BUY FXO Forum Shares
1316
Shares in the BANK:
We BuyWe Sell
$1.8426$1.8996
Results 1 to 5 of 5

Thread: 随机进场!

  1. #1
    Intraday Master
    Join Date
    Jun 2008
    Posts
    297
    FXO Shares
    0
    FXO Bonus
    0.000
    Thanks
    0
    Thanked 0 Times in 0 Posts

    Default 随机进场!

    随机进场!
    最近看到一篇文章写到关于「资金管理」重于「进场点的多空决定」,觉得蛮有趣的,虽然技术上超简单的,但所提供的观念很棒,值得大家参考。
    6 f6 p$ T+ ]& N% k$ Y) V# A/ Z) e5 A# s8 E( b% g0 n
    文章的故事是作者1991年参加一场投资研讨会,主讲者TomBasso认为在一个交易系统中,最重要的是其出场点与部位规模管理。结果会场听众中有人质疑,难道多空的决定不重要吗?没有多空决定进场点能赚钱吗?Basso回答:可能可以吧!接着Basso回去后开始着手研究他的交易系统,证明了他的回答是对的。他的交易系统很简单,叙述如下:
    ; _, T5 _2 Y$ b Z# _/ M! ?9 p* m* V+ |
    1.首先决定市场波动率,利用ATR(AverageTrueRange)的10日移动平均线。
    ( n4 V( O- h- a9 s/ A& I! F% N- w7 M; Y
    2.随时进场,至于多空则掷铜板决定。/ Z: ` P7 S# G" ]
    ' g8 z1 d1 T5 c
    3.停损点设在3倍第1项的数字。(注)7 _( ^4 G+ F5 A: T

    7 {- o" X: L0 t4.同时设定1%的部位风险控制,也就是亏损不能超过部位的1%。7 b, q9 U* b) Z$ M
    1 K( n' F v" ] R% s( c
    5.任何时候都持有仓位在手中,也就是一但出场讯号出现,将再掷铜板进场。% |+ z( ?1 @" {: I' Q
    ) ]+ c, f% R6 E( B5 G
    TomBasso测试了10个不同的市场也考虑了交易成本,结果10个市场都是获利的。7 B6 g- A- z4 ~4 }* s

    3 s+ r8 j) C' \8 x3 f- q( O(注)停损点只往趋势对我们有利的方向移动。例如:我们多单进场,结果方向往上,则停损点向上提升,若又回跌则停损点并不随着往下调。: | I1 m! V: `( R5 n l
    - L2 i2 ]& u* e! g, v# D1 H
    以上只是叙述书上看到的,至于TomBasso测试时间多长,测试什么市场就没提到了,不过我觉得作者所强调的「资金管理」的重要的确值得投资人省思。

  2. #2
    Elder Analyst
    Join Date
    Jun 2008
    Posts
    930
    FXO Shares
    0
    FXO Bonus
    0.000
    Thanks
    0
    Thanked 0 Times in 0 Posts

    Default

    这个有乱码看不清楚,但是随机进场的概念应该适应能抗200点以上的大户资金的,小户重仓没什么机会

  3. #3
    In Profit
    Join Date
    Jul 2008
    Posts
    107
    FXO Shares
    0
    FXO Bonus
    0.000
    Thanks
    0
    Thanked 0 Times in 0 Posts

    Default

    怎么都是乱码,随机进场赚不多

  4. #4
    Market Maker cool user
    Join Date
    Dec 2008
    Posts
    7,902
    FXO Shares
    0
    FXO Bonus
    1.778
    Thanks
    0
    Thanked 12 Times in 12 Posts

    Default

    Quote Originally Posted by smithcheng View Post
    这个有乱码看不清楚,但是随机进场的概念应该适应能抗200点以上的大户资金的,小户重仓没什么机会
    是的,小仓的仓位一般都很重的吧
    ======
    My trading principles:
    Follow the trend in a light positions.

  5. #5
    Market Maker cool user
    Join Date
    Dec 2008
    Posts
    7,902
    FXO Shares
    0
    FXO Bonus
    1.778
    Thanks
    0
    Thanked 12 Times in 12 Posts

    Default

    Quote Originally Posted by dfortune View Post
    怎么都是乱码,随机进场赚不多
    人家的意思是不在于赚多少
    而是说随机进场也有赚钱的机会
    只要资金管理跟上去
    ======
    My trading principles:
    Follow the trend in a light positions.

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts
  •  
Disclaimer
2005-2016 © FXOpen All rights reserved. Various trademarks held by their respective owners.

Risk Warning:: Trading on the Forex market involves substantial risks, including complete possible loss of funds and other losses and is not suitable for all members. Clients should make an independent judgment as to whether trading is appropriate for them in the light of their financial condition, investment experience, risk tolerance and other factors.

FXOpen Markets Limited, a company duly registered in Nevis under the company No. C 42235. FXOpen is a member of The Financial Commission.

FXOpen AU Pty Ltd., a company authorised and regulated by the Australian Securities & Investments Commission (ASIC). AFSL 412871ABN 61 143 678 719.

FXOpen Ltd. a company registered in England and Wales under company number 07273392 and is authorised and regulated by the Financial Conduct Authority (previously, the Financial Services Authority) under FCA firm reference number 579202.

FXOpen does not provide services for United States residents.

Join us