ïîäðîáíîñòè íà ñàéòå rcmm.ru         d9e5a92d

Ïðîñòîé ìåòîä òîðãîâëè

ß ñëèøêîì ìíîãî ãîâîðèë îá ýôôåêòèâíûõ è íåýôôåêòèâíûõ ìå­òîäàõ ñ òî÷êè çðåíèÿ ïðîñòîé ëîãèêè ðûíî÷íîãî ïðîöåññà. Ñëåäóþùèé ìåòîä, âîçìîæíî, ñàìûé ïðîñòîé è ëîãè÷íûé. Ïîìèìî ýòîãî, íåìíîãèå ñèñòåìû èëè ìåòîäû äàþò ðåçóëüòàòû, êîòîðûå âû óâèäèòå íà ñëåäóþ­ùèõ íåñêîëüêèõ ñòðàíèöàõ.

Ýòîò ìåòîä ïîñòðîåí íà òðåíäàõ è íà êîððåêöèè. Çäåñü íåò íèêà­êèõ äðóãèõ ïðàâèë âûõîäà, êðîìå âûõîäà ïðè ñèòóàöèè ðåâåðñèâíîãî õîäà è èñïîëüçîâàíèÿ çàùèòíîé îñòàíîâêè. Åñëè ïîçèöèÿ ïî êàêîìó-ëèáî èíñòðóìåíòó ÿâëÿåòñÿ äëèííîé, òî îíà áóäåò îñòàâàòüñÿ äëèííîé äî òîãî ìîìåíòà, ïîêà íå ïîÿâèòñÿ ñèãíàë î ðàçâîðîòå è ñîçäàíèè êî­ðîòêîé ïîçèöèè, ëèáî îá èíèöèàëèçàöèè îñòàíîâêè, ÷òîáû ïðåäîòâðà­òèòü ïîòåðè. Ðåçóëüòàòû äëÿ âîñüìè ðûíêîâ ïðèâåäåíû íà ñòð. 184-185.

Ìåòîä, êîòîðûé äàåò ýòè öèôðû, óäèâèòåëüíî ïðîñò. Ïðàâèëà òà­êîâû:

 

Ïîêóïêà:

Ñðåäíåå ïî çàêðûòèþ, ðàññ÷èòàííîå ïî "X"- äíåâíîìó ïåðèîäó, äîëæíî áûòü âûøå, ÷åì àíàëîãè÷íîå ñðåäíåå "Y" äíåé òîìó íà­çàä.

Öåíà ïðè çàêðûòèè äîëæíà áûòü ìåíüøå, ÷åì àíàëîãè÷íàÿ öå­íà "Y" äíåé òîìó íàçàä.

Öåíà ïðè çàêðûòèè äîëæíà áûòü âûøå, ÷åì öåíà íà çàêðûòèå "Y+X" äíåé òîìó íàçàä.

Åñëè ñîáëþäåíû âñå òðè óñëîâèÿ, òî íóæíî îñóùåñòâëÿòü ïîêóïêó ïðè îòêðûòèè íà ñëåäóþùèé äåíü.

 

Ïðîäàæà:

Ñðåäíåå ïî çàêðûòèþ, ðàññ÷èòàííîå ïî "X"- äíåâíîìó ïåðèîäó äîëæíî áûòü ìåíüøå, ÷åì àíàëîãè÷íîå ñðåäíåå "Y" äíåé òîìó íàçàä.

Öåíà ïðè çàêðûòèè äîëæíà áûòü áîëüøå, ÷åì àíàëîãè÷íàÿ öå­íà "Ó äíåé òîìó íàçàä.

Öåíà ïðè çàêðûòèè äîëæíà áûòü ìåíüøå, ÷åì öåíà íà çàêðûòèå "Y+X" äíåé òîìó íàçàä.

Åñëè ñîáëþäåíû âñå òðè óñëîâèÿ, òî íóæíî îñóùåñòâëÿòü ïðîäàæó ïðè îòêðûòèè íà ñëåäóþùèé äåíü.

Íàïðèìåð, åñëè "Õ"= 20 è "Y"=3, òî 20-äíåâíîå ñðåäíåå ïî çàêðû­òèþ äîëæíî áûòü áîëüøå (äëÿ ïîêóïêè), ÷åì ýòî ñðåäíåå, ðàññ÷èòàííîå 3 äíÿ òîìó íàçàä. Ýòî ïðîñòî îçíà÷àåò, ÷òî 20-äíåâíîå ñðåäíåå ïî çà­êðûòèþ ïîäíèìàåòñÿ.

 



Çàòåì íåîáõîäèìî, ÷òîáû ñåãîäíÿøíÿÿ öåíà ïðè çàêðûòèè áûëà íèæå, ÷åì öåíà ïðè çàêðûòèè 3 äíÿ òîìó íàçàä. Ýòî ïîìîãàåò îïðåäå­ëèòü, íå ïðîèçîéäåò ëè îòêàò ðàíåå âõîäà â ðûíîê.  êîíå÷íîì èòîãå íåîáõîäèìî, ÷òîáû öåíà (äàæå åñëè îíà íèæå, ÷åì 3 äíÿ íàçàä) áûëà òàêæå âûøå, ÷åì 23 äíÿ íàçàä. Ýòî ïðîâåðêà íàëè÷èÿ âîñõîäÿùåãî ñêîëüçÿùåãî ñðåäíåãî. Ìåòîä ìîæåò äåéñòâîâàòü äî òåõ ïîð, ïîêà íå âîçíèêíåò ñèãíàë ðàçâîðîòà èëè åñëè ðûíîê íå çàéäåò ñëèøêîì äàëåêî ïðîòèâ ïîçèöèè áåç ñèãíàëà î ðàçâîðîòå.

Âîò è âñå. Òðè î÷åíü ïðîñòûõ, î÷åíü ëîãè÷íûõ ïðàâèëà äàëè òåñòî­âûå ðåçóëüòàòû, ïðèâåäåííûå âûøå. Ïîêàçàòåëè íàñòîëüêî âíóøè­òåëüíû, ÷òî íå òðåáóåòñÿ ïðîâîäèòü ñëèøêîì ãëóáîêèé àíàëèç, ÷òîáû ïîíÿòü, ñòîèò ëè èì ïîëüçîâàòüñÿ èëè íåò. Åäèíñòâåííûé âîïðîñ - ýòî êàêîâû "X" è "Y"? Äëÿ âñåõ ïðàêòè÷åñêèõ öåëåé "X" ìîæåò áûòü ëþáîé âåëè÷èíîé, êîòîðàÿ îòðàæàëà áû âîñõîäÿùåå äâèæåíèå äîëãîñðî÷íîãî òðåíäà. "Ó ìîæåò áûòü ëþáûì ÷èñëîì, êîòîðîå îòðàæàåò êðàòêîñðî÷­íûé îòêàò. Íåêîòîðûå çíà÷åíèÿ "X" è "Y" äàäóò áîëåå îáíàäåæèâàþùèå ïîêàçàòåëè ïî ñðàâíåíèþ ñ äðóãèìè çíà÷åíèÿìè. Íî, êàê ïðàâèëî, åñ­ëè öèôðû ïîïàäàþò ïîä ëîãèêó ìåòîäà, îíè äîëæíû äàâàòü óñòîé÷è­âóþ ñòàòèñòèêó.

 

Áîíäû                                                                                 Øâåéöàðñêèé Ôðàíê

×èñòàÿ ïðèáûëü                                                              $92.000 ×èñòàÿ ïðèáûëü                $81.800

#                                                                                           Âûèãðûø/ïðîèãðûø      30/48       # Âûèãðûø/ïðîèãðûø    37/66 % âûèãðûøåé                                                                   63%        % âûèãðûøåé     56% Ñðåäíèé âûèãðûø                                                          $3.775    Ñðåäíèé âûèãðûø            $3,440 Ñðåäíèé óáûòîê                                                              $1.150    Ñðåäíèé óáûòîê               $1.570

Êîýôôèöèåíò                                                                   Êîýôôèöèåíò

âûèãðûø/ïðîèãðûø                                                       3,29        âûèãðûø/ïðîèãðûø        2,19

Ñðåäíÿÿ òîðãîâëÿ                                                           $1.915    Ñðåäíÿÿ òîðãîâëÿ             $1.239

Ìàêñèìàëüíàÿ                                                                 Ìàêñèìàëüíàÿ

ïîòåðÿ êàïèòàëà                                                             -$5.875  ïîòåðÿ êàïèòàëà               -$9.000

Ôàêòîð ïðèáûëè                                                             5,48        Ôàêòîð ïðèáûëè               2,80

% âðåìåíè â                                                                      % âðåìåíè

ïîòåðÿõ êàïèòàëà.                                                          52%        â ïîòåðÿõ êàïèòàëà.         68%

Ñðåäíÿÿ                                                                             Ñðåäíÿÿ

ïîòåðÿ êàïèòàëà                                                             $2.100    ïîòåðÿ êàïèòàëà               $4.500

Íåôòü                                                                                 Ïøåíèöà

×èñòàÿ ïðèáûëü                                                              $65.290 ×èñòàÿ ïðèáûëü                $25.740

#                                                                                           Âûèãðûø/ïðîèãðûø      43/73       # Âûèãðûø /ïðîèãðûø    35/61 % âûèãðûøåé                                                                   59%        % âûèãðûøåé     57% Ñðåäíèé âûèãðûø                                                          $2.000    Ñðåäíèé âûèãðûø            $1.180 Ñðåäíèé óáûòîê                                                              $725       Ñðåäíèé óáûòîê               $615

Êîýôôèöèåíò                                                                   Êîýôôèöèåíò

âûèãðûø/ïðîèãðûø                                                       2,80        âûèãðûø/ïðîèãðûø        1,93

Ñðåäíÿÿ òîðãîâëÿ                                                           $895       Ñðåäíÿÿ òîðãîâëÿ             $404

Ìàêñèìàëüíàÿ                                                                 Ìàêñèìàëüíàÿ

ïîòåðÿ êàïèòàëà                                                             -$5.700  ïîòåðÿ êàïèòàëà               -$4.800

Ôàêòîð ïðèáûëè                                                             4,01        Ôàêòîð ïðèáûëè               2,50

% âðåìåíè â                                                                      % âðåìåíè â

ïîòåðÿõ êàïèòàëà.                                                          59%        ïîòåðÿõ êàïèòàëà.            69%

Ñðåäíÿÿ                                                                             Ñðåäíÿÿ

ïîòåðÿ êàïèòàëà                                                             $1.700    ïîòåðÿ êàïèòàëà               $1.500

ßïîíñêàÿ Èåíà                                                                10-Ëåòíèå Íîòû

×èñòàÿ ïðèáûëü      $118.300   ×èñòàÿ ïðèáûëü     $62.000

#                                                                                           Âûèãðûø/ïðîèãðûø  20/35           # Âûèãðûø/ïðîèãðûø    30/50 % âûèãðûøåé                                                                   57%        % âûèãðûøåé     60% Ñðåäíèé âûèãðûø                                                          $3.900    Ñðåäíèé âûèãðûø            $2.600 Ñðåäíèé óáûòîê                                                              $1.500    Ñðåäíèé óáûòîê               $890

Êîýôôèöèåíò                                                                                           Êîýôôèöèåíò

âûèãðûø/ïðîèãðûø                                                       2,60          âûèãðûø/ïðîèãðûø           2,92

Ñðåäíÿÿ òîðãîâëÿ                                                           $2.235           Ñðåäíÿÿ òîðãîâëÿ             $1.240

Ìàêñèìàëüíàÿ                                                                 Ìàêñèìàëüíàÿ

ïîòåðÿ êàïèòàëà                                                             -$9.400           ïîòåðÿ êàïèòàëà             -$5.900

Ôàêòîð ïðèáûëè                                                             4,29                 Ôàêòîð ïðèáûëè                   4,50

% âðåìåíè                                    % âðåìåíè â

ïîòåðÿõ êàïèòàëà.                                                          64%              ïîòåðÿõ êàïèòàëà.                64%

Ñðåäíÿÿ                                      Ñðåäíÿÿ

ïîòåðÿ êàïèòàëà                                                             $3.500            ïîòåðÿ êàïèòàëà              $1.700

Íåìåöêàÿ Ìàðêà                                                             Åâðîäîëëàð

×èñòàÿ ïðèáûëü                                                              $64.500        ×èñòàÿ ïðèáûëü             $13.250

#Âûèãðûø/ïðîèãðûø                                                   24/38 # Âûèãðûø/ïðîèãðûø    27/47 % âûèãðûøåé                                                                   63%                    % âûèãðûøåé                       57% Ñðåäíèé âûèãðûø                                                          $3.400        Ñðåäíèé âûèãðûø              $775 Ñðåäíèé óáûòîê                                                              $1.300            Ñðåäíèé óáûòîê                  $384

Êîýôôèöèåíò                            Êîýôôèöèåíò

âûèãðûø/ïðîèãðûø                                                       2,6          âûèãðûø/ïðîèãðûø           2,02

Ñðåäíÿÿ òîðãîâëÿ                                                           $1.700         Ñðåäíÿÿ òîðãîâëÿ                $280

Ìàêñèìàëüíàÿ                          Ìàêñèìàëüíàÿ

ïîòåðÿ êàïèòàëà                                                             -$6.500          ïîòåðÿ êàïèòàëà             -$2.850

Ôàêòîð ïðèáûëè                                                             4,50          Ôàêòîð ïðèáûëè                   2,72

% âðåìåíè â                               % âðåìåíè â

ïîòåðÿõ êàïèòàëà.                                                          56%              ïîòåðÿõ êàïèòàëà.                64%

Ñðåäíÿÿ                                      Ñðåäíÿÿ

ïîòåðÿ êàïèòàëà                                                             $2.700             ïîòåðÿ êàïèòàëà                 $800

Ñâîäíûå ðåçóëüòàòû ïî âñåì 8 ðûíêàì

×èñòàÿ ïðèáûëü                                                              $520.300

#                                                                                           Âûèãðûø/ïðîèãðûø        243/422 % âûèãðûøåé                                                                   57% Ñðåäíèé âûèãðûø                                                          $2.860 Ñðåäíèé óáûòîê                                                              $ 1.000 Êîýôôèöèåíò âûèãðûø/ïðîèãðûø                            2,8 Ñðåäíÿÿ òîðãîâëÿ                                                           $1.230 Ìàêñèìàëüíàÿ ïîòåðÿ êàïèòàëà                                -$14.500 Ôàêòîð ïðèáûëè                                                             3,90 % âðåìåíè â ïîòåðÿõ êàïèòàëà.                                  65% Ñðåäíÿÿ ïîòåðÿ êàïèòàëà                                            $3.400

 




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