03/25/2010 白天灌水

Cobra

要动手也要等明天或盘后吧？班长short which one? Any suggestions?
Thanks!
ninemao 发表于 2010-3-25 09:04

SPY，我说了，有NYMO Setup，快收盘的时候，看看差不多Open > Close了，就可以动手，不用等明天，不过要注意啊，这是偷鸡，小心被当现行反革命被抓起来游街示众枪毙。

其他呢，柿子要找软的捏，我报告里的表格就是干这个的:

90ufo

QUOTE
=================
SPY SWING TRADE MODEL
This is my major model. All the other setups use this Model (Except the NYMO Sell Setup) as the pre-determined trend context. i.e. When SPY Swing Trade Model is “long” signal, the other setups will not generate any “short” signals, in stead they focus only in buying dips.
========================
如果NYMO SELL TRIGGER,老大怎么操作呢? 一部分资金按照ST MODEL继续BULLISH, 另一部分资金按照NYMO-SELL信号BEARISH BET, 那么就是等于FULLY HEDGED, 等于CASH?

slcgh

熊们睡觉去了，等老大收盘给熊军起义信号！！！

QuickHand

good job!
trueself 发表于 2010-3-25 09:07

    多半托不到１２点就GAME IS OVER。。。

black

morning, maybe this is it
http://www.hutong9.net/viewthrea ... p;page=6#pid1004370
误差1-1.5点

Cobra

QUOTE
=================
SPY SWING TRADE MODEL
This is my major model. All the other setups use th ...
90ufo 发表于 2010-3-25 09:09

继续往下看，NYMO那一节，那里有解释。3个Setup，Swing, Reversal Bar and NYMO都是一环套一环的，互补不足！

NYMO SELL SETUP

The original idea is here: 6.4.0 SPX and NYMO Divergence Watch. This setup is designed to catch the “TOP”. It’s always very risky to catch either TOP or BOTTOM, but with a good well tested setup, sometimes the rewards are substantial. See the test summary below, the Gain/Loss Ratio is 5.2 which is very impressive.

The swing trade model is basically a trend following system so like all the trend following system, it too has lagging problem which means inevitably it will loss quite a lot profits when trend changes. By using this setup, it can protect the profits earned by the swing trade model and allowing smooth transition from long to short. Basically, whenever the setup is triggered but the swing trade model hasn’t told you to sell yet, you can then buy the bearish ETF while at the same time hold the swing trade position (which usually is a bullish ETF). If the setup is correct then the bearish ETF should well compensate the loss of your swing trade position while you’re waiting for the swing trade model yelling to sell (which as discussed above is always lagging).

trueself

多半托不到１２点就GAME IS OVER。。。
QuickHand 发表于 2010-3-25 09:10

打赌？



不是，是他买了一只股，涨了不少

nasd

Cobra LD, the time order is wrong, should be '吹牛，泡妞, 睡觉'
lite1067 发表于 2010-3-25 08:51

QuickHand

打赌？



不是，是他买了一只股，涨了不少
trueself 发表于 2010-3-25 09:13

   $rut is weak, also high open, 10:30am no new high, so $rut could be close low and even red...

90ufo

打赌？
不是，是他买了一只股，涨了不少
trueself 发表于 2010-3-25 09:13

呵呵, QCOM是我瞎猫撞着死老鼠... 油股还在水深火热之中...
看看EUROPE MKT涨幅度的+0.6-1.2%, 我觉得今天不会蔫的.

waterwater

waiting

waterwater

I see something.

Cobra

正在研究的懒汉洗桶，一年大概指做几次，没有止损，buy and hold，用RSP（就是Equal Weighted SP-500），平均年收益15%，从2004年开始Back test的。下面是雏形，既然是懒汉洗桶，那就不准备优化入口出口了，可能就这样了。

90ufo

继续往下看，NYMO那一节，那里有解释。3个Setup，Swing, Reversal Bar and NYMO都是一环套一环的，互 ...
Cobra 发表于 2010-3-25 09:12

谢谢.  明白了, 是HEDGED的意思.   
同学门如果没有LONG, 只上SHORT,就不是FULLY HEDGED, 错了可别怪老大.

风信子

风信子

10：30了，没有新高。

qiangge

90ufo

10AM Bernanke Says U.S. Economy Still Needs `Accommodative' Monetary Policies
还在说话,问答ing...

waterwater

I see a big Lego Land.  WHo is builder?

jiuguangw

Open > Close 就动手，中间不用管，睡觉，吹牛，泡妞。
Cobra 发表于 2010-3-25 09:48

Cobra, can you explain what is the exit condition for the NYMO setup? Do you hold for a fixed number of days, or until NYMO goes back above 0?