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第102章

走进我的交易室 中英对照版-第102章

小说: 走进我的交易室 中英对照版 字数: 每页4000字

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Trade number (list all trades in the order of entry)
交易次数(按照进场顺序写)
Entry date
进场日期
Long or short
做多还是做空
Ticker (stock symbol)
市场(股票代码)
Size (how many shares)
仓位(多少股)
Entry price
进场价
mission
佣金
Fee
费用
Total (Entry price×size+mission+fee)
合计(进场价×仓位+佣金+费用)
Channel (record the height of the channel on the daily chart or whatever chart you use for your intermediate timeframe; you’ll use it to rate your trade after exiting)
通道高度(每天记录通道的高度,当你出场以后用它来计算你的交易)
Exit date
出场日期
Exit price
出场价格
mission
佣金
Fee
费用
Total (Exit price×size+mission+fee)
合计(出场价×仓位+佣金+费用)
P/L (profit or loss—column 15 minus column 9 for longs or the opposite for shorts)
利润或亏损(做多时用第15列减去第9列,做空时相反)
Entry grade (see below)
进场分数(见下面)
Exit grade (see below)
出场分数(见下面)
Trade grade (see below)
交易总分(见下面)
You may include several additional columns。 For example; you may want to record the name of the system that prompted that trade; the initial stop; and slippage; if any。 You can make your spreadsheet reflect multiple exits as well as record the reasons for exits;  such as hitting price targets or stops; or impatience。 You can make your spreadsheet give you quick summaries of profit and loss or the number of winning and losing trades per market and per system。 You can make it show the average; the smallest; and the greatest profit or loss per trade in each market and each system。
你可能要多加几列。比如说,也许你要记下交易系统的名字,最初的止损点和滑点。如果可能,你还可以显示更多的出场点和出场原因,比如到达利润目标,止损,没有耐心。你也可以利用电子表格自动计算每笔或者每个交易系统的利润或亏损综合,也可以显示平均的,最小的和最大的利润。
The entry grade (17) rates the quality of your entry by expressing it as a percentage of that day’s range。 For example; if the high of the day was 80; the low 76; and you bought at 77; then your entry grade is 25; meaning you bought within the lower 25% of the day’s range。 Had you bought at 78; your grade would have been 50。 The lower the percentage while buying; the better。 Consistently buying at high numbers can be ruinous。 Try to keep your entry rating below 50。 This may not seem like much; but can be surprisingly difficult to acplish。
第17列的进场分数,记录你当天在振幅内的进场点,用百分比表示。比如,如果当天最高价是80,最低价是76,你是在77买的,那么你的进场分是25,意味着你是在属于比较低的25%买入的。如果你在78买入,你的分是50。越低的范围买入,得分越好。长期买在高位也是毁灭性的。尽量做到低于50。想做到也是很困难的。
The exit grade (18) rates the quality of your exit by expressing it as a percentage of that day’s range。  For example; if the high of the day was 88; the low 84; and you sold at 87; your exit grade is 75。 It means you captured 75% of that day’s range。 Had you sold at 86; your grade would have been 50。 The higher the percentage; the better for the seller。  Selling at high numbers is good; while selling at low numbers amounts to charity。 Work to get your exit rating above 50。
出场分数记录你当天出场位置和振幅的关系,用百分比表示。比如,如果最高价时88,最低价是84,你在87出场,你的出场分时75。意味着你抓住了当天振幅的75%。如果你卖在86,你的分数是50。卖的越高,表现越好。卖在高位非常好,卖在低位就是做慈善了。尽量做到出场分在50以上。
These ratings are important for position traders but even more so for day…traders。 Just keep in mind that when shorting; you open a trade by selling and close it by buying。  Similar ratings apply; as long as you keep in mind that the sequence of buying and selling is reversed。
这些打分对仓位交易者很重要,对日内交易者更重要。记住,做空时是先卖后买的。如果你愿意,还可以用这样的记分方法记录买卖交替的频率。
The trade grade (19) expresses your profit as a percentage of the channel you’ve captured。 It is the single most important rating of a pleted trade; much more important than the amount of profit。 Subtract column 6 (entry price) from column 12 (exit price) and divide the result by column 10 (channel width); displaying the result in percentage format。 Reverse the formula when you go short … column 6 minus column 12 divided by column 10。
第19列的交易总分,记录通道你赚了白分之多少。这是比较简单的打分了,但很重要,比计算总利润还要重要。用第6列(进场价)减去第12列(出场价),用结果再除以第10列(通道宽度),用百分比表示结果。如果你是做空的,就把公式反过来——第12列减去第6列,再除以第10列。
Rating your profit as a percentage of the channel provides an objective yardstick of your performance。 You can make a lot of money in a big sloppy trade or just a little money in a finely executed trade in a difficult market。 Rating each trade on the basis of its channel reflects your skill as a trader。 If you can capture between 10% and 20% of the channel; your grade is a C。 If your profit exceeds 20% of the channel width; you earn a B。 And when you take 30% or more out of a channel; you make an A trade!
用百分比来表示你的利润和通道的比率,是一个标准的计算成绩的做法。用这个方法计算每笔交易,就能反应出你是一个有水平的交易者。如果你只抓住了通道宽度的10%——20%,你的成绩是C。如果你超过了20%,你的成绩是B。如果你是30%或以上,你的成绩是A。
Add an extra column following each rating to calculate your average grades for entries; exits; and pleted trades。 Graph those numbers and keep doing everything you can to make them trend higher。 A scrupulously maintained trader’s spreadsheet is an active learning tool。 It puts you in touch with your successes and failures; creating an island of stability and responsibility in the ocean of market chaos。
在每个分数后面再加一列,计算你的平均进场得分,出场得分和总计得分。用图表表示这些数字,并尽力做到趋势向上。一个谨慎的交易者的电子表格是活生生的学习工具。它让你紧密接触成功的和失败的交易,在海洋一样庞大的市场噪音中建立稳定和负责任的岛屿。
THE EQUITY CURVE
资金曲线
Are you disciplined enough to succeed in trading? Few people can definitely answer yes or no。 Many traders are somewhere in the middle of the scale。 There is a gauge; a meter that shows whether you’re moving up or down as a trader。 That gauge is your account equity。 Whenever you act responsibly; it turns up; but ticks down with almost every lapse of judgment。
在交易中你做到了严守纪律吗?很少有人能回答是还是不是。很多交易者都是处在中间状态。有工具可以计算你的表现,看看你是向上,还是向下。这个工具就是你的账户资金。你认真负责,它是向上的,你欠缺判断,它就是向下的。
Most traders look at charts; but very few look at themselves。 That is an oversight; since personality is a hugely important part of trading。 An equity curve holds up a mirror to your performance。 Professionals keep equity charts for themselves and their clients。 When you start tracking your equity curve; you make a big step toward joining the pros。
很多交易者爱看图,很少有人爱看自己的图。这是一个疏忽,个性是交易的重要部分。资金曲线就是你的镜子。专业交易者为自己和客户保留资金曲线。当你开始做资金曲线时,你就向专业的方向迈进了一大步。
Use a spreadsheet to track your equity curve。 Each horizontal line reflects one unit of time; in this case a month。 These columns belong in the spreadsheet:
用电子表格做资金曲线。行表示时间单位,本例子中是月份。以下是列的内容:
Date
日期
Account equity
账户资金
2%
2%的亏损
6%
6%的亏损
Find your account equity on the last day of each month and type in that figure。 Account equity equals all cash and cash equivalents in the account; plus the value of all open positions。 Mark your account to market; your account equity is the liquidation value of your account。 Repeat this procedure every month。 After accumulating this data for several months; begin plotting your equity on a chart。 The goal of every professional trader is a smoothly rising equity curve; flowing from the lower left to the upper right with only occasional shallow drawdowns。 Once you have accumulated a year’s worth of equity data; add a moving average to your curve。 A six…month simple MA will identify the trend of your equity。 It will also answer an important question – when to add money to your account。
找到每个月底时你的资金数字,并按照上面的格式输入。账户资金就是所有的现金加上所有仓位,用市价表示。
Most people add capital either after damaging losses or whe

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