阿布答疑:什么是“阿甘式交易”?

来自BPAX Lab

https://www.brookstradingcourse.com/ask-al/full-trading-room-qa-session/

I don’t have any specific rules, but in general, sometimes you’ll hear me say “just trade stupid.” You just turn your brain off, take the trade, use the appropriate stop even though it’s far away, and then just sit there, hoping that the market’s going to go your way.

有时候你会听到我说“阿甘式交易”,但总的来说它并没有很具体的定义[1],交易[2]其实可以很简单,你只需要在合适的时机入场,设置正确的止损点位[3],然后耐心等待,放空你的大脑,入场后不要随便更改你的交易计划,希望市场会朝着你的方向走。

Anywhere on the way down here, especially once we’ve broken above the bull Micro Channel – a “trade stupid” type of trade would be just buy the market, put a stop below the low of the day, go to Walmart. I have a limit order to get out at the open of the day so your reward is about the same as your risk, but the probability is 60% that you’ll make your money before you get your stop hit.

比如一旦我们发现市场的价格突破了bull micro channel,“阿甘式交易”就是在这下方买入[4],并将你的止损放在bull micro channel最低点下方,然后你可以去超市走一趟或者随便做些什么事情都可以。我会在低点的下方[5]用一个卖出限价单来平仓[6],确保我的回报与风险大致相同,但是有60%的概率在市场价格触发我的止损单之前市场价格先达到我的止盈。

And when I say trade stupid, I mean don’t overthink and don’t look at too many things. Don’t go flipping around different timeframes, different markets – NASDAQ, SPYDR, JP Morgan, Apple. Just look at the chart in front of you and don’t worry about all the things that you’re not seeing.

当我说“阿甘式交易”时,我的意思是:不要想得太多,不要看太多东西。不要在不同的时间框架、不同的市场——纳斯达克、SPYDR、JP摩根、苹果等来回翻转。只看眼前的图表,不要担心你看不到的所有东西。

Even though I might see 50 reasonable scalps on a typical chart like this, if I really wanted to, I could flip around to different timeframes. I could have a giant monitor with a 1-minute chart, 2-minute chart, 3-minute, 4, 5-minute, 10, 15-minute chart. Then you could have tick charts. 1000 ticks, 2500 ticks, 5000 ticks. Volume charts. I could have range charts. I could have 15 different ways of looking at the Emini. Instead of having 50 setups a day, I could probably see 100, 200 setups a day, even though there are only 81 bars on the Emini.

即使我在典型的图表上[7]发现50个可以合理执行的交易计划,但如果我真的想的话,我可以翻转到不同的时间框架去找到更多的交易计划。我可以有一个巨大的显示器,上面有1分钟图表、2分钟图表、3分钟、4分钟、5分钟、10分钟、15分钟图表。然后你可以有点数图表。1000个点、2500个点、5000个点。还有成交量图表和范围图表。我可以用15种不同的方式来看待Emini。尽管 Emini 每天在常规交易时间[8]的5min图表上只有81根K线,但我每天可以看到大约100或者200个的交易机会。

To me, trading stupid is just looking at one chart and not worrying about anything else. Just try to look for the setups here and then try to figure out if I can structure a trade that makes sense mathematically. Will the trader’s equation be good? You’ve got to deal with risk, reward, and probability. Is the probability that you’re going to make money times your reward greater than the probability that you’re going to lose money times your risk?

对我来说,“阿甘式交易”就是只看一个图表,不用担心其他任何事情。只要尝试在这个图表里寻找入场机会,然后尝试确定是否可以构建一个在数学上合理的交易。你必须考虑你的交易的风险、回报和成功概率。你获利的概率乘以你的回报是否大于你亏损的概率乘以你的风险?

I know I’m not really answering your question, but when I say trade stupid, I simply mean don’t overthink. You see where the buy is, you see where the stop is, you know where you’re thinking the target is. Just take the trade, and if you find yourself micromanaging it and exiting early, especially exiting early with a loss, take the trade, put in your stop, put in your profit-taking order, OCO (one cancels the other), and go out and do an errand and come back in 30 minutes or an hour or so.

我知道我或许并没有真正回答你的问题,但是当我说“阿甘式交易”时,我只是指不要过度思考。你看到了一个合适的买入的点位,你知道你的止损位在哪里,你也知道你的目标位在哪里。如果你发现自己过度干预并提前退出你原定的交易计划,特别是在有亏损的情况下提前退出。那么我认为你是错误的,你需要适时入场,设置好止损、止盈订单、OCO(一个取消另一个),然后出去做点事,过30分钟或一个小时左右再回来看看。


备注:

1. 源自于《阿甘正传》(英语:Forrest Gump),一套1994年的美国电影。主角阿甘童年时被诊断出智商只有75,但在他的坚持下完成了许多人一辈子都做不到的事。Al Brooks 藉此来比喻:即使我们的交易只做最简单的事情,只看一个时间级别,不做过度思考,坚持下去,我们也能成功。

译自:Brooks Trading Course

  1. 就像对交易区间的定义一样,对阿甘式交易保持着广义的概念我觉得并无问题,因为每一个人都会拥有属于自己的交易模式? Charles
  2. 你需要利用你可靠的知识,做一个清晰严谨的计划,然后去执行这笔交易 Charles
  3. 止损的风险固定,统一。例如:假若在一段强趋势当中,你的入场位置距离趋势出发点较远,你只需要使用较小的仓位,风险也会和你的其他计划的风险统一,你也不会错过这段强趋势行情 Charles
  4. 此处的理解应该是在突破通道时买入或者在回调h1下方买入 Charles
  5. 就是止损订单 Charles
  6. 原文的意思应该是在低点下方设置止损订单,防止下一根K线为空头阴线导致通道失败,这样我们可以迅速退出市场 Charles
  7. 这里应该是指常规的交易图表,交易者需要了解自身适合什么时间框架下的图表交易 Charles
  8. 美国从每年3月第二个星期日到11月第一个星期六采用夏令时,这段时间其交易时间为北京时间晚21:30-次日凌晨4:15。'而在11月初到3月初,采用冬令时,则交易时间为北京时间晚22:30-次日凌晨5:15 Charles