发信人: wavelets02 (消失), 信区: Stock
标 题: Re: 不要赌博event
发信站: BBS 未名空间站 (Wed Apr 30 15:46:32 2008)
psp's way fit your personality.
if you can not held yourself do a small betting
but make sure you could do about 10 times post ER move to make it up if you
are wrong.
for post event, there are a few key point to pay attention:
fake move to shake,
over reaction on the event news,
IV change,
temperate rebounce, pullback.
and your most familiar TA techniques
the advantage is the post event is very active, and you could easily utilize
your skill (could be TA, could be knife catching, could be quick news
digest, could be scalping... whatever you name it) and take highly efficient
profit from the actions. (more liquidate, easy overreaction etc)
Wednesday, April 30, 2008
Monday, April 28, 2008
the three Chinese concepts I mentioned last week
out JRJC! 35% return within a week.
EJ just break out!
Still hold MPEL! I think the volume patter and break out is very obvious!
Given the charts of JPM,GS,ICE,FRE,MER,LEH,COF,XLF, and the poor ER of V, I added some SKF at 98.2 in AH. I am not trying to gamble FOMC since I lost 90% of the gambles. If there is more than 5% return before Wed 2:15 pm, I will close this postion. Otherwise, I will let it stop at 92.
EJ just break out!
Still hold MPEL! I think the volume patter and break out is very obvious!
Given the charts of JPM,GS,ICE,FRE,MER,LEH,COF,XLF, and the poor ER of V, I added some SKF at 98.2 in AH. I am not trying to gamble FOMC since I lost 90% of the gambles. If there is more than 5% return before Wed 2:15 pm, I will close this postion. Otherwise, I will let it stop at 92.
Saturday, April 26, 2008
Thursday, April 24, 2008
Wednesday, April 23, 2008
中概和A股
觉得commodity要调整了，月底FED降息可能低于0.5，所以今天出了MTL！
觉得中概要活跃起来了。3000很可能就是ssec奥运前的底。周线上刚好是fib 62，而且也是07年初的支撑点！最近关注JRJC（already in on Monday），EJ和MPEL。 MPEL整个sector包括WYNN和LVS最近都不错。
今天的AAPL，AMZN和和明天的MSFT，我选MSFT赌博一下。希望别再反指了。
觉得中概要活跃起来了。3000很可能就是ssec奥运前的底。周线上刚好是fib 62，而且也是07年初的支撑点！最近关注JRJC（already in on Monday），EJ和MPEL。 MPEL整个sector包括WYNN和LVS最近都不错。
今天的AAPL，AMZN和和明天的MSFT，我选MSFT赌博一下。希望别再反指了。
Tuesday, April 22, 2008
Monday, April 21, 2008
zt (shyuan)
另外，我是用常规TA方法来看大底和大顶，感觉它们更可靠，如这里：
按照重要性排序：
看大底：
1，VIX spike pattern－－这个是一票否决制
2，MACD divergence－－这个也是一票否决制
3，put/call spike pattern
4，climax volume，这个是比较大的底时候的特征，但是往往会被再test一次， either with very large volume（climax again） or with light volume（卖压小了），2种都有效，并不存在谁更有效的问题。
5，一定要出现大的short cover－－大shorter不cover，不会是底。
6，price pattern
7，major accumulation（大阳棒with volume－－volume不需要超级大，但是不能小于之前一天or 2天的量）
而比如wave couting，price 走的pattern，上涨时候的volume 啥的（如果不是夸张的divergence利害），就有些模糊的地方－－－应该是在picture里面要次要一些。
news是看底的第一大敌，底部一定是最可怕的－－－要知道，如果不是news超级可怕，大MM怎么能大量搜集筹码而不自己把price推高？
看大顶，按照重要性排序：
1，volume往往是越来越light，divergence严重－－－经常听说的－－volume在顶部往往放大，经过我自己test，并不常见，还是volume越来越light是顶的情况常见得多。
2，MACD divergence
3，put/call 发生market 涨它也猛涨－－这个很重要－－往往标准着一轮大drop的开始。
4，参考VIX 位置。
5，参考price pattern。
again－－新闻是看顶部的大敌，顶部的时候news往往很好，人人叫DA MOON。
按照重要性排序：
看大底：
1，VIX spike pattern－－这个是一票否决制
2，MACD divergence－－这个也是一票否决制
3，put/call spike pattern
4，climax volume，这个是比较大的底时候的特征，但是往往会被再test一次， either with very large volume（climax again） or with light volume（卖压小了），2种都有效，并不存在谁更有效的问题。
5，一定要出现大的short cover－－大shorter不cover，不会是底。
6，price pattern
7，major accumulation（大阳棒with volume－－volume不需要超级大，但是不能小于之前一天or 2天的量）
而比如wave couting，price 走的pattern，上涨时候的volume 啥的（如果不是夸张的divergence利害），就有些模糊的地方－－－应该是在picture里面要次要一些。
news是看底的第一大敌，底部一定是最可怕的－－－要知道，如果不是news超级可怕，大MM怎么能大量搜集筹码而不自己把price推高？
看大顶，按照重要性排序：
1，volume往往是越来越light，divergence严重－－－经常听说的－－volume在顶部往往放大，经过我自己test，并不常见，还是volume越来越light是顶的情况常见得多。
2，MACD divergence
3，put/call 发生market 涨它也猛涨－－这个很重要－－往往标准着一轮大drop的开始。
4，参考VIX 位置。
5，参考price pattern。
again－－新闻是看顶部的大敌，顶部的时候news往往很好，人人叫DA MOON。
Saturday, April 19, 2008
亚当理论的基本原则 9
9、操作不顺时，不妨缩手休息。如果你一再发生亏损，请退场到别的地方去度假，让你的情绪冷静下来，等头脑变得清醒再说。
多数操作者之所以会赔钱，其中一个理由是，不受约束的途径走起来最轻松。当你的财产值刚刚暴跌时，要放手一段时间是件相当难的事。这种时候来临时人们往往会坚守城池，奋战到底，直到反败为胜。。。。。。然后才休息。你不愿承认自己最近所做的每件事都错了。你会告诉你自己，战斗还没有结束，这只是一时的挫败而已。以前你也曾经迅速扭转乾坤，这次你可以再来一次。现在就放手不等于承认失败，而且从头再来时，本钱会少很多。敌人喜欢跟有这种心态的操作者这玩游戏。现在，操作者处于劣势。由于操作者受到很大的压力，必须迅速反败为胜，所以他比较难以保持客观的态度。他会冒平常时候自己不肯冒的险。现在他非常可能舍弃十大守则中的一些守则。不管操作者自己有没有想到，他现在的心态不是真的相信自己会赢，而是希望自己能赢。在这种情况下，很难要他缩手、度假、承认失败。但这这是极少操作者能赢的理由之一。
http://stockcharts.com/h-sc/ui?s=HES&p=D&b=5&g=0&id=p51797328498&a=136627128&listNum=1
多数操作者之所以会赔钱，其中一个理由是，不受约束的途径走起来最轻松。当你的财产值刚刚暴跌时，要放手一段时间是件相当难的事。这种时候来临时人们往往会坚守城池，奋战到底，直到反败为胜。。。。。。然后才休息。你不愿承认自己最近所做的每件事都错了。你会告诉你自己，战斗还没有结束，这只是一时的挫败而已。以前你也曾经迅速扭转乾坤，这次你可以再来一次。现在就放手不等于承认失败，而且从头再来时，本钱会少很多。敌人喜欢跟有这种心态的操作者这玩游戏。现在，操作者处于劣势。由于操作者受到很大的压力，必须迅速反败为胜，所以他比较难以保持客观的态度。他会冒平常时候自己不肯冒的险。现在他非常可能舍弃十大守则中的一些守则。不管操作者自己有没有想到，他现在的心态不是真的相信自己会赢，而是希望自己能赢。在这种情况下，很难要他缩手、度假、承认失败。但这这是极少操作者能赢的理由之一。
http://stockcharts.com/h-sc/ui?s=HES&p=D&b=5&g=0&id=p51797328498&a=136627128&listNum=1
Thursday, April 17, 2008
never against him
继续看，看出感觉就行了。（不行的话自己拍前脑门，让LP同时敲后脑勺。呵呵。）
不过呢，1.图代表的是过去 2.图是可以做出来的 3.听说图读的好了，可以知道MM的
进出。但问题是MM的进出都是以星期或月计算的，像我们这种swinger来说，几天范围
的局部奇点和大方向不见得是统一的。
对几天的短线来说， 俺觉得最重要的是读懂market sentiment，然后是market的focus
，然后是对应的news/data的结果。
看在吃你包子的份上，再来个MHP。
上周四的下午，其实俺就感觉到了周五的跌盘，一则那会俺舱位很轻，二则俺
supposedly是在break time，三则觉得也就是个回调，所以就也没来警告。那会俺就是
这么想的：
1.三月底四月初的上涨已经到了需要休息的时候，market needs a pullback，连续几
天的doji也就是那个意思。
2. 周四早上一大早一堆的利好消息（这回都忘了是什么了），指数却走得很弱，尤其
是下午，虽然是绿的，却越来越低。说明市场缺乏向上的力量，需要调整，一定得跌一
下才行。
3. 周五GE的earning并不太滥，但就是人们的sentiment把它放大了，或者说GE的er不
过十个导火索，让市场宣泄一下。那会你要是觉得市场要就此跌下去，就不是甚恰当。
4. WM 7B infill的消息没对市场起什么作用，可以看作是market对finance疲惫了。现
在的市场中心是corp USA的earning
5. 谈到earning，先说预期。对INTC，过去几天的功夫10%的回调已经说明人们的预期
很低，所以任何的meet或slightly bad都会是大利好消息。
昨天俺也在等，看它们的消息。所以盘后INTC ER一出，俺就觉得今天的DOW/NAZ至少要
200/40点以上了。
btw，现在结果出来了，当然俺自己（也许你）觉得很有道理， :-P, 不对的话俺就会
再去捉摸捉摸那个地方/因素给漏掉了 - 但拍脑门的过程实际上是个观察，阅读，思考
的过程，每次市场变化时，多自己想象下为什么会那样，时间久了，感觉就出来了。
好了，对得住你的包子了吧，咔咔。
【 在 yyber (超级反指，跟我反着做，必赚！) 的大作中提到: 】
: 我每天看好几百张图，从weekly看到daily看到hourly看到5分钟，不如Chinook脑门一
: 拍！
不过呢，1.图代表的是过去 2.图是可以做出来的 3.听说图读的好了，可以知道MM的
进出。但问题是MM的进出都是以星期或月计算的，像我们这种swinger来说，几天范围
的局部奇点和大方向不见得是统一的。
对几天的短线来说， 俺觉得最重要的是读懂market sentiment，然后是market的focus
，然后是对应的news/data的结果。
看在吃你包子的份上，再来个MHP。
上周四的下午，其实俺就感觉到了周五的跌盘，一则那会俺舱位很轻，二则俺
supposedly是在break time，三则觉得也就是个回调，所以就也没来警告。那会俺就是
这么想的：
1.三月底四月初的上涨已经到了需要休息的时候，market needs a pullback，连续几
天的doji也就是那个意思。
2. 周四早上一大早一堆的利好消息（这回都忘了是什么了），指数却走得很弱，尤其
是下午，虽然是绿的，却越来越低。说明市场缺乏向上的力量，需要调整，一定得跌一
下才行。
3. 周五GE的earning并不太滥，但就是人们的sentiment把它放大了，或者说GE的er不
过十个导火索，让市场宣泄一下。那会你要是觉得市场要就此跌下去，就不是甚恰当。
4. WM 7B infill的消息没对市场起什么作用，可以看作是market对finance疲惫了。现
在的市场中心是corp USA的earning
5. 谈到earning，先说预期。对INTC，过去几天的功夫10%的回调已经说明人们的预期
很低，所以任何的meet或slightly bad都会是大利好消息。
昨天俺也在等，看它们的消息。所以盘后INTC ER一出，俺就觉得今天的DOW/NAZ至少要
200/40点以上了。
btw，现在结果出来了，当然俺自己（也许你）觉得很有道理， :-P, 不对的话俺就会
再去捉摸捉摸那个地方/因素给漏掉了 - 但拍脑门的过程实际上是个观察，阅读，思考
的过程，每次市场变化时，多自己想象下为什么会那样，时间久了，感觉就出来了。
好了，对得住你的包子了吧，咔咔。
【 在 yyber (超级反指，跟我反着做，必赚！) 的大作中提到: 】
: 我每天看好几百张图，从weekly看到daily看到hourly看到5分钟，不如Chinook脑门一
: 拍！
Wednesday, April 16, 2008
My Three Rules by Tim Knight
If you trade for a while, you will see a lot of rules lists. These are basically list of rules traders put together to, bluntly stated, not screw up like they did in the past.
There is a lot of overlap among rule lists, and frankly most of them aren't worth much. Particularly in cases where the list spans dozens of different rules (on reading these, one can conclude the writer of the list has made a glittering variety of errors that he believes he can circumvent if only he has a long enough set of rules to follow).
I've got my own list, but it is short and sweet. Like all rules writers, I do my fair share of ignoring some of these from time to time, and virtually every time I do, I regret it. I have gone to the length of having the inside and outside of my laptop computer emblazoned with these three rules. Maybe I should do the insides of my eyelids as well.
It has cost me a huge amount of money to formulate these "trading laws", if you will, and I offer them up - as I do everything on this blog - for free, with the hope that it will help some of you. If one day I can follow these three rules absolutely consistently, I'll be a much better trader for it.
Never Lack a Stop Price - The moment I have bought into a position, I immediately whip right around and set a stop price. There is no delay. Always have a stop price in place for every single position (based, naturally, on good charting). No exceptions. For options, using a contingent stop.
Never Do an Ad Hoc Close - So what's with the Latin, Tim? OK, four years of high school foreign language has got to come in handy somewhere, right? But seriously, this is my most important rule, and what it means is simply this - don't close on a spur of the moment decision. There are two things that should do your closes for you: (1) a stop price (2) the successful achievement of a pre-determined target price. Impulsively jumping out of a position almost never works to your favor.
Never Act in the First Thirty Minutes - There's something weird about the first thirty minutes of the trading day. Just trust me on this. Do nothing. No opens. No closes. No nothing. Your stops should be in place, and they can do their job, but for you - follow this new spin on old saying: Don't Just Do Something! Sit There!
There are rare occasions when I do think ignoring those last two rules is OK, and that is during truly extraordinary market events. Let's say you've got a large position on index puts going into a new trading day, and for whatever reason the market is going to gap tremendously lower at a key support level (which could be a Fibonacci, a horizontal line, or what have you).
In an instance like that, I see nothing wrong with doing a close immediately at the open, because in extreme cases (like when the Dow opens down 400 points), fear is usually greatest at the open. But by "extraordinary" I mean "extraordinary" - - not once a week. 99% of the time, I do not stray from these rules.
There is a lot of overlap among rule lists, and frankly most of them aren't worth much. Particularly in cases where the list spans dozens of different rules (on reading these, one can conclude the writer of the list has made a glittering variety of errors that he believes he can circumvent if only he has a long enough set of rules to follow).
I've got my own list, but it is short and sweet. Like all rules writers, I do my fair share of ignoring some of these from time to time, and virtually every time I do, I regret it. I have gone to the length of having the inside and outside of my laptop computer emblazoned with these three rules. Maybe I should do the insides of my eyelids as well.
It has cost me a huge amount of money to formulate these "trading laws", if you will, and I offer them up - as I do everything on this blog - for free, with the hope that it will help some of you. If one day I can follow these three rules absolutely consistently, I'll be a much better trader for it.
Never Lack a Stop Price - The moment I have bought into a position, I immediately whip right around and set a stop price. There is no delay. Always have a stop price in place for every single position (based, naturally, on good charting). No exceptions. For options, using a contingent stop.
Never Do an Ad Hoc Close - So what's with the Latin, Tim? OK, four years of high school foreign language has got to come in handy somewhere, right? But seriously, this is my most important rule, and what it means is simply this - don't close on a spur of the moment decision. There are two things that should do your closes for you: (1) a stop price (2) the successful achievement of a pre-determined target price. Impulsively jumping out of a position almost never works to your favor.
Never Act in the First Thirty Minutes - There's something weird about the first thirty minutes of the trading day. Just trust me on this. Do nothing. No opens. No closes. No nothing. Your stops should be in place, and they can do their job, but for you - follow this new spin on old saying: Don't Just Do Something! Sit There!
There are rare occasions when I do think ignoring those last two rules is OK, and that is during truly extraordinary market events. Let's say you've got a large position on index puts going into a new trading day, and for whatever reason the market is going to gap tremendously lower at a key support level (which could be a Fibonacci, a horizontal line, or what have you).
In an instance like that, I see nothing wrong with doing a close immediately at the open, because in extreme cases (like when the Dow opens down 400 points), fear is usually greatest at the open. But by "extraordinary" I mean "extraordinary" - - not once a week. 99% of the time, I do not stray from these rules.
Monday, April 14, 2008
Sunday, April 13, 2008
ZT murphy
The Dow chart shows what I believe to be the more correct pattern. Chart 3 shows the Dow spending the last three months trading between support at 11750 and resistance at 12750. It has made three unsuccessful attempts to break through the upper part of the range. The fact that 12750 coincides with the Dow's November low makes that resistance barrier even more important (because it increases the odds that the three-month consolidation is a fourth wave in a five-wave decline). The fact that the trading range lasted for three months is also significant. For two reasons. A sideways consolidation shouldn't last longer than the prior downtrend. The downtrend from mid-October to mid-January lasted three months. That means that any rebound from the January low shouldn't last longer than three months. Three months is also the outer limit for an intermediate counter-trend move. Using the January low as our starting point puts a time target for a top in mid-April. This view increases the odds that the intermediate recovery that started in mid-January has probably run its course. A retest of the January lows is now likely.
Thursday, April 10, 2008
Wednesday, April 9, 2008
zt (股海一粟)
Traders now bet a 40% chance that the Fed is going to cut the key interest rate by 50 bps at its next meeting, up from only around 10% a week ago. It is interesting that back in Apr 1999, when the Internet mania was at its heyday, the total market cap for the energy industry was a little more than $400 billion(at the same time oil was traded at around $12 per barrel) and the market cap of two Internet companies, AOL and Yahoo, was worth more than $200 billion. Nine years later, the market cap for Exxon Mobil alone was close to $500 billion while AOL’s name was almost forgotten(well, to be fair it was probably still worth $20 billion based on the equity investment by Google). Indeed, things changed a lot during the last decade. What about the next?
Trading essentially is a mind game
There is no easy answer to the question: "when to sit and when to cut" especially when option trading is involved."
SNDK 04-17
ISRG 04-17
MTL 04-17
SYNA 04-21
BRCM 04-22
AAPL 04-23
AMZN 04-23
NTRI 04-23 (Preliminary 04-08 funny)
=======================
POT 04-24
MSFT 04-24
MA 04-28 conferecne call 04-29
CMI 04-30
MR 05-05
GA 05-10
GFIG 05-01
HNR 05-05
MPEL 05-12
STV 05-16
RVBD
SNDK 04-17
ISRG 04-17
MTL 04-17
SYNA 04-21
BRCM 04-22
AAPL 04-23
AMZN 04-23
NTRI 04-23 (Preliminary 04-08 funny)
=======================
POT 04-24
MSFT 04-24
MA 04-28 conferecne call 04-29
CMI 04-30
MR 05-05
GA 05-10
GFIG 05-01
HNR 05-05
MPEL 05-12
STV 05-16
RVBD
Tuesday, April 8, 2008
IBD's view
Market in confirmed rally!
Stocks shrug off negative headline again!
(generally, I prefer to look for answers in charts. Given the VIX level and the Feb reistance, if the market wants to sell off, it should have done that last Friday when worse than expected job number out or today when worse than expected home sales out. However, we only see the 5 dojis followed by a big green bar. Market may indeed have some strength.)
"With each passing day, the market appears to have already priced in a lot of the bad news swirling around the economy.
Pundits and policymakers have been whispering about a recession for almost a year now. If there is one thing the stock market has proved time and again, it looks ahead, not behind.
The broad indexes have logged several solid up days in higher volume over the past few weeks. Rather than give back those gains, the market has held firm, taking only minor losses in light volume on days when it does pull back."
Stocks shrug off negative headline again!
(generally, I prefer to look for answers in charts. Given the VIX level and the Feb reistance, if the market wants to sell off, it should have done that last Friday when worse than expected job number out or today when worse than expected home sales out. However, we only see the 5 dojis followed by a big green bar. Market may indeed have some strength.)
"With each passing day, the market appears to have already priced in a lot of the bad news swirling around the economy.
Pundits and policymakers have been whispering about a recession for almost a year now. If there is one thing the stock market has proved time and again, it looks ahead, not behind.
The broad indexes have logged several solid up days in higher volume over the past few weeks. Rather than give back those gains, the market has held firm, taking only minor losses in light volume on days when it does pull back."
Category Indicators
Momentum
Rate of Change (ROC)
Stochastics (%K, %D)
Relative Strength Index (RSI)
Commodity Channel Index (CCI)
Williams %R (Wm%R)
StochRSI
TRIX
Ultimate Oscillator (ULT)
Aroon
Trend
Moving Averages
Moving Average Convergence Divergence (MACD)
Average True Range (ATR)
Wilder's DMI (ADX)
Price Oscillator (PPO)
Volume
Accumulation Distribution
Chaikin Money Flow (CMF)
Volume Rate of Change
Volume Oscillator (PVO)
Demand Index
On Balance Volume (OBV)
Money Flow Index
Rate of Change (ROC)
Stochastics (%K, %D)
Relative Strength Index (RSI)
Commodity Channel Index (CCI)
Williams %R (Wm%R)
StochRSI
TRIX
Ultimate Oscillator (ULT)
Aroon
Trend
Moving Averages
Moving Average Convergence Divergence (MACD)
Average True Range (ATR)
Wilder's DMI (ADX)
Price Oscillator (PPO)
Volume
Accumulation Distribution
Chaikin Money Flow (CMF)
Volume Rate of Change
Volume Oscillator (PVO)
Demand Index
On Balance Volume (OBV)
Money Flow Index
old saying
Bear market rules apply! The odds are that support levels will be violated, and, if against those odds the market manages to rally off support, odds are that the rally will fail before it can change the long-term trend.
Saturday, April 5, 2008
The best in mitbbs
Clearly remember his warning on 12-11-2007, but at that time, I was too naive!
Most of my return this year is from Feb 28's short!
Did not follow him on March 20, totoally wrong!
Most of my return this year is from Feb 28's short!
Did not follow him on March 20, totoally wrong!
Thursday, April 3, 2008
止损点的设定 (zt Cobra)
这个本来我想写的，但一直没空。今天的这个话题非常非常重要，可以说是最重要的了。
Investor's Business Daily(http://www.investors.com/)的创办人O'Nile在他的How to Make Money in Stocks (http://www.amazon.com/How-Make-Money-Stocks-Winning/dp/0071373616/ref=pd_bbs_1?ie=UTF8&s=books&qid=1195145200&sr=8-1)的书里提到，他用8%的止损，当股票收益超过20%的时候，他套利，除非该股票在半年内（我可能记错）的收益就已经达到了20%，这种情况，他会继续持有。这个8%是目前比较常用的止损。为什么是8%呢，这跟O'Nile的20%套利有关。好的Trader每次进货前都要评估他的这次交易的Risk Reward Ratio。一般至少都要1：2，这样才能保证输两单，只要赚一单回来就不赔钱了。O'Nile的20%基本上是8%的两倍。
另外还有一个基本规则，被一个叫Turtle Trading的Group采用，就是说Never risk more than 2% of your total capital。简单的说你有100,000，那你每单所允许的最大损失就不能超过2,000。
好了，加上我们上面说的8%的止损，那么我们就得到你每只股票最多能投入多少钱：2000/0.08 = 25,000。这是最基本的风险保护了。
8%呢，有个问题，有的股票波动非常大，每天的波幅可能都会有8%，这就使得8%的止损很容易被触发。而有的股票呢，波动非常小，每天的波幅可能只有1%，这又使得8%的止损过大。专业一点的Trader呢，会用一个叫Average True Range（ATR）的东东来定止损。什么是Average True Range呢，简单得讲，就是计算一定时间段（通常是10天）的股票每天的波动幅度，然后平均一下，这就是10 days average range，所谓的True Range呢，是把跳空的情况也计算在内了，这样得到的平均交易区间就比较精确。实际使用中当然这个ATR还要乘上，比如说2，这样的理由是股票不可能一天的波幅超过它平均波幅的两倍。根据这个方法，假设我们有只股票的ATR10的值为0.18，那么ATR10 * 2就是0.36，你最多能在这个股票上投资2000/0.36 = 5555.55。
以上是最基本的风险控制了，每次买入股票，切记切记，第一件事就是设定止损。关于设定止损，我会另有介绍，解释两个注意点。
那么再高级点的呢，我就不详细说了，没有经验的不建议使用。
1. Swing Low，最简单的例子是用三天前的最低价做stop。理由嘛，我既然看涨，那么就应该涨，如果错了，那就早点割吧。
2. Moving Average，这个就是为什么50日，200日等等均线很重要的原因，很多长期投资的都会将止损设在这附近，这个这个，我是MM，我就猛砸，砸过这两根线去，肯定有收获。嗯，其他MM可能不干，所以砸也是有风险的。
3. 特定时间内的最大Range。比如你通常持有股票的时间为20天，那你就用该股票前20天内最大的Range，当然要计算跳空的部分。
4. Risk Reward Ratio，这个解释很麻烦，总之，要找个Risk低的点，通常是个Narrow Range，就是说很小的蜡烛，然后，这个这个。
5. 时间止损。比如持有不超过一周，又比如，两周内如果收益低于多少多少。
6. Parabolic SAR。这个自己看。http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:parabolic_sar
Investor's Business Daily(http://www.investors.com/)的创办人O'Nile在他的How to Make Money in Stocks (http://www.amazon.com/How-Make-Money-Stocks-Winning/dp/0071373616/ref=pd_bbs_1?ie=UTF8&s=books&qid=1195145200&sr=8-1)的书里提到，他用8%的止损，当股票收益超过20%的时候，他套利，除非该股票在半年内（我可能记错）的收益就已经达到了20%，这种情况，他会继续持有。这个8%是目前比较常用的止损。为什么是8%呢，这跟O'Nile的20%套利有关。好的Trader每次进货前都要评估他的这次交易的Risk Reward Ratio。一般至少都要1：2，这样才能保证输两单，只要赚一单回来就不赔钱了。O'Nile的20%基本上是8%的两倍。
另外还有一个基本规则，被一个叫Turtle Trading的Group采用，就是说Never risk more than 2% of your total capital。简单的说你有100,000，那你每单所允许的最大损失就不能超过2,000。
好了，加上我们上面说的8%的止损，那么我们就得到你每只股票最多能投入多少钱：2000/0.08 = 25,000。这是最基本的风险保护了。
8%呢，有个问题，有的股票波动非常大，每天的波幅可能都会有8%，这就使得8%的止损很容易被触发。而有的股票呢，波动非常小，每天的波幅可能只有1%，这又使得8%的止损过大。专业一点的Trader呢，会用一个叫Average True Range（ATR）的东东来定止损。什么是Average True Range呢，简单得讲，就是计算一定时间段（通常是10天）的股票每天的波动幅度，然后平均一下，这就是10 days average range，所谓的True Range呢，是把跳空的情况也计算在内了，这样得到的平均交易区间就比较精确。实际使用中当然这个ATR还要乘上，比如说2，这样的理由是股票不可能一天的波幅超过它平均波幅的两倍。根据这个方法，假设我们有只股票的ATR10的值为0.18，那么ATR10 * 2就是0.36，你最多能在这个股票上投资2000/0.36 = 5555.55。
以上是最基本的风险控制了，每次买入股票，切记切记，第一件事就是设定止损。关于设定止损，我会另有介绍，解释两个注意点。
那么再高级点的呢，我就不详细说了，没有经验的不建议使用。
1. Swing Low，最简单的例子是用三天前的最低价做stop。理由嘛，我既然看涨，那么就应该涨，如果错了，那就早点割吧。
2. Moving Average，这个就是为什么50日，200日等等均线很重要的原因，很多长期投资的都会将止损设在这附近，这个这个，我是MM，我就猛砸，砸过这两根线去，肯定有收获。嗯，其他MM可能不干，所以砸也是有风险的。
3. 特定时间内的最大Range。比如你通常持有股票的时间为20天，那你就用该股票前20天内最大的Range，当然要计算跳空的部分。
4. Risk Reward Ratio，这个解释很麻烦，总之，要找个Risk低的点，通常是个Narrow Range，就是说很小的蜡烛，然后，这个这个。
5. 时间止损。比如持有不超过一周，又比如，两周内如果收益低于多少多少。
6. Parabolic SAR。这个自己看。http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:parabolic_sar
VIX from Murphy
VIX THREATENS ITS 200-DAY MOVING AVERAGE... I've gotten a lot of requests to take a look at the CBOE Volatility (VIX) Index. This is a good time to do so because the VIX is at a critical juncture. Just to review, the VIX generally trends in the opposite direction of the stock market. Each upward spike (starting with last July) has coincided with a market drop. Each peak (over 35) has coincided with an interim bottom (the last one in mid-March). A number of readers have pointed out the pattern of rising bottoms in the VIX since last October. Over the long run, that's potentially bearish for the stock market -- but only if that pattern continues. Which brings us to the present moment. Chart 1 shows the VIX testing its 200-day moving average for the fourth time in the last six months (and an up trendline drawn under those lows). What it does from here could have important implications for the market. A close below its late-February intra-day low at 21.64 would interrupt the pattern of rising bottoms and would give a boost to the market. What leans me toward thinking that might happen is that the 12-day Rate of Change (ROC) line (below chart) has already broken its February low.
crazy market
Market is violate!
Without bobobob's big fat heart, there is no way to sit on tight!
Went out for lunch, profit turned to loss. I can do nothing, but just go back to take a lunch nap!
I believe at this VIX level and Feb's resistance, there is no way market will directly go up!
=================================================================
Without bobobob's big fat heart, there is no way to sit on tight!
Went out for lunch, profit turned to loss. I can do nothing, but just go back to take a lunch nap!
I believe at this VIX level and Feb's resistance, there is no way market will directly go up!
=================================================================
Wednesday, April 2, 2008
我说的那个稳赚ticker
发信人: yyber (日不过三=戒贪), 信区: Stock
标 题: 声明一下我说的那个稳赚ticker
发信站: BBS 未名空间站 (Wed Apr 2 18:37:14 2008)
1）大家都知道，没有100% sure的股票，我说的稳赚，主要是根据自己最近5次操作它
的经验得到的。操作5次，每次都获利，平均获利》20%.
2)玩这个ticker的特点就是要忍得住，机会不到绝不出手，机会到了绝不犹豫！
3）我一次性在这个ticker上的投入从来没有超过3万，不知道大资金投进去以后的影响
是什么。觉得肯定会有影响，所以不便在此广加公布。
4）得到PM的，别乱泄密。没有包子的就不要PM我了，免得对给了包子的不公，现在涨
到168 mit 伪币。
标 题: 声明一下我说的那个稳赚ticker
发信站: BBS 未名空间站 (Wed Apr 2 18:37:14 2008)
1）大家都知道，没有100% sure的股票，我说的稳赚，主要是根据自己最近5次操作它
的经验得到的。操作5次，每次都获利，平均获利》20%.
2)玩这个ticker的特点就是要忍得住，机会不到绝不出手，机会到了绝不犹豫！
3）我一次性在这个ticker上的投入从来没有超过3万，不知道大资金投进去以后的影响
是什么。觉得肯定会有影响，所以不便在此广加公布。
4）得到PM的，别乱泄密。没有包子的就不要PM我了，免得对给了包子的不公，现在涨
到168 mit 伪币。
Tuesday, April 1, 2008
5 minutes charts on recent three 300+ days
发信人: yyber (日不过三=戒贪), 信区: Stock
标 题: Re: 今天适合观察
发信站: BBS 未名空间站 (Wed Apr 2 12:38:53 2008)
march 11，300+， lost half in second day
march 18，300+， lost more than half on second day！
plus，this time，VIX is the 200MA！
The positive factor this time is 50MA is flat（not down）and above 50MA。On
the other hand, this time, it is too close to FEB high and NOV low.
In summary, down side possibility is much larger!
【 在 vankie (似水流年--臭流氓 | 一刀拿下！) 的大作中提到: 】
: 一句话给说说? 公司电脑连不上捕捞阁.
==============================================================
标 题: Re: 今天适合观察
发信站: BBS 未名空间站 (Wed Apr 2 12:38:53 2008)
march 11，300+， lost half in second day
march 18，300+， lost more than half on second day！
plus，this time，VIX is the 200MA！
The positive factor this time is 50MA is flat（not down）and above 50MA。On
the other hand, this time, it is too close to FEB high and NOV low.
In summary, down side possibility is much larger!
【 在 vankie (似水流年--臭流氓 | 一刀拿下！) 的大作中提到: 】
: 一句话给说说? 公司电脑连不上捕捞阁.
==============================================================
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