Kow, 到了 loss 极限，今天不做了，。。。。。

大象说的没错。

看盘经验最后要经过自己大量的历史数据统计验证和实盘验证，才能形成方法。计算机无疑最适合干这个。
我股市论基本原理的推论之一是：公开的简单或者复杂靠纯技术面的长期盈利做法是不存在的。我个人用计算机对大量历史数据的统计结果也支持这个推论。看看跟着日月灯做的绝大多数华丰网友的最终结局就应该能明白了。

人的感觉有时候很不靠谱，往往忽略不准的，对准确的记忆尤深。看看你图形里面画的线，也不乏这些主观因素在里面，很多线应该是行情出来以后事后画的吧？计算机统计验证能帮助你发现这些问题。

技术面典型的一个错误，跟中医、气功等一个道理：把失败归咎于个人，而不是方法本身。

我现在主用的图 是 EMA 20, EMA5, EMA10 是为了判断是否在 缠绕区 才加上去的， 应该是 只有 5-min 的 K 线图 加 EMA20.

我说的是你的压力、支撑线之类的。为什么有的低点或高点连，有的不连？会不会有根据后来行情补画的因素？

即使是ema等均线，也是本bar结束以后，才固定，在此之前，本bar处的ema值是变动的，所以到底同bar和其他均线是交叉还是不交叉，事先是无法确定的。而如果等本bar结束发现交叉（往往长度很大），从价格上往往为时已晚。这只是一个例子，其他根据结果来看有效性的似是而非的例子还很多。如果你坚持模拟做下去（会克服看历史图形时出现的对失败的触发条件视而不见的因素），很快应该能够发现这些问题。搜一搜各种技术面指标的计算公式，应该有助于你客观地看待它们。

对你做的整体结果进行一下统计，应该也能说明一些问题。
不要把失败的因素都归咎于自己，首先看看这个工具是不是真的没有问题或者概率上没有问题。

目前我基本上用 Al Brooks 的方法， 连线有两种，他叫: Trend Line 和 Channel Line. 如果向上， 那么 低点连线是 Trend Line, 而上边的是 Channel Line,

Tend Line 来衡量是否有反转的可能，( 如果就 3~10 Bar 的小连线看是否有假动作，叫 Micro Treng Line Pull Back ). 而 Channel Line 来衡量是否 发疯。

不是支撑线 和压力线。

EMA20 只是个参考，最主要还是只看 K 线的形成和相对的位置， 前Bar, 和一组 Bar 的关系。 书上讲的是一回事，但是真正操作是要经验判断的， Al Brooks 每天盘后在其网站的论坛里有他对当天 ES 的分析(可能是他的 Chat room 里实时考下来的) 但有时我不太同意他的分析。 目前还是摸索阶段。


任何指标都有滞后 ( Pivot Point 可能不太一样), 而他的方法是最快的反应，所以我在试。


我不模拟做，除非我会注明画的线是 盘后想象的，
今天连犯错误，达到自己定的 stop 极限，所以来 灌水。。。

说说今天犯的错误：

据说 早上 第一个小时 内的信号是很 reliable 的，所以想交易，开盘 Gap 下，形成一个大的 尾巴，其实就在第一个 5-min Bar 形成后顶部以上 133.59 处一个 Stop Buy,然后在第三棒出现 星型 close 的那一下 market 出来就可以了，结果 被 EMA20 的下倾所影响，早早出来了， 然后在第三 Bar 处 short, 其实 scalp 也可以，但是 还是心态不好。 在 10:35 时形成 wedget, 没 short,在 10:45 处的时候 short, 但回了一半的时候，就有感觉不对了，(能从 3-m 上看出)，所以就出来了。

因为有时 wedget 会 failed, 那样的话会冲出很多，又Long ， 方向是对了，但是走得特别慢，产生疑问，加上自己觉得心态不好，所以就出来了，今天不继续做了，只看，看是否管得住自己. :lol:


--------- 还是 耐心，和 decipline 的问题。。。

现在回过头来看( now: 12:43 ) 在 10:40 后的那个棒下穿 134.32 就是个理由很足的信号，12：00 时可出来，或一部分， 12：10 下穿 13.09 时又一信号，
12：15 时 cover, 3-m 处两根 钉子 通常很管用。

(now 12:47 ) 又出现一个信号，击穿134.00, 12:25 那个 L1 不应进，因为 那两根钉子。 但要防止 133.93 形成一个 w 底。

now: 12:52, 现在这根棒有点长，看 12:54 形成 3-m 棒看是否停住。

OK (12:56) 冲出，有时旁观者清，所以 paper trading 没有用的。

连续4大阴棒，很窄的 down channel, 今天不会跌破 1329 ( $sp500)吧。。。

这种抢反弹(转) 要看其发疯，是否 3 push down, 形成 wedget,最后一根很长下引线，或明显的 reversal bar,再看后续，因为发疯后往往走 sideway, overlap的 bar,Tight Trading Range 很难做。

3-m 一个 reversal bar, 但是 还是要小心，可以进一步观察。 因为上引线太明显。

1:10 又一信号，但要看后续。

13:05 是 所谓的 inside bar, 可能 final flag. 最后一冲。 也可能 最后两冲形成 3 push down.

13:10 的棒5-m 形成一个绿棒，美中不足的是，如果没上引线就好了，然后再往下移一些，
因为和前面的 overlap 太多，不够成反转/弹

看到发帖，只有这句还靠谱，其余都是瞎讲：
交易量要大，交易时间要短。
去年交易总额180万，交易费7000，纯利润2.3万。
2000年开始看书，05年开始交易，daytrader去年开始。
第一，要具体到股票，知道底，知道幅度。
第二，什么会发生谁都不知道，看图猜下一步纯属胡说。

1:19 刚刚在 13:10 顶部向上一分 133.64 处 棒动的速度和幅度应该是关键信息来的。。。。。 不过我还没能好好 解读的能力，总之不够快。。。

13:32, 刚刚突破 133.70 应该是个信号，但是要看 后续。。。

上引线太长，不太好看。。。 看后续。。。

能不能给我们介绍一下需要读哪一些书？
:46: :46: :46: :46: :46: :46:

刚才突破那点时，不是那种跳动，现在回过头来，我的解释 是，没多少人将 stop 放在 133.64 也就是说在 向下突破 133.52 (13:05) 时，卖的人不多，

没人卖了，那会出现什么? ---> 到目前的表现。 ( 13:48)

Trendline就是压力线支撑线理论的一部分。uptrend的时候trendline是支撑线，downtrend的时候trendline是压力线，channel line是trendline的辅助线。

下穿 133.83 ,5-m 信号 ( now 1:55) L1, 最好等第二次 L2.

3-m 3棒齐平头， 下破小趋势线。 5-m 两齐平， 可能小趋势的最后一冲。。

14:05 的那棒很漂亮，现在 市场动的速度有点快起来了。。。

2:08, 3-m 现在还不掉下来，应该有效突破从 134.6 下来的趋势线。

我只用他书中的名字，没太多想 支撑和阻力，只看 Bar 形态前后关系。

再看 书的序言, 抄一段:
" The goal for most traders is to maximize trading profits through a style
that is compatible with their personalities. Without that compatibility, I
believe that it is virtually impossible to trade profitably long term. Many
traders wonder how long it will take them to be successful and are willing
to lose money for some period of time, even a few years. However, it
took me over 10 years to be able to trade successfully.
"

"Edwards and Magee's focus is on
the overall trend. I use those same basic techniques but pay much closer
attention to the individual bars on the chart to improve the risk-reward
ratio, and I devote considerable attention to intraday charts."

"As a trader, I see everything in shades of gray and am constantly thinking
in terms of probabilities,"

"This is the art of trading, and it takes years to become good at trading
in the gray zone."

"You have to take responsibility for your decisions, but you
first have to learn how to make them, and that means that you have to get
used to operating in the gray fog. Nothing is ever as clear as black and
white, and I have been doing this long enough to appreciate that anything,
no matter how unlikely, can and will happen."

刚才 Long@ 133.84 的该 stop 出来了。。。看是真动作，还是假动作。。。

14:05 这根 5-m 绿棒 假动作做得真有水平。( 谁知道呢，说不定目前在一个更大的假动作里面，:lol: ， 不过就 5-m 来说无所谓了。。。 )

市场的一切走法都是对的，
不用理由去支持，也不用去找，
保持头脑清醒，不带任何 趋势的偏见，潜心 观察，分析每根 Bar
控制好 止损， 充分考虑到，万一停电了也没关系的 极端情况。。。。。 :lol:

无惧 ， 无贪， 无熊， 无牛， 无固定的招式。。。。。。

“每一招都以弧形刺出，以弧形收回，心中竟无半点渣滞，以意运剑，。。。。 ”

抄:另一本书的, 共学习。。。

( about trading Futures)
--------------------------------
Approach first,method second.
--------------------------------

A trader needs to be like a researcher in an unexplored forest studying a newly discovered wild animal. Eager to learn,searching for the truth, curious as to what will happen next,intent on observing habits and patterns,looking without preconceived opinions or fear.

The primary motive is to observe,learn,and then act intelligently.

No fear because the trader has made the effort to possess the trading intelligence and decision-making capacity necessary to handle whatever the future brings.

--------------------------------
The past is knowable.
The present is observable.
The future is intelligently guessable.

The past is already made,so it is permanent.Only something permanent,unchanging,can ever be known.Therefore,the past can be known.

The present is evolving; it is happening.That which is happening can be seen.So the present can be observed.

The mold of the future is built in the past and refined by the present.However,the actual future is yet-to-be-made and thus will always be unknown.

Only the present is alive and to be alive means to be constantly changing.
If the present is alive and constantly changing,then the present's future must also be ever-changing and thus always unknown.

So,the future can never be known nor perfectly predicted;but the know past and observed present will always indicate a "probable" future.
The future is thus in between unknowable and predictable.
It is more than random,but less than certain.
Tis is intelligently guessable.
--------------------------------
So,how do you make these intelligent guesses about the future?
One approach to solving this problem is to follow these four steps:

First,understanding.
Second,self-nowing.
Third,learning.
Fourth,acting.

--------------------------------

You are trading against the wealthiest and most knowledgeable people and organizations in the world.

Do not delude yourself,you cannot compete on their terms:
information,knoledge,experience,staying power and so on.

--------------------------------

Do not spend time and energy tring to figure out -why- a price moves.
Focus all your attention and energy solely on -what- the price is doing.

If you know something,assume everybody knows it.
Always operate on the assumption that you are at the tail end of the information chain.

--------------------------------

Don't think. Look.
Don't analyze. Observe.

(The institutions you are competing with invariable will have more knowledge,more
information,more of everything than you; but in the seeing competition you can be their equal,or maybe even their better.)

--------------------------------

Avoid making specific predictions about the future.
Making predictions will do you no good and can do you a lot of harm.
Analysis and predictions actually hinder your ability to see and act clearly.

You will be constantly tempted to analyze and predict.
Do so if you wish,just be aware of the dangers and try to adjust accordingly.

--------------------------------
Observe with humility.
Act with arrogance.

When observing,step aside and let humility in.
When acting,banish even the concept of doubt.

When looking at a chart,look with maximum humility.
When acting on what you see,act with total arrogance.

See through your eyes.
Act from your intellect.

(Eyes see,intellect does.Your eyes are the navigator,your intellect the pilot.Your eyes tell you -what-,-which way- and -approximately when- to trade; your intellect decides -how many- contracts to do and -precisely when- to act)

(Understand that the psychological you,the you made up of all your past successes and failures,the you full of hopes for future success and fears of future failures,the you filled with all this extraneous psychological clutter,this you has no role to play in the seeing and acting of trading---this you merely enjoys or suffers the fruits of your trading.

Let images enter through your eyes,detour around your emotions and memories and impact directly on your trading intelligence so it can then act freely and clearly. Let your eyes send uncontaminated sights to your trading intelligence so it can then act as you have conditioned and trained it to do. )

--------------------------------

To trade futures is to live in a state of constant uncertainty.
Surviving and prospering in this evniroment requires clear vision,the guidance of a trading intelligence containing,at a minimum,and accurate knowledge of the past,and then the capacity to act decisively.

Futures trading is always uncertain and therefore sometimes frightening.
In such an evnironment,you need to understand what you are dealing with,you need an unbiased humble brain,and you need to be able to act.

Fear distorts vision.
Intelligentce displaces fear.

--------------------------------

Trading futures is like a voyage down an unexplored river.

You cannot know what lies ahead but you can know where the river has been,you can see which direction it is moving,you can measure how fast it is flowing.Then having done this,you can make an intelligent guess about where it will go next.

You cannot know the future,but you can know the past,and you can calculate the direction and momentum of the present.

Do all of this well and you will be able to make in intelligent guess about the future.

--------------------------------
<<Intelligent Futures Trading>>---Chick Goslin 1997 -- ISBN 0-930233-63-8

请问你是做小波段还是scalping?交易费怎么会那么少啊？

俺老看出來了，樓主腦子夠用，最關鍵的是有熱情，這樣玩幾個月，就說是三個月還是平手的話，就說明了潛質。

不簡單亞，炒股票最最關鍵的是要會總結經驗和教訓，什麼人說得、畫得就不很重要了。:tongue:

daytrading一年180万的交易量似乎太少了，貌似是做daytrading中的swing trading，每天没有几笔交易。daytrading的话，每天都要几十笔甚至上百笔交易，如果做spy，每次500股，一天10几次交易就百万了。

LZ除了说图表外，能不能也说说level2的体会？

不会 :lol:

也不相信。
另: SPY level 2 有用吗?

----如果买500股spy，那不如交易一个ES，手续费还低

说句不中听的，新做daytrading的话，还是别碰spy的好。找个10元以上，交易量大，流动性大的股票练习比较稳妥。130多元的spy，一个震荡洗盘就很容易打到stop loss。等时间久了，盘感和自己的方法系统形成后，有能稳定盈利的能力了，再和spy搞不迟。如果你是在交保证金的公司做，亏自己的钱的话，玩spy会比较快。。。

20110517

今天没什么大起伏，
早上手又痒了，不过没犯大错误，
10:30 那齐头的很漂亮，可以算 EMA Gap, 后果很严重，不过当时没充分认识到，(3-m 是 3 齐头) 10:55 那假动作漂亮， 不过最漂亮的假动作算 14:40 , 绝了，然后就觉得走法是 滚滚江水，后浪推前浪，。。。。 15:00 后的那个大 range scalp 了几次，不过还是动作慢了点。。。 12:45 那根大棒吃饭去了。

另:

高手比武，看到对手的招数是一层功力，
能看到对手的破绽是进一层功力。
如果在对手的破绽还没出来，超前想到一两步又是更高的一层功力。。。。:lol: