Futures reverse documentary skills and precautions 1. Select a sample account. Due to the futures trading mechanism, not all sample accounts are suitable for reverse documentary. Slippage is one of the biggest headaches in our reverse documentary. It accounts for 30% or more of our entire transaction cost. Therefore, in order to achieve a good documentary effect, we must choose a sample account. How to judge the quality of a sample account? Generally speaking, the higher the loss amount, the lower the transaction frequency of the sample account, which is a quality account. So, is the sample account good or bad, and is it available? Loss coefficient? To judge.
Loss coefficient = sample account loss amount/basic handling fee.
For example, if the loss amount of a sample account at this stage is 654.38+10,000 yuan, then the basic handling fee is 2,000 yuan. Then the loss coefficient of the sample account is 50. The higher the loss coefficient, the better the sample account. If a sample account loses a lot of money, but the transaction frequency is also very frequent. Then such an account is not necessarily a high-quality sample account. Because our documentary also has a cost. The document cost consists of two parts: handling fee+slippage. Taking domestic commodity futures as an example, a slip point is equivalent to 1.5-6 times the transaction cost. Take NiNi as an example, the lowest jump point in NiNi is 10 yuan, and the handling fee is 8 yuan/hand. Suppose the documentary slip point is 1 point. That is, opening 1 point and closing 1 point. Then our total documentary cost is: 10 yuan/hand (opening warehouse receipt) +8 yuan/hand (opening warehouse fee)+10 yuan/hand (closing warehouse) +8 yuan/hand (closing warehouse fee) =36 yuan/hand. In order to make a profit, the single loss amount of the sample account must be greater than that of 36 yuan. If converted by loss coefficient, the loss coefficient should be greater than 36/ 16=2.25. Relatively speaking, the sliding costs of Hang Seng Index, German Index, nickel, gold, silver, soybean meal and sugar, etc. Relatively small, if the comprehensive loss coefficient reaches more than 6, you can achieve profitability. However, the slip point cost of iron ore, coke, coking coal and other varieties is high, and the comprehensive loss coefficient must reach 12 or more to achieve profitability.
Second, excellent hardware equipment and network ports. Because the trading mechanism of futures is to match the order of price priority and time priority. Therefore, the faster the order is placed, the more favorable it is for the decline of the overall trading slip point. If every time you place an order, it can be as fast as 1 millisecond, then you can save an objective slippage cost if you accumulate it for a long time. Don't underestimate these milliseconds. Whether the documentary account can make a profit within one year is likely to depend on this.
In the process of documentary production, it is necessary to ensure the stable operation of documentary software. There must be no blockage, crash or transaction disconnection. If the transaction is disconnected and the card machine collapses during the documentary process, it will cause great risks to the documentary account. If the customer list is closed, our account is not closed in time because of the transaction disconnection. Then our account is at risk.
Therefore, reverse documentaries have extremely high requirements for hardware equipment, especially network equipment. Conventional computer hardware and network can not meet the requirements of reverse documentary. Therefore, it is suggested that friends who do reverse documentary should try their best to choose the cloud platform server for the corresponding reverse documentary operation. If there are many exhibitions in China, then try to choose Shanghai server room as far as possible in the choice of server address. If the Hang Seng Index does more literature work, then the server network will choose Hong Kong computer room.
Third, the documentary software parameter setting. Generally speaking, for reverse documentary friends who are not experienced in their own trading, we suggest that the declaration delay parameter is 0 seconds, the withdrawal time is 2 seconds, the documentary slip point is 0 jump, and the chase slip point is 5 jump. This parameter setting can cope with most market conditions. After statistics, the above parameters are used for reverse documentary. About 40% of transactions can achieve 0 slip point, 40% of transactions generate 1 slip point, 10% of transactions generate 2 slip points, and 10% of transactions generate 3-5 slip points. Overall, the comprehensive slip rate is about 1- 1.5.
To do futures, you must know how to grasp the big trend trading!
Trend trading is a necessary condition for the success of futures trading. The two-way trading in the futures market gives investors great freedom, so some people hope to grasp the positive and negative markets through accurate analysis. However, what we actually see is this: when he tried to straighten the curve of fluctuation, the market cut off its capital chain mercilessly, and the capital line became shorter and shorter. The deep-seated reason for this phenomenon is that people's ability is limited, while the market is strong and unpredictable in a sense. In order to avoid risks and disasters, certain safety principles must be followed in operation, that is: follow the trend.
First of all, what is the trend?
In the futures or stock market, people all know what to do. Follow the trend? , all know? Go against the trend? It is very dangerous, but we often don't know how to follow the trend in specific operations, or it is difficult to have good guidance to tell us whether to go long or short, or follow the trend in specific transactions. Let's study the trend through quantitative indicators.
Define the trend according to the range of price increase or decrease: if the price changes by 25% in the opposite direction, we think that the general trend has changed; If the price changes 5% in the opposite direction, we think the small trend has changed.
Second, the advantages of trend trading
Homeopathy trading is supported by its mathematical probability. After research and practice, we can draw such a conclusion:
(1) band homeopathic operation surplus is greater than 75%; (2) from the perspective of strategic investment, its profit can reach 95%; (3) From the perspective of technical analysis, the probability of grasping the top and bottom is less than 1%.
In thinking and behavior, strategic investors must follow the trend, because contrarian operation must be short-sighted and speculative. Time means extinction and destruction for contrarian traders, and its small probability nature determines the inevitability of such investment failure, which has nothing to do with personal wisdom. The ancients said: the general trend is beyond human power. Therefore, investors must abandon any thoughts and behaviors that go against the trend. Another example is Mencius:? Wise as it is, why not follow the trend? . The necessary condition to be a winner is to be a homeopathic trader and a strategic investor. In short, the first step of futures operation is also the general policy of futures speculation: macro homeopathy and micro contrarian. The so-called micro-contrarian is that when I decide to enter the market, I don't chase it, but wait patiently for the opportunity to appear.
Although investors claim that they can judge the trend according to the moving average system, many investors always think that they can predict the market, judge the top and bottom, and often enter the market in advance, and the result of their failure can be imagined. Even if you follow the trading rules of short-term EMA crossing long-term EMA in EMA trading system, you will find that you have a high probability of failure, because EMA system often has many wrong signals before sending correct signals. Although the price fluctuation range is only within the small range of your entry point, continuous stop loss not only erodes your principal, but more importantly, it hurts your will and determination. When the real signal appears, you are timid, and as a result, you miss the opportunity and lose an opportunity to make up for the cost of multiple stops.
Homeopathic trading cannot guarantee investors to enter the market without risk, because the market is always in constant fluctuation. In order to ensure the success of trend trading, investors should have a quantitative understanding of the adjustment or withdrawal range of different levels of markets. For example, understanding the contrarian adjustment time and adjustment space after the daily chart forms a trend is different from that after the trend is formed on the 30-minute chart. In actual trading, some investors hope to gain the profit space given by the daily chart according to the signal sent by the 10 minute K-chart. According to this strategy, even if you accurately grasp the best entry point according to the signal of 10 minute K-line chart, you will lose money and endanger the security of the principal under the trend of the previous level. Therefore, in operation, investors are advised to set the profit-taking position according to the signals from different levels of charts and the fluctuation range of that level. When the profit-taking position of this level chart is reached, it is recommended to close the position and wait and see. If it is found to be a higher-level market, it is not too late for you to intervene and follow up.
Third, the mentality that the trend trading system should have.
There is a very simple psychological common sense, that is, the pressure brought by being too serious and persistent. If you pay special attention to something, you will add a lot of pressure to yourself invisibly, which is a fatal psychological state in trading. If you hold positions and have the mentality of making money, then a slight price reversal will make you lose money and make your psychological pressure reach its peak. At this time, you may not be able to bear the huge psychological pressure and stop the warehouse for no reason. The consequence of this result is that you can't keep your position, so you can't get big profits, and then you can't make up for the losses caused by the necessary false signals. In other words, if the psychological pressure is too great, you can't stand the random fluctuation of prices. If you can't stand the fluctuation and can't see the trend clearly, you will be eliminated by the trend. Then you can't do trend trading.
We are not the deciders of the trend, but the followers of the trend? We often hear such language in the futures market. These ideas clearly express the importance of trends in futures trading. It can be said that in futures trading, grasping the trend will gain the foundation of success. After understanding this, some people began to judge carefully and follow suit in the hope of success. As a result, it is obvious that many people are still ruthlessly eliminated by the market. As a result, some people began to doubt their judgment, their determination, and even the correctness of following the trend.
It is correct to follow the trend, but due to the changeable market and flexible trading methods, some details also determine whether investors will gain something in the market while following the trend.
Futures choose long-term or short-term