Band。Bollinger 的参数是(20,2). Keltner的参数是(20,1.5). Momentum (参数12).

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。

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