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楼主: greenback

Forex/Futures ST for Week 5/20-5/24

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 楼主| 发表于 2013-5-22 02:52 PM | 显示全部楼层


hahaa 发表于 2013-5-22 03:49 PM
WK.掉得太猛了。1644设一个买单,不相信这里能直接掉下去。

I think we will close as a bearish engulfing bar, which is actually bullish for tomorrow, STATISTICALLY.
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发表于 2013-5-22 03:11 PM | 显示全部楼层
greenback 发表于 2013-5-22 02:52 PM
I think we will close as a bearish engulfing bar, which is actually bullish for tomorrow, STATISTI ...

老大明天也看牛,那我的1644可能买不到了。。。。完,已经到1656了,看来是没戏了。
我把入点提高到1648设在明天上午11点之前。
我憋了很久了。。。。实在是忍不住了。今天刚出新高,这里也不是圆顶,所以想先小仓位买在这里,等回测新高时再出手,应该不会烧手,毕竟比新高低了40个点。这附近必有一个反弹,我会把这个反弹低点参考为止损位。
上升过程中的急降是买入的机会,这回我看看这句老话对不对。熊熊再加把劲,把我的1648激活吧。
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 楼主| 发表于 2013-5-22 06:43 PM | 显示全部楼层
本帖最后由 greenback 于 2013-5-22 08:53 PM 编辑

Okay a recap first ... We are all cash in the trading account as I mentioned in the morning. Of course we are prepared with any upside movement with our buy stop above the new high.

The principle of our trend following is to ignore small waves while stay with the big one. The all-cash position was a result of "trailing stop or sell at new high" with "stop buy to follow up". This is meant to minimize the draw down of the account, and does not imply a bearish view of the market.

The overall trend is apparently up, so we won't short the market. Also the S/R at Thur's low still hold, so we'll wait for tomorrow to adjust any position in the portfolio if necessary.

US Small Cap 2000(Daily)20130522163522.png
DAX(Daily)20130522163438.png
NQ 100(Daily)20130522163424.png
SPX 500(Daily)20130522163353.png
Japan 225(Daily)20130522164053.png
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 楼主| 发表于 2013-5-22 06:51 PM | 显示全部楼层
It should be very apparent why both bond and equity are down today.
US 30 YR T-Bond(Daily)20130522164848.png
Euro Bund(Daily)20130522164840.png
US 10 YR T-Note(Daily)20130522164829.png
Japan Govt. Bond(Daily)20130522164822.png
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 楼主| 发表于 2013-5-22 06:53 PM | 显示全部楼层
Beautiful turn around for USD.
AUDUSD(Daily)20130522165027.png
USDCAD(Daily)20130522165020.png
GBPUSD(Daily)20130522165012.png
USDJPY(Daily)20130522165006.png
EURUSD(Daily)20130522164957.png
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 楼主| 发表于 2013-5-22 06:54 PM | 显示全部楼层
Here are energies ... consistent with equity. NG is always an exception.
Natural Gas(Daily)20130522165147.png
Crude Oil(Daily)20130522165140.png
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 楼主| 发表于 2013-5-22 06:55 PM | 显示全部楼层
Gold got rejected just like the equities. Copper is not that bad.
Copper(Daily)20130522165234.png
Gold(Daily)20130522165222.png
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 楼主| 发表于 2013-5-22 07:56 PM | 显示全部楼层
Here is the portfolio update.
屏幕快照 2013-05-22 5.54.04 PM.png
屏幕快照 2013-05-22 5.53.47 PM.png
屏幕快照 2013-05-22 5.53.28 PM.png
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 楼主| 发表于 2013-5-22 08:03 PM | 显示全部楼层
I guess our long positions in NKD will be opened soon.

USDJPY(15 Minutes)20130522180034.png
Japan 225(15 Minutes)20130522180025.png
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发表于 2013-5-22 08:18 PM | 显示全部楼层
greenback 发表于 2013-5-22 06:51 PM
It should be very apparent why both bond and equity are down today.

Is it good time start to short Gold and bond? thanks
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 楼主| 发表于 2013-5-22 10:01 PM | 显示全部楼层
Well, something happened, I guess loading of NKD long is not going to happen.
Japan 225 Futures(15 Minutes)20130522195813.png
USDJPY(15 Minutes)20130522195939.png
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 楼主| 发表于 2013-5-22 10:08 PM | 显示全部楼层
cc2265 发表于 2013-5-22 09:18 PM
Is it good time start to short Gold and bond? thanks

I would like to wait for a while before shorting US bonds. It's more like a place to cover previous shorts.
US 10 YR T-Note(Daily)20130522200517.png
US 30 YR T-Bond(Daily)20130522200507.png
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 楼主| 发表于 2013-5-22 10:12 PM | 显示全部楼层
cc2265 发表于 2013-5-22 09:18 PM
Is it good time start to short Gold and bond? thanks

As for GOLD, I'd like to see it break down the S/R first.
Gold(Weekly)20130522200943.png
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发表于 2013-5-22 11:44 PM | 显示全部楼层
hahaa 发表于 2013-5-22 03:11 PM
老大明天也看牛,那我的1644可能买不到了。。。。完,已经到1656了,看来是没戏了。
我把入点提高到1648 ...

1648.25买入激活。 st @ 1626. 关机睡觉。
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发表于 2013-5-23 09:25 AM | 显示全部楼层
hahaa 发表于 2013-5-22 11:44 PM
1648.25买入激活。 st @ 1626. 关机睡觉。

昨夜发现昨天画的图有错误,纵坐标用log scale了(60#),一般4小时图只用linear scale, 只有那些大时段,大波动才用log scale, 所以昨天的入点有错误。按如下新图,睡前设定1633买入,1626止损,1648.5止赢(可以冲掉前面那个1648.25的多单)。现1633的多单已被激活。
2013-05-23-ES4.png

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发表于 2013-5-23 09:46 AM | 显示全部楼层
greenback 发表于 2013-5-22 10:01 PM
Well, something happened, I guess loading of NKD long is not going to happen.

  

NKD 16000 was quite magical.
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 楼主| 发表于 2013-5-23 10:34 AM | 显示全部楼层
bigbadwolf 发表于 2013-5-23 10:46 AM
NKD 16000 was quite magical.

NKD has been suspended since dropping 1000 points around 11pm CA time!
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 楼主| 发表于 2013-5-23 10:35 AM | 显示全部楼层
hahaa 发表于 2013-5-23 10:25 AM
昨夜发现昨天画的图有错误,纵坐标用log scale了(60#),一般4小时图只用linear scale, 只有那些大时段, ...

Today's a strange day, even my website is delayed!

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发表于 2013-5-23 10:37 AM | 显示全部楼层
greenback 发表于 2013-5-23 10:34 AM
NKD has been suspended since dropping 1000 points around 11pm CA time!


需要密切关注日本债券的走向, 日债利率飙升会触发金融核融化。

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发表于 2013-5-23 10:39 AM | 显示全部楼层
俺抄底澳元的极小仓位捞到了,涨势不错。

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