外汇投资实战记录（每日更新）

速瑞雪 · 发表于 2009-9-19 16:00

09/13——09/18 平仓记录

本周操作出现整体亏损，美元加币的操作出现判断失误，之前几次都是以震荡市来操作这个币种，这次赶上一回单边。上周末的时候和美国和欧洲几个朋友通话交流一些情况，主要是谈欧元最近过渡走强的情况，几个做对冲的朋友说，他们基金公司用的自动交易系统采取临界点跟踪趋势操作，所以当欧币达到临界点，系统自动开了多仓，这样的情况在很多金融机构都存在，结果星火燎原，造成了欧元突破后走了一阵单边。几个专做分析的朋友说，这段时间内依然在用美金买债，英国央行也在买债，造成市场上美金和英镑都较弱，同时大宗商品价格快速走高，欧洲央行反应很滞后，不过欧洲不能维持很久，否则欧洲刚刚恢复一些的经济只能被其高汇率打下去了，相信即将到来的十月份应该是有很多变化的月份。一旦美元显出走强气息，考虑到之前跌势汹涌和市场群体效应，又一波玩家可能要从市场中消失掉。在这样的杀人不见血的市场生存是门艺术啊。今年冬天看来要在蒙特利尔渡过了，初步准备继续研究自己的交易系统。下周的操作将会以高位放空单为主，为防止短间波动扫止损单，会把一些单子的止损点数扩大到350点。

本周操作整体评价：一颗星

速瑞雪 · 发表于 2009-10-1 23:28

非农又至，作为能引起市场最大波动的周期性发布事件，明日又将是令人激动地一天。根据我所掌握的情况来看，公布数字应差于预期数字。当然市场如何反应还不能妄下结论。

对于非农交易来说，比较可靠的交易方法有那么几种策略，明日我将应用一种。之后会将交易策略以实盘形式贴出讲解。交易品种大家可以在几种常见的直盘交易里面选一种，我来操作看看。截止于明日早晨8点18，没有选择的话，我就从欧美或者英美里选一种来做。

速瑞雪 · 发表于 2009-10-2 12:03

这个策略是针对事件公布后进行决策，叙述如下：

将时间轴调至15分钟，一般非农是在8点30分公布，8点20分做好必要准备，包括选择品种确定开仓数量。8点30分后数据开始公布，静待15分钟只看不动，等待第一颗15分钟K线走完，关注最低值最高值产生的范围位置，然后在等第二颗K线出现，如果第二颗K线超过第一颗K线则继续等待，即第二颗K线最高值超过第一颗K线最高值，或者第二颗K线最低值超过第一颗K线最低值。等待，一直这样等待，直至某颗新产生的K线完全被前一颗K线包裹住，如图中圆圈所示，这时就要提起精神了，之后的某颗K线超过这颗K线则扎多单，如果低于这颗K线则放空单，注意图中方块位置同时止损点数设为50点。因为是针对事件策略，平仓位置为这个事件所在的4小时K线走完为宜，最迟不要超过第二颗四小时K线走完，当然你也可以选择在之前适可而止，呵呵。如果担心开仓时有滑点现象的话可以提前下指定价位订单。

实盘选择的欧美记录如下
<TABLE style="WIDTH: 557pt; BORDER-COLLAPSE: collapse" border=0 cellSpacing=0 cellPadding=0 width=742 x:str><COLGROUP><COL style="WIDTH: 51pt; mso-width-source: userset; mso-width-alt: 2176" width=68><COL style="WIDTH: 50pt; mso-width-source: userset; mso-width-alt: 2112" width=66><COL style="WIDTH: 26pt; mso-width-source: userset; mso-width-alt: 1120" width=35><COL style="WIDTH: 57pt; mso-width-source: userset; mso-width-alt: 2432" width=76><COL style="WIDTH: 58pt; mso-width-source: userset; mso-width-alt: 2464" width=77><COL style="WIDTH: 89pt; mso-width-source: userset; mso-width-alt: 3776" width=118><COL style="WIDTH: 59pt; mso-width-source: userset; mso-width-alt: 2528" width=79><COL style="WIDTH: 90pt; mso-width-source: userset; mso-width-alt: 3840" width=120><COL style="WIDTH: 53pt; mso-width-source: userset; mso-width-alt: 2272" width=71><COL style="WIDTH: 24pt; mso-width-source: userset; mso-width-alt: 1024" width=32><TBODY><TR style="HEIGHT: 15pt" height=20><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black 0.5pt solid; BACKGROUND-COLOR: transparent; WIDTH: 51pt; HEIGHT: 15pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl22 height=20 width=68>Ticket</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 50pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=66>Pair</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 26pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=35>S/B</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 57pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=76>Amount (k)</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 58pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=77>Open Price</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 89pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=118>Open Time (EST)</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 59pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=79>Close Price</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 90pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=120>Close Time (EST)</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 53pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=71>Gross P/L</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 24pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=32>P/L</TD></TR><TR style="HEIGHT: 15pt" height=20><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black 0.5pt solid; BACKGROUND-COLOR: transparent; WIDTH: 51pt; HEIGHT: 15pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 height=20 width=68 align=right x:num>21991331</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 50pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=66>EURUSD</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 26pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=35>Buy</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 57pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=76 align=right x:num>50</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 58pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=77 align=right x:num="1.4535">1.4535</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 89pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl23 width=118 align=right x:num="40088.379988425928">2009-10-2 9:07</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 59pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=79 align=right x:num="1.4598">1.4598</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 90pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl23 width=120 align=right x:num="40088.469224537039">2009-10-2 11:15</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 53pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=71 align=right x:num>315</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 24pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=32 align=right x:num>63</TD></TR><TR style="HEIGHT: 15pt" height=20><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black 0.5pt solid; BACKGROUND-COLOR: transparent; WIDTH: 51pt; HEIGHT: 15pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 height=20 width=68 align=right x:num>21991963</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 50pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=66>EURUSD</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 26pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=35>Buy</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 57pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=76 align=right x:num>50</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 58pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=77 align=right x:num="1.454">1.454</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 89pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl23 width=118 align=right x:num="40088.383888888886">2009-10-2 9:12</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 59pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=79 align=right x:num="1.4598">1.4598</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 90pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl23 width=120 align=right x:num="40088.469224537039">2009-10-2 11:15</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 53pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=71 align=right x:num>290</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 24pt; BORDER-TOP: black; BORDER-RIGHT: black 0.5pt solid" class=xl22 width=32 align=right x:num>58</TD></TR></TBODY></TABLE>

<TABLE style="WIDTH: 868pt; BORDER-COLLAPSE: collapse" border=0 cellSpacing=0 cellPadding=0 width=1156 x:str><COLGROUP><COL style="WIDTH: 51pt; mso-width-source: userset; mso-width-alt: 2176" width=68><COL style="WIDTH: 46pt; mso-width-source: userset; mso-width-alt: 1952" width=61><COL style="WIDTH: 99pt; mso-width-source: userset; mso-width-alt: 4224" width=132><COL style="WIDTH: 59pt; mso-width-source: userset; mso-width-alt: 2496" width=78><COL style="WIDTH: 50pt; mso-width-source: userset; mso-width-alt: 2144" width=67><COL style="WIDTH: 26pt; mso-width-source: userset; mso-width-alt: 1120" width=35><COL style="WIDTH: 57pt; mso-width-source: userset; mso-width-alt: 2432" width=76><COL style="WIDTH: 58pt; mso-width-source: userset; mso-width-alt: 2464" width=77><COL style="WIDTH: 89pt; mso-width-source: userset; mso-width-alt: 3776" width=118><COL style="WIDTH: 59pt; mso-width-source: userset; mso-width-alt: 2528" width=79><COL style="WIDTH: 90pt; mso-width-source: userset; mso-width-alt: 3840" width=120><COL style="WIDTH: 53pt; mso-width-source: userset; mso-width-alt: 2272" width=71><COL style="WIDTH: 25pt; mso-width-source: userset; mso-width-alt: 1056" width=33><COL style="WIDTH: 62pt; mso-width-source: userset; mso-width-alt: 2624" width=82><COL style="WIDTH: 44pt; mso-width-source: userset; mso-width-alt: 1888" width=59><TBODY><TR style="HEIGHT: 15pt" height=20><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black 0.5pt solid; BACKGROUND-COLOR: transparent; WIDTH: 51pt; HEIGHT: 15pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 height=20 width=68>
P/L

</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 46pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=61>
63

</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 99pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=132>
58

</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 59pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=78>

</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 50pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=67>

</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 26pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=35></TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 57pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=76>

</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 58pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=77></TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 89pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=118></TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 59pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=79></TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 90pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=120></TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 53pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=71>Gross P/L

</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 25pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=33>

/L

</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 62pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=82>commission

</TD><TD style="BORDER-BOTTOM: black 0.5pt solid; BORDER-LEFT: black; BACKGROUND-COLOR: transparent; WIDTH: 44pt; BORDER-TOP: black 0.5pt solid; BORDER-RIGHT: black 0.5pt solid" class=xl24 width=59>

</TD></TR></TBODY></TABLE>