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发表于 2009-12-22 12:45 PM
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看完了第五章，觉得他说到一个比较重要的问题了。
I know this is a difficult concept to accept, so I’ll give you another example to illustrate the point. Let’s set up a scenario, where your last two or three trades were losers. You are watching the market, and the variables you use to indicate that an opportunity exists are now present. Instead of immediately executing the trade, you hesitate. The trade feels very risky, so risky, in fact, that you start questioning whether this is “really” a signal. As a result, you start gathering information to support why this trade probably won’t work. This is information you normally wouldn’t consider or pay attention to, and it’s certainly not information that is part of your trading methodology.
我知道这个概念很难理解，所以我想用另一个例子来说明。我们建立一个场景，在这个场景中你最后2，3次的交易亏损了。你看着市场，你的数据告诉你机会出现了。你不但没有立刻交易，你反而犹豫了。你感觉这笔交易有风险，而且风险很大，实际上你在怀疑这是不是“真”的信号。于是你开始收集信息，以证明这笔交易不会赚钱。平时，你不会关心和注意这样的信息，当然这样的信息也不属于你的交易系统。
In the meantime, the market is moving. Unfortunately, it is moving away from your original entry point, the point at which you would have gotten into the trade if you hadn’t hesitated. Now you are conflicted, because you still want to get in; the thought of missing a winning trade is painful. At the same time, as the market moves away from your entry point, the dollar value of the risk to participate increases. The tug of war inside your mind intensifies. You don’t want to miss out, but you don’t want to get whipsawed either. In the end, you do nothing, because you are paralyzed by the conflict. You justify your state of immobility by telling yourself that it’s just too risky to chase the market, while you agonize over every tic the market moves in the direction of what would have been a nice winning trade.
同时，市场在波动。不幸地，市场离你的进场点远去，如果你不犹豫，你是应该交易的。因为你还想进场，错过赚钱的交易也是痛苦的，所以现在你很矛盾。同时，当市场离你的进场点越来越远时，进场交易的风险也增大了。你思想斗争很激烈。你不想错过交易，但你也不想被上下洗盘。因为你被矛盾的思想折磨透了，最终你什么也没做。你安慰自己说，追高太危险了；同时，当市场离你远去时，价格的每一次跳动都让你感到极度痛苦。
If this scenario sounds familiar, I want you to ask yourself whether, at the moment you hesitated, were you perceiving what the market was making available, or perceiving what was in your mind reflected back to you? The market gave you a signal. But you didn’t perceive the signal from an objective or positive perspective. You didn’t see it as an opportunity to experience the positive feeling you would get from winning or making money, but that’s exactly what the market was making available to you.
如果这个场景听起来很熟悉，我想让你问问自己，当你犹豫的时候，你是看到了市场提供的东西，还是看到了心理的东西？市场给了你信号，但你没有从客观或积极的角度来解读信号。市场给了你机会，你没有抓住机会，你没有赚到钱，所以你也没有积极的感觉。
Think about this for a moment: If I change the scenario so that your last two or three trades were winners instead of losers, would you have perceived the signal any differently? Would you have perceived it more as an opportunity to win than you did in the first scenario? If you were coming off three winners in a row, would you have hesitated to put that trade on? Very unlikely! In fact, if you’re like most traders, you probably would have been giving very strong consideration to loading up (putting on a position much larger than your normal size).
再从另外一个角度来思考：假如我改变一下场景，你最后2，3笔交易是赚钱的，你会从另外一个角度来解读这个信号吗？你是不是觉得更有机会赢？如果你连续3 笔赚钱，你这次会不会犹豫？结果大不相同！实际上，如果你和大多数交易者一样，你有强烈的愿望去加仓（建立比平时的仓位大很多的仓位）。
In each situation, the market generated the same signal. But your state of mind was negative and fear-based in the first scenario, and that caused you to focus on the possibility of failure, which in turn caused you to hesitate. In the second scenario, you hardly perceived any risk at all. You may even have thought the market was making a dream come true. That, in turn, would make it easy, if not compelling, to financially overcommit yourself.
其实在上面所假设的两个场景中市场产生的信号是一样的。在第一个场景中，你思想消极，你害怕会失败，从而导致你犹豫不决。在第二个场景中，你根本看不见风险。你甚至以为市场可以让你美梦成真，因此你会很轻松地建立过大的仓位。
If you can accept the fact that the market doesn’t generate positively or negatively charged information as an inherent characteristic of the way it expresses itself, then the only other way information can take on a positive or negative charge is in your mind, and that is a function of the way the information is processed. In other words, the market doesn’t cause you to focus on failure and pain, or on winning and pleasure. What causes the information to take on a positive or negative quality is the same unconscious mental process that caused the boy to perceive the second dog as threatening and dangerous, when all the dog was offering was playfulness and friendship.
如果你能接受这样的事实，那就是市场既不会产生积极的信息，也不会产生消极的信息，它只是自然地表达自己，那么只有你的思想能决定信息是积极的，还是消极的，这就是思维处理信息的过程。换句话说，市场没有叫你担心失败和痛苦，也没有叫你关注赢钱和快乐。是同样的潜意识心理过程把信息分成了积极的信息和消极的信息，从而导致小孩以为第二只狗是可怕和危险的，实际上所有的狗都是可爱的友好的。
Our minds constantly associate what’s outside of us (information) with something that’s already in our mind (what we know), making it seem as if the outside circumstances and the memory, distinction, or belief these circumstances are associated with are exactly the same. As a result, in the first scenario, if you were coming off two or three losing trades, the next signal the market gives you that an opportunity was present will feel overly risky. Your mind is automatically and unconsciously linking the “now moment” with your most recent trading experiences. The link taps you into the pain of losing, creating a fearful state of mind and causing you to perceive the information you’re exposed to in that moment from a negative perspective. It seems as if the market is expressing threatening information, so, of course, your hesitation is justified.
我们的思想总是把外界（信息）和我们内在（我们知道的）联系在一起，从而让我们以为外部环境和记忆、特征、信念等内部环境是一样的。因此，在第一种场景下，如果你连续亏损了 2，3次，市场提供的下一个信号会让你感觉风险很大。你的思维自动地下意识地把“现在”和最近的交易联系起来。这种联系让你体会到了亏损时的痛苦，产生了害怕的思想，导致你把信息看成是消极的。看起来市场的信息是有威胁的，如此一来你的犹豫就是合理的。
In the second scenario, the same process causes you to perceive the situation from an overly positive perspective, because you are coming off three winners in a row. The association between the “now moment” and the elation of the last three trades creates an overly positive or euphoric state of mind, making it seem as if the market is offering you a riskless opportunity. Of course, this justifies overcommitting yourself.
在第二种场景下，因为你连续赚了3笔，同样的过程却让你过分积极地看待市场。思想上把“现在”和前面3笔赚钱的交易联系起来，就会过分积极，情绪高涨，好像市场为你提供了没有风险的机会。当然了，此时仓位过大也是合理的。
In Chapter 1, I said that many of the mental patterns that cause traders to lose and make errors are so self-evident and deeply ingrained that it would never occur to us that the reason we aren’t consistently successful is because of the way we think. Understanding, becoming consciously aware of, and then learning how to circumvent the mind’s natural propensity to associate is a big part of achieving that consistency. Developing and maintaining a state of mind that perceives the opportunity flow of the market, without the threat of pain or the problems caused by overconfidence, will require that you take conscious control of the association process.
在第01章，我说很多心理模式会让交易者亏损并犯错，这些心理模式很明显，而且已经根深蒂固了，所以我们从来没想到是我们的想法导致我们不能持续成功。要想实现持续一致性，就要明白，意识到，并学习如何刻意改变思维联想的自然倾向，这是一项大工程。为了形成和维持认知市场机会的思维，不受痛苦的威胁，不受过度自信的影响，这需要你在意识上要控制好联想过程。 |
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狗仔卡
这是做backtest的好方法，当然比只优化一次参数要好得多。只是计算量好大，俺们小散玩不了这种方法。:(13): 
