交易之路

Bruce - FriendFeed

书非借不能读也，今天从图书馆借了几本书，准备在业余思考几个问题：
1.思想问题。海德格尔以及老子天道终极解释。《海德格尔的智慧》《海德格尔思想与中国天道》。海德格尔是我一直追读的思想，一直在寻找着一个切入点来指导自己的思考以及行为，但是如何完成这一貌似使命的困惑呢？单纯的从书本上寻找显得虚无，事实上在于直接面对人生的沉思。当然，书本或许起到一定的‘指导’作用。虽然往往是陷入字词的迷宫中无法自拔。
2.行为研究。《瑜伽经图解》，我加上了几字，思静的追求。老谭说连静坐打消杂念对操盘好。我想到是放下即自在。禅定不一定要每天静坐。在行动中，同样可以达到这一境界。或许这就是儒的不同，实行，而不尽是幻念。这个需要慢慢来拟合。
3.职业交流。《沪深300股指期货实战指南》，玩命的游戏，不可不认真练习。市场，技术，人性。缺一不可，先了解下这个市场再逐步完善其他。

28岁了，今日开始。回想起之前10年辛酸历程，心情惶恐带着安详。惶恐的是很快就30，30而立，而自己还在'未立'挣扎中，安详的是自己没有自暴自弃，逐步进入了交易这一领域，做自己喜欢的事情，而且有了自己的家。尽管进入这行或许意味着更大的恐惧，压抑以及自我推残，然而却充满着技术与挑战，人性博弈与心灵锤炼。在每一笔交易中都蕴含着人性自我的拷问与反省。但享受这一过程吧，何必想那么多。在交易中完善自我，达到身心中和，至道。
在此非常感谢CC在艰苦的日子里对我的支持与爱戴，让我不至于脆弱得离开，感谢我的家人，让我有机会进入这个世界。没有沦落到回家种田【尽管自己只愿意做一个农民】。感谢GS，让我充满了对未来的憧憬，认识到自己可以做到自己想做的事情。专心的把这件事情做好吧。这辈子做好这件事情就满足了。知足常乐，开心每天。
另外，Bruce，生日快乐。简单平凡，充满着温馨。

1.Plan your trades. Trade your plan.
2.Keep records of your trading results.
3.Keep a positive attitude, no matter how much you lose.
4.Don't take the market home.
5.Continually set higher trading goals.
6.Successful traders buy into bad news and sell into good news.
7.Successful traders are not afraid to buy high and sell low.
8.Successful traders have a well-scheduled planned time for studying the markets.
9.Successful traders isolate themselves from the opinions of others.
10.Continually strive for patience, perseverance, determination, and rational action.
11.Limit your losses - use stops!
12.Never cancel a stop loss order after you have placed it!
13.Place the stop at the time you make your trade.
14.Never get into the market because you are anxious because of waiting.
15.Avoid getting in or out of the market too often.
16.Losses make the trader studious - not profits. Take advantage of every loss to improve your knowledge of market action.
17.The most difficult task in speculation is not prediction but self-control. Successful trading is difficult and frustrating. You are the most important element in the equation for success. 18.Always discipline yourself by following a pre-determined set of rules.
19.Remember that a bear market will give back in one month what a bull market has taken three months to build.
20.Don't ever allow a big winning trade to turn into a loser. Stop yourself out if the market moves against you 20% from your peak profit point.
21.You must have a program, you must know your program, and you must follow your program. 22.Expect and accept losses gracefully. Those who brood over losses always miss the next opportunity, which more than likely will be profitable.
23.Split your profits right down the middle and never risk more than 50% of them again in the market.
24.The key to successful trading is knowing yourself and your stress point.
25.The difference between winners and losers isn't so much native ability as it is discipline exercised in avoiding mistakes.
26.In trading as in fencing there are the quick and the dead.
27.Speech may be silver but silence is golden. Traders with the golden touch do not talk about their success.
28.Dream big dreams and think tall. Very few people set goals too high. A man becomes what he thinks about all day long.
29.Accept failure as a step towards victory.
30.Have you taken a loss? Forget it quickly. Have you taken a profit? Forget it even quicker! Don't let ego and greed inhibit clear thinking and hard work.
31.One cannot do anything about yesterday. When one door closes, another door opens. The greater opportunity always lies through the open door.
32.The deepest secret for the trader is to subordinate his will to the will of the market. The market is truth as it reflects all forces that bear upon it. As long as he recognizes this he is safe. When he ignores this, he is lost and doomed.
33.It's much easier to put on a trade than to take it off.
34.If a market doesn't do what you think it should do, get out.
35.Beware of large positions that can control your emotions. Don't be overly aggressive with the market. Treat it gently by allowing your equity to grow steadily rather than in bursts.
36.Never add to a losing position.
37.Beware of trying to pick tops or bottoms.
38.You must believe in yourself and your judgement if you expect to make a living at this game. 39.In a narrow market there is no sense in trying to anticipate what the next big movement is going to be - up or down.
40.A loss never bothers me after I take it. I forget it overnight. But being wrong and not taking the loss - that is what does the damage to the pocket book and to the soul.
41.Never volunteer advice and never brag of your winnings.
42.Of all speculative blunders, there are few greater than selling what shows a profit and keeping what shows a loss.
43.Standing aside is a position.
44.It is better to be more interested in the market's reaction to new information than in the piece of news itself.
45.If you don't know who you are, the markets are an expensive place to find out.
46.In the world of money, which is a world shaped by human behavior, nobody has the foggiest notion of what will happen in the future. Mark that word - Nobody! Thus the successful trader does not base moves on what supposedly will happen but reacts instead to what does happen. 47.Except in unusual circumstances, get in the habit of taking your profit too soon. Don't torment yourself if a trade continues winning without you. Chances are it won't continue long. If it does, console yourself by thinking of all the times when liquidating early reserved gains that you would have otherwise lost.
48.When the ship starts to sink, don't pray - jump!
49.Lose your opinion - not your money.
50.Assimilate into your very bones a set of trading rules that works for you.

Most new day traders start trading in simulation so that they can gain experience without risking any real money. Once they are consistently profitable in simulation they will move to live trading, and this is when they come across one of the most common problems that affect new day traders. Moving from simulation trading to live trading sounds like an easy task, but many traders find that what was once a profitable trading system immediately starts losing money when it is traded live.

Fear of Losing Money

The reason that their trading system suddenly stops working is the additional emotion that comes with trading their own real money. The fear of losing one's own money is a very strong emotion, and can cause even experienced traders to make mistakes. Hesitating before entering a trade, moving their stop loss to break even too early, or taking a smaller profit than they would normally, are all common mistakes that are made because of the emotion of fear. This situation often gets compounded, because many new traders are unable to determine what they are doing differently, and are therefore unable to fix the problem.

Overcoming the Fear

If you are experiencing this, the solution is to have faith in your trading system. If you have tested your trading system thoroughly, and it consistently makes a profit, then you need to have faith in your trading system, and follow it exactly.

The following steps will help you determine what you are doing differently when you are trading live (entering late, moving your stop loss, etc.):

• Keep a record of every trade that you make, including the entry, the target and stop loss settings, any changes that are made (such as trailing the stop loss), and the exit.
• At the end of the day (or week), go back over the trades in simulation and compare the simulated trades to your trading log.
• If there are any differences between the simulated trades and the live trades, it should be easy to see where (and hopefully why) the differences are occurring.

1，趋势(一条尺子量天下，波浪理论看幅度，时间周期看涨跌天数，平均线看多空排列或盘整的主要价位，图表形态和组合方式预测高低点和方向)；
2，从前的顶部或低部是重要的阻力或支持价位，没有消息或外盘配合，在这些点位反向做单，而如果一但突破，则阻力变支持位；显示第一开仓的重要的方向，其次根据市场的变化，调整开仓方向。任何做单，不可以墨守成规的；此时一定要找到止损价位才可以下单，否则，就不应该入市；
3，重要价位的判断方法，上涨中的支持价位：短线平均线，前期的由阻力变支持的高点价位；跳空高开后回调百分比50%或100%及倍数是市场的重要支持或阻力价位；
4，上涨中的五天，回调两到三天买入正常，下跌中的五天，反弹两到三天做空没有错；
5，任何上涨和下跌是分段运行的，没有只涨不跌的，所以买涨卖涨均有自己的理由和操盘纪律就可以；
6，上涨有量配合，而且持仓放大，看涨；下跌中成交量不做要求，但持仓应该加大，后势下跌力度更大；
7，转势同样需要时间做配合，在多头排列里，没有快速或加速上涨三天以上，不要考虑做空，以盘中回调后考虑做多，在出现大阳线后，没有大幅高开，而是低或平开则不要考虑见顶的可能；重要的时间窗口密切关注转势出现的条件；(重要的消息日，顶低的周期重复纪念日，历史重复日)
8，在有大消息的前提下，出现新高或新低，市价可以追买和追卖；(时间判断，幅度空间判断)，必须有条件，不可以盲目追市啊
9，趋势逆转日新年、元旦、五一、十一、出现大的针形线等等

　　看江恩买卖技巧的得失
　　一，江恩买卖技巧
　　(一)技巧侧重的方面：
　　1，制定买卖的规则，什么地方买，什么地方卖，什么时间，都有自己的一套系统；
　　2，以月线，周线作为周期的预测，日线只作当天进场的依据；
　　3，看到支持线或阻力线的价位水平；
　　4，观察顶底之间的形态，并且顶部和底部分别之形态。
　　(二)，技巧买卖的方法：
　　1，市价创新高或破旧有顶部-------买；
　　2，市价上破旧有市场的低部-------买；
　　3，市场创造新低，------------卖；
　　4，市价下破旧有的顶部-----卖；
　　5，开盘价如果决定当天先开仓的方向，则收盘价决定明天可能涨跌的动能趋势(因为外盘影响涨跌情况)
　　6，时间超越平衡----反弹超过下跌时间买；-------回调超过上涨时间或卖。
　　7，价位超越平衡---超涨则卖------超跌则买；
　　8，无论怎样开仓，止损点紧紧跟上；
　　(三)止损的窍门
　　1，波动的顶部-----底部
　　2，旧有的顶---底部；
　　3，周线或月线收盘价位；
　　4，均线价位；
　　5，整数关口位；
　　(四)图表的形态讯号决定买卖
　　1，尖底，平底，双底，三底，四底----买；
　　2，尖顶，平顶，双顶，三顶，四顶----卖；
　　3，反转信号日---时间，价位，跳空缺口回补，消息的满足条件越多，反转日月真实；
　　(五)移动平均中位数(分时均价线)
　　1，收市价在均价线之上，看涨概率大；
　　2，周收市价在周中位线之上，看涨可能性大；反之，看跌。
　　(六)如何寻找阻力或支持价位
　　1，市场顶或底部趋势线；
　　2，顶或底的水平线；
　　3，时间相同的循环；
　　4，重要顶或底的趋势线；
　　5，多重顶底的水平线；
　　6，涨跌幅度空间所见到的重要价位；
　　7，市场原来存在的重要价位，
  　8，习惯价位；
　　9，平均价位；
　　10，时间与价位平衡的时候的价位；
　　11，看收盘价；
　　12，当以跳空方式超越阻力或支持价；
　　13，三天强势收；
　　14，10天反向做。

       用唯物辩证法的观点来看待期货市场的存在与发展，对我们正确认识与处理有关问题的本质和现象、原因和结果、必然性和偶然性、可能性和现实性等辩证关系，正确把握
期市的发展规律大有裨益。

　　事物的发展是有规律的。唯物辩证法主张用全面、联系、运动的观点看问题，反对用片面、孤立和静止的观点看问题。因此，任何违背市场发展规律的短期行为和举措，终究都要付出成本和代价。今年，证监会决定以期市制度建设作管理重点，就是明智之举。市场人士认为，如果在期市制度建设方面能得以有效推进，则对期市未来的健康快速发展具有战略意义。

　　辩证唯物主义认为，事物联系与发展的基本规律主要有三个，即对立统一规律，量变质变规律和否定之否定规律。对立统一规律揭示了事物发展的源泉和动力，是唯物辩证法的实质和核心。矛盾是事物发展的动力，因此，期市出现的一些矛盾不仅不可怕，而且很正常。没有矛盾反而不正常，因为它意味着发展停止或衰退。市场的发展正是在矛盾的不断解决中实现的，而掩盖、回避、消极应对矛盾，实则是阻碍市场正常的发展进程。在面对错综复杂的矛盾时，我们要分清并处理好主要矛盾和次要矛盾、矛盾的主要方面和次要方面的关系，同时注意他们之间在一定条件下的相互转化，要坚持"两点论"和"重点论"的辩证统一。矛盾分析方法是唯物辩证法的根本方法，具体问题具体分析则是其活的灵魂。

　　量变质变规律揭示了事物发展的形式和状态。一切事物都是质和量的统一体：量变主要表现为事物数量的增减或次序的变更，质变表现为事物根本性质的变化，亦即一过程向它过程的转化、飞跃。事物量变的特点是渐进性和不显著性，体现出发展中的连续性；质变则是渐进过程的中断，其特点是显著性、非连续性。无论期市发展的自身，还是期市的市场走势，都在体现量变质变规律的客观存在。在运用量变质变规律时应充分注意适度原则的现实意义。"度"是事物保持其质的数量界限，只有把握事物的"度"，才能准确地认识事物的质，才不会混淆不同质的事物。如在市场的趋势分析中，趋势的转折点——"度"，我们没能很好地把握，则分析预测的实际效果就会大打折扣。其实，我们处理任何工作都要讲究 "适度"，掌握火候，从而防止 "过"或 "不及"。列宁说："只要再多走一小步，仿佛是向同一方向迈的一小步，真理便会变成谬误。"最佳的"度"就是最优化的数量指标，而认识事物的"度"，则有助于我们找出处理问题的最佳方案，从而争取最佳的效果。

　　否定之否定规律揭示了事物发展的方向和道路。唯物辩证法认为，否定是事物的自我否定，否定是事物内部矛盾运动的结果，而不是外力强加的。否定还是事物发展的环节，任何领域的发展都不可能不否定自己从前的存在形式，只有经过否定，旧事物才能向新事物转变。事物发展的前进性和曲折性告诉我们，某些方面的否定、特别是自我否定是必要的，这不仅是市场发展的客观需要，更是期市的本质特征和规律。作为市场的参与各方，按期市发展规律办事，就要有不断地进行"自我否定"的勇气，以推进期市的快速发展。