枪乃百兵之王,长而锋利,使用灵便,取胜之法,精微独到。这一节我们谈谈Squeeze。所谓Squeeze就是股价在一段时间内震荡很小,Squeeze后不论上行还是下行,所爆发出来的能量巨大,就象霸王枪,霸气十足,无往不胜。Squeeze 的做法是在图上同时画出Bollinger Band 和 Keltner Band。Bollinger 的参数是(20,2). Keltner的参数是(20,1.5). 与此同时还需要参照Momentum (参数12). 如果KB线在BB线外面,就表示Squeeze开始。当KB线重新回到BB线以内,就表示Squeeze结束。如果这时候Momentum是正的,就买入。如果是负的,就卖空。下面以道指和SP500的指数期货为例。注意道指的指数期货(YM)每一点是5美元。SP500的指数期货(ES)每点是50美元。 第一副图是三个月的ES。黑的粗实线是BB,灰的细线是KB。我们可以看到两次Squeeze。第一次在12月29号结束。由于Momentum是正的,应该买入。止损点设在买入价下15点。我一般15点获利。 第二次Squeeze 在1月25号结束,由于Momentum是负的,应该做空。 第二幅图是三个月的YM图。图中 那个巨大的下影线就是今年五月初道指那次著名的爆跌一千点。事实上在 这次暴跌前,YM已经Squeeze。这就是 我说的Squeeze所积累的能量是惊人的。但是这次Squeeze之后如何进场确实很饶头。那次下跌已经把能量耗空,跟着做空由于止损点的设置非被震出去不可。正确的做法是等回调至暴跌前再做空。对于YM,止损设为150点。
Band。Bollinger 的参数是(20,2). Keltner的参数是(20,1.5). Momentum (参数12).
所有跟帖:
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Bollinger Bands (20,2), the Keltner Channel (20,1.5) and the 12
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Hugh Hendry James Chanos short china, US defense
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价值或性质或场中心“定性”后,波动性定量
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purchase put options or VIX calls or VIX futures when the VIX is
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Larry McMillan (VIX futures) premiums are large in the front end
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VIX Premium:Options investors are paying twice this decade’s ave
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www.onn.tv Steve Claussen:investors are selling premium to try t
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http://www.optionmonster.com option premium website
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bidu premium selling 07302010
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ISM, leading indicator: 2002-2007 avg: 53.9, expecting: 54.2
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粒子,状态分布,全体范围,个体范围,定性后就是正态分布,绕心旋转
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Brian Belski,David Darst
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BRIAN G. BELSKI:split personality
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www.fxstreet.com European peripheral 10-year bond-yield spreads
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AM check: "yield spread", "libor"
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Bespoke Investment Group ted spread (图)
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ted spread is one of the two key credit spreads in moody's model
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AM check: Libor OIS spread, US 10-Year Swap
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AM check: short-term/long-term credit risk;TED spread, US 10-Yea
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AM check : Bo Peng ted spread
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AM check: risk-on, risk off, Two-Year Swap Spread ,10-year swap
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gap between the front month VIX futures and the VIX spot
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Joachim Fels:Fear Cheap Money, Not Double Dip
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http://beforeitsnews.com/
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梅西:不需要干掉5%,控制所有资源的分配,并且干掉1%的人,剩下99%的人就一致了
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