留个纪念，大家不把Fiscal Cliff当回事，就可能是这结果

pooq

Cobra 发表于 2012-12-20 10:58 PM
2011 May 6.

It happened in regular trading hour, unlike tonight.

站长说的是2010 May 6吧  那天我记得很清楚  有人接到了200的苹果

我是不记得2011哪天有flash crash

greenback

Cobra 发表于 2012-12-20 06:58 PM
Wow, you have after hour stop loss? That's dangerous, has to be stop limit, cannot just stop loss, ...

Back then when I was using think or swim (TOS) for most trading, I can't seem to be able to set stop limit if the price is below the current price. A major pain in using TOS. Also, the price did pierce through my stop loss deep, so it would have been taken anyway.

Do you think setting stop to be triggered during regular trading hours would be an alternative? That's a feature on the IB platform.

greenback

pooq 发表于 2012-12-20 06:57 PM
which day was 2011 flash crash?  regular hour or afterhour?  Thanks!

I remembered clearly for 2 ...

It's just within one hour after 4pm, I remember. I forgot the date. You should be able to see it if using hourly chart and zooming in to the time when the debt ceiling negotiation was going on.

北京哥哥

你的SSO明天有低点可以买了

Kami

明显地作弊，标明了这次下跌的最终目标，跟饭桶bar一样，2010年5月重演，不过级别小多了，呵呵呵。

Cobra

greenback 发表于 2012-12-20 10:08 PM
Back then when I was using think or swim (TOS) for most trading, I can't seem to be able to set st ...

in IB, by default, the stop loss is for regular trading hour only.

If you want your stop loss to be triggered overnight, you have to specifically enable "allow after hour", which is very dangerous, because after hour volume is very thing, you could be stopped out at prize 0, don't do that, unless you set stop limit order but stop limit doesn't guarantee you're out.

Cobra

greenback 发表于 2012-12-20 10:08 PM
Back then when I was using think or swim (TOS) for most trading, I can't seem to be able to set st ...

我的意思是说，如果你是overnight stop loss，由于volume很小，你可能被stop出去at很低很低的价格，所以overnight stop loss很危险的。我一般是不用的。

donalan

老大, 为什么RUSSELL2000走的这么强?

Cobra

people are too bearish on Yen, be careful of Yen sharp rebound causing carry trade unwind.
http://bbs.cobrasmarketview.com/ ... mp;p=110416#p110416

Cobra

donalan 发表于 2012-12-20 10:17 PM
老大, 为什么RUSSELL2000走的这么强?

Google January Effect.

Russell 2000 January Effect提前了，现在在12月中旬就开始了，而不是次年一月份。

pooq

greenback 发表于 2012-12-20 11:10 PM
It's just within one hour after 4pm, I remember. I forgot the date. You should be able to see it i ...

没有盘后历史数据 看不到  比起2010 May 6可能算不了什么
那段时间最狠的一次是 S&P周末downgrade美债 8/8/2011周一开盘暴跌

greenback

Cobra 发表于 2012-12-20 07:15 PM
我的意思是说，如果你是overnight stop loss，由于volume很小，你可能被stop出去at很低很低的价格，所以o ...

Precisely! I'm back to the regular hour triggering, even if this is a rare event.

ddd

接下来大家要考虑国会大佬还放不放假，还有没有机会“避免”悬崖。我看在没有确切解决方案情况下，1390都打不住。莫非真的要到1320去晃一晃？

9号胡同

老朽盘后做空， 没想到跌得这么厉害

greenback

Cobra 发表于 2012-12-20 07:15 PM
我的意思是说，如果你是overnight stop loss，由于volume很小，你可能被stop出去at很低很低的价格，所以o ...

I think I got what you are saying ...

When using stop loss during a flash crash, the price I paid may be way below the stop price, instead of just one tick below stop if it's triggered during regular trading hours. But using stop limit won't have this problem.

Anyway, setting stop loss and using support/resistant levels for regular trading hours is definitely the way to go.

Cobra

greenback 发表于 2012-12-20 10:40 PM
I think I got what you are saying ...

When using stop loss during a flash crash, the price I p ...

Stop loss limit有同样的问题，比如说今天，你的stop肯定触发了，但你的limit铁定不够低，因此多半没有卖出去。

Cobra

ddd 发表于 2012-12-20 10:31 PM
接下来大家要考虑国会大佬还放不放假，还有没有机会“避免”悬崖。我看在没有确切解决方案情况下，1390都打 ...

我觉得今天未来跌，就是大家突然意识到，根本就没有时间通过任何方案了。

Cobra

9号胡同 发表于 2012-12-20 10:36 PM
老朽盘后做空， 没想到跌得这么厉害

dsp

Cobra 发表于 2012-12-20 11:44 PM
我觉得今天未来跌，就是大家突然意识到，根本就没有时间通过任何方案了。

让这帮装孙子的人在国会过世界末日。

greenback

Cobra 发表于 2012-12-20 07:43 PM
Stop loss limit有同样的问题，比如说今天，你的stop肯定触发了，但你的limit铁定不够低，因此多半没有卖 ...

That's for sure ...