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旧 Jul 8th, 2005, 17:32     #1
ttfn
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默认 daytrade的一点体会

挂一漏万,一点体会而已。欢迎不同意见。

1. Daytrade十分辛苦,即使赚钱也是鞍马劳顿,天长日久可能会得不偿失(就健康而言)。强烈建议准备进场的朋友三思而行。

2. 玩股票其实玩的是性格。

2.1 所以要先把自己做个了解:主要是性格和心理素质。有可能的话找心理医生做一个测试。目的很明确,不要做同自己性格不相符的事。对于一个daytrader而言,能否赚大钱,关键不在分析的能力,而是在于个性,心理素质及反应快慢。

2.2 再把所拥有的资金做个分析:包括资金的来源(关系到操作时的压力大小),资金大小(影响资金管理),等等。

2.3 然后找出符合自己个性的交易品种:个股,指数,期权,期货,etc.,选定后要潜心研究所选品种的特质。有了自信、经验和一定的实力后,如果觉着单一的品种不过瘾,再增加其他品种不迟。

2.4 最后建立一套符合自己个性的交易系统(这个太复杂)。人云亦云,跟风,如果不是一败涂地,也不过是今天赚点,明天亏点,永远成不了大气候。


2.4.1. 方法


有关daytrading的招数,google一下,俯拾即是,关键是挑出符合自己个性的几招,加以综合调试。paper trade当然可以,但它不会磨练你的心理承受能力,也不会提供真实的经验和直觉。

业余股友,除了在技术分析上下死功夫,我看不出还有什么别的招数。FA最忌讳半瓶子醋,如果达不到专业水平,还是敬而远之为妙。

以前的关于TA、FA一点体会,转贴如下:
引用:
To go with FA or TA,or with both? To play huge or tiny? There are so many factors involved.
We all know the FA heroes: W.B and P.L. Bill Miller, tons of them!
For TA players, there is Jack Dreyfus. Here is an extract from IBD, July 6 article.
"In his day, Jack Dreyfus was head and shoulders above every other mutual fund manager.
In the 12 years he ran Dreyfus Fund, it returned 604%. That was 102 percentage points better than the next best fund.
...
How did he do it? He read charts."

Well, what's the point here?
FA or TA? I believe either way can help real genius to make a good chunk of money. If you are good at both, and are an outstanding mind reader, the market is definitely your ATM.

In this forum and in some others, there are so many good stock picks, tips. Yet the real question is:did you make money out of those "recommendations"? That's a damn good question, isn't it? To me, the only thing that really matters is the timing. Is it possible to time the market/stock? To a very few, it is. To most people, it will remain a mystery.
Since timing the market/stock is almost a mission impossible, we have to find a way to get around it. Please don't get me wrong! I'm looking for that Holy Grail, too. What I want to say is the methodology of investing/trading: try to build your own trading style/system. If you have a strong stomach, enough capital, just play big; otherwise, slow is beautiful, too. Most importantly, know and go with your gut, forget about the
noise, stay focused. Just remember: one time win does not count.
Good luck to all money hunters!

2.4.2 判断趋势

使用均线是一个简单可行的方法,一目了然。

2.4.3 pattern的辨认

看似容易,其实不然。daytrade中辨认pattern是一个流动的过程,必须随时调整。根据错误的pattern下的单子要及时止损掉,等待真实pattern的确认再次进场。

2.4.4 止损及止赢

根据pattern入场(long or short)的位置决定stop的位置。幅度要依品种而定。以daytrade股票为例,要了解其量价历史,震荡幅度,潜力、趋势(月线,周线,日线的位置),才能够找出相对合适的止损、止赢的幅度。

2.4.5 辅助指标

大量(Volume By Price)的位置,阻力、支撑线,pivot point,启动时(涨或跌)有无量的及时支持,技术指标如RSI,ADX,等等。切记;没有量的支持,运势多半是假的。

2.4.6 Level 2?

Level 2 = 金子:对于读得懂的trader而言。

2.4.7 相关性研究

例如trading VLO,OXY,免不了要参考油价变动,XOI。

3. 纪律与变通

遵守纪律是不大败的唯一法宝。变通会帮你获得更多winning trades,但这与经验、性格和悟性有关,只能自通,旁人教不得。

P.S. 列举二例,pattern都是realtime预测的,所以会有许多线线,确实管用。箭头是复盘时加上的。箭头是进场点,或是量的支持。参考XOI的图,可以看出他们的一致性。
http://img229.imageshack.us/img229/1584/oxy070805intraday5m0lx.gif

http://img229.imageshack.us/img229/7262/vlo070805intraday5m2fs.gif

http://img229.imageshack.us/img229/6868/xoi070805intraday5m1wp.gif

需要补充的是:daytrade的一个敌人就是交易过于频繁。频繁的交易会使trader丧失敏锐的pattern辨识能力。所以要在提高交易质量上多下功夫,多多练习识别pattern,从而减少不必要的没有pattern,没有交易量的trades。

此帖于 Jul 8th, 2005 17:58 被 ttfn 编辑。
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