Woodies CCI外匯交易系統(中英對照)

2011-06-11 14:46:22

伍德是一個有著25年經驗的日内交易者,在emini標準普爾500和納斯達克emini100這樣的指數期貨商中非常有名。他的系統是基於CCI指數所形成的一些模型。但是也是一套與大部分以指標為基礎也有一點不同的的系統,不管大家認可與否,毋庸質疑,這套系統在日内交易中取得很大的成功。

CCI本身是動量指標的一種,這類指標的工作原理大致相同,即觀察快線和慢線的變化。以MACD為例子,它就是通過來觀測快速移動平均線與慢速移動平均線的來判斷行情變化。CCI指標中,快線反映價格本身變化,慢線反映移動平均線,在CCI中我們所看到的是實際測量的價格與移動平均價格的偏差,正常的幅度是在-250到250之間。下面的圖表可以說明這個情況:

我們畫了一條14週期的EMA線,用橙色表示,14週期的CCI線,蠟燭圖下面的部分。請看圖表左下方,價格加速突破EMA線,同時CCI也突破了零線。等價格鞏固後EMA也同步追近,CCI也開始向零線回落。其後價格再度上楊,但是這次的幅度並不向前次那麼大,CCI也沒到達前面的高度。在這種情況下價格創新高但是CCI卻沒有跟進,這種分化其實預示著上升動量在減弱,上漲可能就要結束了,至少是在當時是這樣的。

"woodies CCI系統概述了許多根據CCI指標可以交易的圖表模型。這個系統設置起來很簡單,以14週期的CCI為基礎即可。有些woodie追隨者甚至僅僅只看價格代替指標進行交易,當然我們不推薦這麼做。

最通常使用的一種伍德CCI模式就是“ZERO LINE REJECT”(0線拒絕),CCI從零線處大幅反彈。假設我們已經知道CCI預示了未來會發生什麼,那麼可以發現零線反彈的時候也正是市場價格從均線反彈的時候,CCI能夠為我們的交易提供進一步的確認。下面的GBP/USD圖表就是對上面所述的情形的說明。

圖中紅色區域標住的地方就是CCI從零軸線位置反彈的地方,請註意同時CCI還給出另外2個交易信號讓我們確認可以買賣了。

1。CCI運行在零軸線上方,對比蠟燭線看看已經是連續第6根了。這說明目前整體趨勢向上,長線交易的機會來了。此時如果你回過頭來想想CCI意味著什麼,其實這只是一個基本常識,意味著CCI運行在均線上方。

2。由許多蠟燭線所形成的CCI趨勢線已經被向上突破,這可以被認做是零軸線反彈的確認。CCI常常被看做是一種領先指標,在價格向上突破之前,CCI趨勢線被早已被突破了。這就是CCI清晰向我們展示只看價格+MA不能得到的信息,可以通過cci知道,就是說cci比price+ma高級。

這樣一來一共有3個交易信號提示後市有繼續上漲的可能,趨勢線的突破其實是最後一個入場信號。進場之後該什麼時候平倉呢,伍德CCI也給出了答案。根據你的操作風格可以有2種辦法:

1。CCI高於200或者低於-200時候,這被認為是一個極端的信號,預示著市場會有所調整。從進場時刻開始的第一條陰燭是第一個也是最保守的出場機會。

2。如果打算交易得久一點,那就等CCI回到100的時候再跑路。此時上漲的動力已經沒了價格要回落。

一般的交易者用伍德的這一套系統都只看3-5分鐘的圖。如果你交易外匯的話我建議看圖週期應該長一點,就30分鐘的圖為例,1個小時以内有大概80點的空間.

Trading Forex with Woodies CCI

Woodies CCI system is particularly popular with futures traders, but can it work with forex? We look at what the system is, and how it can be applied in the currency markets.

What Is Woodies CCI?"Woodie" is a day trader of 25+ years experience, and is well known among traders of index futures such as the EMini S&P 500 and the EMini Nasdaq 100. His system is based on a number of patterns made by the Commodity Channel Index (CCI) indicator. Its a little different to most indicator-based systems, and traders tend to either swear by it or swear at it, but there is no doubt that its creator trades very successfully with it day in day out.

The CCI itself is a momentum indicator. Such indicators all work in the same basic fashion - they plot the difference between a "fast" measure of price and a "slow" measure. The MACD for example, measures the difference between a fast and slow moving average. In the case of the CCI, the "fast" measure is the price itself, and the "slow" measure is a moving average. Thus when we look at the CCI, what we are actually seeing is measurement of the deviation of price from its moving average, normalised to fit on a scale of roughly -250 to +250. A chart example will make this clearer。

Here we have plotted a 14 period Exponential Moving Average (EMA) - the orange line - and a 14 period CCI - the lower graph. In simple terms, the "0" line on the CCI section of the chart can be thought of as representing the EMA, and the CCI line itself (the yellow line) as representing the price.

Thus we can see that at the extreme left of the chart, as the price accelerates through its EMA, so the CCI crosses above the zero-line. When the price consolidates and the EMA catches up with it, so the CCI starts to fall back towards the zero-line. The price rises again, but this time not by as great a magnitude as the previous move, and this is seen on the CCI graph by the CCI rising but not reaching its previous high.

This "divergence" between the price making a new high and the CCI failing to do so is a signal that momentum in the up move is slowing, and that the move may be over, at least for the time being. This is essentially how all momentum indicators work.

"Woodies CCI" system then, outlines a number of tradable patterns made by the CCI. His chart setup is simple enough, at its most basic he uses a 14-period CCI, and thats it. Some followers of Woodie even take the price of their chart, preferring to trade from the indicator patterns alone - although we dont recommend this. The Woodie patterns fall into two main categories, trend following and counter trend.

 承諾與聲明

兄弟財經是全球歷史最悠久,信譽最好的外匯返佣代理。多年來兄弟財經兢兢業業,穩定發展,獲得了全球各地投資者的青睞與信任。歷經十餘年的積澱,打造了我們在業内良好的品牌信譽。

本文所含内容及觀點僅為一般信息,並無任何意圖被視為買賣任何貨幣或差價合約的建議或請求。文中所含内容及觀點均可能在不被通知的情況下更改。本文並未考 慮任何特定用戶的特定投資目標、財務狀況和需求。任何引用歷史價格波動或價位水平的信息均基於我們的分析,並不表示或證明此類波動或價位水平有可能在未來 重新發生。本文所載信息之來源雖被認為可靠,但作者不保證它的準確性和完整性,同時作者也不對任何可能因參考本文内容及觀點而產生的任何直接或間接的損失承擔責任。

外匯和其他產品保證金交易存在高風險,不適合所有投資者。虧損可能超出您的賬戶註資。增大槓桿意味著增加風險。在決定交易外匯之前,您需仔細考慮您的財務目標、經驗水平和風險承受能力。文中所含任何意見、新聞、研究、分析、報價或其他信息等都僅 作與本文所含主題相關的一般類信息.

同時, 兄弟財經不提供任何投資、法律或稅務的建議。您需向合適的顧問徵詢所有關於投資、法律或稅務方面的事宜。