解释一下这些选择:
1.
Trade long or short, but not both Y 趋势追踪一般在一个市场中单方向下单,但是在好像可以在多个相关性不大的市场中作对冲操作。
2.
Trade the same number of contracts in all markets N 趋势追踪有一个根据市场流动性Average ture range调解仓位的系统
3.
If you have $100,000 to risk, you should risk $20,000-$30,000 on every trade N
4.
If you have $100,000 to risk, you should risk less than $2,000 on every trade Y
5.
If you have $15,000 to risk, you should risk $2,000-$3,000 on every trade N
这几题都是因为趋势追踪的圣经里面讲了一单要少于2%的资金,随着趋势的发展最大搞到3,4单就loaded了。
6.
When you enter a trade, you should know where to exit if a loss occurs Y 趋势追踪系统里面的固定和移动止损。
7.
You can never go broke taking profits Y 这里应该是N 不严格遵循机械系统给出的信号将无法做到用巨大的赢利来cover连续的较小的损失。
8.
The majority of traders are always wrong Y 这个总是这么宣传的。。。。但机械系统的要求是不去想对错
9.
Average profits should be about 3-4 times average losses Y 同样是趋势追踪法的特征。赢利巨大但是稀少,亏损多密但是数额小。
10.
A trader should be willing to let profits turn into losses Y 严格遵循机械系统的信号指示。
11.
A very high percentage of trades should be profits N 前面说了。趋势追踪的特征
12.
Needing and wanting money are good motivators to good trading N 大错特错,都是这么宣传的
13.
One’s natural inclinations are good guides to decision making in trading
N 应该是严格遵循机械系统
14.
Luck is an ingredient in successful trading over the short run Y 机械化趋势追踪追求小概率事件
15.
It’s good to follow hunches in trading N 还是老问题
16.
Trends are not likely to persist N 这个就是为什么我说是趋势追踪交易者出的题
17.
It’s good to average down when buying N 趋势追踪不搞逆势补仓拉平价格
18.
A trader learns more from his losses than his profits Y 这个大概都是这么宣传的。。。。
19.
Luck is an ingredient in successful trading over the long run N 还是老话,机械化交易追求小概率事件,要build odd
20.
Other’s opinions of the markets are good to follow N 更本就不考虑预测。
21.
Buying dips and selling rallies is a good strategy N 趋势追踪是追涨杀跌。
22.
It’s important to take a profit most of the time N 反了,大部分时候应该是学会承受损失,机械执行计划。
好多东西都没说,比如对信号准确与否的判定有没有认识,如何加仓实现超额赢利(其实是在trade off其作为一个整体的正确机会),如何进行资金管理(丹尼斯有说亏损百分之10后就把仓位减少20%)。不过显而易见是有关trend following的经典问题。
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