g*****g
发帖数: 34805 | |
r***s
发帖数: 737 | 2 买了100股XOM，然后看着他接着往下跌
3%，分红，快赶上cd了，捂着了 |
K****D
发帖数: 30533 | 3 Your 13-34 week EMA method doesn't seem to perform well these
days. The yield is negative since last crossing and the curves
may cross again soon, causing a sale at loss.
【在 g*****g 的大作中提到】
: 下看SPX 950
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k***n
发帖数: 3158 | 4 右肩都已经垂下来了
其实flash crash后就说了
要趁反弹赶紧出货
现在都在谈论2月左肩4月底作头这个头肩型
但看看dow的long term chart
4月底那个顶太关键了
它既形成了这个短期头肩型的头
也是一个长期头肩型的右肩
在这个长期头肩型里，2000年的11700是左肩，2007的14200是头
四月底11200完成了右肩
所以950就算反弹只会是SPX的短期底
长期底现在看深不可测
2002年的7500和2009年的6500只是颈线而已
【在 g*****g 的大作中提到】
: 下看SPX 950
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k****n
发帖数: 1334 | 5 长期就不是个头肩顶，量根本不对
而且没破颈线前这pattern根本不算形成
【在 k***n 的大作中提到】
: 右肩都已经垂下来了
: 其实flash crash后就说了
: 要趁反弹赶紧出货
: 现在都在谈论2月左肩4月底作头这个头肩型
: 但看看dow的long term chart
: 4月底那个顶太关键了
: 它既形成了这个短期头肩型的头
: 也是一个长期头肩型的右肩
: 在这个长期头肩型里，2000年的11700是左肩，2007的14200是头
: 四月底11200完成了右肩
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g*****g
发帖数: 34805 | 6 跨度那么大没有意义，TA的形态在于量大的点，不容易
突破。但那么大的跨度显然该割肉的都已经割了。
【在 k***n 的大作中提到】
: 右肩都已经垂下来了
: 其实flash crash后就说了
: 要趁反弹赶紧出货
: 现在都在谈论2月左肩4月底作头这个头肩型
: 但看看dow的long term chart
: 4月底那个顶太关键了
: 它既形成了这个短期头肩型的头
: 也是一个长期头肩型的右肩
: 在这个长期头肩型里，2000年的11700是左肩，2007的14200是头
: 四月底11200完成了右肩
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g*****g
发帖数: 34805 | 7 It crossed last Aug at 1010. And it's now 1022. So it's still
in profit now. There's a chance it crosses below 1010, but even
if it does, won't by much. Let's not forget the method called
for a sale at 1411 and didn't give another buy signal until this
one. If you do short too, that's 400 points profit.
The method doesn't guarrantee to make profit every time. But I
like it that
1. It rarely gives you a big loss
2. It can catch most of a big bull/bear market
(03-07/08-09 for example) and work in
【在 K****D 的大作中提到】
: Your 13-34 week EMA method doesn't seem to perform well these
: days. The yield is negative since last crossing and the curves
: may cross again soon, causing a sale at loss.
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u**o
发帖数: 4652 | |
K****D
发帖数: 30533 | 9 Well, on my chart it crossed at 1062.98 (09/28/2009). I used
13 week EMA and 34 week EMA as indicated by your method.
I know it worked greatly historically, but you first claimed
this method on Apr 1, 2009 (partically due to its great historical
performance). Since then your method scored about -4%. A simple
indexing from that day yields about 25%.
IMO an unbiased evaluation of a method should start from the
day it is posted.
【在 g*****g 的大作中提到】
: It crossed last Aug at 1010. And it's now 1022. So it's still
: in profit now. There's a chance it crosses below 1010, but even
: if it does, won't by much. Let's not forget the method called
: for a sale at 1411 and didn't give another buy signal until this
: one. If you do short too, that's 400 points profit.
: The method doesn't guarrantee to make profit every time. But I
: like it that
: 1. It rarely gives you a big loss
: 2. It can catch most of a big bull/bear market
: (03-07/08-09 for example) and work in
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p******h
发帖数: 1783 | 10 13 ema and 34 sma
or
13 ema and 34 ema?
【在 K****D 的大作中提到】
: Well, on my chart it crossed at 1062.98 (09/28/2009). I used
: 13 week EMA and 34 week EMA as indicated by your method.
: I know it worked greatly historically, but you first claimed
: this method on Apr 1, 2009 (partically due to its great historical
: performance). Since then your method scored about -4%. A simple
: indexing from that day yields about 25%.
: IMO an unbiased evaluation of a method should start from the
: day it is posted.
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|
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K****D
发帖数: 30533 | 11 The latter.
http://www.mitbbs.com/article/Investment/31197357_3.html
【在 p******h 的大作中提到】
: 13 ema and 34 sma
: or
: 13 ema and 34 ema?
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g*****g
发帖数: 34805 | 12 I can double check my chart tonight. It was crossed on 1010
last time I examined it.
BTW, it's not fair when pick the start near the bottom
of a bear market and compare B&H strategy with other strategies.
It's almost like saying you knew that's the bottom and you somehow
avoid the bear market. MA strategy avoids the bear market (if you don't
do short) but is slow on picking up bulls market. You can't be
one-sided. If you want to pick a particular point, you have to
give it a long run. e.g. 10 yr
【在 K****D 的大作中提到】
: Well, on my chart it crossed at 1062.98 (09/28/2009). I used
: 13 week EMA and 34 week EMA as indicated by your method.
: I know it worked greatly historically, but you first claimed
: this method on Apr 1, 2009 (partically due to its great historical
: performance). Since then your method scored about -4%. A simple
: indexing from that day yields about 25%.
: IMO an unbiased evaluation of a method should start from the
: day it is posted.
|
K****D
发帖数: 30533 | 13 You could have claimed your method in the beginning of 2008 and
your performance would have beaten indexing. As an unbiased
"3rd party evaluation" guy, I have to start from the day you
posted. I can't evaluate it based on back testing. Everything
needs to go forward. If a method was very good historically
but not as good now, it means it's kind of a 强弩之末 method.
I believe you were still fine tuning your method even
in the beginning of 2009, because I've seen a few different
versions from you at
【在 g*****g 的大作中提到】
: I can double check my chart tonight. It was crossed on 1010
: last time I examined it.
: BTW, it's not fair when pick the start near the bottom
: of a bear market and compare B&H strategy with other strategies.
: It's almost like saying you knew that's the bottom and you somehow
: avoid the bear market. MA strategy avoids the bear market (if you don't
: do short) but is slow on picking up bulls market. You can't be
: one-sided. If you want to pick a particular point, you have to
: give it a long run. e.g. 10 yr
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g*****g
发帖数: 34805 | 14
No, it only means it doesn't beat B&H for any given period of
time, especially a short period. We all know it won't if you
start in the bottom of a bear market and not even run a full
cycle. You can say that with full confidence when I proposed it.
You don't know when a bottom will be, however, people indeed
made a lumpsum buy in 4/1/09 did beat me, but if they did B&H
way before that, it couldn't count.
【在 K****D 的大作中提到】
: You could have claimed your method in the beginning of 2008 and
: your performance would have beaten indexing. As an unbiased
: "3rd party evaluation" guy, I have to start from the day you
: posted. I can't evaluate it based on back testing. Everything
: needs to go forward. If a method was very good historically
: but not as good now, it means it's kind of a 强弩之末 method.
: I believe you were still fine tuning your method even
: in the beginning of 2009, because I've seen a few different
: versions from you at
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g*****g
发帖数: 34805 | 15 I double check my AmiBroker, it crossed on 8/7/09 at
1010.48. EMA 13 was 935.45, EMA 34 was 929.26
the week before, EMA 13 was 922.95, EMA 34 was 924.33
I got the data from yahoo, not sure mine or yours is wrong.
【在 K****D 的大作中提到】
: Well, on my chart it crossed at 1062.98 (09/28/2009). I used
: 13 week EMA and 34 week EMA as indicated by your method.
: I know it worked greatly historically, but you first claimed
: this method on Apr 1, 2009 (partically due to its great historical
: performance). Since then your method scored about -4%. A simple
: indexing from that day yields about 25%.
: IMO an unbiased evaluation of a method should start from the
: day it is posted.
|
K****D
发帖数: 30533 | 16 I directly used finance.yahoo.com's chart.
http://finance.yahoo.com/echarts?s=^GSPC+Interactive#chart3:symbol=^gspc;range=1y;indicator=ema%2891,238%29+volume;charttype=line;crosshair=on;ohlcvalues=0;logscale=on;source=undefined
It gives you daily data. After double check, I found it crossed on
09/29/2009 (1 day later than I previous thought) at 1060.61.
【在 g*****g 的大作中提到】
: I double check my AmiBroker, it crossed on 8/7/09 at
: 1010.48. EMA 13 was 935.45, EMA 34 was 929.26
: the week before, EMA 13 was 922.95, EMA 34 was 924.33
: I got the data from yahoo, not sure mine or yours is wrong.
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k***n
发帖数: 3158 | 17 13 weeks equals to 65 trading days instead of 91
my observation of the chart supports bug's result
your result seems to come from assuming EMA 91 days and 238 days
【在 K****D 的大作中提到】
: I directly used finance.yahoo.com's chart.
: http://finance.yahoo.com/echarts?s=^GSPC+Interactive#chart3:symbol=^gspc;range=1y;indicator=ema%2891,238%29+volume;charttype=line;crosshair=on;ohlcvalues=0;logscale=on;source=undefined
: It gives you daily data. After double check, I found it crossed on
: 09/29/2009 (1 day later than I previous thought) at 1060.61.
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s********n
发帖数: 1962 | 18 I don't think they are looking at daily chart at all.
BTW, where the SHS comes from? I think it's heading to the right shoulder
now.
【在 k***n 的大作中提到】
: 13 weeks equals to 65 trading days instead of 91
: my observation of the chart supports bug's result
: your result seems to come from assuming EMA 91 days and 238 days
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g*****g
发帖数: 34805 | 19 For weekly close, you have to use weekly data, meaning, only
the Friday close data is used. The way you chart it is wrong.
【在 K****D 的大作中提到】
: I directly used finance.yahoo.com's chart.
: http://finance.yahoo.com/echarts?s=^GSPC+Interactive#chart3:symbol=^gspc;range=1y;indicator=ema%2891,238%29+volume;charttype=line;crosshair=on;ohlcvalues=0;logscale=on;source=undefined
: It gives you daily data. After double check, I found it crossed on
: 09/29/2009 (1 day later than I previous thought) at 1060.61.
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g*****g
发帖数: 34805 | 20 Right, although 13EMA isn't exactly 65EMA either.
【在 k***n 的大作中提到】
: 13 weeks equals to 65 trading days instead of 91
: my observation of the chart supports bug's result
: your result seems to come from assuming EMA 91 days and 238 days
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K****D
发帖数: 30533 | 21 Oh. I don't know how to do weekly EMA on finance.yahoo.com. It
doesn't seem to provide such an option.
【在 g*****g 的大作中提到】
: For weekly close, you have to use weekly data, meaning, only
: the Friday close data is used. The way you chart it is wrong.
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n******n
发帖数: 12088 | 22 头肩顶不灵啊。
【在 g*****g 的大作中提到】
: 下看SPX 950
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g*****g
发帖数: 34805 | 23 You probably can't do that on yahoo.com, I download data and
use a cracked Amibroker to process it.
65EMA is probably close to 13EMA though.
【在 K****D 的大作中提到】
: Oh. I don't know how to do weekly EMA on finance.yahoo.com. It
: doesn't seem to provide such an option.
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k***n
发帖数: 3158 | 24 do you mean the long term SHS I mentioned?
there is some discussions and chart here
https://www.kitcomm.com/showthread.php?t=62783
I tend to believe that Dow to 1000 is very unlikely but Dow to 1-2 oz of
gold is still quite possible
【在 s********n 的大作中提到】
: I don't think they are looking at daily chart at all.
: BTW, where the SHS comes from? I think it's heading to the right shoulder
: now.
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n******n
发帖数: 12088 | 25 金子跌到900，道指1 oz。
【在 k***n 的大作中提到】
: do you mean the long term SHS I mentioned?
: there is some discussions and chart here
: https://www.kitcomm.com/showthread.php?t=62783
: I tend to believe that Dow to 1000 is very unlikely but Dow to 1-2 oz of
: gold is still quite possible
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g*****g
发帖数: 34805 | 26 看到10400怎么反弹到10850的吗？爬上10400站稳之前，
啥都不是。
愿意烧的，可以在10200烧，10500止损。我是下看9000点
不变，时间在8月份。
这个涨法是熊市走法，MM来不及捞，光够逼空的。
【在 n******n 的大作中提到】
: 头肩顶不灵啊。
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k***n
发帖数: 3158 | 27 has your data shown a cross of EMA13 and 34 at this Friday close?
I feel that they are very close now
It seems that this rise from 9600 is THE process to form the right shoulder
if the SHS is in play. In a perfect pattern, the right shoulder will
reach its high in earliy August at about 10600-10700 and a crash will start
from there
【在 g*****g 的大作中提到】
: For weekly close, you have to use weekly data, meaning, only
: the Friday close data is used. The way you chart it is wrong.
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g*****g
发帖数: 34805 | 28 Not yet on dji, but it crossed on spx 2 weeks ago already.
The trade should open on 1010.48 last augst close on 1077.96
2 weeks ago. 6.67% return for near one year.
shoulder
start
【在 k***n 的大作中提到】
: has your data shown a cross of EMA13 and 34 at this Friday close?
: I feel that they are very close now
: It seems that this rise from 9600 is THE process to form the right shoulder
: if the SHS is in play. In a perfect pattern, the right shoulder will
: reach its high in earliy August at about 10600-10700 and a crash will start
: from there
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n******n
发帖数: 12088 | 29 止损了吗？
【在 g*****g 的大作中提到】
: Not yet on dji, but it crossed on spx 2 weeks ago already.
: The trade should open on 1010.48 last augst close on 1077.96
: 2 weeks ago. 6.67% return for near one year.
:
: shoulder
: start
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g*****g
发帖数: 34805 | 30 I didn't enter a short trade, but if I did, I'd stop loss
by now.
The market is stronger than I think. And I admit I was wrong
in the prediction.
I wouldn't enter a long position in here though. And TA
doesn't work every time, we know that.
【在 n******n 的大作中提到】
: 止损了吗？
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k***n
发帖数: 3158 | 31 the crash may just be postponed for another couple months
it will come
【在 g*****g 的大作中提到】
: I didn't enter a short trade, but if I did, I'd stop loss
: by now.
: The market is stronger than I think. And I admit I was wrong
: in the prediction.
: I wouldn't enter a long position in here though. And TA
: doesn't work every time, we know that.
|
K****D
发帖数: 30533 | 32 What do the EMA curves look like now? Does it look like crossing
again any time soon if the market keeps bullish?
【在 g*****g 的大作中提到】
: I didn't enter a short trade, but if I did, I'd stop loss
: by now.
: The market is stronger than I think. And I admit I was wrong
: in the prediction.
: I wouldn't enter a long position in here though. And TA
: doesn't work every time, we know that.
|
g*****g
发帖数: 34805 | 33 Yes, if it keeps bullish for a few weeks, it will cross up
giving a bullish signal again.
MA methods do not do well in pig market. Usually the loss
will be small though.
【在 K****D 的大作中提到】
: What do the EMA curves look like now? Does it look like crossing
: again any time soon if the market keeps bullish?
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k***n
发帖数: 3158 | 34 the SHS pattern worked beautifully so far, both time and price
it may have a rebounce in the near future
but it is highly likely to have a crash similar to the one two years ago
in the next two months
shoulder
start
【在 k***n 的大作中提到】
: has your data shown a cross of EMA13 and 34 at this Friday close?
: I feel that they are very close now
: It seems that this rise from 9600 is THE process to form the right shoulder
: if the SHS is in play. In a perfect pattern, the right shoulder will
: reach its high in earliy August at about 10600-10700 and a crash will start
: from there
|
