |
156.65 |
|
2419394 |
2012.04.13 14:29 |
sell |
gbpusd |
1.58863 |
1.58553 |
2012.04.13 15:16 |
1.58553 |
97.76 |
|
|
|
|
|
|
|
|
|
24 334.39 |
|
|
|
|
|
|
|
Closed P/L: |
24 334.39 |
|
|
Open Trades: |
|
|
|
|
|
|
|
|
|
Ticket |
Open Time |
Type |
Item |
Price |
T / P |
|
Price |
Profit |
|
2418191 |
2012.04.13 13:41 |
buy |
gbpusd |
1.59226 |
1.58906 |
|
1.58359 |
-273.75 |
|
2418192 |
2012.04.13 14:24 |
buy |
gbpusd |
1.58866 |
1.58906 |
|
1.58359 |
-160.08 |
|
2419764 |
2012.04.13 14:47 |
buy |
gbpusd |
1.58740 |
1.59050 |
|
1.58359 |
-120.30 |
|
2419242 |
2012.04.13 15:31 |
buy |
gbpusd |
1.58506 |
1.58906 |
|
1.58359 |
-92.83 |
|
2420705 |
2012.04.13 15:36 |
sell |
gbpusd |
1.58503 |
1.58193 |
|
1.58390 |
35.67 |
|
2418364 |
2012.04.13 13:51 |
sell |
usdcad |
0.99538 |
0.99538 |
|
0.99992 |
-229.34 |
|
2418368 |
2012.04.13 15:11 |
sell |
usdcad |
0.99848 |
0.99538 |
|
0.99992 |
-145.49 |
|
2423840 |
2012.04.15 21:01 |
buy |
usdcad |
0.99988 |
1.00298 |
|
0.99964 |
-12.12 |
|
|
|
|
|
|
|
|
|
-998.24 |
|
|
|
|
|
|
|
Floating P/L: |
-998.24 |
|
|
Working Orders: |
|
|
|
|
|
|
|
|
|
Ticket |
Open Time |
Type |
Item |
Price |
T / P |
Market Price |
|
|
|
2419766 |
2012.04.13 14:47 |
buy limit |
gbpusd |
1.58380 |
0.00000 |
|
1.58390 |
No.2 |
|
2420636 |
2012.04.13 15:31 |
buy limit |
gbpusd |
1.58146 |
0.00000 |
|
1.58390 |
No.4 |
|
2420706 |
2012.04.13 15:36 |
sell limit |
gbpusd |
1.58863 |
0.00000 |
|
1.58359 |
No.2 |
|
2420286 |
2012.04.13 15:11 |
sell limit |
usdcad |
1.00158 |
0.00000 |
|
0.99964 |
No.3 |
|
2423842 |
2012.04.15 21:01 |
buy limit |
usdcad |
0.99678 |
0.00000 |
|
0.99992 |
No.2 |
|
|
|
|
|
|
|
|
|
|
|
Summary: |
|
|
|
|
|
|
|
|
|
Deposit/Withdrawal: |
670 350.93 |
Credit Facility: |
0.00 |
|
|
|
||
|
Closed Trade P/L: |
24 334.39 |
Floating P/L: |
-998.24 |
Margin: |
1 640.00 |
|||
|
Balance: |
694 684.39 |
Equity: |
693 686.15 |
Free Margin: |
692 046.15 |
|||
链接
前四十篇
实盘日记第一篇 《实盘日记⑴——刺猬》
实盘月报二月篇 《实盘日记23——月报》
实盘月报三月篇 《实盘日记45——月报》
实盘月报四月篇 《实盘日记63——月报》
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