设为首页收藏本站

『外汇堂』·专业外汇论坛

 找回密码
 注册

QQ登录

只需一步,快速开始

搜索
热搜: 活动 交友 discuz
查看: 6235|回复: 5
打印 上一主题 下一主题

[请教探讨] 哪位英语比较好的翻译一下国外的一个交易方法

[复制链接]
跳转到指定楼层
1#
发表于 2011-4-6 01:27:39 | 只看该作者 回帖奖励 |倒序浏览 |阅读模式
之前出了1小时的隧道交易法觉得非常不错,现在又出了4小时的交易法,哪位英语比较好的翻译一下下面的交易方法,最好发到我邮箱hdoukou@163.com.

4H Tunnel Method — Vegas
THEORY
From the first time we used the 1 hour tunnel method [1999] to trade spot forex on an electronic platform, we have spent almost all our time thinking about its major weakness. I am, of course, referring to chop around the 144ema/169ema tunnel. Get rid of that, and you have found the “holy grail” of trading. Over the years, we have added filters and improved our risk model to enhance profitability. We have done all these things, yet at the end of a large move, we don’t have the profits we would like to have captured. We missed the major momentum of the move by taking units off at the lower fib numbers. This has to be done, though, to make up for chop around the tunnel at other times. At the end of a move we have 1 unit, when in reality we should have more. Over time, this makes a huge difference in profitability.
We think the new 4 hour method addresses these issues and makes for a better method in the long run. Specifically, it does a number of things. 1) It eliminates chop and indecision around the new 4 hour tunnel by not requiring the market to move through the tunnel to initiate a new position. The 4 hour tunnel is now used only to calculate position size and fib numbers 144, 233, and 377. 2) It tells us which side of the market is trending, requiring us to trade from the “right” [most profitable] side [long or short], eliminating low probability trades. 3) It allows for more money to be in play until the end, thereby increasing long-run profitability.
When all of these points are combined, it allows us to initiate new positions by selling rallies in bear markets, and buying dips in bull markets. As the momentum of the medium-term trend re-appears we move to take profits when it starts to decelerate, or hits a fib number [144 and 233 in less volatile pairs, 233 and 377 in more volatile pairs]. This allows for greater profits because you don’t have to wait for the market to cross the tunnel before the last units come off. By definition, the model will get you out within a few 4 hour bars of the high/low of a defined time period.
I mentioned in the forward that we are changing our definition of what constitutes the “tunnel”. The 1 hour tunnel is strictly “market price” oriented. Wherever the market goes, the EMA’s [exponential moving average] will follow respectively. The 4 hour method relies on “momentum”. The 4 hour tunnel is defined as follows:
1.    A 55 SMA [simple moving average, (H + L)/2], and
2.    an 8 SMA [close only].
In addition, the 4 hour method needs a WEEKLY 21 EMA [exponential moving average, (H + L)/2] and a 5 SMA [(H + L)/2]. This will allow us to determine a medium-term, tradable trend. Once we have identified this trend, we initiate new positions in a currency pair from that side only.
As Vegas pointed out the 4H method, unlike 1H, is based on the price momentum, here is the detail of the method.
THE 4 HOUR MOMENTUM TUNNEL METHOD
Step 1.
Create a weekly chart [bar or candle] of a currency pair. On this chart overlay a 21 EMA [(H + L)/2], and a 5 SMA [(H + L)/2]. Note that the 21 period is an exponential moving average and the 5 period is a simple moving average.
Now, look at the difference between the two. As a market rises over time on the weekly chart, the 5 will rise faster relative to the 21. As the market goes down, the 5 will lose faster relative to the 21. The difference, in pips between the two, measures relative momentum of the market in real time. Each week, as long as the number of pips keeps rising [SMA 5 – EMA 21] from the previous week, the market continues in a bull run. Once a bull run loses pips [SMA 5 – EMA 21] from the previous week, it signals a medium-term top in the market. Conversely, once a bear run loses pips [EMA 21 – SMA 5] from the previous week, it signals a medium-term bottom in the market.
This now gives us [with only one week lag] a positive probabilistic model in determining which side [long or short] to initiate trades in a defined time period. We are identifying market momentum.
Step 2.
Create a 4 hour chart [bar or candle] of the same currency pair. On this chart overlay a 55 SMA [(H + L)/2], and an 8 SMA [Close only].
Now, look at the difference between the two on your 4 hour chart. Since we are using different types of MA’s and a shorter time period with a relatively longer period, the two will cross many times. We call these MOMENTUM tunnels.
So, we now take a look at the weekly chart again and determine that we are in a bull run. We then take a look at the 4 hour chart. We now know that we are looking to long the market, and that short positions will not be taken because they have been predetermined to be low probability events for large profits.
We now are looking for the 8 SMA to move lower through the 55 SMA. When it does, we carefully watch and notice when the SLOPE of the 8 SMA changes from negative to positive. It will do this when the 8 SMA stops losing value in one 4 hour bar and gains in the next. This is the 4 hour bar to initiate new long positions with 3 units [remember: units are whatever trading size you can handle. When you trade bigger, just adjust the size of the unit, not the number of units]. Stops can be placed using technicals [support/res/trendline] of the most recent 4 hour bars.
Assuming the market starts to go up, we stay long until 1) at some point in time the 8 SMA changes slope from positive to negative, at which point we exit the entire 3 unit trade, 2) the market moves up, there is no slope change, and goes to the 144 or 233 fib number from the 55 SMA line, where 1 unit is taken off, 3) the market moves up to the next fib number [233 or 377], again with no slope change, and the 2nd unit is booked.
Let’s now assume that the weekly chart determines we are in a bear run. We will now be looking to initiate new short positions only.
We are looking for the 8 SMA to move higher through the 55 SMA. When it does, we carefully watch and notice when the SLOPE of the 8 SMA changes from positive to negative. It will do this when the 8 SMA stops gaining value in one 4 hour bar and loses in the next. This is the 4 hour bar to initiate new short positions with 3 units. Again, stop placement depends on technicals of the most recent 4 hour bars.
Assuming the market starts to go down, we stay short until 1) at some point in time the 8 SMA changes slope from negative to positive, at which point we exit the entire 3 unit trade, 2) the market moves down, there is no slope change, and goes to the 144 or 233 fib number from the 55 SMA line, where 1 unit is taken off, 3) the market moves down to the next fib number [233 or 377], again with no slope change, and the 2nd unit is booked.
There will be times when the slopes will change and the 8 SMA will not be above/below the 55 SMA line. In these circumstances we use only 1 ½ units to initiate a trade with the same rules above.
We are implementing this new 4 hour method with only 2 filters. The first is on the weekly chart. If the difference between the 21 EMA and the 5 EMA is > 500 pips, then the pip difference from the prior week must change by more than 10 pips, or just go lower over 2 consecutive weeks, to signal a trend change.
The second filter is on the 4 hour chart. If the 8 SMA and the 55 SMA and the market price are all within 50 pips or so of each other, we go to technicals [breakout] to continue the trade. We do this because, at this juncture, you are more likely to get the 8 SMA jumping up and down 2 or 3 pips every few bars, thus generating a false trade signal. It doesn’t happen very often, but when it does, using this filter can save us money, and the market isn’t really moving anywhere anyway. Therefore, a breakout of the techs makes sense to initiate a trade, if it’s in the direction you are supposed to be trading.
If you now go ahead and make the charts and take a cursory look at the weekly, you should be amazed. The weekly criteria hits every single turn in the market within a couple of weeks. The fact of the matter is that the weekly difference of the MA’s TRENDS. It doesn’t change gaining/losing unless the trend changes.
The 4 hour chart is equally powerful. A more careful look at the 4 hour will show large 4 hour bar spikes that often change the slope of the 8 SMA. The reason we chose the 8 SMA with close only, is so that we can better estimate in the next 4 hour bar period the price needed to change the slope before the period is over. Many times this will give us a huge profit advantage over waiting until the period is over.
分享到:  QQ好友和群QQ好友和群 QQ空间QQ空间 腾讯微博腾讯微博 腾讯朋友腾讯朋友
收藏收藏 转播转播
2#
发表于 2011-4-6 13:07:52 | 只看该作者
词典翻译,仅供参考
方法用4H隧道——拉斯维加斯
理论
从我们第一次使用的1小时隧道法[1999]现货外汇交易的电子平台,我们已经花了几乎我们所有的时间考虑它的最大的弱点。我当然指的144ema / 169ema砍周围的隧道。去掉那个,你已经找到圣杯交易。在过去的几年中,我们增加了滤波器,并改善了我们的风险模式,为进一步提高企业的盈利能力。我们已经做了这一切的事,然而在最后的一项大型移动,我们没有利润我们想要有被俘。我们错过了主要动力的招数以较低的单位下车很少的数字。该做什么,虽然,以弥补砍在隧道在其他时间。在最后的我们有一个单位,移动时,在现实中我们应该有更多的机会。随着时间的推移,这造成了一个极大的差异在盈利。
我们认为,这种新的4小时的方法对这些问题,使地址的一种更好的方法长远的发展。具体地说,就是做一些事。1)它消除了印章和优柔寡断周围的新4小时隧道由不需要市场穿越隧道启动一个新的位置。4小时的隧道是现在只用于计算大小和很少的位置、数量的144 233 377。2)它告诉我们市场的哪一边,要求我们趋向贸易从“权利”[最有利可图的]][长或短边,消除低概率交易。3)它允许更多的钱在比赛,直到最后,从而增加长期的盈利能力。
当所有这些观点相结合,它可以让我们开始一个新位置靠卖集会在熊市场、购买蘸牛市。作为气势中期趋势我们移动你的盈利,把你的re-appears当它开始减速,或碰到菲波纳奇珊数字[144零233在较少挥发性双,233和377在波动很大的双]。这允许更大的利润,因为你不用等市场穿过隧道之前,最后的单位掉下来。通过defini
3#
发表于 2011-4-6 13:14:56 | 只看该作者
补充漏了
,最后的单位掉下来。根据定义,该模型将让你出去在数4小时酒吧的高/低的一个规定的时间内。

我前面提到的,我们正在改变着我们前进的一所包含的内容的定义€œtunnela€。严格的1小时隧道是一种€pricea€œ市场为导向的。无论市场走势,EMAa€[指数移动平均™s]将遵循的分别。4小时的方法依赖于一种€œmomentuma€。4小时的隧道是定义如下:

1。55 SMA的“简单移动平均法、(H + L)/ 2],和

一个8 SMA[2,3,6,7,11,14]].密切只有

此外,4小时的方法需要每周21 EMA[指数移动平均法、(H + L)/ 2],和一个5 SMA[(H + L)/ 2]。这将使我们能够确定中期、可交易的趋势。只要我们认定了这种趋势,我们倡导新位置在一个货币对只从那边。

作为维加斯指出,不像1H,4H方法是基于价格动能,这里是高细节的方法。

4小时的动量隧道的方法

第1步。

创建一个周线图][酒吧或蜡烛的货币对。在这张图叠加一个21 EMA[(H + L)/ 2],并有5 SMA[(H + L)/ 2]。需要注意的是,21期是指数移动平均线,5期是一个简单的移动平均线。

现在,看两者的区别。作为一个市场上涨时,随时间在周线图上的5增长得更快相对于21岁。随着市场的垮台了,5将失去速度相对于21岁。盈利的差别,两者之间的相对动量的措施,并在实际时间市场。每一个星期,只要数量不断上升的点数€SMA 5[21]从“EMA前一周,市场继续在牛市。一旦一个牛市失去5点(SMA€“EMA 21]从前一周,这代表的是中期成为市场。反之,一旦失去了一只熊跑€[EMA 21点“SMA 5]从前一周,这代表的是中期底部在市场上的竞争力。

现在给我们(这只有一星期一个积极的概率模型滞后]在决定哪一方[或长或短的]发起行业在一个规定的时间内。我们正在分析市场发展势头。

第2步。

创建一个4小时图[酒吧或蜡烛]相同的货币对。在这张图叠加一个55 SMA[(H + L)/ 2],和一个8 SMA[关闭只有]。

现在,看两者的区别在你的4小时图上。从前我们正使用不同类型的MAa€™s和较短的时间周期相对较长的一段时间里,两位领导人将交叉很多次。我们称这种势头隧道。

所以,现在我们看看周线图又决定,我们是在牛市。然后,我们来看一看4小时的图表。我们现在知道,我们正在寻找长期市场,这短暂的位置不蒙悦纳的,因为它们都是预定的是低概率事件为巨大的利润。

我们现在正在寻找8 SMA移动通过55 SMA低。我们的时候,我们仔细观察和注意的斜率变化8 SMA正面与负面。它会做这一切,当8 SMA停止贬值的酒吧在一个4小时,获得在未来。这是4小时的酒吧开发新的仓位和3台机组[记住:单位无论交易大小,你可以处理的。当你用更大的,只要调整尺寸的单位,而不是单位的数字]。停止使用技术犯规可以放在支持/杂志/趋势线[]最近期的4小时的酒吧。

假设市场开始走起来,我们待太长时间,直到1)在某一时间点变化的8个斜坡积极SMA消极,此时我们退出整个3单位贸易,2)市场移动起来,没有斜面的改变,并去144名或233菲波纳奇珊号码从55个SMA的线条,一个单位将从哪里,3)市场移动到下一数字[很少],233或377再次没有坡度的变化,而第二个单位订满了。

Leta€™s现在假定周线图上的决定了我们是在一只熊跑。现在我们将会在发展新的卖空的唯一。

我们正在寻找8 SMA走高通过55 SMA。我们的时候,我们仔细地看,注意斜率的变化从8 SMA积极来负。它会做这一切,当8 SMA停止钻营价值在一个4小时的酒吧,失去了在未来。这是4小时的酒吧开发新的卖空的3单位。再次,止损取决于自身技术是最近的4小时的酒吧。

假设市场开始走下来时,我们保持短直到1)在某一时间点的8种SMA变化坡正面与负面,此时我们退出整个3单位贸易,2)市场向下移动,没有斜面的改变,并去144名或233菲波纳奇珊号码从55个SMA的线条,一个单位将从哪里,3)市场向下移动到下一个数字[很少],233或377再次没有坡度的变化,而第二个单位订满了。

有些时候,山坡上都会改变,8 SMA不会上面/下面的55 SMA线。在这种情况下,我们只使用1½单位启动贸易具有相同的规则以上。

我们正在实施这个新的4小时的方法只有2过滤器。第一个是在周线图上的。如果之间的差异、五21 EMA EMA是> 500点,然后很恼火,它们必须改变前一周超过10个盈利的,或只是去低连续2周,在表明一个趋势变化。

第二个过滤器是在4小时的图表。如果8 SMA和55 SMA和市场价格,都在50点左右对方之后,我们去次技术犯规[分组]继续贸易。我们这样做,因为,在这个节骨眼上,你很有可能会得到8 SMA不停地跳上跳下的2或3点每隔几条,从而产生一种虚假的交易信号。它doesna€™t经常发生,但是当它出现之前,使用该过滤器能拯救我们的钱,和市场脱落€无论何处移动™不是真的吧。因此,一个突破的技术很有意义的启动贸易,如果《信息技术协定》€™s的方向,你应该是交易。

如果你现在走在前面,使图表,取一粗略地查看每周,你应该感到非常惊讶。每周标准支安打在市场上每一转几个星期内。这件事的事实是,每周的差异™MAa€s的趋势。它doesna™t改变€获得/败诉,除非这一趋势的变化。

4小时的图表是同样强大。一个更仔细看4小时将显示大4小时酒吧长钉经常变化的斜率8 SMA。我们之所以选择以接近的只有8 SMA,以便我们能够更好地估计在接下来的4小时的酒吧时期的价格需要改变这种坡期结束前。许多次,这将会给我们一大笔利润优势等到时期结束了。
4#
发表于 2011-4-6 13:22:55 | 只看该作者
没图?呵呵
5#
发表于 2011-4-6 18:17:38 | 只看该作者
google一下几秒就OK
6#
 楼主| 发表于 2011-4-9 22:33:26 | 只看该作者
用词典翻译出来别扭,看不懂,没有用。
您需要登录后才可以回帖 登录 | 注册

本版积分规则

QQ|Archiver|手机版|小黑屋|外汇堂·专业外汇论坛    

GMT+8, 2024-12-23 00:35 , Processed in 0.162762 second(s), 25 queries .

Powered by Discuz! X3.1

© 2001-2013 Comsenz Inc.

快速回复 返回顶部 返回列表