美股交易员:ZT 新手必读，长篇，免费，实用。

偲偲 · 发表于 2013-9-6 13:26:38

scalping类型的走势

2005年2月-5月专做INTC而毕业的，2006年3月创造出个人过万的最高记录，但2006年11月后就走下坡路至今！
SCALPING以挂单为主，赚2-3分钱就跑，所以顶峰的时候一般挂1800股或2300股，日最高记录过千！
上图是20080509INTC的走势图，11点以后就可以用SCAPLING方法做，无论做多作空都能赚钱，逆势只要不贪，赚上2分钱很轻松。

Re: scalping类型的走势今天INTC出现了大行情，日内波幅超过了1元，最后暴亏！

论坛

2刷单和抢帽子有啥不一样
首先,他们的名字就不一样..............抢帽子叫抢帽子,刷票叫刷票.... 其次,抢帽子是基本功,比如某一边单子只剩一手另一边很厚,你打掉那一手并迅速摆单出去.或者干大单,比如有些单子很厚,这种单很贱的,放在整数位就等人来打,个人理解为是止赢单....你要确定大家都在打,并从中抢到几手,,,,,然后几个价位后迅速摆单出.... 也就是说,抢帽子都是几个点,而且要和人抢,并且进出很快.... 而刷单,个人理解,有刷横盘一个点的,其实这种风险更高,要求大股量,并且好象摆好几个价位,才能排到别人前面,,,,,,,其实我也没弄明白,这个是有方法的,,,, 还有就是刷针的,利用一根蜡烛在一分钟内来回抽动好几次纂钱,这种股票上下都有影线,成交量大,开始的时候顺势刷单边,产生盘感后可以刷来回.... 也就是说,刷单讲究个刷字.....以上个人理解,可能有误导嫌疑~!! ;
另,止损是根本,不管做哪种,对止损要求都很高.....

3
quotetracker可以看TICK ,TRIN，yeah!右键点击显示s&p500 index的那一栏，选择 Edit Indices 在TRIN,和TICK之前打上勾勾就行了。

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偲偲 · 发表于 2013-9-6 13:27:31

4.
Scalping刷票是基本功fficeffice定义：用于日内短期交易，平仓开仓在很短的时间内完成（一两秒到几分钟）One who employs this methodology is referred to as a scalper. 受雇于这种的方式的人就叫做刷单员Frequency 频率Scalpers tend to make several, perhaps hundreds of trades a day, accruing a number of small profits into a respectable daily total. Losses per trade tend to be minimal, from scratch to a few ticks at most. A scalp trade would certainly never be held overnight. 刷单员往往在一个交易日做些，也许数单，累积了一些小的利润为每日净利润。每笔交易的损失往往是最小的，从小单做到几手最多。每个头寸是绝不会拿过夜的。Requirements： rice spreads and commissions must be as low as possible in order to reduce the cost of doing business to a realistic proportion of turnover. Data provision and execution must be fast Adequate liquidity A sufficiently large capital base in order to make the small targets and time spent monetarily worthwhile. Scalping is sometimes referred to as 'the quick and the dead', as it takes a lot of mental discipline, intense focus and quick reactions to be able to scalp successfully and most people would agree that it is not for the novice trader. 价差和佣金必须尽可能低的水平，按实际的比例以降低成本，在流动资金相当大的资本基础数据提供和执行必须足够快，以使小目标和花费的时间金钱是值得的。刷单有时也称为'快速、死亡' ，因为它需要很大的精神纪律，紧张的注意力和快速的反应，以便能够刷单成功。大多数人都知道，这不是新手能轻易做到的。Scalping Strategies Some scalpers work around the bid/offer, buying on the bid and selling on the offer to pocket the spread, or perhaps a tick or two more. This is perhaps the "purest" form.刷单策略：一些刷单操作员围绕买入价/卖出价操作，卖价买和买价上卖去挣取差价，可以一手或几手。这就是刷单的“纯粹”形式。
Slightly longer term scalp trades (there's an oxymoron!) are generally taken from three different trading patterns: 稍微长一点的刷单交易（有一个矛盾！）一般采取从三个不同的交易模式：
Breakouts from consolidation 突破Bounces off support and resistance反弹支撑和阻力Retracements in a trend. Retracement scalps may be taken with the trend following a pullback, or, if the trader is sharp and brave, countertrend during the pullback.在趋势中的回调。回调刷单可在趋势后的回调采用，或者，如果交易员够敏锐和勇敢，可以在回落中反趋势而为。
What sets a scalper apart from other traders is that the profit target is likely to be small. While a longer term breakout trader might wait for the breakout to turn into a trend, the scalper will generally be happy to pocket a few points during the frenetic trading activity as the breakout occurs. (S)he may well trade in large size with an eye on the order flow in order to spot the optimum time to enter and exit. 盈利的目标很可能很小是一个刷单员有别于其他交易员区别。虽然较长期的突破交易员可能等待突破变成趋势，刷单员通常会很乐意在猛烈突破行情的时候小挣几笔。他很可能交易的量很大并着眼于盘口数据，以实现的最佳时机进入和退出。
Some traders will scale out most of their position for a scalp but leave some on, in order to capitalise on further price movement, should it appear. Different market conditions often require different approaches so scalping can be a tool in the trader's box as opposed to the method always used.一些交易员会平掉大部分仓位，但会留下一些，以便进一步利用价格波动，如果出现。不同的市场条件往往需要不同的方法，所以刷单是交易员盒子里的一个工具交易，而不是经常使用的方法。
In most cases, and certainly for the shortest term of scalps, traders will require some knowledge of the order book, coupled with time and sales and possibly also Level II. Some scalpers work principally off the order book, reading the tape rather than making purely chart-based entries and exits. 在大多数情况下，当然也为最短的刷单，交易员们将需要一些盘口知识，加上时间、买卖及LEVEL 2。一些刷单员的工作主要是从盘口，看盘口而不是纯粹的以图表为基础进行进和出。
Advantages
Very effective use of capital with minimal risk per trade. High percentage win rate.
Suitable for the impatient trader who is prepared to devote a lot of time and continuous focus to the market.
Event risk is small as the scalper will usually be almost certain of a fill at the chosen exit point even if conditions suddenly change.
Knowledge of fundamental analysis not required, although scalpers should be aware of news and/or earnings releases。优点：
以最小的风险非常有效地利用资本进行每笔交易。
获胜概率高。
适合没有耐心愿意花大量的时间并持续关注的市场的交易员。
即使条件突然改变，交易员通常几乎可以肯定的事先选择好出场点，因为操作风险小。
知识经济的基本分析并不需要，但交易员应该知道的新闻和（或）收益情况的更新。
Disadvantages
Intense, draining and demands a lot of screen time. Accurate timing is vital.
Trading platform, data provision and connection the the exchange often expensive.
Danger of "death by a thousand cuts" to the inexperienced.
Higher cost per unit of profit than longer term strategies.
Requires complex knowledge of market structure and order flow.
Can be stressful
Not suitable for spread betting。缺点激烈，快速，并要求长时间的盯盘。准确的时间是至关重要的。
交易平台，提供数据和连接的交流往往昂贵。
对没经验的是很危险的（没看懂）。
交易成本要比长期战略高。
需要市场结构和秩序的流动等复杂的知识。
可以承受压力
不适合赌单。
Scalping: Small Quick Profits Can Add Up
by Vadym Graifer

偲偲 · 发表于 2013-9-6 13:28:02

Scalping is a trading style specializing in taking profits on small price changes, generally soon after a trade has been entered and has become profitable. It requires a trader to have a strict exit strategy because one large loss could eliminate the many small gains that the trader has worked to obtain. Having the right tools such as a live feed, a direct-access broker and the stamina to place many trades is required for this strategy to be successful. 刷单是一种专门在小价格变化获利的交易，一般在入场后不久就已经有利润。它要求交易员有严格的退出战略，因为一个大的损失可以消除许多小的成果交易已获得。也要有正确的工具，如实时数据，与券商的直接通道和足够多的交易员也是这一战略成功的关键。
Scalping is based on an assumption that most stocks will complete the first stage of a movement (a stock will move in the desired direction for a brief time but where it goes from there is uncertain); some of the stocks will cease to advance and others will continue. A scalper intends to take as many small profits as possible, not allowing them to evaporate. Such an approach is the opposite of the "let your profits run" mindset, which attempts to optimize positive trading results by increasing the size of winning trades while letting others reverse. Scalping achieves results by increasing the number of winners and sacrificing the size of the wins. It's not uncommon for a trader of a longer time frame to achieve positive results by winning only half or even less of his or her trades - it's just that the wins are much bigger than the losses. A successful scalper, however, will have a much higher ratio of winning trades versus losing ones while keeping profits roughly equal or slightly bigger than losses.
刷单是基于一个假设，即大多数股票将完成第一阶段的运动（股票将在希望的方向进行了短暂的时间，但从哪里开始是不确定的） ;一些股票将不再前进而其他将继续下去。一个刷单交易员会尽可能的采取许多小的利润，而不是让他们消失。这种做法“让你的利润不断加速扩大”的心态相反，企图以优化的积极成果交易，增加获利交易的规模，减少亏损的规模。刷单取得的成果，增加获利单的数量和牺牲大的获利空间。交易员较长的时间内取得积极成果且获得只有一半或甚至更少的交易是很平常的-它只是说，胜则远远大于损失。一个成功的刷单员，但将有高胜率的获利单比率，同时保持利润大致相等或略大于损失。

The main premises of scalping are:
Lessened exposure limits risk - A brief exposure to the market diminishes the probability of running into an adverse event.
Smaller moves are easier to obtain - A bigger imbalance of supply and demand is needed to warrant bigger price changes. It is easier for a stock to make a 10 cent move than it is to make a $1 move.
Smaller moves are more frequent than larger ones - Even during relatively quiet markets there are many small movements that a scalper can exploit.
Scalping can be adopted as a primary or supplementary style of trading.
刷单的主要纪律是：
减少接触限值的风险-以简短的接触减少市场运行到不良事件的概率。
小波动更容易获利-不平衡的供应和需求是需要更大的价格变动来保证。对于一支股票来讲价格变动10美分是比变动1美元要容易得多。
小波动远多于较大的-即使在相对平静的市场，一个刷单员也可以利用这之间的很多小波动
刷单可以作为一个主要的或补充的交易风格。

Primary Style
A pure scalper will make a number of trades a day, between five and 10 to hundreds. A scalper will mostly utilize one-minute charts since the time frame is small and he or she needs to see the setups as they shape up as close to real time as possible. Quote systems Nasdaq Level II, TotalView and/or Times and Sales are essential tools for this type of trading. Automatic instant execution of orders is crucial to a scalper, so a direct-access broker is the favored weapon of choice.专业的刷单员在一个交易日会交易很多次，5次，10次乃至数百次。刷单员将主要利用一分钟的图表，因为时间周期短且他（她）需要看到设置它们形状为接近实时的。纳斯达克报价系统LEVEL 2， TotalView和TIMES AND SALES是这种交易类型必不可少的工具。对于刷单员，即时自动执行的命令是至关重要的，所以直接成为经纪商青睐的首选武器。
Supplementary Style
Traders of other time frames can use scalping as a supplementary approach in several ways. The most obvious way is to use it when the market is choppy or locked in a narrow range. When there are no trends in a longer time frame, going to a shorter time frame can reveal visible and exploitable trends, which can lead a trader to scalp.
交易员在其他时间内可以利用刷单作为一种补充办法，有几个方面。最明显的办法是使用它时，市场波动局限在一个狭窄的范围内。当在较长时间周期里没有任何的趋势时，在较短的时间周期里可以发现震动和可利用的趋势，从而指引交易员刷单。

Another way to add scalping to longer time-frame trades is through the so-called "umbrella" concept. This approach allows a trader to improve his or her cost basis and maximize a profit. Umbrella trades are done in the following way:
另一种所谓的“保护伞”的概念，是在长期交易中增加刷单交易。这种做法可以让交易员改善他的成本和使利润最大化。“保护伞”的方式如下：

A trader initiates a position for a longer time-frame trade.
While the main trade develops, a trader identifies new setups in a shorter time frame in the direction of the main trade, entering and exiting them by the principles of scalping.fficeffice" />
当这个长期趋势发展时，交易员会按照主趋势方向一致，发现并操作一些短期交易，按照刷单原则进出。

Practically any trading system, based on particular setups, can be used for the purposes of scalping. In this regard, scalping can be seen as a kind of method of risk management. Basically any trade can be turned into a scalp by taking a profit near the 1:1 risk/reward ratio. This means that the size of profit taken equals the size of a stop dictated by the setup. If, for instance, a trader enters his or her position for a scalp trade at $20 with an initial stop at $19.90, then the risk is 10 cents; this means a 1:1 risk/reward ratio will be reached at $20.10.
实际上，任何特别设置的交易系统，都可用于刷单的目的。在这方面，刷单可以被看作是一种风险管理的方法。基本上任何交易可以通过采取近1:1风险/回报的比率而变成一次刷单。这意味着利润大小的获得与事先设定好的损失是相等的。举例来说，如果交易员在20美元进场刷单，止损设在19.9美元，那么风险是10美分;这意味着按照1:1的风险/回报比例，目标应该设定到20.10 。

Scalp trades can be executed on both long and short sides. They can be done on breakouts or in range-bound trading. Many traditional chart formations, such as a cup and handle or triangle, can be used forscalping. The same can be said about technical indicators if a trader bases decisions on them.刷单可运用在多、空两个方面。他们可以突破时做或在区间震动中进行。许多传统的图表形态，如杯底形和手柄形，或三角形，都可用于刷单。如果交易员是指标论者，同样可以运用到技术指标中。

Three Types of Scalping
The first type of scalping is referred as "market making", whereby a scalper tries to capitalize on the spread by simultaneously posting a bid and an offer for a specific stock. Obviously, this strategy can succeed only on mostly immobile stocks that trade big volume without any real price change. This kind of scalping is immensely hard to do successfully as a trader must compete with market makers for the shares on both bids and offers. Also, the profit is so small that any stock's movement against the trader's position warrants a loss exceeding his or her original profit target.
三种形式的刷单
第一种是指刷的“庄家” ，即庄家试图在同一只股票利用传播的同时发布买价和卖价。显然，这一战略只能在那些成交量大但价格波动小的股票上，这样的刷单是极大很难做到成功地，因为交易员同时与庄家竞争买、卖价。此外，利润是非常之小，任何与交易员设定的相反股价变动都会使交易员的损失超过赢利目标。

The other two styles are based on a more traditional approach and require a moving stock where prices change rapidly. These two styles also require a sound strategy and method of reading the movement.
其他两种形式是在的更加传统做法的基础上，并要求股票价格波动迅速。这两种方式也需要一个系统的策略和读盘的方法。

The second type of scalping is done by purchasing a large number of shares that are sold for a gain on a very small price movement. A trader of this style will enter into positions for several thousand shares and wait for a small move, which is usually measured in cents. Such an approach requires highly liquid stock to allow for entering and exiting 3,000 to 10,000 shares easily.
第二种是通过购买大量股票而非常小的价格变动时将其出售获利。这种交易员将在几千种股票中选择进入，等待一个小的波动，通常来讲就是几美分。这种做法要求流动性高的、可以轻松进和出3000至10000股的股票。

偲偲 · 发表于 2013-9-6 13:28:25

The third type of scalping is the closest to traditional methods of trading. A trader enters an amount of shares on any setup or signal from his or her system, and closes the position as soon as the first exit signal is generated near the 1:1 risk/reward ratio, calculated as described earlier.
第三种是最接近传统方法的交易。交易员按照自己的交易方式和信号开仓，并在首次出场信号出现时尽快平掉（1:1风险/回报率）。计算方法如前所述。

Conclusion
Scalping can be very profitable for traders who decide to use it as a primary strategy or even those who use it to supplement other types of trading. Adhering to the strict exit strategy is the key to making small profits compound into large gains. The brief amount of market exposure and the frequency of small moves are key attributes that are the reasons why this strategy is popular among many types of traders.
结论
不管交易员决定使用它作为主要的战略，甚至是用它来补充其他类型的交易，刷单都可以获得很大的利润。使小利润复合到大的收益，坚持严格的退出战略的是关键。市场品种的数量和价格小波动的频率是这一战略是很受许多类型交易员喜欢的关键原因。

ali · 发表于 2013-9-9 13:21:30

好长，看的纠结……

308899939 · 发表于 2014-2-16 14:56:07

看的真纠结啊
！！也没看明白

13729026609 · 发表于 2014-10-23 20:47:50

biluolunhui · 发表于 2015-4-8 05:24:48

好长...看的真纠结啊

brucewolf · 发表于 2019-3-1 13:15:42

看着好纠结