世界上最好的短线交易系统都包含有哪些理念和构成元素！

谢谢！说的有道理！

 

Kreangast兄请指教一二，这个均线是指数移动均线吗？是否要点是分析K线形态在均线排列中的位置？望不略赐教！

 

你好 Thjyqr

均线是用指数（EXP）；
顾比线定义趋势特征与本质，K线与均线配合观察两组均线粘合-发散；

这里
简单提一下，有机会多交流学习。

Kreangast
2010-3-21

 

#property indicator_chart_window

extern int StepBack = 0;
extern color mml_clr_m_2_8 = White;
extern color mml_clr_m_1_8 = White;
extern color mml_clr_0_8 = Aqua;
extern color mml_clr_1_8 = Yellow;
extern color mml_clr_2_8 = Red;
extern color mml_clr_3_8 = MediumSeaGreen;
extern color mml_clr_4_8 = Blue;
extern color mml_clr_5_8 = MediumSeaGreen;
extern color mml_clr_6_8 = Red;
extern color mml_clr_7_8 = Yellow;
extern color mml_clr_8_8 = Aqua;
extern color mml_clr_p_1_8 = White;
extern color mml_clr_p_2_8 = White;
extern int mml_wdth_m_2_8 = 2;
extern int mml_wdth_m_1_8 = 2;
extern int mml_wdth_0_8 = 2;
extern int mml_wdth_1_8 = 2;
extern int mml_wdth_2_8 = 2;
extern int mml_wdth_3_8 = 2;
extern int mml_wdth_4_8 = 2;
extern int mml_wdth_5_8 = 2;
extern int mml_wdth_6_8 = 2;
extern int mml_wdth_7_8 = 2;
extern int mml_wdth_8_8 = 2;
extern int mml_wdth_p_1_8 = 2;
extern int mml_wdth_p_2_8 = 2;
extern color MarkColor = Blue;
extern int MarkNumber = 217;
double gd_192 = 0.0;
double gd_unused_200 = 0.0;
double gd_208 = 0.0;
double g_ilow_216 = 0.0;
double g_ihigh_224 = 0.0;
double gd_232 = 0.0;
double gd_240 = 0.0;
double gd_248 = 0.0;
double gd_256 = 0.0;
double gd_264 = 0.0;
double gd_272 = 0.0;
double gd_280 = 0.0;
double gd_288 = 0.0;
double gd_296 = 0.0;
double gd_304 = 0.0;
double gd_312 = 0.0;
double gd_320 = 0.0;
double gd_328 = 0.0;
double gd_336 = 0.0;
double gd_344 = 0.0;
double gd_352 = 0.0;
double gd_360 = 0.0;
double gd_368 = 0.0;
double gd_376 = 0.0;
double gda_384[13];
string gsa_388[13];
string g_name_392 = "";
int g_lowest_400 = 0;
int g_highest_404 = 0;
int gi_408 = 13;
int gia_412[13];
int gia_416[13];
int g_price_420 = 40;
int gi_424 = 0;
int g_timeframe_428 = 0;
int g_index_432 = 0;
int gi_436;

int init() {
gi_436 = 64;
if (Period() <= PERIOD_M30) gi_436 = 4;
gsa_388[0] = "[-2/8]BUY! (Extremly Oversold)";
gsa_388[1] = "[-1/8]buy (Oversold)";
gsa_388[2] = "[0/8]Ultimate support";
gsa_388[3] = "[1/8]Weak sup (stop and Reverse)";
gsa_388[4] = "[2/8]Pivot buy (Reverse)";
gsa_388[5] = "[3/8]RangeBot of trading Range";
gsa_388[6] = "[4/8]Center (Good Buy or Sell)";
gsa_388[7] = "[5/8]RangeTop ";
gsa_388[8] = "[6/8]Pivot sell (Major Reverse)";
gsa_388[9] = "[7/8]Weak res (Stop and Reverse)";
gsa_388[10] = "[8/8]Ultimate resistance";
gsa_388[11] = "[+1/8]sell (Overbought)";
gsa_388[12] = "[+2/8]SELL! (extremely overbought)";
gia_412[0] = mml_clr_m_2_8;
gia_416[0] = mml_wdth_m_2_8;
gia_412[1] = mml_clr_m_1_8;
gia_416[1] = mml_wdth_m_1_8;
gia_412[2] = mml_clr_0_8;
gia_416[2] = mml_wdth_0_8;
gia_412[3] = mml_clr_1_8;
gia_416[3] = mml_wdth_1_8;
gia_412[4] = mml_clr_2_8;
gia_416[4] = mml_wdth_2_8;
gia_412[5] = mml_clr_3_8;
gia_416[5] = mml_wdth_3_8;
gia_412[6] = mml_clr_4_8;
gia_416[6] = mml_wdth_4_8;
gia_412[7] = mml_clr_5_8;
gia_416[7] = mml_wdth_5_8;
gia_412[8] = mml_clr_6_8;
gia_416[8] = mml_wdth_6_8;
gia_412[9] = mml_clr_7_8;
gia_416[9] = mml_wdth_7_8;
gia_412[10] = mml_clr_8_8;
gia_416[10] = mml_wdth_8_8;
gia_412[11] = mml_clr_p_1_8;
gia_416[11] = mml_wdth_p_1_8;
gia_412[12] = mml_clr_p_2_8;
gia_416[12] = mml_wdth_p_2_8;
for (g_index_432 = 0; g_index_432 < gi_408; g_index_432++) gda_384[g_index_432] = 0;
return (0);
}

int deinit() {
Comment(" ");
for (g_index_432 = 0; g_index_432 < gi_408; g_index_432++) {
g_name_392 = "mml" + g_index_432;
ObjectDelete(g_name_392);
g_name_392 = "mml_txt" + g_index_432;
ObjectDelete(g_name_392);
}
return (0);
}

int start() {
if (gi_424 != Time[0] || g_timeframe_428 != Period()) {
g_lowest_400 = iLowest(NULL, PERIOD_D1, MODE_LOW, gi_436, StepBack);
g_highest_404 = iHighest(NULL, PERIOD_D1, MODE_HIGH, gi_436, StepBack);
g_ilow_216 = iLow(NULL, PERIOD_D1, g_lowest_400);
g_ihigh_224 = iHigh(NULL, PERIOD_D1, g_highest_404);
Comment("Murrey Math ", DoubleToStr(gi_436, 0), " day frame");
if (g_ihigh_224 <= 250000.0 && g_ihigh_224 > 25000.0) gd_352 = 100000;
else {
if (g_ihigh_224 <= 25000.0 && g_ihigh_224 > 2500.0) gd_352 = 10000;
else {
if (g_ihigh_224 <= 2500.0 && g_ihigh_224 > 250.0) gd_352 = 1000;
else {
if (g_ihigh_224 <= 250.0 && g_ihigh_224 > 25.0) gd_352 = 100;
else {
if (g_ihigh_224 <= 25.0 && g_ihigh_224 > 12.5) gd_352 = 12.5;
else {
if (g_ihigh_224 <= 12.5 && g_ihigh_224 > 6.25) gd_352 = 12.5;
else {
if (g_ihigh_224 <= 6.25 && g_ihigh_224 > 3.125) gd_352 = 6.25;
else {
if (g_ihigh_224 <= 3.125 && g_ihigh_224 > 1.5625) gd_352 = 3.125;
else {
if (g_ihigh_224 <= 1.5625 && g_ihigh_224 > 0.390625) gd_352 = 1.5625;
else
if (g_ihigh_224 <= 0.390625 && g_ihigh_224 > 0.0) gd_352 = 0.1953125;
}
}
}
}
}
}
}
}
gd_360 = g_ihigh_224 - g_ilow_216;
gd_208 = MathFloor(MathLog(gd_352 / gd_360) / MathLog(2));
gd_344 = gd_352 * MathPow(0.5, gd_208);
gd_232 = MathFloor(g_ilow_216 / gd_344) * gd_344;
if (gd_232 + gd_344 > g_ihigh_224) gd_240 = gd_232 + gd_344;
else gd_240 = gd_232 + 2.0 * gd_344;
if (g_ilow_216 >= 3.0 * (gd_240 - gd_232) / 16.0 + gd_232 && g_ihigh_224 <= 9.0 * (gd_240 - gd_232) / 16.0 + gd_232) gd_256 = gd_232 + (gd_240 - gd_232) / 2.0;
else gd_256 = 0;
if (g_ilow_216 >= gd_232 - (gd_240 - gd_232) / 8.0 && g_ihigh_224 <= 5.0 * (gd_240 - gd_232) / 8.0 + gd_232 && gd_256 == 0.0) gd_248 = gd_232 + (gd_240 - gd_232) / 2.0;
else gd_248 = 0;
if (g_ilow_216 >= gd_232 + 7.0 * (gd_240 - gd_232) / 16.0 && g_ihigh_224 <= 13.0 * (gd_240 - gd_232) / 16.0 + gd_232) gd_272 = gd_232 + 3.0 * (gd_240 - gd_232) / 4.0;
else gd_272 = 0;
if (g_ilow_216 >= gd_232 + 3.0 * (gd_240 - gd_232) / 8.0 && g_ihigh_224 <= 9.0 * (gd_240 - gd_232) / 8.0 + gd_232 && gd_272 == 0.0) gd_280 = gd_240;
else gd_280 = 0;
if (g_ilow_216 >= gd_232 + (gd_240 - gd_232) / 8.0 && g_ihigh_224 <= 7.0 * (gd_240 - gd_232) / 8.0 + gd_232 && gd_248 == 0.0 && gd_256 == 0.0 && gd_272 == 0.0 && gd_280 == 0.0) gd_264 = gd_232 + 3.0 * (gd_240 - gd_232) / 4.0;
else gd_264 = 0;
if (gd_248 + gd_256 + gd_264 + gd_272 + gd_280 == 0.0) gd_288 = gd_240;
else gd_288 = 0;
gd_368 = gd_248 + gd_256 + gd_264 + gd_272 + gd_280 + gd_288;
if (gd_248 > 0.0) gd_296 = gd_232;
else gd_296 = 0;
if (gd_256 > 0.0) gd_304 = gd_232 + (gd_240 - gd_232) / 4.0;
else gd_304 = 0;
if (gd_264 > 0.0) gd_312 = gd_232 + (gd_240 - gd_232) / 4.0;
else gd_312 = 0;
if (gd_272 > 0.0) gd_320 = gd_232 + (gd_240 - gd_232) / 2.0;
else gd_320 = 0;
if (gd_280 > 0.0) gd_328 = gd_232 + (gd_240 - gd_232) / 2.0;
else gd_328 = 0;
if (gd_368 > 0.0 && gd_296 + gd_304 + gd_312 + gd_320 + gd_328 == 0.0) gd_336 = gd_232;
else gd_336 = 0;
gd_376 = gd_296 + gd_304 + gd_312 + gd_320 + gd_328 + gd_336;
gd_192 = (gd_368 - gd_376) / 8.0;
gda_384[0] = gd_376 - 2.0 * gd_192;
for (g_index_432 = 1; g_index_432 < gi_408; g_index_432++) gda_384[g_index_432] = gda_384[g_index_432 - 1] + gd_192;
for (g_index_432 = 0; g_index_432 < gi_408; g_index_432++) {
g_name_392 = "mml" + g_index_432;
if (ObjectFind(g_name_392) == -1) {
ObjectCreate(g_name_392, OBJ_HLINE, 0, Time[0], gda_384[g_index_432]);
ObjectSet(g_name_392, OBJPROP_STYLE, STYLE_SOLID);
ObjectSet(g_name_392, OBJPROP_COLOR, gia_412[g_index_432]);
ObjectSet(g_name_392, OBJPROP_WIDTH, gia_416[g_index_432]);
ObjectMove(g_name_392, 0, Time[0], gda_384[g_index_432]);
} else ObjectMove(g_name_392, 0, Time[0], gda_384[g_index_432]);
g_name_392 = "mml_txt" + g_index_432;
if (ObjectFind(g_name_392) == -1) {
ObjectCreate(g_name_392, OBJ_TEXT, 0, Time[g_price_420], g_price_420);
ObjectSetText(g_name_392, gsa_388[g_index_432], 10, "Arial", gia_412[g_index_432]);
ObjectMove(g_name_392, 0, Time[g_price_420], gda_384[g_index_432]);
} else ObjectMove(g_name_392, 0, Time[g_price_420], gda_384[g_index_432]);
}
gi_424 = Time[0];
g_timeframe_428 = Period();
}
return (0);
}

 

最好的短线系统我认为是能把握住大单边行情且能较长时间持仓留在场内的系统。

 

知易行难啊，关键是“把握”的技术细节能否行得通。在此探讨的是系统“元素”及其理念“基石”。

 

为什么要指标呢？ 波涛博士，1996年，早就说过，要有直接面对价格做交易的能力。楼主看来还跳不出来。 建议，从阻力，支撑的解读，开始了解价格的运行规律

 

多谢yangtse010！通过与各位的交流，近期领悟到了一些关于日内的比较有实际意义的一些思想，日内的确是超级难走的一条路，但是我相信应该不是象一些朋友说的是死路一条，只是太难了。我也了解了一些日内系统，但我心中所想的是完全用日内的数据，开盘12至15分钟开始交易，而不想通过多周期来决策。是否会是个错误思想还不敢确定。望朋友们给予无私的指点。

 

Pivot Points系统近期通过了解好像要用到一至两周的最低价或最高价？例如最低价开始到当前日线依次排列（B,O,S,B,O,S......)B估计就是买操作日，O就是无操作日，S就是卖操作日。从而作出价格到达r1,s1.r2,s2.r3,s3.位置的相应买卖动作与止损。过程比较复杂。但是saxotrader兄这个图表好像就用到了前一日的高低收值。可否再烦你简介下？

 

学习了。
不过我根据saxotrader兄的公式，得出的是均线式的曲线，不是折线？

不知道具体是如何写的呢？

 

公式比较简单，开拓者的公式如下：
Vars
Numeric pp(0);
Numeric r1;
Numeric r2;
Numeric r3;
Numeric s1;
Numeric s2;
Numeric s3;
Begin
pp=(HighD(1)+LowD(1)+CloseD(1))/3;
r1=2*pp-lowD(1);
s1=2*pp-HighD(1);
r2=pp+(r1-s1);
s2=pp-(r1-s1);
r3=HighD(1)-(2 * (LowD(1)-pp));
s3=LowD(1)-(2 * (HighD(1)-pp));
PlotNumeric("pp",pp);
PlotNumeric("r1",r1);
PlotNumeric("r2",r2);
PlotNumeric("r3",r3);
PlotNumeric("s1",s1);
PlotNumeric("s2",s2);
PlotNumeric("s3",s3);
End

 

日内超短是高节奏的纯价格运动，而公式表达的东西总是滞后的，二者要结合在一起难度很高。

 

为啥我的系统大部分都是日内呢？？？

感觉越是长线的系统越不可靠

 

谁见过或用过最好的短线系统呢?
我想是理念嘛:进入点的综合优势大大的,出场点的综合优势大大的。构成素嘛：进出点的标准及意外的事故处理吧。

 

没见过!

 

最好的短线系统就是一个字----------------------- 快！

 

“最好”的短线系统就是价格（k线，客观存在），其他都是主观。
另外，还是不要用最好吧，因为市场没有完美的方法，要有抱残守缺，过犹不及的思想。