w*******o
发帖数: 6125 | 1 【 以下文字转载自 Stock 讨论区 】
发信人: walstudio (午夜未眠人), 信区: Stock
标 题: Re: 我在做auto trading系统,有兴趣的近来看一下
发信站: BBS 未名空间站 (Thu Oct 28 12:34:01 2010, 美东)
好了，大帅，破比立容易，就像谁都会批评政府，但自己上阵也未必好到哪去.
我来个建设性意见吧，我见过很多人想做系统，但很多都中途而废了.对于没多少资源和时间的小散， 我觉得学会判断大方向是最重要的，这也是蒙古大夫说的，不做跌势，在这个基础上，如果你需要一定的工具来做Stock Screening，特别是TA-based的Screening, e.g, MA(10) cross above MA(50), candle stick pattern, balabala
我推荐两个网站，www.finviz.com and www.stockfetcher.com,花几天好好看看，我相信这里面已经包括了95%你自己想做的功能，如果你想搞得Fancy一点，搞搞AI/Statistics Model,Event-Driven, balabala，那是另外一回事了 | c**t
发帖数: 9197 | 2 Focus on trading, not trading system.
A master told me this before.
Besides, there is still something that can not be fully programmed. | w*******o
发帖数: 6125 | 3 C博在Trading System方面应该是StockCafeterial茶客里面走的最远的，
讲讲你的心得？
【在 c**t 的大作中提到】
: Focus on trading, not trading system.
: A master told me this before.
: Besides, there is still something that can not be fully programmed.
| S******t
发帖数: 8388 | | c**t
发帖数: 9197 | 5 Not sure if 走的最远的.
But I did tried several times.
I have IB which provide the best API 小散 can get.
And I do have a TA based system that have a few rules.
But in order to make money, I found it is not root in mechanically
execute the system.
It is really to feel the heart beat of the market.
If you can not feel the beat, then do not trade.
After you have the feeling, then apply the TA system.
So you can fine tune your entry, stop and exit.
This part might be able to use program.
But because of different market condition.
the exact point level is not determined by rules.
For example, your stop should be beyond key levels at best.
But those level are changing, so you can not use a fixed stop.
Same thing for target and even entry.
So make a long story short. I quit robot trading altogether.
Instead I train myself more on market feeling with combination of the simple
TA system I got. But I more focus on how to tune the trade to be accurate
at penny level. | S******t
发帖数: 8388 | 6 can you please tell us more details about your simple TA system ?
【在 c**t 的大作中提到】
: Not sure if 走的最远的.
: But I did tried several times.
: I have IB which provide the best API 小散 can get.
: And I do have a TA based system that have a few rules.
: But in order to make money, I found it is not root in mechanically
: execute the system.
: It is really to feel the heart beat of the market.
: If you can not feel the beat, then do not trade.
: After you have the feeling, then apply the TA system.
: So you can fine tune your entry, stop and exit.
| q*********u
发帖数: 9501 | 7 鱼和渔
对鱼都不是很了解，很深刻的认知，就希望做个东东去捕鱼，可能吗？ | c**t
发帖数: 9197 | 8 The basic idea of my system is very simple.
"Get in the first pull back of a trend when it starts"
I use some simple TA signals to implement this.
However, if you follow it mechanically, you can have a lot of losing trade.
I think the key part of me using it is that I do not take all signals.
I took <10% of those. I filtered out 90% signals by other market data.
But I try to maintain a win ratio of 75-80%. | c**t
发帖数: 9197 | 9 9494.
if you understand 鱼, you should be able to catch it with your bare hands.
【在 q*********u 的大作中提到】
: 鱼和渔
: 对鱼都不是很了解，很深刻的认知，就希望做个东东去捕鱼，可能吗？
| f**********g
发帖数: 2252 | 10 This is good enough. Take some time study the picks after screen will
improve.
cbot, what indictors you use? thanks.
【在 c**t 的大作中提到】
: The basic idea of my system is very simple.
: "Get in the first pull back of a trend when it starts"
: I use some simple TA signals to implement this.
: However, if you follow it mechanically, you can have a lot of losing trade.
: I think the key part of me using it is that I do not take all signals.
: I took <10% of those. I filtered out 90% signals by other market data.
: But I try to maintain a win ratio of 75-80%.
| | | c**t
发帖数: 9197 | 11 my TA is very simple:
Volume, MA, ATR and MACD should be enough for me on one chart.
I heard some master only trade price action, with no indicators at all.
But I think one thing is more important:
Have a higher time frame (daily weekly even monthly) chart view (long term
bull/bear/rangy)
Then go back to your chart to find entry/exit/stop.
With or without TA indicators. | c******7
发帖数: 1081 | 12
【在 q*********u 的大作中提到】
: 鱼和渔
: 对鱼都不是很了解，很深刻的认知，就希望做个东东去捕鱼，可能吗？
| f**********g
发帖数: 2252 | 13 Agree. Look long term first, then short term.
Price, volume and MA are three basic elements. The rest come from them.
【在 c**t 的大作中提到】
: my TA is very simple:
: Volume, MA, ATR and MACD should be enough for me on one chart.
: I heard some master only trade price action, with no indicators at all.
: But I think one thing is more important:
: Have a higher time frame (daily weekly even monthly) chart view (long term
: bull/bear/rangy)
: Then go back to your chart to find entry/exit/stop.
: With or without TA indicators.
| S******t
发帖数: 8388 | 14 thanks.
people tend to find more complicated methods and ignore the basics.
【在 c**t 的大作中提到】
: my TA is very simple:
: Volume, MA, ATR and MACD should be enough for me on one chart.
: I heard some master only trade price action, with no indicators at all.
: But I think one thing is more important:
: Have a higher time frame (daily weekly even monthly) chart view (long term
: bull/bear/rangy)
: Then go back to your chart to find entry/exit/stop.
: With or without TA indicators.
| w******s
发帖数: 16209 | 15 I think system is not important, but try to utilize the computing power will
be good.
it will save a lot of time, for example filtering, and alert.. etc..
these are the first babysteps for auto trading system.
for a auto trade system, I don't think people should focus on very short
time system,
swing is probably better... because retailer doesn't have enough information
and not fast enough.
源和时间的小散， 我觉得学会判断大方向是最重要的，这也是蒙古大夫说的，不做跌
势，在这个基础上，如果你需要一定的工具来做Stock Screening，特别是TA-based的
Screening, e.g, MA(10) cross abo:
相信这里面已经包括了95%你自己想做的功能，如果你想搞得Fancy一点，搞搞AI/
Statistics Model,Event-Driven, balabala，那是另外一回事了
【在 w*******o 的大作中提到】
: 【 以下文字转载自 Stock 讨论区 】
: 发信人: walstudio (午夜未眠人), 信区: Stock
: 标 题: Re: 我在做auto trading系统,有兴趣的近来看一下
: 发信站: BBS 未名空间站 (Thu Oct 28 12:34:01 2010, 美东)
: 好了，大帅，破比立容易，就像谁都会批评政府，但自己上阵也未必好到哪去.
: 我来个建设性意见吧，我见过很多人想做系统，但很多都中途而废了.对于没多少资源和时间的小散， 我觉得学会判断大方向是最重要的，这也是蒙古大夫说的，不做跌势，在这个基础上，如果你需要一定的工具来做Stock Screening，特别是TA-based的Screening, e.g, MA(10) cross above MA(50), candle stick pattern, balabala
: 我推荐两个网站，www.finviz.com and www.stockfetcher.com,花几天好好看看，我相信这里面已经包括了95%你自己想做的功能，如果你想搞得Fancy一点，搞搞AI/Statistics Model,Event-Driven, balabala，那是另外一回事了
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