當日衝之路
縱橫馳騁華爾街 那是我的快樂與自豪 ...............
正文
指導:
1. 封閉(開放)式賬戶,(投入開始操作後,暫不取出本金與利潤,稅雜費賬戶外資金支付.)
2. 投資工具與方法,使用巴非特的投資理念選股做中長線投資,另外使用人工智能與複利方式(Artificial Intelligence & Compound Interest)點控計算機程式運作短線投資.
3. 本金(實際投入的資金)風險控製在<-10%,產生利潤>本金30%時風險控製在<-30%.
4. 使用投資界公認的高潮標(High Water Market)來計算成長率與跌幅(DrawDown).
5. 投資對象是股票MA(與另外的股票與FETs等).
6. 由人工手動與計算機軟件程式指令雙通道並行結合執行.
運行:
1. 啟動(代號T1)=使用S.CO8.12程式, (該程式在過去2年 (27個月)中曾發生的最大跌幅-8.26%,包括近期金融風暴道指暴跌近6,506.29點的打擊,而曆史模擬成長己達316%,)半額本金投入運行,利潤達到總投入額+5.00%時,切換進入全額運行,這樣操作目的是盡量控製本金跌幅在-10.00%內.(實時數據,模似資金投入效果,見圖表T1係列).
2. 過渡(代號T2)=在利潤達到總投入額+10.00%時,切換進入CA0.8339程式, (該程式在過去2年半最大跌幅小於-20%,包括近期道指暴跌近6,506.29點的打擊,而曆史模擬成長己達1,220%,)半額本金投入運行,利潤達到總投入額+15.00%時,切換進入全額運行,這樣操作目的是盡量控製本金跌幅仍在-10.00%內.(實時數據,模似資金效果,見圖表T2係列).
3. 正常(代號T3)=在利潤達到總投入額+20.00%時,切換進入AICI 1.2863程式,(該程式在過去2年半最大跌幅小於-30%,包括近期道指暴跌近6,506.29點的打擊,而曆史模擬成長己達4,609%,)半總額投入運行,利潤達到總投入額+30.00%時,切換進入全總額運行,這樣操作目的是盡量控製本金跌幅仍在-10.00%內.(實時數據,模似資金效果,見圖表T3係列).
4. 加速=在利潤達到總投入本金+50.00%時, 將接通反向數據鏈,同時啟動計算機放空程式加入運行.進行賬戶內雙向對衝運作,以獲取在可控風險狀態下的更高利潤率 .
實施:
1. 外圍執行設備為一套三顯電腦,用於操盤手操作,一套監控.
2. 操盤手工作時間表: ET AM 9:00-10:00 12:00-13:00 15:30-16:30,
係統與操盤手的業績誤差:
1. 下單下反買賣方向
2. 下單下錯股票品種
3. 下單下錯止損，止利價格
4. 下單下錯買賣股票數量
5. 係統沒有信號也下單
6. 不按止損價位，止利價位出
7. 不按係統價位下單，憑感覺下單
8. 沒有計劃好資金的按排。
9. 帳戶中還有掛單,離開或收盤時忘記清
10. 每天盤前沒有確認券商確有股票可以放空
係統*星標說明:
1. Systems Statistics*: Statistics are for combined open and closed positions. If open positions are included, results calculations may be delayed by several hours.
Hint: on the words equity chart in Next paper, and I will show you exactly what I am talking about.
Systems Statistics (Net Point)*:
1. Realism Factor
2. Trades 568
3. Profitable 341
4. Losses 227
5. Win % 60.04%
6. APD Ratio
7. Correlation W/S&P
8. Correlation W/NASQ* 2.67/1
9. Cumu $*
10. After Typical Commission
11. Total Win 1,170.99
12. Total Loss -711.94
13. Net Win 459.05
14. Avg Win $3.43
15. Avg Loss $-3.14
16. Profit Factor* 1.65:1
17. P/L per unit $0.81
18. After typical commission
19. Avg Trade Length 1 < days
20. Compound Annual % 150.1% over 568 days
21. Sharpe Ratio
22. Max Drawdown (High-Water Market Point) -14.34%(07/14/2006 to 10/14/2008 MA)
23. Risk of -30% account loss 9.46%(+89.2%)
24. Max Gin 36.99/天
25. Max Loss -26.58/天
26. Max Gin Days 9天x2
27. Max Loss Days 6天x2
係統操作標的:
1. 中長線股票投資,在$35元以上美股中選擇
2. 當日交易股票投資,在$50-$500元美股ETFs & Stocks中選擇
係統下單運作執行:
1. Pre-Market: 自動or手動
2. After Hours: 手動or自動
3. 中長線下單頻率: 5 days < 3
4. 當日交易下單頻率: day = 1-3 or more
係統按運行方式分為四類:
1. 單向單通道單標,
2. 單向雙通道雙標,
3. 雙向單通道群標,
4. 雙向雙通道群標,
Important Warning about Hypothetical Results
On this page, and others within the My Own Web site, you are going to read about trading systems and their performance. It's important that you understand that all results reported on these pages must be treated as hypothetical results.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Although trading systems is a useful service, it is not the same as real trading. Our measurements of system performance must be treated as hypothetical performance, because no real trades are taking place. It is one thing to keep computerized records of the the prices of financial instruments at certain times of the day. It is a completely different thing to use real capital, and actually attempt to execute real life orders.
Please keep in mind, then, that:
Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.
I have read and understand this warning
附件:
1. 封閉(開放)式賬戶,(投入開始操作後,暫不取出本金與利潤,稅雜費賬戶外資金支付.)
2. 投資工具與方法,使用巴非特的投資理念選股做中長線投資,另外使用人工智能與複利方式(Artificial Intelligence & Compound Interest)點控計算機程式運作短線投資.
3. 本金(實際投入的資金)風險控製在<-10%,產生利潤>本金30%時風險控製在<-30%.
4. 使用投資界公認的高潮標(High Water Market)來計算成長率與跌幅(DrawDown).
5. 投資對象是股票MA(與另外的股票與FETs等).
6. 由人工手動與計算機軟件程式指令雙通道並行結合執行.
運行:
1. 啟動(代號T1)=使用S.CO8.12程式, (該程式在過去2年 (27個月)中曾發生的最大跌幅-8.26%,包括近期金融風暴道指暴跌近6,506.29點的打擊,而曆史模擬成長己達316%,)半額本金投入運行,利潤達到總投入額+5.00%時,切換進入全額運行,這樣操作目的是盡量控製本金跌幅在-10.00%內.(實時數據,模似資金投入效果,見圖表T1係列).
2. 過渡(代號T2)=在利潤達到總投入額+10.00%時,切換進入CA0.8339程式, (該程式在過去2年半最大跌幅小於-20%,包括近期道指暴跌近6,506.29點的打擊,而曆史模擬成長己達1,220%,)半額本金投入運行,利潤達到總投入額+15.00%時,切換進入全額運行,這樣操作目的是盡量控製本金跌幅仍在-10.00%內.(實時數據,模似資金效果,見圖表T2係列).
3. 正常(代號T3)=在利潤達到總投入額+20.00%時,切換進入AICI 1.2863程式,(該程式在過去2年半最大跌幅小於-30%,包括近期道指暴跌近6,506.29點的打擊,而曆史模擬成長己達4,609%,)半總額投入運行,利潤達到總投入額+30.00%時,切換進入全總額運行,這樣操作目的是盡量控製本金跌幅仍在-10.00%內.(實時數據,模似資金效果,見圖表T3係列).
4. 加速=在利潤達到總投入本金+50.00%時, 將接通反向數據鏈,同時啟動計算機放空程式加入運行.進行賬戶內雙向對衝運作,以獲取在可控風險狀態下的更高利潤率 .
實施:
1. 外圍執行設備為一套三顯電腦,用於操盤手操作,一套監控.
2. 操盤手工作時間表: ET AM 9:00-10:00 12:00-13:00 15:30-16:30,
係統與操盤手的業績誤差:
1. 下單下反買賣方向
2. 下單下錯股票品種
3. 下單下錯止損，止利價格
4. 下單下錯買賣股票數量
5. 係統沒有信號也下單
6. 不按止損價位，止利價位出
7. 不按係統價位下單，憑感覺下單
8. 沒有計劃好資金的按排。
9. 帳戶中還有掛單,離開或收盤時忘記清
10. 每天盤前沒有確認券商確有股票可以放空
係統*星標說明:
1. Systems Statistics*: Statistics are for combined open and closed positions. If open positions are included, results calculations may be delayed by several hours.
Hint: on the words equity chart in Next paper, and I will show you exactly what I am talking about.
Systems Statistics (Net Point)*:
1. Realism Factor
2. Trades 568
3. Profitable 341
4. Losses 227
5. Win % 60.04%
6. APD Ratio
7. Correlation W/S&P
8. Correlation W/NASQ* 2.67/1
9. Cumu $*
10. After Typical Commission
11. Total Win 1,170.99
12. Total Loss -711.94
13. Net Win 459.05
14. Avg Win $3.43
15. Avg Loss $-3.14
16. Profit Factor* 1.65:1
17. P/L per unit $0.81
18. After typical commission
19. Avg Trade Length 1 < days
20. Compound Annual % 150.1% over 568 days
21. Sharpe Ratio
22. Max Drawdown (High-Water Market Point) -14.34%(07/14/2006 to 10/14/2008 MA)
23. Risk of -30% account loss 9.46%(+89.2%)
24. Max Gin 36.99/天
25. Max Loss -26.58/天
26. Max Gin Days 9天x2
27. Max Loss Days 6天x2
係統操作標的:
1. 中長線股票投資,在$35元以上美股中選擇
2. 當日交易股票投資,在$50-$500元美股ETFs & Stocks中選擇
係統下單運作執行:
1. Pre-Market: 自動or手動
2. After Hours: 手動or自動
3. 中長線下單頻率: 5 days < 3
4. 當日交易下單頻率: day = 1-3 or more
係統按運行方式分為四類:
1. 單向單通道單標,
2. 單向雙通道雙標,
3. 雙向單通道群標,
4. 雙向雙通道群標,
Important Warning about Hypothetical Results
On this page, and others within the My Own Web site, you are going to read about trading systems and their performance. It's important that you understand that all results reported on these pages must be treated as hypothetical results.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Although trading systems is a useful service, it is not the same as real trading. Our measurements of system performance must be treated as hypothetical performance, because no real trades are taking place. It is one thing to keep computerized records of the the prices of financial instruments at certain times of the day. It is a completely different thing to use real capital, and actually attempt to execute real life orders.
Please keep in mind, then, that:
Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.
I have read and understand this warning
附件:
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