逛国外论坛发现的一些不错的交易系统分享帖

fly2004

为了防止自己有些地方翻译的不够准确，附上原英文。不想一字一句的翻译，抓重点。

1. 2B pattern
    2B 形态 -- 这名字真够淫荡的。。。

i'm not going to invent the wheel but i'm going to perfect it. so this pattern was initially written about by trader vic. i found it at james16 also (作者说这系统不是他发明的，他只想来完善它云云). it is called pin bar at double top/bottom with divergence. now the thing which i discovered is that we practicaly don't need a pin bar. what does a pin bar represent? a fast reaction to a specific level. that's what i look for: fast reaction to a double bottom/top and also with divergence. there are specific rules which i found out to work best and also exceptions regarding exit rules (this is the beautiful part). first of all let's see some examples. in the attachment you will see the 2b pattern in trader vic's conception and james16's pin bar. (讲了这么多废话，其实就是大概说这个系统是个双顶或双底的反转，作者的系统比起原作者的系统，不再要求必须有射击之星或者吊颈线，大阴大阳线一样可以，看下面具体的开仓说明)

now the first part is the entry. first of all we must look for a previous swing point. we must look at the relative size of the bars contained in the pattern and we look at a meaningfull bullish or bearish bar(depending on the double top double bottom situation) which stops in it's evolution around the level of the double bottom/top . in the case of double top we look for a meaningfull bullish bar and if the price comes back and we also have the divergence present we put the sell entry at the bullish bar's low. in the double bottom situation we look for a bearish bar and we place buy orders if the prices comes back to the high of the bearich bar. now remember that we are looking for a rapid reaction to the double top/bottom area. ideally it should be a pin bar. but if we have the bullish or the bearish bar we start counting to 4. this is the magic number. if we do not have an order triggered in 4 bars including the initial bar then we cancel the order.

这段比较重要，讲了开仓的点位。简而言之，就是首先找到上一个波段高低点，然后找到一根突破前面高低点的K线， 暂且叫上突K线柱或者下破K线柱好了。以做多为例，如果后面价格跌破上突K线柱的低点，做空，其实就是说明该高点是个假突破，反向做空。这里有个过滤规则，就是从上突K线柱开始数(包括上突K线柱本身)，如果4根K线内没有发生跌破上突K线柱的低点，则放弃交易。(就是真突破呗)。 双底反转参考上面双顶反转。

补充，上面提到的divergence，是动量反转，也就是，第二个低点或者高点的MACD的柱子长短比之前的高低点要形成背离！这个也是一个开仓的必要条件。另外，如果突破高点低的K线是一个长上下影线，在后一个K线开盘价开仓。如果是大阳大阴线，用上面提到的四天法则。

39n119e

不错的交易系统分享

契丹人

请问国外比较火的期货论坛能给个地址吗?

cool321

留名看帖

来来去去

很精彩可惜看不懂{:soso_e113:}

cool321

多谢

147

感谢

犀牛

2B法则和MACD背离的结合对趋势转折的判断确实有很高的准确率，4天法则的运用又给出了具体时机，很全面，值得试验下

MY阿股

好{:soso_e183:}

tantao15

2b法则，是个好赌法

静守远

2B是123法则的一种！这个投机原理里面有记载！是比较经典的形态!拜读过。

zhiyuan316

{:soso_e179:}多谢分享，学习精神太佩服。

wjx314

这个不错。应该顶一下。

小包

不错，学习了

漂萍

谢谢分享

liu9975

谢谢分享

怀念

乐乐能像你学习就好了{:soso_e113:}

怀念

{:soso_e183:}感谢

273411317

{:soso_e179:}

fly2004

玩dota去了，感冒鼻子塞得难受，有空的时候继续写其他的系统。我们现在看到的好的系统基本上都是国外过来的。在交易这块，老外确实有很多值得借鉴的地方。

fly2004

大家如果看过CHINA_AJ的那个波段讲解，就会发现其实就是说的这个系统。而且这里讲的更详细。 这就是为什么我首先选择这个系统的原因。
CHINA_AJ前辈的原贴在这。
http://www.jiaoyizhijia.net/thread-1095-1-1.html