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10种最常用的BPA价格行为形态之 —— Final Flags：修订间差异
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与所有的反转交易一样，最终旗形反转后走出一个成功的Swing的概率通常只有40%<ref>'''''At the other extreme is swing trading for a profit that is at least twice as large as his risk. Most of these setups are only 40 to 50 percent certain''' [[Book:CHAPTER 24 Scalping, Swinging, Trading, and Investing]] 我的理解是swing至少2RR，scalp 0.5-1RR？Zagh '''- Yes'''''</ref>左右，对此我的基本原则是[[TBTL]]，也就是说一个成功的波段至少有 10 bars & two legs ([[:分类:TBTL|TBTL]])。同时，一个Swing也意味着回报至少是风险的两倍 (这是我对一个成功的波段交易的最低标准）。(Like all trend reversals, the probability of a swing is usually only about 40%. My general goal is 10 bars 2 legs, which means a swing that has at least Ten Bars and Two Legs (TBTL). A swing also means a reward that is at least twice as large as the risk (my minimum criterion for a successful swing). ) | 与所有的反转交易一样，最终旗形反转后走出一个成功的Swing的概率通常只有40%<ref>'''''At the other extreme is swing trading for a profit that is at least twice as large as his risk. Most of these setups are only 40 to 50 percent certain''' [[Book:CHAPTER 24 Scalping, Swinging, Trading, and Investing]] 我的理解是swing至少2RR，scalp 0.5-1RR？Zagh '''- Yes'''''</ref>左右，对此我的基本原则是[[TBTL]]，也就是说一个成功的波段至少有 10 bars & two legs ([[:分类:TBTL|TBTL]])。同时，一个Swing也意味着回报至少是风险的两倍 (这是我对一个成功的波段交易的最低标准）。(Like all trend reversals, the probability of a swing is usually only about 40%. My general goal is 10 bars 2 legs, which means a swing that has at least Ten Bars and Two Legs (TBTL). A swing also means a reward that is at least twice as large as the risk (my minimum criterion for a successful swing). ) | ||
做波段交易60%的结果都是小幅盈利或小幅亏损，它们之间会相互抵消。追求高成功概率的交易者通常会等待在反转方向出现一个强劲的突破，那时，这个波段交易的成功概率通常为60%或更高，但止损位也会因为已经发生的突破被拉得很远，因此也就意味着更大的风险，但这是这种类型的交易者为了更高的成功率所必须付出的代价。因为机构是市场上的主要参与者，我们的任何一个卖出或者买入交易，都必须有机构在另外一边相应买入或者卖出，如果一个你想获得更高的成功率，你就必须接受更差的盈亏比（我们必须默认机构和我们同样聪明）。(Sixty percent of the trades result in small wins and losses that usually balance each other out. Traders who want a higher probability usually will wait for the reversal to have a strong breakout in the new direction. At that point, the probability of a swing trade is often 60% or more, but the stop is far away. That increase in risk is the trade-off. There always has to be something in the trade for the institution taking the other side of your trade. If you get great probability, you pay for it with bad risk/reward (reduced reward relative to risk).)[[文件:FF-D.png|缩略图|680x680像素|下跌趋势晚期的 tight trading range（TTR） 通常 | 做波段交易60%的结果都是小幅盈利或小幅亏损，它们之间会相互抵消。追求高成功概率的交易者通常会等待在反转方向出现一个强劲的突破，那时，这个波段交易的成功概率通常为60%或更高，但止损位也会因为已经发生的突破被拉得很远，因此也就意味着更大的风险，但这是这种类型的交易者为了更高的成功率所必须付出的代价。因为机构是市场上的主要参与者，我们的任何一个卖出或者买入交易，都必须有机构在另外一边相应买入或者卖出，如果一个你想获得更高的成功率，你就必须接受更差的盈亏比（我们必须默认机构和我们同样聪明）。(Sixty percent of the trades result in small wins and losses that usually balance each other out. Traders who want a higher probability usually will wait for the reversal to have a strong breakout in the new direction. At that point, the probability of a swing trade is often 60% or more, but the stop is far away. That increase in risk is the trade-off. There always has to be something in the trade for the institution taking the other side of your trade. If you get great probability, you pay for it with bad risk/reward (reduced reward relative to risk).)[[文件:FF-D.png|缩略图|680x680像素|下跌趋势晚期的 tight trading range（TTR） 通常 会成为一个 final bear flag，交易者常会在其下方失败的突破中寻找反转的机会。(A tight trading range late in a bear trend is often the Final Bear Flag. Traders will look for the breakout below to reverse up.)|居中]] | ||
[[文件:FF-U-680x382.png|缩略图|680x680像素|Triangle 是一个 tight trading range，当它在 bull trend 后期形成时，它通常会 | [[文件:FF-U-680x382.png|缩略图|680x680像素|Triangle 是一个 tight trading range，当它在 bull trend 后期形成时，它通常会 成为final flag。(A triangle is a tight trading range. When it forms late in a bull trend, it usually is the Final Bull Flag.)|居中]]<blockquote>''问答：'' | ||
# ''这里的最终旗型会不会是更类似MTR的一种？我记得每次Al提到MTR的成功率都是40%，然后Al一般只会说scalp，swing，还有minimum scalp size，而文中的波段交易属于哪一种？答：最终旗型Final Flag其实是MTR Setup的一种，相对来说，“标准的”MTR属于比较“正常”的或者“典型”的反转形态，比较强调首次反转尝试有足够的力度，虽然其常常在EMA附近失败，但却为后面的成功第二次反转打下基础。相对于典型的MTR反转，Final Flag反转有更多的Vaccum Test的意味，以Final bear flag为例，在呈水平方向的回调出现时，多空双方力量实际上已经接近均衡状态，当后面的Bear breakout出现时，无论是尚未离场的Swing bears还是刚刚short的Scalping bears都开始选择止盈，此时对这个Final flag比较有信心的多方也开始买入，从而造成了一种真空效应，这种真空效应，也往往发生在[[MSR]]附近。'' | # ''这里的最终旗型会不会是更类似MTR的一种？我记得每次Al提到MTR的成功率都是40%，然后Al一般只会说scalp，swing，还有minimum scalp size，而文中的波段交易属于哪一种？答：最终旗型Final Flag其实是MTR Setup的一种，相对来说，“标准的”MTR属于比较“正常”的或者“典型”的反转形态，比较强调首次反转尝试有足够的力度，虽然其常常在EMA附近失败，但却为后面的成功第二次反转打下基础。相对于典型的MTR反转，Final Flag反转有更多的Vaccum Test的意味，以Final bear flag为例，在呈水平方向的回调出现时，多空双方力量实际上已经接近均衡状态，当后面的Bear breakout出现时，无论是尚未离场的Swing bears还是刚刚short的Scalping bears都开始选择止盈，此时对这个Final flag比较有信心的多方也开始买入，从而造成了一种真空效应，这种真空效应，也往往发生在[[MSR]]附近。'' | ||