Forex/Futures ST for Week 01/13- 01/18

greenback

九天 发表于 2013-1-15 01:30 PM
Wonderfull， Cobra is so busy that I have no Courage to trouble him now.
But, if a small program ...

Too bad, I don't know ...

greenback

aimei 发表于 2013-1-15 02:32 PM
绿大
今天一晕, 买了 VXX TZA
完了

Don't know the habit of VXX, but TNA tracks TF and TF doesn't want to go down just yet ...

Where is your stop loss? Today's high?

greenback

九天 发表于 2013-1-15 01:30 PM
Wonderfull， Cobra is so busy that I have no Courage to trouble him now.
But, if a small program ...

My purpose in exploring auto-trade is to see whether I can have a "robot" watching the market while I'm away and enter/adjust orders for me based on my patterns that are predetermined/updated everyday.

I think this is probably very hard to do with a program since pattern recognition is much harder to code than numerical functions in scientific computing. I don't know whether financial engineers are any smarter.

On the other hand, I just don't trust signals even if the combination is optimized ... basically you have to optimize every week/month.

Look at Cobra's signals, which is very exhaustive, but his own short-term trend-following trading is mostly based on patterns since price patterns don't lie when they are on the hourly chart or longer-term charts.

MFTHT

greenback 发表于 2013-1-15 03:30 PM
Of course, it's easier to set stop loss if you go in right away, which is simply the low, and it's ...

FUQI好像是国内做珠宝的，几年前因为做假帐被曝光，导致股价暴跌。据说FUQI的珠宝店连锁店还不错。http://www.fuqi.com.cn/cn/i.asp

我还没买上，但说实话，比较看好他。不过这是一个长期投资，等他起来之后再买也好。

多谢绿老大。

绿老大，能不能把你认为较好的pick也拿出来分享一下，记得两月以前有一次你的一个pick特好，但因为股价低于$5, 没让参赛。我最近对这些低价股感兴趣，坏消息出尽，不坚定的的都抛了，剩下那些死抱着，总能熬到云开见日时。

greenback

MFTHT 发表于 2013-1-15 05:17 PM
FUQI好像是国内做珠宝的，几年前因为做假帐被曝光，导致股价暴跌。据说FUQI的珠宝店连锁店还不错。http:/ ...

I was using finviz.com's screen, or you can use Cobra's screen too.

MFTHT

greenback 发表于 2013-1-15 10:34 PM
I was using finviz.com's screen, or you can use Cobra's screen too.

我习惯于用TOS的。正在调试，很不错。

aimei

greenback 发表于 2013-1-15 08:51 PM
Don't know the habit of VXX, but TNA tracks TF and TF doesn't want to go down just yet ...

Whe ...

谢谢绿大
yes
买好了 就发现不太对头
看明天早盘
ES 有没有向下的样子?

greenback

aimei 发表于 2013-1-15 07:23 PM
谢谢绿大
yes
买好了 就发现不太对头

It's okay if you have stop loss ... nobody can be right all the time ...

greenback

MFTHT 发表于 2013-1-15 05:42 PM
我习惯于用TOS的。正在调试，很不错。

Actually you don't have to do anything about finviz's screens. It simply gives you a list of stocks for each of the listed categories on their homepage.

MFTHT

greenback 发表于 2013-1-16 12:49 AM
Actually you don't have to do anything about finviz's screens. It simply gives you a list of stock ...

比较习惯用TOS的scan, 基本上可以想到的技术指标都可以用做筛选条件。绿老大可以试试。

bingtian

greenback 发表于 2013-1-15 02:45 PM
TF is nicely done ... 100% mm reached and formed a bottom, new 100% mm bullish target given.

绿大，TF能进了吗？

九天

greenback 发表于 2013-1-15 09:05 PM
My purpose in exploring auto-trade is to see whether I can have a "robot" watching the market whil ...

Indeed， pattern recognition is much harder to code。

There are quite a lot of "robot" watching the market.
甚至去年我也写了一个同时交易12个外汇对的源码，参加MQL5程序交易比赛，
http://www.hutong9.net/forum.php ... &extra=page%3D1
相信我们可以写个源码，同时对所有的Futures和期指外汇，或者SP500的所有500个成分股进行自动交易。

但是，能够有 绿大的pattern recognition水平的程序，是不可能存在的，可能也没有人敢于编写。

所以，我有个外行的建议，大家别笑话，

一是绿大整理一些简化模型，容易程序化的那种，比如最简单的是著名的 海龟交易程序，
其实就是在21条K线出现最高点的时候，认为是突破，就跟涨买入。
反之，在21条K线出现最低点的时候，也认为是突破，就跟跌卖出。
这样的程序容易编码。

二是用 TA技术指标的组合 来代替pattern recognition，
比如一个M头pattern或者一个W底pattern，反映市场方向转变，是不是可以用MACD， CCI， Stochastic，
ADX，Bollinger。。。等TA指标的背离来观察。如果做4Hour 交易，
是不是还可以同时观察日K线走势图中的MA，或者其它TA指标。

因为MT5交易平台提供80种TA指标函数，我们可以方便的调用。MT4平台的TA指标函数较少，可能有40个吧。
但是目前只有MT4平台同时提供农产品金属和股指外汇交易，而且可以0，01手交易。决定了交易策略，
可以写出源码，进行免费的模拟交易，没有任何风险。
模拟交易赚钱了，就进行0，01手交易，风险很低，万一亏损也没有几文钱。赚钱后立即进行0，02手交易。。。。。
成功以后，恐怕就得告别MT4，用Ninja， 因为Ninja是芝加哥期货交易所的交易平台，免去了其它交易平台的盘剥。
到了使用Ninja的时候，就需要老蛇指教了。

所以，建议绿大百忙中在这个板块发起建立一个  pattern recognition程序交易研究小组，
找个合适的可编程平台，立即开展模拟交易。
目前70%的证卷交易是程序交易，我们胡同应该有人带个头，首先进入计算机时代，
只要有哪位老大的程序交易稳定可靠地赚钱，其它胡同居民自然也会跟上。

MFTHT

CT上破了。

MFTHT

CT weekly

greenback

JPY is reversing back, I'm getting ready to short it again ...

greenback

ES is posed to break out again ... target 1480, which was also the previous 100% target from the pre-breakout cup ...

greenback

MFTHT 发表于 2013-1-16 07:21 AM
CT上破了。

Cool!

greenback

aimei 发表于 2013-1-15 07:23 PM
谢谢绿大
yes
买好了 就发现不太对头

So far TL is still down, so you trade is a win!

greenback

九天 发表于 2013-1-16 06:31 AM
Indeed， pattern recognition is much harder to code。

There are quite a lot of "robot" watching ...

This is a good idea. autotrade is the best way to follow a cold-hearted rule-based strategy. Emotion can be ruled out 100%.

I also think your suggestion worth exploring, i.e. how to use a set of signals to replicate tradable patterns ... the idea of patterns is simple, we buy on strength and sell on weakness. This when combined with risk/reward ratio and max loss allowed will determine whether to take a trade.

Can support/resistance levels be identified automatically? This is also used in the trading decision.

greenback

bingtian 发表于 2013-1-16 06:19 AM
绿大，TF能进了吗？

We only trade break outs, i.e. buy on strength and sell on weakness ... so for you to establish a new long, TF has to break out of 883.5, the high.