Forex/Futures ST for Week 6/10-6/14

hahaa

这两天忙于搬家打包，不太有时间来这里。看到你刚才提到自动交易，IB每天会关服务器比较麻烦，不知你有没有试过换用别家的平台试试。记得flx说过她用的是C2, 另外她有一个系列贴，我前一段时间通读过，受益匪浅，如果你想看，PM我，我试试看能不能找到那个链接。她的理念是：自动交易最重要的是资金管理，整一套follow趋势的规则，（也许准确率不太高也没关系，60%左右也可，）然后调整资金管理，注意止赢一般要大于止损，往里套。。。历史数据复盘。。。。具体的我记不太清了。相信你看后会有启发。

greenback

hahaa 发表于 2013-6-14 12:02 AM
这两天忙于搬家打包，不太有时间来这里。看到你刚才提到自动交易，IB每天会关服务器比较麻烦，不知你有没有 ...

Thanks for the suggestion! I find a way to restart IB only once a week ... It's getting better. I noticed FLX uses an adaptive approach to control risk. I'm not there yet. Just started to get used to their C# programming language. So far I'm using fixed stop loss and fixed position size (i.e. 1 contract in ES or YM).

greenback

aimei 发表于 2013-6-13 10:33 PM
老大
美元 要反弹？

Looks like it ... EUR is going south during Asian hours ... seems that the Japanese are back into USD ...

greenback

aimei 发表于 2013-6-13 10:34 PM
问ｃａｒｒｙ　ｔｒａｄｅ
是因为最近中国回购利率高的奇怪

I see ... any implication on tightening in China?

aimei

greenback 发表于 2013-6-14 12:22 AM
Looks like it ... EUR is going south during Asian hours ... seems that the Japanese are back into  ...

对美国股市会是怎么影响那？

greenback

aimei 发表于 2013-6-14 09:19 AM
对美国股市会是怎么影响那？

We can safely ignore the correlation between equity and dollar. It's all about FED/QE now ...

aimei

greenback 发表于 2013-6-14 09:16 AM
We can safely ignore the correlation between equity and dollar. It's all about FED/QE now ...

谢谢老大
学习了