Short-term trading is by no means easy. If effective trading rules cannot be formulated, it will be difficult to succeed.

First of all, short-term trading is also divided into trend method and "speculation" method, and short-term trading is not completely equivalent to "Japanese speculators". The difference between the two is whether there is a concept of "trend". Speculators basically have no sense of trend and trade exclusively for price fluctuations. The short-term trading we are talking about here is still aimed at "trend" trading, but it is based on "short-term trend" compared with the medium and long term. For example, under the same index parameter setting, medium and long-term transactions may be based on signals with large periods such as daily lines and hourly charts; Short-term trading may be based on a five-minute chart or even a 1 minute chart signal. The reason why we should pay attention to short-term opportunities is that the characteristics of price fluctuation in the futures market have changed greatly, which is mainly reflected in the increase of intraday volatility and the increase of intraday ups and downs. The increase of intraday volatility has a great negative impact on medium and long-term transactions, and the reverse intraday volatility makes the risk of trend sheets more difficult to control. From the perspective of opportunity, the sum of three or four large intraday fluctuations can exceed the amplitude of a large medium-term trend market. In this case, the impact of short-term trends on profit and loss is greatly enhanced, so it is necessary to study short-term opportunities in the market.

According to our research on the characteristics of short-term fluctuations in the domestic market, short-term opportunities can be captured by short-term K-line moving averages and swing indicators. Specifically, the moving average is set to 60,120,240, the swing index is slow KD, and the parameters are 36,5,3,5. Short-term opportunities take the 5-minute chart moving average system as the basic trend direction, and the high-low intersection of 15-minute chart indicators as a high-level constraint condition. The specific entry and exit point is that the moving average of 1 minute chart breaks through three moving averages up or down, and its signal law is basically the same as that of medium and long-term trading, that is, if the indicator of 15 minute chart breaks down at the same time, it can be short, while the indicator of 1 5 minute chart breaks down at the same time.

In addition to the indicator system signal of the K-line chart, there are two very important parameters for short-term trading, one is the opening price, and the other is the intraday average price line. If the current price is low and high, stay above the opening price after the opening 10- 15 minutes. Even if there is a short signal on the K-line chart, it is not appropriate to rush into the market. At the very least, the price must break through the intraday average price line to be short. On the other hand, when the date goes higher and lower, the futures price of 10- 15 minutes has been running below the opening price. Even if there are many signals on the K-line chart, it is not appropriate to open the position immediately, at least until the price breaks through the intraday average price line. There are usually two stop-loss settings for short-term trading. One is to use the moving average system to stop loss when the price is close to the moving average system of 1 minute chart; Second, when the price is far away from the 1 minute moving average system, the daily average price line or the relative high and low point is used as the stop loss.

In addition, the timing of short-term trading is very regular. When there is a break or turning point in the intraday trading, we should pay attention to four time points, namely 9: 00-65: 438+05; 10: 30; Opening in the afternoon; Finally, it is 2 pm, 10 to 30 pm. These four time periods are the key time periods for placing orders. If the price turns in these four time periods, the reliability of short-term trading is high, otherwise the reliability is poor.