s**w
发帖数: 499 | 1 哪有那么简单的事。
whipsaw和range不是一个概念。
range是价格局限在一定范围之内。
whipsaw的价格不一定是局限在一个范围内。只不过它的走势不是直线，也不一定是波
浪，而是无序的。whipsaw可以在range之内，也可以超出range很多，但是它超出的方
式不一定是直线，超出后可能会也可能不会回到range中。
trend通常是直线或接近直线。超出range后基本上不会回头。
whipsaw对做range和做trend的都具有杀伤力。而trend对做range的也有杀伤力。
做trend的，只要你控制好仓位，就没有大问题，前提是你要看的懂trend。
像lz这样做range的，基本上是不愿意cut（否则他也不会有那个赢率）。赢率虽然高，
套住一次水下几十点就玩完了。
我刚刚查了一下，C2的TF intraday margin 是660.一个25000的户头，如果像lz那样满
仓TF，可以买37个合同。但是过夜时，所有真实brokers都必须执行overnight margin
，就是5400/合同.一个25000的户头，只能hold 4个合同。你查查lz hold... 阅读全帖 |
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发帖数: 1 | 2 日内的trend在长点时间上就是whipsaw
trend，whipsaw都是跟时间尺度有关。脱离时间尺度谈啥trend，whipsaw是扯淡
早就告诉你，别嘴炮，show给大家看看
我看你做futures 两天要亏光。
稍好点你选了options，不过也是几周亏光的命。不过expire前一直可以给你幻想 |
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s**w
发帖数: 499 | 3 我可以高诉你，trend主要反映在interday。
intraday大多数都是whipsaw，但是也有反映trend的时候。你不懂trend你就看不出，
你眼里看到的只有whipsaw。
一个人带着狗向目标走。狗绕着他身前身后跑。
人的线路就是trend。
狗的线路就是whipsaw。
你看不懂trend是你以为狗的线路就是trend。你跟着狗转觉得行不通，就以为跟trend
行不通。
我这个话你可能理解不了。
但是很多人能理解。 |
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b******r
发帖数: 16603 | 4 大踏空...
主要以前很少做whipsaw反转态势，AMCC这样容易的pattern式whipsaw反转，
抓在了最低点，竟然让他溜了。
怪自己昨天睡觉前看美元反转0.3%，还是一下子chicken了。有时候对大盘
判断失误还是干扰了对个股的操作。 |
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发帖数: 1 | 5 为毛options股神对whipsaw这么痛恨？因为它是慢刀割肉。几天下来，指数／股票没跌
，options跌了一半。options股神就喜欢一根筋涨／跌，美其名曰trend following
这不叫trend following，叫trend wishing
从上周四，指数基本处于平盘。call/put 股神都赔惨了吧。
对options股神，指数10点上下都是noice吧？对futures day trading就是大波了。这
种whipsaw其实很好赚钱，不过会把options股神搞死。
俺们招恨也没办法。 |
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b***y
发帖数: 824 | 6 Topped four routes today:
1.Crossing the Threshold 5.8 Stem up TR: cold rock, finger tip totally numb,
even toes are numb
2.Whipsaw 5.9 Top rope TR: Solid hand/foot holds, but used too much arm
force because of cold fingers
3.Air Guitar 5.10A Crack TR: still not very comfortable for hand jam, 3
takes to get rest
4.Pony Keg 5.9 TR corner crack: too tired at about 2/3, have to switch to
Whipsaw to finish the route
Cold rock changed everything. No trust on hand hold, no trust on foot hold,
too much |
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y*****l
发帖数: 5997 | 7 Beware of Whipsaws
by Rev Shark
We are off the lows of the day, but breadth is weak, and the action feels
quite random. While we have some strength in chips, Apple and Google are
struggling. Cloud computing is leading while banks are lagging. At least we
are stable now and starting to turn up, but it is lackluster trading, and it
is easy to get whipsawed if you aren't careful. There just isn't any big
edge, and I suspect there is some hesitancy to load up longs in front of the
weekend with the I... 阅读全帖 |
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W*****B
发帖数: 4796 | 8 最让床铺愤怒的还是女婿遭受的屈辱。过去一周所有媒体万炮齐轰对准库什纳。床铺感
觉万分悲哀，自己身为一国之君，居然不能为女婿挡箭。现在床铺估计后悔当选了这个
总统，每天被架在火上烤。想想以前地产大亨的日子和真人秀节目时候，多悠哉啊。
Inside the White House, aides over the past week have described an air of
anxiety and volatility — with an uncontrollable commander in chief at its
center.
These are the darkest days in at least half a year, they say, and they worry
just how much farther President Trump and his administration may plunge
into unrest and malaise before they start to recover. As one official put it
Tr... 阅读全帖 |
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z****g
发帖数: 3509 | 9 超越你肯定是没问题的，我找了一下，虽然不常见，但我这个说法也不是只有我用。
Be a strong, selfish, independent person, rather than a second-handed shell
that can be crawled into and driven around by any other person. Have a soul
of your own instead of being driven and contaminated by being around the (
weak) souls of others. Have your own frame and live it.
http://fallibleideas.com/social-life
If you don't have your own frame, he said, you'll be whipsawed by life. If
you do, you're more likely to succeed.
https://www.theatlantic.com/... 阅读全帖 |
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b********n
发帖数: 38600 | 10 It will bounce hard at some point but trying to guess the timing will
bankrupt buttloads of traders. The everyday risk in the market is incredibly
heightened in these situations and trying to play a short time horizon game
will wipe you out from the whipsaws.
But if you just like action, you'll get lots of that these days. |
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b********n
发帖数: 38600 | 11 It will bounce hard at some point but trying to guess the timing will
bankrupt buttloads of traders. The everyday risk in the market is incredibly
heightened in these situations and trying to play a short time horizon game
will wipe you out from the whipsaws.
But if you just like action, you'll get lots of that these days. |
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b********n
发帖数: 38600 | 12 It will bounce hard at some point but trying to guess the timing will
bankrupt buttloads of traders. The everyday risk in the market is incredibly
heightened in these situations and trying to play a short time horizon game
will wipe you out from the whipsaws.
But if you just like action, you'll get lots of that these days. |
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l****z
发帖数: 29846 | 13 By MARCY GORDON
AP Business Writer
WASHINGTON (AP) -- A congressional panel has voted to subpoena former Sen.
Jon Corzine to testify next Thursday about his role leading MF Global, a
brokerage firm that collapsed this fall after a disastrous bet on European
debt.
The hearing will be a rare moment in Washington. Congressional historians
had to reach back to 1908, when a former senator from North Carolina was
called to testify in connection with a corporate lobbying scandal, to find a
similar inst... 阅读全帖 |
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c*****g
发帖数: 21627 | 14 SAN FRANCISCO -- Beleaguered game maker Zynga zapped 520 jobs today in a
deep cost-cutting move that increases questions about its future.
The company, based here, said it will lay off 18% of its workforce worldwide
and shutter offices. Zynga declined to say where but sources, who asked not
to be identified, said the locations are in Los Angeles, Dallas and New
York. Zynga says the move, which should be completed by August, will save it
$70 million to $80 million.
FIRST TAKE: Lull in games left ... 阅读全帖 |
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w***n
发帖数: 1519 | 15 Well, You know what your edge is if you got one ;-)
Put your goals and "rivals" into perspective and you will see.
For indexers, it's easy. Buying & holding index funds and doing absolutely
nothing most of the time can easily give you an edge over... you have seen
how dumb the average investors can be.
For market timers, you have a much higher bar and quite a battle ground to
compete with the hedge funds, high frequency funds, algorithm traders, well,
all the Sharks. Do you make decisions in 15 ... 阅读全帖 |
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w***n
发帖数: 1519 | 16 Not sure whether you realize this, but there is a big difference between
goodbug's method and your method.
That is a trend-following system, which if one follows that particular
signal, he would have been holding for quite several years (I don't even
need to look at the chart to know it probably never signaled a sell signal
in this bull cycle). In other words, you buy with an intention to hold
indefinitely, till you are forced out when the major trend changes. For a
good stock picker, that could... 阅读全帖 |
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w***n
发帖数: 1519 | 17 There is no free lunch. You either risk big draw downs from time to time (
buy and hold), or risk realizing some loss but not participating in the
recovery and also becoming vulnerable to whipsaws (trend following/momentum
trading). Or, if you let your emotion/hunches control the process, rather
than sound rules, you could do a lot worse. |
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s*****b
发帖数: 90 | 18 我也说说我的看法，情大家指教，讨论。
1） 首先起始的setup是一个Reverse Head and Shoulder, 最早可以在right shoulder
开始建仓， stop在head 下面一点。
当然，突破neck line, 进行追加，也可以，但是如果neck line上面出现whipsaw, 就
一定要小心了，牛市的时候，可以耐心一点， piggy bearish market， 就要在neck
line下面， 或者right shoulder下面放stop.
2）如果突破了，传统的target是是head到neck line的距离， 41->45, 45->49.
这就是为什么49的位置， 出现了比较长时间的盘整。
大牛市， 可以继续等等， 画好38.2%的stop,
piggy bearish market, 就take profit吧。
3）盘整后，就有了trend line, 这比较重要，看trendline.
后来49 gap up, 有会测了一次，成功反弹，这个gap的上下边缘，都可以成为entry和
stop的位置。
4）pink trendline破了以 |
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I******a
发帖数: 3812 | 19 盘子大小有个消长过程吧。现货金没什么风险，期货波动太大，容易被whipsawed.
我看目前米元对黄金还是有组织的撤退，时常还是要反扑一下的。 |
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e*******r
发帖数: 355 | 21 恩，你说的其实很有道理，就是个Whipsaw的问题
如果口袋深如帮主，加上适当的Risk Management，做左边是没问题的。我发现很多这
里割肉的，主要还是口袋+Risk控制的问题
我最近研究所谓的趋势，还没有一个理想的定量描述方法。唉 |
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S******t
发帖数: 8388 | 23 You got it.
there must be a lot whipsaws around this line before either breakup or
breakdown.
frogs should stay away from it. |
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b******r
发帖数: 16603 | 24 这个股票我做了很久了，就是玩whipsaw。它基本是短期内直上直下的。
基本面其实还可以。 |
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b******r
发帖数: 16603 | 25 这段话我捉摸了一下，很是个理儿。最近whipsaw很王道。 |
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i*u
发帖数: 299 | 26 我本人十分反对这个说法，跌穿200SMA不等于大盘会像2000或2007那样crash。
很简单的一个例子，回望过去20年，绝大部分这些crosses都是whipsaw告终。
SMAs的主要用发是看整体的trend，the slope of the SMA。
当然，也可以用他们来作短期的psychological support/resistance，但macro来说作
用并不大。
欢迎指教。 |
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m********0
发帖数: 2717 | 27 类似于图上那样，但不是完全一致（图上的跟我想的不一样，有bug，已经修改了）。
理想的情况是没有那么多whipsaw trades，只有图上中间的那部分。
线性止损和线性止赢，变成了线性止损，quadratic止赢。问题是等距离的grid，
好像要trigger第四次加仓以后才能超过grid trading，体现优势。
Profit
took, |
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s******v
发帖数: 4495 | 28 今天的下跌应该是因为有analyst bash z10，寄希望于Q10，可是Z10好歹有7万个app，
这个Q10 screen size/shape不一样，让那些7万个app的developer在2-3个月重写app？
同一个OS有两个screen shape，BB既要照顾以前的客户，又要争新用户，多折腾啊。
U.S. wireless carriers are not optimistic about the prospects for the
BlackBerry Z10 touchscreen smartphone, Wedge Partners analyst Brian Blair
asserts in a research note today.
“While Blackberry’s stock continues to get whipsawed as investors debate
the hopes for Z10 sell-through against headlines like Home Depot ditching
Blackberry for iPh... 阅读全帖 |
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m****e
发帖数: 85 | 29 Work in trend market. Burn in whipsaw market.
One of many trend following methods, which are not very useful alone in the
long run. |
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a*********d
发帖数: 194 | 30 太笼统general了.
就spy/dia的话如何“Burn in whipsaw market”？
俺怎么看，最多就是来回折腾或小亏？
burn多发生在强trend market做反了吧？
the |
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h******b
发帖数: 6055 | 33 说真的市场上那么多基金，除了非常低volatility低回报的，看他们的图2008年几乎没
有例外都是腰斩。
你可以有很多方法减少那一年的亏损，比如20/50/200 moving average之类的，但必然
会因为whipsaw减少总收入。
只有intraday high frequency的模块才能避免熊市的打击。但能测试，执行这种模块
的人很少。毕竟你测试结果再好，真实炒股的时候几秒钟就是天差地别的价格。
每月一次的模块相对来说容易执行很多。 |
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X****i
发帖数: 1877 | 34
26 Long and Short Signals In One Day From Just 40 Stocks!
And At IntraDay Lows And Highs, Not Easy Nor Simple.
No Whipsaws, No Time Lag, No delays. Not Your Average Software.
Use It Or Lose, Simple As That, And Easy Decision.
Combined With Trend Line Technique, You Can Whip MM Daily.
I Would NOT Trade Without It. In Fact, I Use It DAILY. |
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h********d
发帖数: 109 | 35 You do weekly work to keep your mind re-fresh.
But most funds request holding>30 days. And most of chance, best fund is
keep in top rank for very long time in bull market. Re-balance very
infrequently unless market get into whipsaw period.
Good strategy that makes money is actually simple, easy and boring.
But you need to keep doing it over and over again. |
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C*******r
发帖数: 10345 | 36 想来想去，要减少交易次数。蝌蚪青蛙很多交易都是凭一时头脑发热，因为贪婪，跌了
又恐慌，忙着“止损”，其实是瞎割，英文叫被whipsawed， 时间长了都是亏飞。
马大师说的对，除非很有把握，绝对不交易。这种震荡市，很多专业的都躲，偏偏青蛙
蝌蚪想进去瞎混。
俺这两个月看了一下，只有两次交易俺可以说买的时候比较有把握。一次是天朝乱调利
率，黄金又刚好做了个底，所以进去UGLD一把赚400块。另一次是石油明显超跌反转突
破，进去UWTI一把赚了1500. 其他十几次有赚几十块出的，有损失一两百块出的，亏的
比赚的次数要多得多。要不是黄金石油这两次，账面就是大亏。
现在想想，其实这两个月就做这么两次，从使用本金的数量上看（最多使用6000块），
其实都是大赢。关键是蝌蚪青蛙管不住冲动，就想乱交易，头脑容易发热，喜欢炒风险
高的股，最后都是亏飞。再有FA，TA，没有discipline的最后都被市场淘汰。 |
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a****o
发帖数: 6612 | 37 有道理。这是个零和游戏，还要给卷商手续费。散户基本亏费。
不交易，看以前的价格涨跌，总以为钱来得容易。一交易，发现事与愿违。
：想来想去，要减少交易次数。蝌蚪青蛙很多交易都是凭一时头脑发热，因为贪婪，跌
了又恐慌，忙着“止损”，其实是瞎割，英文叫被whipsawed， 时间长了都是亏飞。
： |
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W***n
发帖数: 11530 | 38 Market timer Tom McClellan sees stocks set up for ‘ugly decline’
By Tomi Kilgore
Published: Aug 20, 2015 11:09 a.m. ET
McClellan is bullish, but he expects a definitive peak in within the next
week
Tom McClellan expects ‘nothing good for bulls’ the rest of the year
Tom McClellan loves doing what financial advisers tell you not to do. He
tries to time the financial markets — to the exact day, if his charts align
just right.
At the moment, they are telling him to be bullish on the stock mark... 阅读全帖 |
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r***s
发帖数: 1805 | 39 现在市场的难做之处是news-driven, 时不时出来个消息把原来的走势打断, 非常难以
预测. 我以为今天要掉个3%什么的, FED的砸盘能耐跟石油差不多而已. 我系统的
market internals 指标依然向上, 觉得大势应该向上再走一段. 希望今天只是个
whipsaw. |
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发帖数: 1 | 40 你这个对ETF容易，对futures当leverage大很难。whipsaw对于futures你割几回就亏光
了。不割，也会亏光。不是简单的事
另外，你咋知道trend没变？这是废话。你没有预测，就不能决定trend变没变。
这跟我说如果股票还会涨，我就继续hold一样，是废话 |
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m****r
发帖数: 5435 | 41
trend
ss啊。我突然想明白了。楼主是dt，所以他采用的是range交易的方法而不是trend
following。刚好对应了你说的intraday大多数都是whipsaw。
所以你们两个其实的确都有自己的交易经验，只是做的不同的时段，对应不同的股性，
而采用了不同的方法，都非常合理啊。
好了，这下不用吵了。 ：） |
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s****a
发帖数: 2918 | 42 News Headlines
Back to Headlines
OIL FALLS AMID WARNINGS OF RETREAT TO $40 ON ROCKY REBALANCE
By Heesu Lee and Stephen Stapczynski - Fri, 15 Jul 2016 01:58:53 GMT
(Bloomberg) -- Oil fell amid forecasts prices may slide toward $40 a barrel
as consumption falters and halted supplies return.
Futures fell as much as 1.4 percent, paring a 2.1 percent gain Thursday.
Analysts from BNP Paribas SA to JBC Energy GmbH warned prices may sink
towards $40 a barrel amid a global glut of supply and weakening de... 阅读全帖 |
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r***s
发帖数: 1805 | 43 大盘由于政治因素的影响，继续上下whipsaw,不是好事，系统都错乱了。趁今年还有不
错的盈利，我已经清空了4/5仓位，只持有我坚决看多的，看清楚以后再做。天天狼来
了，总有一天真的会来。大家小心为上。 |
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r***s
发帖数: 1805 | 44 我有一个30万的小账号，完全用系统操作，这两个月亏废了，因为政治事件无法预测。
昨天我的几个系统说75%今天要涨，今天由于很多因素的影响，变成了50%，没有方向了
，天天被whipsaw,系统都疯了。还是好好度假，大盘平稳再说。 |
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E***r
发帖数: 1037 | 47 我觉得大体思路是可行的，但strike的选择上，我可能会考虑那种不大可能被反复
whipsaw的strike：最好是 要不就很难碰到，要碰就一次性打穿。关键阻力点附近上方
的strike可能有这个特点，当然突破后面临回测、甚至假突破的时候也会面临考验。这
里说的是关键阻力上方卖call。
关键支撑下方卖put也是类似道理。
我不确定这种策略有没有positive expectancy。但严格执行的话，最大损失总是可控
的。 |
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g******4
发帖数: 6339 | 49
这位先生懂行:
Joseph L. Pagliari is a clinical professor of real estate at the University
of Chicago's Booth School of Business.
-------------
As everyone knows, the housing market experienced a substantial rise in
prices — a “bubble” if you like — in the early to mid-2000s, only to be
followed by an equally significant fall in home prices.
Many of the markets that experienced the greatest rise in home prices were
also the markets that saw the greatest decline. (This seems particularly
true of the so... 阅读全帖 |
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l****z
发帖数: 29846 | 50 【 以下文字转载自 USANews 讨论区 】
发信人: lczlcz (lcz), 信区: USANews
标 题: House panel votes to subpoena Corzine on MF Global
发信站: BBS 未名空间站 (Mon Dec 5 11:44:41 2011, 美东)
By MARCY GORDON
AP Business Writer
WASHINGTON (AP) -- A congressional panel has voted to subpoena former Sen.
Jon Corzine to testify next Thursday about his role leading MF Global, a
brokerage firm that collapsed this fall after a disastrous bet on European
debt.
The hearing will be a rare moment in Washington. Congressional historians
had ... 阅读全帖 |
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