说到SonicR,肯定很多人都知道。在国外著名的forexfactory上一直保持着最高的访问量和回复数,国内介绍这个系统的人也很多,但是主要是2012年以前的最初楼主sonicdeejay的初始版本,这个系统主要是以一条EMA89均线和一个包含上下轨的EMA34通道组成的,依据道氏理论中的N字结构中的第2笔和第三笔入场,具体介绍的资料网上有很多,就不赘述了,这里重点是介绍在2012年之后,由Professor TAH逐渐改良过的 templates,其中比较重点的是首次引入了外汇交易中成交量的概念。众所周知,在外汇交易和其他投机领域的比较中,时空价量四个因素,先天就少了一个方面,就是成交量,而比如股市中成交量是可以说最准确和重要的参考,因此从这个角度来说,Professor TAH的贡献是突出的。在他的 templates中,有关成交量的分析主要是通过一个指标PVSRA来实现的,而其前身是由同样出自forexfactory上的Volume Spread Analysis演化来的,VSA可以说一种形成很久的独立的分析策略,其核心思想是通过价格行为来分析主力的操作意图,而这个思想也是PVSRA的核心…………笔者正好自己之前出于学习的目的,翻译了PVSRA的详细说明书,以及修正了网上的有关VSA的一部分参考资料和书籍,正好借此机会给大家一起分享交流。如大家需要,我也可以把VSA的翻译后资料发在这个帖子里。
PVSRA在累积和派发过程中:
SonicR交易系统传送门:http://www.forexfactory.com/showthread.php?t=114792
2014版模板和指标:
2014版原版说明书:
老版的中文系统操作说明:
PVSRA说明书(英文):
几个名词解释:
MM=SM —— 做市商,本文中可理解为有操控500点实力的主力
聪明钱—— R.Wyckoff发明的概念,指市场中主力驱动的资本
系统截图:
PVSRA个人翻译:
PVSRA (Price/Volume/S&R Analysis)
PVSRA是 SONICR SYSTEM的一部分 Sonic R. System有两种交易方法: Classic:This is an ema (Dragon) based methodof trading that uses Price Action, Wave Analysis, S&R and a bit of Volumeto validate a setup for a single entry trade. Scout:This is a pure Price, Volume andS&R based method of trading that uses a unique(独特的) analysis ofPrice Action, Volume and S&R (called PVSRA) to determine two things: if themarket is bull or bear, and accordingly at what optimal(最佳的) price areas tomake entries to build a trade of multiple positions, much as the market itselfis doing. PVSRA Rules 规则: If MMs are bears, avoid Sonic R. long setups. If MMs are bulls, avoid Sonic R. short setups. Or, it is ok to be counter-trend, just never be counterMM! 可以反趋势做,但是不要和聪明钱反着做 PVSRA is intended to: PVSTA试图: 1. Analyze Price bars when highvolume shows -are the bars lower or higher than before, and has PA generallybeen drifting upwards or downwards, etc.当成交量大的时候分析价格,是比之前更高还是更低,以及价位是被拉高还是压低等等 2. Analyze Volume -simply spotwhen volume is relatively higher. 分析成交量,简单的发现成交量放量的时候 3. Analyze Price and Volumerelative to S&R -once 1. And 2. Exist, where is it all happening 分析价格和成交量与支撑阻力位关系,一旦1和2存在,确定支撑阻力在哪里产生 WHYdo we use price volume analysis? 我们为什么需要使用成交量分析? A study of volume is not the basis for a Sonic R. Systemtrade. However, if a current Sonic R. setup points in the samedirection that a study of recent volume points to, then there can be addedconfidence the setup will not end in a headfake. Also, if you are in a Sonic R.System trade and suddenly a green or red bar appears, especially if the volumebar is exceedingly tall, that should alert you to the possibility the run isnearing the end. 关于成交量的学习不是Sonic R的必须,但是如果一个Sonic R的入场点和成交量分析方向一致,就将增加这个头寸不是假突破的信心。如果在一个Sonic交易中突然出现一个绿色或红色的K线,特别是对应的成交量线特别的高,这将警告你这次趋势的奔跑有可能到接近终点了。
The blue bars are simply an indication \"business is picking up\".The green/red bars denote \"institutional trading\" went into highgear. These green/red bars can come near the beginning of a move, so possiblydenotinga run is in the making. However, if the resultant move was very modest,ending soon after such bars, then these bars can be denoting both the beginningand end, something like the final spurt of activity, and possibly before areversal. These green/red bars can also come during a move, so possibly denoting a run iscoming to a close, or a pause. 蓝色的成交量条简单的表示趋势在“开始启动”,绿色或红色表示“机构交易”进入高档位,这些绿色或红色条如果在价格开始运动的时候就出现,可能代表趋势在发展中,然后,如果这次的趋势奔跑很小,在这些条出现后价格运动结束的很快,那么这些条既代表开始又代表结束,有点像最后的一冲,之后可能就是反转。这些绿色或红色条也可能在价格运动的趋势中出现,可能代表这次奔跑将要终结或者是一个暂停。
Conclusions drawn from the study of the relationship between price andvolume cannot be exacting. For one thing, forexvolume is only the count oftrades on your broker\'s server, not the market-wide count on total currencybeing traded. For another thing, and more importantly, the \"BigMoney\" trading outfits can turn price around on a dime and send it far offin the opposite direction. And they can do this at any time, no matter what anysort of technical study has been \"telling\" you! 通过量价关系分析得出的结论不能太准确。首先,外汇成交量知识你的交易商的统计数量,另外,大资金的交易系统可以立即改变价格走势并向相反方向运动,并且可以随时这么去做,无论哪种技术方法已经告诉你。
At any time when an MM starts building a position, or decides to add toone you will see the price move up and down, or down and up. This keeps theprice in a range and makes the average cost more attractive than if the MMsimply kept buying in an upwards direction or selling in a downwards direction.Sometimes there can be more than two swings, and they do not all have to strikethe same highs and lows. The point is that by manipulating the price up anddown the MM keeps from moving the price up too high while buying, or frommoving too low while selling. 无论何时当MM开始建立一个头寸,或决定把价格做高或压低,他们会把价格控制在一个范围,并让平均成本比单独的一直买入或一直卖出走到目标位有吸引力的多,有时候会有两次以上摆动,并且他们不需要触及到同样的高点或低点,重点是他们操作价格上下以保持价格不会太高当他们做多的时候,并且不会太低当他们做空的时候。
Consolidation areas on charts are where you see the price has constantlymoved up and down within a range, and in a concentrated fashion. The marketterm \"consolidation\" is another of those benign and palatable wordsthat really avoids telling the truth. The truth is that when you see theseareas on a chart you know there is a concentration ofMMs buying or selling. If you could figure outwhich it was (and sometimes you can) then it makes you a less easy target forthe MMs to steal money from震荡区是你看到在一个区间来回上下。市场“震荡区”是一个温和的词汇,真相是当你看到市场的来回震荡表明MM在集中的买进或卖出,如果你能弄明白这个,你可以少从MM那里被偷钱出来。
You cannot tell from the up/down price gyrations put on by the MMs whenthey are active buying or selling, which it is. Other kinds of information mustbe added to the mix. Volume is unique information because it is not a technicalthat is a calculated derivative of price information, as all other technicalare. It is the one technical that can show you something that no othertechnical can show you. It can show you the price areas the MMs are doing mostof their trading; at the higher prices, or at the lower prices. Isit any wonder that in the forex market the volume information given to us isprostituted down to a count of trades rather than a count of currency volumestraded? If we knew just how big some of the trades were after priceswere driven to lows or to highs, then we would be even more knowledgeable aboutwhether the MMs were bulls or bears. 你不能从价格的上升或下降中读出MM什么时候在实际的买进或卖出,你必须混合一些其他种类的信息。交易量是一种独特的信息因为它不是通过对交个的数学计算得出的,可以告诉你其他指标不能告诉的。它可以显示MM大量操作的价格区域,在更高的价格还是更低的价格。难怪给我的交易量信息被缩减成了交易报价的次数而不是当前的交易数量。如果我们知道当前的交易是多大的量在使得价格向上或向下运动,我们就能有更多的知识来判断MM在做多还是做空。
Any volume chart can give enough information to reasonably figure thisout, however. Even though we don\'t know the size of trades, if the count oftrades goes up, then we know that was where the MMs wanted the price. If thisis as a result of the price being driven low, then we can conclude the MMswanted the price low because trading increased at the lows. And if that is thecase, then the MMs are either closing shorts at the end of a Mark Down phase,or they are opening longs as part of an Accumulation phase. If this is as aresult of the price being driven higher, then we can conclude the MMs wantedthe price high because trading increased at the highs. And it that is the case,then the MMs are either closing longs at the end of a Mark Up phase, or theyare opening shorts as part of a Distribution phase. In other words, if the MMsrun the price up and following that there is increased volume of trades, thenthe MMs are bears, not bulls. If the MMs run the price down and following thatthere is increased volume of trades, then the MM are bulls, not bears. 任何交易量图表如果信息足够都能发现这个,但是,即使我们不知道交易的数量,如果交易数增加,我们能知道那里是MM需要的价格。如果对应的结果是价格被拉低,那么我们可以推断MM想让价格走低因为在低点放量。并且(低点)代表MM或者在关掉空头头寸在这次下降趋势的结束,或者在开始多头头寸准备上拉。如果交易量上升价位被拉高到高点,那么我们可以推断这个高点是MM希望拉高,说明MM要么是在关掉多头头寸结束拉升,要么准备开始空头头寸压低价格。换句话说,如果MM把价格拉高同时成交量在上升,那么说明MM之后要做空,如果MM把价格压低同时成交量在上升,那么说明MM之后要做多。
You see, bullish MMs do most of their Accumulation while price is in arange, before they break the price up out of the range. Sometimes they evendrop the price down out of the range (called a head fake) to get lowerprices for additional buying. Once they are loaded up long, they are ready fora Mark Up run. Bearish MMs do most of their Distribution while price is in arange, before they break the price down out of the range. Sometimes they evenraise the price up out of the range (called a head fake) to get higher pricesfor additional selling. Once they are loaded up short, they are ready for aMark Down run. 你看,做多的MM主要在价格处于一个区间的时候来收集筹码,在它把价格拉升到价格以上之前。有时他们甚至把价格故意拉低到范围之外(叫做空头陷阱)来得到更多的低价格买单。一旦他们收集好了他们的多头筹码,他们准备一次向上的拉升。做空的MM主要收集筹码在一个区间,在它把价格压低之前,有时他们甚至把价格拉高到范围之外(叫做多头陷阱)来得到更多的高价格卖单,一旦他们决定准备好空头,他们准备好了把价格做低。
The point is, by looking more closely at those events where the MMs runthe price down or up, bystudying the volume associated with the price barsduring such an event, you can often see whether the MMs are bulls or bears. Todo this you need to drop down to M1 charts and see what the volume looks likeas price is manipulated up or down, then peaks and goes sideways. If the volumeis more substantial overall at andafter the extreme prices are achieved than before the run then you can concludethat is where the MMs wanted the price to go. And if that is where they wantedit to go then if it went up, the MMs are bears that are either closing longs oropening shorts. If it went down, then the MMs are bulls that are either closingshorts or opening longs. However, if price went up and then soon fell downagain, it is more likely the rise was buying and then the MMs pulled the pricedown again for lower prices for more buying. If the price went down and thensoon went back up again, it is more likely the drop was selling and then theMMs pulled the price back up again for higher prices for more selling. Most ofPA is just a misch-mash of ups and downs and volume that is indeterminate. Soyou have to be diligent. You have to investigate any notable price action andmove on until you come to an event that yields the information you are lookingfor. 重点是,通过观察MM在哪里拉升或压低价格,通过学习成交量与价格之间的联动,你经常能知道MM是在做多还是在做空。要做到这个你需要到M1图中看当价格在被操作的向上或向下时成交量怎么表现。如果成交量在价格达到极值后整体放量,于是你可以认为这个极值点是MM控制的价格走势。并且如果这是MM控制的,那么假如这次走势是走高,那么就是MM想要做空,要么是结束自己的多头头寸,要是么准备开始自己的空头头寸。如果这次走势是走低,那么就是MM想要做多,要么是结束自己的空头头寸,要是么准备开始自己的多头头寸。然而,如果价格走高后马上又降了下来,那么更可能是一次买入的过程并且MM把价格拉回以在更低的价格来继续买进,如果价格走低后马上又升了上去,那么更可能是一次卖出的过程并且MM很快把价格抬回以在更高的价格来继续卖进。大部分的价格运动是来回的上下并且成交量是模糊的,所以你需要更用心,必须观察任何值得注意的价格运动直到你发现一个你在寻找的时机。
Just keeps this in mind about the MMs manipulating prices. There aresundry MMs, so one move can be followed by another, and another as each MMpushes prices to new highs or lows seeking better prices for their selling orbuying. So, we do not trade on volume information alone! The way to use theinformation that studying volume gives you regarding whether MMs are bulls orbears is to wait for the next valid Sonic R. setup in that direction. Some of this might sound tedious. Itisn\'t, once you get the hang of it. Trading isn\'t easy, but price action andvolume together can be very reliably predictive those times when clear cluesappear; as close to the \"Holy Grail\" as anyone will ever come. Mostforex traders shun volume, and have no idea what they are missing. 把MM操作价格的情况了解下:有各种各样的MM,所以一次价格运动可以被其他MM跟随,另外的MM会继续拉高或压低价格以找到他们适合赚钱的买入或卖出点,因此我们不能单独用成交量指标来进行交易!成交量的分析是帮助你分析MM在做多还是在做空以让Sonic R的开头寸在同一个方向上。这些听起来单调,但是一旦你熟悉起来并不枯燥。交易并不简单,但是价格运动和成交量一起可以很可靠的预测当清晰的线索出现时。大量的交易者忽略成交量,并且不知道他们错过的是什么。
来源: 【原创】国外论坛常年第一的交易系统SonicR个人翻译(已更新完) |