1、持仓21个单位,9多 10空,14浮...
1、持仓21个单位,9多+10空,14浮盈+7浮亏;
2、再创最大回撤:26%;
3、JYZJ上周前排第241名,本周排第309名;
4、外盘玉米和美豆突然涨停,持有豆一/豆二/玉米/淀粉共4个单位空单,但回撤幅度不算太大,这是轻仓+分散的好处,如果是重仓单品种,损失一定大得多;
5、有3个品种要重点说:
(1)纸浆,上年11月初建仓,本周平仓,从2101合约一直到2105合约,4手盈利8万,平仓前长时间阴跌;
(2)豆油和棕榈,年后建仓,本周平仓,浮盈从最高7万(2个合计),最终盈利1万,平仓前倒V形反转;为什么这样做,之前解释过很多次,这次就引用《WAY of the TURTLE》(《海龟交易法则》)来解释:
For most traders,the Turtle System exits were probably the single most difficult part of the Turtle System rules.Waiting for a 10-or-20-day new low often can mean watching 20 percent, 40 percent,or even 100 percent of significant profits evaporate.
There is a very strong tendency to want to exit earlier.It requires great discipline to watch your profits evaporate so that you can hold on to your positions for the really big move.The abilitily to maintain discipline on stick to the rules during large winning traders is the hallmark of an experienced successful trader.
我的译文:
对于多数交易者,海龟交易的退出可能是最困难的环节。要等待10天或20天的新低,通常会损失20% ,40% ,甚至100% 的利润。
而提前退出的诱惑很大,人很难抗拒。只有严格执行纪律,忍受利润的蒸发,才能继续持仓,抓住大行情。在交易的世界里,严格执行纪律的能力是成功交易者的标志。