Larry Williams 短線決勝關鍵點

Larry Williams的著名著作”短線交易密訣”中提到一個非常重要的概念:當收盤上漲時,價格若處於強勢波動率收斂,當股價再創短期新高時,就是非常理想的進場點, 反之則為空點!
這樣的概念可能有點抽象,讓我們來情境試想:有一檔股票正在漲,昨天的波動率假設是2,今天又上漲了,而且今天收盤價和最低價的距離只有不到1,這表示往下去的力道已經收斂掉了,當這樣的情況出現,如果股價突然衝過這兩天的高點,那就是多方要出擊了,這是個一決勝點!! 當然,這時後最好是記下這天的低點,用來當作停損使用!
我們來看一下腳本:

複製
1vars: _MarketPosition(0);
2Condition1 = Close > Close[1] and (Close-Low) <= 0.5*(High[1]-Low[1]);
3Condition2 = Close < Close[1] and (High-Close) <= 0.5*(High[1]-Low[1]);
4{整個策略非常單純,上面兩行僅判斷波動率,下面則是部位判斷與停損點的設定}
5if _MarketPosition maxlist(H[1],H[2]) then
6begin
7plot4(C*1.01 ,"作多");
8plot5(C*1.02);plot6(C*1.03);plot7(C*1.04);
9plot8(C*1.05);plot9(C*1.06);plot10(C*1.07);
10_MarketPosition=1;
11value1 =minlist(L[1],L[2]);
12end;
13if C cross over value2 and _MarketPosition=-1 then
14begin
15plot4(C*1.01 ,"回補");
16_MarketPosition=0;
17end;
18end
19else if _MarketPosition >-1 then
20begin
21if condition2[1] and C Close[1] and (Close-Low) <= 0.5*(High[1]-Low[1]);
22Condition2 = Close < Close[1] and (High-Close) <= 0.5*(High[1]-Low[1]);
23if _MarketPosition maxlist(H[1],H[2]) then
24begin
25ret=1;
26value1 =minlist(L[1],L[2]);
27end;
28if C cross over value2 and _MarketPosition=-1 then
29begin
30_MarketPosition=0;
31end;
32end
33else if _MarketPosition >-1 then
34begin
35if condition2[1] and C < minlist(L[1],L[2]) then
36begin
37_MarketPosition=-1;
38value2 = maxlist(H[1],H[2]) ;
39end;
40if C cross under value1 and _MarketPosition=1 then
41begin
42_MarketPosition=0;
43end;
44end;
vars: _MarketPosition(0);
Condition1 = Close > Close[1] and (Close-Low) <= 0.5*(High[1]-Low[1]);
Condition2 = Close < Close[1] and (High-Close) <= 0.5*(High[1]-Low[1]);
{整個策略非常單純,上面兩行僅判斷波動率,下面則是部位判斷與停損點的設定}
if _MarketPosition maxlist(H[1],H[2]) then
begin
plot4(C*1.01 ,"作多");
plot5(C*1.02);plot6(C*1.03);plot7(C*1.04);
plot8(C*1.05);plot9(C*1.06);plot10(C*1.07);
_MarketPosition=1;
value1 =minlist(L[1],L[2]);
end;
if C cross over value2 and _MarketPosition=-1 then
begin
plot4(C*1.01 ,"回補");
_MarketPosition=0;
end;
end
else if _MarketPosition >-1 then
begin
if condition2[1] and C Close[1] and (Close-Low) <= 0.5*(High[1]-Low[1]);
Condition2 = Close < Close[1] and (High-Close) <= 0.5*(High[1]-Low[1]);
if _MarketPosition maxlist(H[1],H[2]) then
begin
ret=1;
value1 =minlist(L[1],L[2]);
end;
if C cross over value2 and _MarketPosition=-1 then
begin
_MarketPosition=0;
end;
end
else if _MarketPosition >-1 then
begin
if condition2[1] and C < minlist(L[1],L[2]) then
begin
_MarketPosition=-1;
value2 = maxlist(H[1],H[2]) ;
end;
if C cross under value1 and _MarketPosition=1 then
begin
_MarketPosition=0;
end;
end;