SPY日线趋势

Cruiser

本人是这个论坛上的老股民了，从大家的帖子里学到了不少东西，特别是班长十几年如一日的统计分析。但是炒股投机始终不太成功，经常把一段时间积累的筹码在一两次豪赌中输光。痛定思痛，决心要想办法减少情绪对自己判断的影响。最近写了些代码以便比较客观地找出价格走势的趋势，自己觉得结果不错，想跟大家分享讨论一下。

简单解释一下过程：
1. 先找出大趋势，再把大趋势分解成小趋势。
2. 趋势的中轴是线性回归；轨道跟方差有关，但不一定是平行线。
3. 计算采用比较精确的数据（5分钟线，1分钟线）然后画到更大的timeframe上（日线，小时线）来辅助人工判断。

准备以后每个交易日在这里贴一下SPY的日线趋势和我对日跌涨的判断，看能坚持多久

7/26/2024: SPY close 544.38, next day up

noname6688

鼓励大佬 大家接力棒

蛇大地盘很包容 蛇大以身作则 大家能坚持多久就多久  无论时间长短都是贡献

befriend

Cruiser

7/29/2024: SPY close $544.76, accumulated profit $0.38, next day up
7/26/2024: SPY close $544.38, accumulated profit $0, next day up

Cruiser

MSFT季报后跌，估计明天又错了

7/30/2024: SPY close $541.91, accumulated profit $-2.47, next day up
7/29/2024: SPY close $544.76, accumulated profit $0.38, next day up
7/26/2024: SPY close $544.38, accumulated profit $0, next day up

Cruiser

7/31/2024: SPY close $550.41, accumulated profit $6.03, next day up
7/30/2024: SPY close $541.91, accumulated profit $-2.47, next day up
7/29/2024: SPY close $544.76, accumulated profit $0.38, next day up
7/26/2024: SPY close $544.38, accumulated profit $0, next day up

Cruiser

8/01/2024: SPY close $543.01, accumulated profit -$1.37, next day down
7/31/2024: SPY close $550.41, accumulated profit $6.03, next day up
7/30/2024: SPY close $541.91, accumulated profit -$2.47, next day up
7/29/2024: SPY close $544.76, accumulated profit $0.38, next day up
7/26/2024: SPY close $544.38, accumulated profit $0, next day up

Cruiser

8/02/2024: SPY close $532.98, accumulated profit $8.66, next day down
8/01/2024: SPY close $543.01, accumulated profit -$1.37, next day down
7/31/2024: SPY close $550.41, accumulated profit $6.03, next day up
7/30/2024: SPY close $541.91, accumulated profit -$2.47, next day up
7/29/2024: SPY close $544.76, accumulated profit $0.38, next day up
7/26/2024: SPY close $544.38, accumulated profit $0, next day up

Cruiser

8/05/2024: SPY close $517.43, accumulated profit $24.21, short
8/02/2024: SPY close $532.98, accumulated profit $8.66, short
...
7/26/2024: SPY close $544.38, accumulated profit $0, long

Cruiser

8/06/2024: SPY close $522.19, accumulated profit $19.45, short
8/05/2024: SPY close $517.43, accumulated profit $24.21, short
8/02/2024: SPY close $532.98, accumulated profit $8.66, short
...
7/26/2024: SPY close $544.38, accumulated profit $0, long

Cruiser

8/07/2024: SPY close $518.64, accumulated profit $23.00, short
8/06/2024: SPY close $522.19, accumulated profit $19.45, short
8/05/2024: SPY close $517.43, accumulated profit $24.21, short
8/02/2024: SPY close $532.98, accumulated profit $8.66, short
...
7/26/2024: SPY close $544.38, accumulated profit $0, long

Cruiser

8/08/2024: SPY close $530.62, accumulated profit $11.02, short
8/07/2024: SPY close $518.64, accumulated profit $23.00, short
8/06/2024: SPY close $522.19, accumulated profit $19.45, short
8/05/2024: SPY close $517.43, accumulated profit $24.21, short
8/02/2024: SPY close $532.98, accumulated profit $8.66, short
...
7/26/2024: SPY close $544.38, accumulated profit $0, long

Cruiser

一个星期又回到原位

8/09/2024: SPY close $532.91, accumulated profit $8.73, short
8/08/2024: SPY close $530.62, accumulated profit $11.02, short
8/07/2024: SPY close $518.64, accumulated profit $23.00, short
8/06/2024: SPY close $522.19, accumulated profit $19.45, short
8/05/2024: SPY close $517.43, accumulated profit $24.21, short
8/02/2024: SPY close $532.98, accumulated profit $8.66, short
...
7/26/2024: SPY close $544.38, accumulated profit $0, long

Cruiser

8/12/2024: SPY close $533.26, accumulated profit $8.38, short
8/09/2024: SPY close $532.91, accumulated profit $8.73, short
...
7/26/2024: SPY close $544.38, accumulated profit $0, long

Cruiser

8/13/2024: SPY close $542.02, accumulated profit -$0.38, short
8/12/2024: SPY close $533.26, accumulated profit $8.38, short
8/09/2024: SPY close $532.91, accumulated profit $8.73, short
...
7/26/2024: SPY close $544.38, accumulated profit $0, long

Cruiser

8/14/2024: SPY close $543.78, accumulated profit -$2.14, short
8/13/2024: SPY close $542.02, accumulated profit -$0.38, short
8/12/2024: SPY close $533.26, accumulated profit $8.38, short
8/09/2024: SPY close $532.91, accumulated profit $8.73, short
...
7/26/2024: SPY close $544.38, accumulated profit $0, long

Cruiser

最近的判断错大了，总觉得那个小的上涨轨道成不了气候。现在又是清楚的上升趋势了，但是这里总该停顿一下？

8/15/2024: SPY close $553.07, accumulated profit -$11.43, short
8/14/2024: SPY close $543.78, accumulated profit -$2.14, short
8/13/2024: SPY close $542.02, accumulated profit -$0.38, short
8/12/2024: SPY close $533.26, accumulated profit $8.38, short
8/09/2024: SPY close $532.91, accumulated profit $8.73, short
...
7/26/2024: SPY close $544.38, accumulated profit $0, long

Cruiser

8/16/2024: SPY close $554.23, accumulated profit -$12.59, short
8/15/2024: SPY close $553.07, accumulated profit -$11.43, short
8/14/2024: SPY close $543.78, accumulated profit -$2.14, short
8/13/2024: SPY close $542.02, accumulated profit -$0.38, short
8/12/2024: SPY close $533.26, accumulated profit $8.38, short
8/09/2024: SPY close $532.91, accumulated profit $8.73, short
...
7/26/2024: SPY close $544.38, accumulated profit $0, long