交易纪录

江湖小虾米 发表于 2010-8-31 00:03
前些天回家了。
现在有2个小问题问下楼主。
1，在143楼的图中说“前期在1040区域买家积极涌入，有理由预期同样的价格会触发买家入场”但是在7月初1040被突破了吗，为什么此时没有触发买家入场，形成支撑？还有这样被突破后，1040还会被预期日后会触发买家入场吗？
2，在144楼所说的“2笔stop order”是怎样的交易技术？
谢谢指导！

7月初被突破是因为当时市场情绪极其悲观（或者过渡悲观），在当时十分恐慌的情绪下，市场的买家并没有入场，所以标普指数一路震荡走低。但是现在情况有所不同，主要是市场情绪已经缓过神来。买家从新又觉得1040这个价位是物有所值，就又入场推动价格走高。 再者，许多的职业交易员都有着对这个点位同样的分析，也就在反弹的走势达成了共振。 从行情可以看到，连续好几天1040的反弹非常强势，直道今天都还在形成有效支撑。

做外汇和期货的时候，有两种单子，limit order, 和 stop order.（还有一个market order）。limit order是在有利的价格点位下单。stop order是在不利的价格点位下单，比如说要在比市价高的位置买，在比市价低的位置卖，就是stop order. 下了stop order 之后，只要单子的价格被达到，就会触发生效。  而有些重要数据公布的时候，市场往往会在瞬间（这个不是比喻，真的是一瞬间）达到相当大的单边波动。如果等结果出来再去追市场，那黄花菜都凉了，是没有收益的。 所以在上下一定距离先下好单子，等市场一跳动，不管哪个方向单子都会被触发，这样才赶得上分一点肉吃。  呵呵。

先看看今天盘面的大趋势：


在这个情况下，做了几笔交易：　

	Position	Entry	Stop	Actual	Profit/	Reason for trade and what happened	Learning points
		Price	Loss	Exit	(Loss)
1	Short	1042.5	1043.5	1041.5	50.00	S&P broke the EMA on 5min chart, looked likely to retest the 1040 area once more. Went for a quick short. Target filled.	Could have hold for more, as it was still a lot to go for the support level. In stand, went back in after breaking lower of the 5min bar later on.
2	Short	1041.25	1042(trailed to breakeven)	1039.5	87.50	Price broke lower of the 5min bar and continued for testing the support. Back in for the short and looked for the previous low. Closed 2 ticks early for profit.
3	Short	1041		1041	-	Opened the position accidentally. Out breakeven.
4	Short	1041.5	1042.25	1042.25	-37.5	Shorted at the retrace back to EMA, stopped out.	There was data coming out at 14:45. Forgot about it when busy trading. Shouldn't have gone for the trade this way if was aware of the data.
5	Long	1042.5	1041.5(trailed to breakeven)	1043.75	62.50	With the support level just tested, and EMA breakout, went long and looked for a previous high. Closed out early for profit.	Out too early this time. Was a bit affected by the slightly worse than expected data.
6	Short	1047	1047.5	1046	50.00	1047 was intra-day high, as well as yesterday's cash close price. Traded it as an resistance and looked for just 4 ticks profit. Target filled.	Normally the price would retrace for 8 ticks at this kind of levels.
7	Long	1046.5	Breakeven after order filled	1050.25	187.50	Used both buy and sell stop orders to trade the 3pm data release. Buy order was filled. Trailed the stop and holded the position for more than regular, because the resistance has just been brokeout.	The stop-market-order was activated with a market gap of 5 ticks. In other words, the entry price was 5 ticks higher than the stop order.

153# feng-pan

You made good trades today !

今天欧洲早盘受亚洲数据影响强烈走高。美国国债之前过度超买，近期的回调也给了股市不少上涨的动力。

待会有1点15分的ADP数据，和3点的ISM数据。两个数据如果向好的话可能会进一步推动国债回调，股市走高。

................................
1点15分的ADP就业数据出来，出人意料的低于预期。当时股市稍微下跌，标普摸到昨天收盘价后，马上就恢复了上涨的趋势。  风险货币欧元/美元一直在涨。美国10年国债跌至小时图支撑位，盘前已多次测试。整个市场的风险偏好较前几天又有了重大转变。 美股开盘后仍可能继续突破上涨。

ADP的官方报告：
Private sector employment decreased by 10,000 from July to August on a seasonally adjusted basis, according to the latest ADP National Employment Report® released today. The estimated change of employment from June to July was revised down slightly, from the previously reported increase of 42,000 to an increase of 37,000. The decline in private employment in August confirms a pause in the recovery already evident in other economic data. The deceleration in employment was evident in the major sectors and by size of business. This month’s decline in employment followed six monthly increases from February through July. Over those six months the average monthly gain in employment was 37,000 with no evidence of acceleration.

FINAL_Report_August_10.pdf (171.26 KB)

2010-9-1 21:20:10 上传

因为ADP就业数据对周五的非农就业数据有一定指导价值，所以贴出来，有空再详细看看。

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3点钟的ISM制造指数出来，数据远好于预期。 标普跳涨100个点，10年国债也跌破这两天的支撑，两个品种各做了一笔交易。 今天是夏天结束，进入9月份的第一天，乐观的市场情绪给9月股市开了个好头。

太平洋的对面正吹着暖风，国内却刮起了台风。忽上忽下，就像荡秋千一样！

今天的两单：

到今天这样子，标普的情势已经比较清晰了。不管后面上涨还是下跌，主要就盯住四五个重要点位看就行：


这其中尤其需要留医1100的区域，在标普的期权持仓量上有明显的确认：

关于ADP的就业数据（ADP相当于是小范围的非农就业数据的抽查结果），可以看到几个现象：

第三产业服务业就业增加，但不如第二产业制造业下降的多。
大公司就业持平，中小企业就业下降。
另外，ADP不包括人口普查的就业。5月份的人口普查结束后，这部分临时岗位都消失，所以非农数据会比ADP数据还要低一些。

综合看，今天的ADP出乎意料的低于预期，给周五的非农数据敲了个警钟，非农如果到时差于预期许多，是不值得惊讶的。  今天由于市场处在乐观情绪中，根本没把ADP当回事。周五会出现什么情况现在也不好说，到时走一步看一步。

昨天市场刚刚大涨，明天又有非农就业数据，今天的行情被夹在两者中间，很难有像样的波动。 早盘的欧洲市场和外汇的走势也证实了这一点。

今天唯一值得关注的时间点是1点半失业金数据，和3点的房屋数据。 点位上标普的23.6%回调与8月29日高点（1075区域）几乎重叠，如果回撤到这里则关注买入的机会。

10年国债隔夜回测了昨天的突破点位，今天继续震荡向下。  总的来说市场在昨天大涨的动能中延续震荡盘整，今天的交易机会应该不会很多。