SPX @ 824.12 now，这时空头应该平仓，DT多头应该建仓

49north

I think you posted this BEFORE the LOD was reached, right?

Maybe shed some lights on which indicators you used to predict the trend reversal?

Much appreciated! Thanks!!

多吉

wired, how could you set a TRAILING stp at a particular level? It is about amount you trail to stop out, if you indeed use trailing stp, you should have been stopped out when the market was doing the  ...
biorjin 发表于 2009-4-6 06:25 PM

哈哈哈。。。I use my own API to track SP500 index as trigger of certain position.
It's a proprietary semi-automatic risk management application.
IB's bracket order is too lousy for risk control.

By the way, my stop was a differentiation of 7pts drop from the top, and SPX never dropped more than
5 full pts from any of temporary tops on its choppy way-up this afternoon. If you're familiar with the
mechanism of trailing stops, you should not have such a doubt.

多吉

I think you posted this BEFORE the LOD was reached, right?

Maybe shed some lights on which indicators you used to predict the trend reversal?

Much appreciated! Thanks!!
49north 发表于 2009-4-6 06:55 PM

to tell the truth, I'm the mm who's dictating an army of traders in ws... LOL

raise3

向日葵现在就是股神啊。。。

49north

to tell the truth, I'm the mm who's controlling an army of traders in ws... LOL


多吉 发表于 2009-4-6 18:58

That explains it.

I was thinking no one can be that good...

biorjin

1, when talking about trailing stop, people say how many pts you set to trail, not a level, as the actual stp level for a tl-stp order changes every second. So when you said you put a trailling stop at 818, it simple does not make sense.
2, Bracket order is a standard order type, which can be found in 90% of the trading platform, it is not something only for IB.
3, Bracket is not a risk control, it just make convenient for day traders to throw in orders, especially scaplers. So I don't get why it is "lousy" or not
4, Don't know what you mean by saying semi-automatic risk control, I assume it is another way to say mental stop. If it is something you have to think about before throwing in the order, you will have trouble sooner or later.

哈哈哈。。。I use my own API to track SP500 index as stop of certain position.
It's a proprietary semi-automatic risk management system.
IB's bracket order is too lousy for risk control.

{:6 ...
多吉 发表于 2009-4-6 18:56

多吉

1, when talking about trailing stop, people say how many pts you set to trail, not a level, as the actual stp level for a tl-stp order changes every second. So when you said you put a trailling stop a ...
biorjin 发表于 2009-4-6 07:46 PM

I started a 7pts trailing stop at 818 as a starting level when I entered  the position.
Please see the detail above by yourself one more time.
What's wrong with you, dude?

noname6688

I started a 7pts trailing stop at 818 as a starting level when I entered  the position.
Please see the detail above by yourself one more time.
What's wrong with you, dude?


多吉 发表于 2009-4-6 19:57

我的武林高手们，你们要冷静分析，消化对方的立场，语言中展示更多耐心。
你们的对话不是华山论剑，而是在青蛙面前的PANEL MEETING---
我们一堆青蛙在听讲课，学习你们的情报收集，战术分析和操作思路。

如果你们要"华山论剑"， 我去把我年轻聪明漂亮博学的师傅(666.88 专利拥有人)请回美国来，
她会使用"千手媚惑掌"，把你们两个男的统统干掉。先干掉缺少耐心的多吉。不过要等
这波行情作完，因为我还在跟你们仓位，你们不能先撒手。

H_T

sigh, so much tension lately .  It is spring season, let's all relax and enjoy trading and "watering" .

dara