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[整理] 交易系统:国外论坛常年第一SonicR个人翻译完毕,第二部分:

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发表于 2017-10-22 18:21 | 显示全部楼层 |阅读模式
MONEY MANAGEMENT FOR USING PVSRA               PVSRA配套的资金管理
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Professor TAH has been telling manytimes how you must use small position sizes compared to what you might havebeen doing before!
I said last week that I can easilyhandle 1000pips moves to position building direction (loss side before profitside) andadd more and more to my position. Right now I'm building positions onGU short, EU short, and some exotic pairs like USDSEK long and USDNOKlong.
TAH教授已经说过很多次要用比之前小的头寸来交易,我上周说我已经可以轻松抓住1000点的运动方向(一开始亏损方向,之后盈利),并且不断加仓在我的头寸上。刚才我正在建仓GU空头、EU空头,以及一些少见的货币对类似美元对瑞典克朗和美元对挪威克朗的多头上。

Now if we look at actual temporary"drawdown" (can't talk about loss, because this should be temporaryuntilprice goes where it is supposed to go based on PVSRA) in depositcurrency;I now have 7 short positions open on EU. Microlots 0.01#1 1.3059-6.79#2 1.3096 -3.99#3 1.3090 -4.22#4 1.3103 -3.32#5 1.3117 -2.34#6 1.3143 -0.48#71.3150 +0.03 So... -21.11 total.
现在如果我们看一下实际的“浮动亏损”(不能说是亏损,因为这些会是临时的直到价格走向PVSRA预计的方向上),我现在有7笔0.01手空头头寸在EU上,
#1 1.3059 -6.79 欧元
#2 1.3096 -3.99 欧元
#3 1.3090 -4.22 欧元
#4 1.3103 -3.32 欧元
#5 1.3117 -2.34 欧元
#6 1.3143 -0.48 欧元
#7 1.3150 +0.03 欧元
So... -21.11 total.所以……一共亏损了21.11欧元

If one goes by the rules buildingposition and keeping sizes small, who can't handle this?My intention is todouble positions on the way down, cause then we are moving todirection that was originally read from PVSRA. That way I'm maximizing profitswith building positions and minimizing losses with keeping positions small whenbuilding stage is on way.
如果一个人按照规定来建仓并且保持头寸大小,谁不能掌握这个呢?我的意图是在价格价格下行的时候建立双倍的头寸,因为那时我们正在向从PVSRA读出的方向移动。通过这个方法我可以最大化我的利润并且让头寸足够小以最小化损失,在头寸建立阶段。

So little info about moneymanagement using different trading styles hereLittle example how I do it:ClassicSonic R trade with SL at recent higher swing low/high0.1lot. Risk is normally in 50-100pips range and TP in 50-100pips range. So50/50 risk/reward ratio.PVSRA proven Classic Sonic R early entry with SL atrecent swing low/high (like todays EJ, GJ and UJ trades) 0.1lot. Riskisnormally in 20-50pips range and TP in 80-150pips range. So 30/70 risk/reward ratio.
不同的交易风格使用不同的资金管理方法,一个我做的小例子:用SONIC传统方法带止损在向上波动中低点和高点间做0.1手,风险一般在50-100点,盈利在50-100点,所以是1:1的风险回报比。PVSRA验证过的传统SONIC早期入场带止损在波段高低间交易(类似今天的EJ,GJ和UJ)0.1
手,风险一般在20-50点,盈利在80-150点,所以风险回报比是1:3以上。

Now the building part Buildingposition the MM way is hard to put in any risk/reward ratio. Itcan be described as highest probability trading style I have come up.Youbasically can risk anything you want here, but my example is this:I startbuilding in 1/10 positions from size used normally. Adding on position every timeI think is good place to do so (full and half numbers when PVSRA stillconfirms the MM's haven't switched side). When the price starts to move to thedirection that was originally read with PVSRA, I add to each and every positionI already have taken building. This way I'm already at profit side when pricehas gone back 1/3 way to direction from where the buildingstarted.So different ways to trade, different ways to use money management.This is just an example how I do it
现在说说建立头寸。在MM的操作方向上建立头寸很难用固定的风险回报比来判断,只能用我做过的最可能的情况来描述:你基本可以做任何你想冒的风险,但是我一般开始建立平时1/10的头寸,在每次我认为我认为好的地方来加仓(整数或者半数位当PVSRA仍然确认MM没有调转方向)。当价格开始向我们一开始用PVSRA读出的方向来运动时,我对我之前已经建仓的每个头寸加仓,通过这个方法我在价格已经回调1/3的时候仍然是盈利的。不同的交易风格,可以使用不同的资金管理方法,这只是我自己做的一个例子。

Fire At Will! The Enemy isBeing Routed!
I have this post linked to the post by JRissa giving more details on someof the ways he manages his money position building. It is a informative post.It is well worth reading and well worth spending some time thinking about,after you read it. Give time for such information to sink in. It may havegreater significance than one might first realize.I would like to add anotherthought to this body of knowledge that is starting to be openlydiscussed, unlike before when such would only have received ridicule from theDoubting Thomases within the retail trader group, and from the spies of the MMswho would not like retail traders doing anything that makes it more difficultfor the MMs to take their money!
我把这个帖子链接到JRissa关于他资金管理和建立头寸的帖子上,这是一个有价值的帖子,值得我们阅读和花时间思考,花时间进一步消化。它比人们一开始认识到的要重要的多,我愿意在此知识体系之中加入更多的想法并乐于看到它开始被广泛讨论,而不像之前有关这些都会遭遇来自散户的怀疑和嘲笑,以及来自那些MM的间谍,他们希望散户什么都不做好让他们更容易的从散户身上赚钱。

The thought I would like to add is this. JRissatalked about building a position up as the MMs worked price to build up theirown positions, and with the plan to also add more to the position when the MMsfinally move the price in the profit making direction. So?Here is the"So?" When EU was dropping earlier yesterday, I did not add. Therehad already been talk (ref: Worldfreedom) about the possibility the MMs mighttake price high again later, and they did, and to the tune of almost 70 pipspast the previous signicant high, on a run off the bottom of almost 135 pips!So, we must keep in mind this next statement.
我愿意分享的是,JRissa说他在MM建立头寸的时候他也建立,并且计划在MM最终把价格向利润方向运动的时候加仓。然后呢?注意这里是“然后呢?”,当EU在昨天早些时间被压低的时候,我没有加仓,这里已经讨论过了MM可能会之后把价格重新拉回,并且他们这么做了,并且超越前高70点之多,一波从低到高135点!因此,我们必须记住下面的这些原则。

PVSRA can indicate if the MMs are bulls orbears, but we can never know when the MMs are going to stop building and starttheir run for profits.As a result of not adding to my EU short position as the run forprofits "seemed" to have started early yesterday,when the shithit the fan I was able to send out several more Scouts nearthe top of the 135ish pips run back up! I responded to a question earlieryesterday that the MMs might be lowering price ahead of news to coax shortersinto the market. On the surface, that would seem not the thing for the MMs todo if they are bears. I mean, why would bear MMs encourage more bears to comein and compete for whatever liquidity for shorting is available? The answerproved simple enough. Suck 'em in and wipe 'em out later! Not only wipe 'emout, but wipe 'em out with nice losses which magnified the liquidity for thesesonofabitch bastard MMs!
PVSRA能指出MM在做多还是做空,但是我们从不知道什么时候MM准备停止建仓并且开始他们的价格活动来获利。由于我没有加仓我的EU空头在昨天早些时候开始的“似乎”趋势中,当出现糟糕回升时我可以在接近135点的高点回撤时做更多的观察!我昨天回答的是MM可能做低价格然后让媒体来迷惑散户进场做空,在表面上,做空的MM不可能会做这种事,我意思是,为什么做空的MM会鼓励更多的做空者来抢夺筹码?答案很简单,吸引他们进来然后扫他们出场!不仅是扫他们出场并且漂亮的抢走他们的钱。

I hope my added thought is clear. We can never know when the MMs havestopped building and have indeed initiated their run for profits. Therefore,how can we know when it is safe to expend more Scouts during moves in theprofit making direction? Please think on this carefully. Building onlywhen price is moving against you might be a hell of a lot safer than doing that andthen expending more Scoutswhen the price is not moving against you. Don't fire all the rest of yourammunition when you see you have the enemy on the run!
我希望我的思路是清楚的。我们从不能知道MM什么时候停止建仓并且真正发起价格的运动获利,因此我们怎么能知道什么时候对价格运动时进行的侦查判断是安全的?请仔细思考一下,只有当价格在你相反方向上建立头寸要比你在同方向上安全很多,并且当价格和你方向相同运动时要更多的观察PVSRA。不要使用你所有的子弹当你看到你的敌人在逃跑。

Exacting Entries!
Don't need 'em. PVSRA indicates if the MMs are bullsor bears. Bull MMs can, and do, put on bear PA. Bear MMs can, and do, put onbull PA. This PA can, at times as we have seen today, be extreme! So what? Thisis one of the strategies we should always be expecting the MMs topulloff in order to create liquidity to get more of their own orders filled!It isthe way of the market, traders. If you don't like it, get out of trading.On theother hand, you can use any move the MMs make to advantage you the same way theytake advantage of it. Build a position along with the MMs. It is as simple asthat, but you must restrict your size of individual trades from however you arecurrently trading. If you trade in lots, then trade in mini-lots, etc.
不需要他们,PVSRA指出MM是做空还是做多。做多的MM可以把趋势做低,做空的MM可以把趋势做高,有时和我们今天已经看到的一样,极致的!那又怎样?这是一个MM把价格压低以为了吃进更多的订单来充实他们自己的订单的战术,我们只能一直等待。这是市场的方式,如果你不喜欢可以不交易。另外,你可以利用MM制造的趋势来像他们一样来使自己取得优势。建立一个头寸跟随MM。这很简单,但是你必须限制你的头寸大小比你平时的头寸要小,比如你平时用手交易,那么用迷你手等等。

You don't need your entries to be exacting,only in the same ballpark! Making exacting entries is impossible except by purechance, and it doesn't often happen, so don't worry about it. Just get yourposition built with individual entries at decent locations. The skill here isto manage entries so you do not run out of those smaller bullets before the MMsrun out of running the price. We will never succeed at being perfect at thissimply because while PVSRA indicates if the MMs are bulls or bears, we cannever know when the MMs will stop running prices and initiate their run forprofits.Trade small sizes, very small relative to account size. Trade light anddon't waste your smaller bullets too early in the game. Don't worry aboutexacting entries!Frankly, I still stay on the record thatI do not yet recommendanyone trade like this, though I understand the temptation to do so. If you tryit, you do so at your own risk. So if you do, you better demo it with an amountof money you might really start with, and see what tweaks you need to make toyour trading in order to survive! You need experience with this in order tocome to the knowledge, based on an account size, how small trade sizes need tobe, how many you can have open at the same time, and where you need toterminate a trade gone bad. I will repeat what I said in a post above. JRissarecently stated he trades small enough that he can be down one thousand pips.Anyone trading this way needs to think about this and understand the reasoning.It is better to blow one or more demo accounts until you truly understand, thanto blow your real money right off the bat!

你不需要准确的进场,准确的进场时不可能的除非一些偶然的机会,偶然不会经常发生,所以不用担心这个。有个技巧是MM不走出趋势你也不加入你的更小的头寸。我们不能成功的完美进场很简单,是因为PVSRA只是指出MM是做空还是做多,我们永远不知道什么时候他会停止价格运动并且真正开始走向利润方向,用小头寸交易,对账户影响非常小,轻仓并且不要太早用完的你的小型子弹。不用担心准确的进场,坦率的说,我始终没有推荐别人用这种方法交易,尽管我理解对他们的诱惑。如果你打算尝试,你要对自己的风险负责。如果你这么交易,你最好先用同样的钱在模拟账户上练习,看你实际生存需要做哪些交易调整。你需要经验来交接开多少的账户,多少的头寸来交易,同时间你能开多少的交易,以及哪里你需要结束一个变坏的交易。我要重复我上面说过的,JRissa近期说他用小头寸可以扛住1000点的存世,任何用这种方式交易的人要思考并理解这么做的原因。最好在用过一个或更多的模拟账户后,再在实际账户上投入真金白银的钱!
每个人都是独特的,但是当牵扯到钱,差异很快就抹平了。

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发表于 2017-10-22 18:24 | 显示全部楼层
谢谢分享
如果你认为看懂了市场,那你一定是误解了市场。

市场从来不在乎你、我或任何专家,从不会按照你认为发生什么就应该要发生什么那样。

在市场中赚钱并不容易,但是有可能的,只有把资金、技术、心理这三者和谐地融汇贯通去指导行为,将会走向更加有利可图的交易之路!
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