当日冲之路
纵横驰骋华尔街 那是我的快乐与自豪 ...............
正文
指导:
1. 封闭(开放)式账户,(投入开始操作后,暂不取出本金与利润,税杂费账户外资金支付.)
2. 投资工具与方法,使用巴非特的投资理念选股做中长线投资,另外使用人工智能与复利方式(Artificial Intelligence & Compound Interest)点控计算机程式运作短线投资.
3. 本金(实际投入的资金)风险控制在<-10%,产生利润>本金30%时风险控制在<-30%.
4. 使用投资界公认的高潮标(High Water Market)来计算成长率与跌幅(DrawDown).
5. 投资对象是股票MA(与另外的股票与FETs等).
6. 由人工手动与计算机软件程式指令双通道并行结合执行.
运行:
1. 启动(代号T1)=使用S.CO8.12程式, (该程式在过去2年 (27个月)中曾发生的最大跌幅-8.26%,包括近期金融风暴道指暴跌近6,506.29点的打击,而历史模拟成长己达316%,)半额本金投入运行,利润达到总投入额+5.00%时,切换进入全额运行,这样操作目的是尽量控制本金跌幅在-10.00%内.(实时数据,模似资金投入效果,见图表T1系列).
2. 过渡(代号T2)=在利润达到总投入额+10.00%时,切换进入CA0.8339程式, (该程式在过去2年半最大跌幅小于-20%,包括近期道指暴跌近6,506.29点的打击,而历史模拟成长己达1,220%,)半额本金投入运行,利润达到总投入额+15.00%时,切换进入全额运行,这样操作目的是尽量控制本金跌幅仍在-10.00%内.(实时数据,模似资金效果,见图表T2系列).
3. 正常(代号T3)=在利润达到总投入额+20.00%时,切换进入AICI 1.2863程式,(该程式在过去2年半最大跌幅小于-30%,包括近期道指暴跌近6,506.29点的打击,而历史模拟成长己达4,609%,)半总额投入运行,利润达到总投入额+30.00%时,切换进入全总额运行,这样操作目的是尽量控制本金跌幅仍在-10.00%内.(实时数据,模似资金效果,见图表T3系列).
4. 加速=在利润达到总投入本金+50.00%时, 将接通反向数据链,同时启动计算机放空程式加入运行.进行账户内双向对冲运作,以获取在可控风险状态下的更高利润率 .
实施:
1. 外围执行设备为一套三显电脑,用于操盘手操作,一套监控.
2. 操盘手工作时间表: ET AM 9:00-10:00 12:00-13:00 15:30-16:30,
系统与操盘手的业绩误差:
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，止利价格
4. 下單下錯買賣股票数量
5. 系統沒有信號也下單
6. 不按止損價位，止利價位出
7. 不按系統價位下單，憑感覺下單
8. 沒有計劃好資金的按排。
9. 帐户中还有挂单,离开或收盘时忘记清
10. 每天盘前没有确认券商确有股票可以放空
系统*星标说明:
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
系统操作标的:
1. 中长线股票投资,在$35元以上美股中选择
2. 当日交易股票投资,在$50-$500元美股ETFs & Stocks中选择
系统下单运作执行:
1. Pre-Market: 自动or手动
2. After Hours: 手动or自动
3. 中长线下单频率: 5 days < 3
4. 当日交易下单频率: day = 1-3 or more
系统按运行方式分为四类:
1. 单向单通道单标,
2. 单向双通道双标,
3. 双向单通道群标,
4. 双向双通道群标,
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. 封闭(开放)式账户,(投入开始操作后,暂不取出本金与利润,税杂费账户外资金支付.)
2. 投资工具与方法,使用巴非特的投资理念选股做中长线投资,另外使用人工智能与复利方式(Artificial Intelligence & Compound Interest)点控计算机程式运作短线投资.
3. 本金(实际投入的资金)风险控制在<-10%,产生利润>本金30%时风险控制在<-30%.
4. 使用投资界公认的高潮标(High Water Market)来计算成长率与跌幅(DrawDown).
5. 投资对象是股票MA(与另外的股票与FETs等).
6. 由人工手动与计算机软件程式指令双通道并行结合执行.
运行:
1. 启动(代号T1)=使用S.CO8.12程式, (该程式在过去2年 (27个月)中曾发生的最大跌幅-8.26%,包括近期金融风暴道指暴跌近6,506.29点的打击,而历史模拟成长己达316%,)半额本金投入运行,利润达到总投入额+5.00%时,切换进入全额运行,这样操作目的是尽量控制本金跌幅在-10.00%内.(实时数据,模似资金投入效果,见图表T1系列).
2. 过渡(代号T2)=在利润达到总投入额+10.00%时,切换进入CA0.8339程式, (该程式在过去2年半最大跌幅小于-20%,包括近期道指暴跌近6,506.29点的打击,而历史模拟成长己达1,220%,)半额本金投入运行,利润达到总投入额+15.00%时,切换进入全额运行,这样操作目的是尽量控制本金跌幅仍在-10.00%内.(实时数据,模似资金效果,见图表T2系列).
3. 正常(代号T3)=在利润达到总投入额+20.00%时,切换进入AICI 1.2863程式,(该程式在过去2年半最大跌幅小于-30%,包括近期道指暴跌近6,506.29点的打击,而历史模拟成长己达4,609%,)半总额投入运行,利润达到总投入额+30.00%时,切换进入全总额运行,这样操作目的是尽量控制本金跌幅仍在-10.00%内.(实时数据,模似资金效果,见图表T3系列).
4. 加速=在利润达到总投入本金+50.00%时, 将接通反向数据链,同时启动计算机放空程式加入运行.进行账户内双向对冲运作,以获取在可控风险状态下的更高利润率 .
实施:
1. 外围执行设备为一套三显电脑,用于操盘手操作,一套监控.
2. 操盘手工作时间表: ET AM 9:00-10:00 12:00-13:00 15:30-16:30,
系统与操盘手的业绩误差:
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，止利价格
4. 下單下錯買賣股票数量
5. 系統沒有信號也下單
6. 不按止損價位，止利價位出
7. 不按系統價位下單，憑感覺下單
8. 沒有計劃好資金的按排。
9. 帐户中还有挂单,离开或收盘时忘记清
10. 每天盘前没有确认券商确有股票可以放空
系统*星标说明:
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
系统操作标的:
1. 中长线股票投资,在$35元以上美股中选择
2. 当日交易股票投资,在$50-$500元美股ETFs & Stocks中选择
系统下单运作执行:
1. Pre-Market: 自动or手动
2. After Hours: 手动or自动
3. 中长线下单频率: 5 days < 3
4. 当日交易下单频率: day = 1-3 or more
系统按运行方式分为四类:
1. 单向单通道单标,
2. 单向双通道双标,
3. 双向单通道群标,
4. 双向双通道群标,
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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