外汇布林线+内含线反转交易法中英文版共17页文档.docx
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外汇布林线+内含线反转交易法中英文版共17页文档.docx
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外汇布林线+内含线反转交易法中英文版共17页文档
外汇布林线+内含线反转交易法(中英文版)
外汇布林线+内含线反转交易法(中英文版)
byJamieSaettele
(背景介绍部分略过不译,只选择译了如下关键部分)
Wehavelongbeentaughtthattobeasuccessfultrader,yourobjectiveshouldbetobuylowandsellhighorbuyhighandsellhigher(andviceversaforshorts).Differentstrategiesapproachthismostbasicdefinitionofspeculationinvariousways.Trendtraderslooktobuystrengthonthebreakoutandsellweaknessonthebreakdown.Goodtrendtraderscanmakegreatsumsofmoneyinthelongtermwithjustafewbigwinners.However,mostfindapplyingtrendtradingfarmoredifficultthanthetheorybehindit.Simplystated,thehumanbrainisnotwiredtotradetrends.
Forexample,buyingthebreakoutinGBP/USDat1.8000(afterithadbottomedat1.722934weeksearlier)andholdinguntil1.9000soundsgreat,buthumantendencymakesitdifficulttobuysomethingatwhatisperceivedasahighprice(suchas1.8000).Furthermore,falsebreakoutswillwhipsawatraderoutofmanytrades-itsimplyisn'tanefficientwaytotrade.Ontheotherhand,tradersthatattempttopickbottomsandtopsusuallygetblownoutofthewaterbecausetheyeitherdonothaveamethodortheyfailtofollowtheirmethod-theendresultisakintoattemptingtostopafreighttrainbystandinginfrontofit.Traditionaltrendtrading(buyingandsellingbreakouts)seemsfartoochallengingfromapsychologicalpointofview,butforanovicetrader,pickingtopsandbottomsatthesametimeissimplydangerous.Whatweneedisarelativedefinitionofhighandlowandafiltertohelpidentifypropertopandbottomtrades.Inthisarticlewe'lltakealookattheinsidedayBollingerband,whichcanhelpobjectivelymeasurewhatishighandlow.(Formorebackground,checkoutTheBasicsOfBollingerBands.)
CombiningInsideDayswithBollingerBands将布林线和内含线结合使用
PricesattheupperBollingerbandareconsideredhighandpricesatthelowerBollingerbandareconsideredlow.However,justbecausepriceshavehittheupperBollingerdoesnotnecessarilymeanthatitisagoodtimetosell.Strongtrendswill'ride'thesebandsandwipeoutanytraderattemptingtobuythe'low'pricesinadowntrendorsellthe'high'pricesinanuptrend.Therefore,justbuyingatthelowerbandandsellingattheupperbandisoutofthequestion.Bydefinition,pricemakesnewhighsinanuptrendandnewlowsinadowntrend,whichmeansthattheywillnaturallybehittingthebands.Withthisinformationinmind,ourfilterwillrequirethatbuysignalsoccuronlyifthecandlefollowingtheonethathitstheBollingerbanddoesnotmakeanewhighorlow.Thistypeofcandleiscommonlyknownasaninsideday.Thebesttimeframestolookfortheinsidedaysaredailycharts,butthisstrategycanalsobeusedonhourly,weeklyandmonthlycharts.CombininginsidedayswithBollingerbandsincreasesthelikelihoodthatweareonlypickingatoporbottomafterpriceshavehitextremelevels.Asaruleofthumb,thelongerthetimeframe,therarerthetradewillbe,butthesignalwillalsobemoresignificant.(Formoreinsight,seeUsingBollingerBand"Bands"toGaugeTrendsandCaptureProfitsWithBandsAndChannels.)
Candlesticksandtheirrespectivepatternsillustratethepsychologyofthemarketataparticularpointintime.Specifically,theinsidecandlerepresentsaperiodofcontractedvolatility.If,inanuptrend,volatilitybeginstoslowandthemarketfailstomakeanewhigh(asillustratedbytheinsidecandle),thenwecandeducethatstrengthiswaningandthatthechanceforareversalexists.WhencombinedwithaBollingerband,weensurethatwearetradingareversalonlybyeithersellinghighprices(higherBollingerband)orbuyinglowprices(lowerBollingerband).Inthisway,wetradeforthebigmove;notnecessarilysellingthelowtickorbuyingthebottomtickbutdefinitelybuyingneartherelativebottomandsellingneartherelativetop.Thekeyisconfirmation.
SinceBollingerbandstypicallyusealengthof20,wecanemploya20-periodsimplemovingaverage(SMA)asatargettotakeprofit.The20-periodSMAwilltradeequidistantfromtheupperandlowerBollingerbands.Tocatchlargemoves,allowthepairtotradethroughthe20-periodSMAandthentrailyourstopwiththemovingaverage,onlyclosingtradesonthecloseafterthepaircrossestheSMAagain.Theexamplesbelowwillshedlightonthisprocess.由于布林线通常使用20个时间周期,我们使用20期简单移动平均线作为止盈目标。
20期简单移动平均线也就是布林线的中轨。
为了捕捉大的波动,等价格穿过20期简单移动平均线,然后使用20期简单移动平均线作为跟进止损,只有当收盘价再次折回20期简单移动平均线才平仓。
FourGuidelines四项原则
Wehavefourguidelines.We'llcalltheseguidelines(ratherthanrules)becausethisisastrategythatinvolvesdiscretion.Theguidelinespresentatradesetupthatmayormaynotresultinatrade.之所以称为原则而非准则,是因为本方法需要个人判断,来决定是否对符合这些条件的交易机会进行交易。
Forlongs做多:
1.LookforthecurrencypairtohitorcomeveryclosetohittingthelowerBollinger.留意触及或几乎触及布林线下轨的货币对
2.Waitfornextcandleandmakesurethatthenextcandle'slowisgreaterthanorequaltothepreviouscandle'slowandthatthehighisalsolessthanorequaltothepreviousperiod'shigh.Ifso,golongattheopenofthethirdcandle.等到其后一支K线收盘,而且形成内含线(最高价和最低价都没有超出前一支K线的范围)。
在内含线最高点之上挂买进单,(进取型交易者,可在下一支以K线开盘价做多)。
3.Theinitialstopisplacedafewpipsbelowthepreviouscandle'slow.初始止损比前一支K线的最低价低几个点。
4.Trailstoponaclosingbasiswiththe20-periodSMA.跟进止损为收盘价低于20期简单移动平均(基于收盘价)
Forshorts:
做空
1.LookforthecurrencypairtohitorcomeveryclosetohittingtheupperBollinger.留意触及或几乎触及布林线上轨的货币对
2.Waitfornextcandleandmakesurethatthenextcandle'shighislessthanorequaltothepreviouscandle'shighandthatthelowisalsogreaterthanorequaltothepreviousperiod'slow.Ifso,goshortattheopenofthethirdcandle.等到其后一支K线收盘,而且形成内含线(最高价和最低价都没有超出前一支K线的范围)。
在内含线最低价之下放置卖出单,(进取型交易者可在下一支以K线开盘价做空)。
3.Theinitialstopisplacedafewpipsabovethepreviouscandle'shigh.初始止损比前一支K线的最高价高几个点。
4.Trailstoponaclosingbasiswiththe20-periodSMA.跟进止损为收盘价高于20期简单移动平均(基于收盘价)
Nowlet'sexploresomeexamples:
ThefirstexampleisashortEUR/USDtradeondailycharts.InFigure1,weseethatthepricehitstheupperBollinger,wewaitforaninsidedaytoformwherethehighandlowofthecandleisengulfedbythepreviouscandle.Onceweseethat,weentershortonthefollowingcandleat1.2144onMarch21,2006.Weremaininthepositionandtrailourstoponaclosingbasisbythe20-periodSMA.ThetradeiseventuallyclosedonMarch24,2006,at1.2035foragainof109pips.
例一:
EURUSD日线图做空。
价格触及布林线上轨,待日内线形成后,在其后一支K线(2006年3月21日)的跌破内含线低点1.2144卖出,止损设在内含线高点之上。
持仓并使用20期简单移动平均做跟进止损。
2006年3月24日,收盘高于20期简单移动平均,在1.2035退出。
图片:
1.gif
Figure1-ShortEUR/USDtradeondailycharts
ThenextexampleisashortGBP/USDtrade.InFigure2weseethesamescenarioastheEUR/USDtradebutthisisfarmoreprofitableopportunity.AsillustratedinFigure2,ourshorttradeisinitiatedat1.7714onOctober31,2005.ThepositionisthencoveredonDecember1,2005at1.7310fora404pipprofit.
例二:
做空GBPUSD.
图片:
2.gif
Figure2-ShortGBP/USDtrade
Onthelongside,wehaveUSD/CADthatgaveusaninsidedayBollingerbandsignalonMarch6,2006.Wewentlongat1.1364.Theuptrendremainedintactforonemonth,allowingustoexitthetradeat1.1618onApril5,2006fora254pipprofit.
例三:
USDCAD做多
图片:
3.gif
Figure3-USD/CAD
YoumayalsonoticefromourexamplesabovethatourexitcouldbegreatlyimprovedbytakingprofitattheotherBollingerband.Forexample,ontheUSD/CADtradeinFigure3,wecouldhavetakenprofitonMarch20attheupperBollingerbandat1.1680.ThesamecanbesaidfortheGBP/USDtradeinFigure2-wecouldhavecoveredourshortpositiononNovember16at1.7163atthelowerBollingerband.Inordertoexitatfavorableprices,agoodtipistotradetwolotsandtakeprofitononelotattheoppositeBollingerband.Trailthestopontheotherlotwiththe20-periodSMA(asoriginallydescribed).Thisway,youconsistentlybookprofitsatfavorablepricesbutgiveyourselfthechancetoprofitfromatrulyremarkablemove.(Formoreonfindingprofitableforextradetechniques,checkoutUncoverForexProfitsWithTheTurnTrade.)
LongerTermCharts
TheinsidedayBollingerbandsetupcanalsobeusedtoidentifymajorturnsonweeklyorevenmonthlychartsforthelonger-termpositiontrader.该交易方法同样适用于周线图或月线图。
ThefollowingexamplesshowsignalsofoursetupatmajortopsinGBP/USD(weeklychart)inFigure4,amajorbottominEUR/GBP(weeklychart)inFigure5aswellaswellasabuysignalthatindicatedanall-timelowinEUR/USDbackinlate2000onthemonthlychartshowninFigure6,andfinallyaUSD/JPYsellsignalinFigure7thatwastriggeredinFebruary2002at133.36onamonthlychart.Inthelastexample,thepairclosedat119.49justfourmonthslater!
例四:
GBPUSD周线
图片:
4.gif
Figure4-GBP/USD
例五:
EUR/GBP
图片:
5.gif
Figure5-EUR/GBP
例六:
EURUSD
图片:
6.gif
Figure6-EUR/USD
例七:
USDJPY
图片:
7.gif
Figure7-USD/JPY
Benefits好处
TherearemanybenefitstotheinsidedayBollingerbandstrategy.Themostobviousisitssimplicity.Creatingatradingstrategyisnotrocketscience,butthosethattreatitassuchusuallyendupfrustratedandconfusedand-worsestill-withalosingtradingrecord.Wecaneasilymeasureriskwiththisstrategyandplacestopsappropriately.Inotherwords,wehavedistinctpointsofreference(theinsideday'shighandlow)fromwhichtoenterthetradeandplacestops.Thesetupisdynamic,meaningthatitworksonalltimeframes.Evenashort-termdaytradercoulduseiton
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