香港新浪網 MySinaBlog
RC | 27th Jan 2011 | 一般 | (661 Reads)

於2004年4月, 我送出第一個Day Trade S&P systems到Futures Truth評核。到今2011年1月, 轉瞬間已過了六年半的時間, 真的要愛惜光陰。現在也是回顧和總結的時候。

1. 過去六年半, Futures Truth出版了33次, RC S&P Systems排名第一有18次, 差不多超過一半的時間, RC Systems都是獨霸第一位。也讓全球的system developer和trader都認識RC Systems, 是香港人開發的systems。

2. 我是第一位不用statistic programming的system developer, 而用intermarket和 intramarket correlation (NQ來炒賣ES)。2004年5月, Futures Truth的總裁, John Hill, 他確定了在過往二十多年, 他接觸過數千個S&P systems, 都沒有一個system用我獨特的邏輯和indicator來編寫。

3. 2008年9月, 我有四個systems在同一期Futures Truth Top 10 S&P排名上佔了四位, 刷新了Futures Truth 二十多年的紀錄。

4. 於過往六年半中, Futures Truth出版了33期, 只有一期RC Systems不在十名之內。餘下的32期, 不是排名第一, 也是在十大之內。

5. 我不懂programming, 但所編寫的RC Systems, 都是很多trader學習和研究的對象。這確實證明了成為國際級system developer是不需要懂得programming的。

6. 於2010年Futures Truth第三期, 我把仍然排名第一的S&P system, RC Beginner system, 所有的strategies, logic和source code免費公開給全球system developer和trader學習和研究。標題是"RC Beginner System: Logic and System Code (A brave retreat is a brave exploit)。這也是「前無古人」的做法。RC Beginner system每套可售US$5000-7000, 但我卻把它免費送出, 也表現出我們香港人的自信和氣派。把source code和整個system給你看, 又怎樣? 我已有更具活力的指標和策略了。

凡事有始有終, 2010年第三期中我寫的文章(A brave retreat is a brave exploit), 已表明會急流勇退, 只為再創高峯。Futures Truth剛出版了2010年第四期, RC Beginner仍然於Top 10 S&P systems中排名第一位, 也是我今天正式通知Futures Truth不用再評核RC Systems。六年半了, 不算短的時間, 這競賽也該了結 (18次排名第一位也是一個很好的數字), 好讓我全力再追求新的夢想和挑戰。「後有來者」是必然的, 因為我把我懂的大部分優勢都教授了學生, 學生們的learning curve一定比我快, 因此成就預計比我高, 這就是我說「前無古人, 後有來者」的因由。等著看你們的表現和成績。請大家努力, 為港人爭光。

最後要感激長期支持我和RC Systems的朋友們, 謝謝!
(RC Systems在Futures Truth過去六年半的表現, 請到 http://www.rc789.com

*****************************************************
(聲明: 於2011年1月25日, 這個博客不設留言區, 原因是1月24日刊登的分享"有很多不知道自己不懂的人"和之前"甚麼是system, optimize, easylanguage......"的分享
惹來不良分子, 不斷地發放垃圾訊息, 所以刪除留言區, 不便之處, 請見諒。本可雙向交流, 現變成單向交流。
我以國際級system developer的權威知識指出人手backtest的好處, 說出statistic programming的壞處, 所以我推測可能觸動了一些以教授program trading為生的人的神經線(哈哈), 但絕不影響這博客內專業炒賣信息和其他的分享。
請那些自認是編寫或教授program trading的高手, 寫一個有水準的system送去<Futures Truth>和其他對手較量一下, 看看能否為港人爭光。事實勝於狡辯, 我以行動證明了我的說法, 而你們可否同樣做到呢?)
*****************************************************


RC | 24th Jan 2011 | 一般 | (646 Reads)

There are those who don't know (有些人不懂);
There are those who don't know they don't know (有些人不知道自己不懂)
前者虛心求知, 求學, 從不懂變為懂得, 便有機會成功。後者不知道自己不懂, 自以為懂, 無藥可救, 註定失敗。星期六教了一課恒指星級班便有幸遇到一位屬於後者的學生C君, C君發問時態度惡劣, 真的有趣。

- C君自命懂得炒賣恒指, 熟習programming, 懂得backtest的重要性, 但堅持完美化(optimize)的用處, 不認同人手backtest的好處。在港從未跟過任何導師學習, 因看了我的文章及著作, 慕名而來上我的課。
- 我很坦白對他說:「這是你的幸運, 是我的不幸。」未上過其他導師的課程, 怎能領略我教邏輯和優勢的好處。
- 另一位來review的舊生G君, 跟C君討論, G君也是programmer, 而他也把我所教的用program backtest, 只需數小時便寫好program, 用了數分鐘便完成了一年backtest, 跟著便即市炒賣, 但不能勝出。其後, 聽了我的意見, 改用人手backtest, 一邊練習, 一邊思考, 做了很多次backtest, 再在即市中炒賣, 最終能勝出(大家應該清楚知道人手backtest的好處)。
- C君說他自己炒賣的系統是從多年的統計數據(statistic data)program出來再把它完美化(optimize), 所以是一個好的系統, 但仍覺不足, 所以才來上我的課程。
- 請大家注意, 從統計數據中program後再完美化的所謂系統, 是我們內行人說的"curve fit", 是把舊數據"度身訂造"出來的東西, 沒有邏輯, 沒有優勢, 更沒有活力, 所以在實戰中怎能勝出? 世上programmer多如繁星, 但請注意programmer不等於system developer, system developer是從長期對市場的觀察(observation), 再思考其中的邏輯及找出優勢, 最後才寫成program, 然後做往後測試。而絕不單是從統計數據內curve fit出來的, 這就是為何RC ES(標普) system用最簡單的邏輯和優勢, 便能擊敗其他programmer的program system。事實勝於狡辯, programmer不得不承認。
最後C君無言以對, 更自認發問時態度不好, 上完課便馬上跑掉, 十分有趣。自認態度不好, 倒也是誠實, 希望他知錯能改, 日後還有成功的機會, 若堅持錯誤, 繼續做"those who don't know they don't know", 便只有坐井觀天, 浪費光陰。

********************************************************
早前收到一位76歲, 名Joe的老外炒家電郵, 內容如下:

"On Wed, Jan 19, 2011 at 12:21 PM, Joe > wrote:

Thank You Very Much for prompt reply.
Today was a good day for shorting I made 258.00 paper
No need to reply, I am sure you are busy.

----- Original Message -----
From: Joe
Sent: Wednesday, January 19, 2011 11:44 AM
Subject: RC5

I purchased “Trading Edge” Excellent. There is a lot to study just to make sure I am on the right path :
Current NQ Price minus previous close = point count
Current ES Price minus previous close = point count
I am 76 years old and out of school for awhile.
I been trading for 5 years my goal is to trade only the ES and maybe other futures. I hope I found the Holy Grail withstudy.
Joe"

Joe在76歲才見識到RC 5(從本人著作"Trading Edge"中發現)是遲了起步, 但未為晚也, 76歲才領略到什麼是優勢, 馬上全力學習, 這也是值得尊敬的。同學們, 不要讓76歲的Joe追過你們。努力吧!

*****************************************************
(聲明: 於2011年1月25日, 這個博客不設留言區, 原因是今天刊登的分享和之前"甚麼是system, optimize, easylanguage......"的分享
惹來不良分子, 不斷地發放垃圾訊息, 所以刪除留言區, 不便之處, 請見諒。本可雙向交流, 現變成單向交流。
我以國際級system developer的權威知識指出人手backtest的好處, 說出statistic programming的壞處, 所以我推測可能觸動了一些以教授program trading為生的人的神經線(哈哈), 但絕不影響這博客內專業炒賣信息和其他的分享。
請那些自認是編寫或教授program trading的高手, 寫一個有水準的system送去<Futures Truth>和其他對手較量一下, 看看能否為港人爭光。事實勝於狡辯, 我以行動證明了我的說法, 而你們可否同樣做到呢?)
*****************************************************


RC | 18th Jan 2011 | 一般 | (758 Reads)

My 1st birthday gift
還有六天便是我的生日, 我的琴又多了一條弦。今日很開心收到第一份生日禮物, 就是身上的羽絨大褸, 不但能禦寒, 還能防雪, 真的很適合本星期大寒和落雨的天氣。除了我太太, 目前我最喜歡見到的兩個人, 一位是小朋友GW (還未收到她的禮物, 應該是挑選中), 另一位今天送了這份禮物給我, 從我的手勢, 大家應該猜到她是誰吧。

今年生日的願望是大家都  身心健康, 活得精彩,
                                   全力以赴, 沒有遺憾! 

Many Happy Returns!  


RC | 16th Jan 2011 | 一般 | (584 Reads)

今日教了一堂<RC歐元課程>, 很高興見到Icy和其他約20位同學認真地學習, 同學們記得要努力做backtest。

上星期剛完成了四課<RC歐元即市實戰課程>, 即市實戰每晚由香港時間10:30pm到1:30am, 練習到12:30am已完成, 最後一小時用來總結當晚實戰的重點。實戰結果還是不錯, 連勝四晚, 但更重要的是同學們每晚都學到實戰時應有的心理質素, 如何運用backtest的策略, 如何增強即市炒賣的信心......和更多的東西不能盡言, 雖然只是四個晚上, 但比單是練習backtest會進步更多, 更快。這就是我堅持教實戰課程的原因, 也證明我的堅持是對。沒有實戰班的炒賣課程, 並不完美。就如紙上談兵, 在課堂內學習模擬駕駛或在岸上學習游泳, 都是不會成功的。

若沒有參加實戰班, 自己也可以再做real time simulation來練習, 用筆記寫下自己的成績, 為何勝出? 為何勝不出? ......這也能進步及成功, 但縮短learning curve的步伐則沒有實戰班那麼快, 請謹記。

這四晚實戰只有一位參加者, 學不到也沒有勝出 (哈哈) - 便是RC, 我自己。一邊教授實戰, 一邊自己炒賣很難專心, 所以決定不做trade, 專注教授。結果十分滿意和滿足。我也很開心。

以下是大部分學生們的讀後感, 請你們看看, 你們看到的不只是一群在努力練習中的同學, 而是看到一批將會成功的consistent trader。

1) Dear Rickey Sir,
I can learn 4 nights and win 4 nights
I have joined the first RT coaching and this coaching. For the first coaching when I am still in the Euro 1 course , many time I don't know where should be the focus on. But after the master course , it becomes more interesting and amazing. Finally I have the focus and confidence to follow the indicator . The coaching is exhausting , Ah sir please take care. Thanks
Ru
 
2) HI RC Sir,
e) you can learn and win
Your coaching inspired me to understand more about A1 and M, not just the strategies.
Thanks.
R
 
3) Hello,
My choice is e, thank you very much for your time. It must has been a great loss to you not having traded these days.
Very much appreciated!
Thanks,
Pe
 
4) Dear Rickey Sir,
I can learn and win.  I learned to win more consistent.
Good Health
Sh
 
5) Hi RC Sir,
Thanks for the detailed real time coaching in the past 4 days.
I think winning is a sure MUST for all euro master student==> just to follow backtest is ok
Another main point is whether we can win more than backtest, or more important, to avoid loss or loss less in our practice.
I think all students can benefit from your coaching, not only we learnt more strategy such as less aggressive entry, and for me I had learnt to follow the trend of the indicators and stay out or wait one more bar before entry or exit.
Do take care and good health!
Regards,
La
 
6)
Hi Rickey,
For me: e) you can learn and win
First thank you for your sacrifice of your own time to coach us in real time.
The real time coaching is really useful, as it teach us what is the mindset of a success / consistent day trader, and of coz, also the strategies during different conditions. Hope the real time coaching can keep going on so that we can learn more from you.
Best Regards,
J
 
7) Dear Rickey,
Thank you for the real-time coaching, I can both win and learn, but the main thing is that I definite learn a lot more than the class and the backtest. In real-time, there are always something need to consider in real situation, and you comment really give us the meaning of the indicator instead of just numbers. I know it’s very exhausting for real-time coaching, but honestly the real-time coaching would benefit us the most for euro trading. Thank you again for your effort and timing.
Best Regards,
He
 
8) Dear Rickey,
e) I can learn (much) and win (much) (and I will continue to win consistently).
Thanks so much, I fully understand it is demanding on your side and you have sacrificed so much opportunity during the coaching session.
R
 
9) Dear Rickey,  I would select answer E.
I can earn first three days. Last night, the trade, I stopped before your explanation "it's no need to stop". when M turned to +x. So, lost few points. Last night, I was feeling nervous during the trading.  I think I need to improve it as soon as possible and also, need to do more backtest by hand so that more confident for the trading.
Thank you for your teaching and waiting for second session in next week.
Best Regards,
A
 
10) dear Rickey,
Thanks for your real time coaching. I can learnt & win. Take care!
cheers,
Ap

11) Hi Rickey,
Really thank for your sacrificing your own trading time to coach us at low price. I could win a bit(win a bit only because I am always not brave enough to enter the market once a signal appear and always miss the chance) and learn a lot the past four trading day.
Really hope you can carry on this real time coaching at low price every month.
Thank again!
Student S
 
12) Hi Rickey,
Thanks for the arrangement of RC Euro Master Real Time Coaching. I can learn from it.
Thanks and Regards
B
 
13) Hi Rickey,
Definitely e) you can learn and win.
Learn at least one or two new things each day, which will cost me many days to backtest and review.
These 4 days are all winning days, with big trend day, tight range day, and already big up in globex day. All are good cases for us to learn.
This coaching is even better than last year realtime coaching, because we have indicator M this time.
It is lucky to be your student.
Thanks.
L
 
14) Hi Rickey,
My answer is e) I can learn and win. Though we may win less compared to backtest strategy (it seemed we weren’t keen to ride these couple days), this is not important. The most important thing is that we can learn the logic. I think the last 4 days were v good days for coaching and learning as it covered various cases – 2A, 1D, 1D w/ Priority Trade and 3. The good thing was you explained the different scenarios before entry and I think this kind of analysis is v important for trade preparation. The bad thing was you couldn’t trade and win together, and it even made you be exhausted.
Thanks for your generous teaching and have a good holiday! For myself, I will be busy for backtesting the logic.
Best regards,
S

15) Hi Rickey,
Sorry for the late reply.
For me it's definitely (E) like most others, but the slight difference is that I found it particularly useful in Abnormal days as I got assurance on how to deal with these situations with confidence. Really looking forward to learn more next week! Have a nice break.
Rgds,
An
 
16) Hi Rickey,
My answer is e) I can learn and win. Though we may win less compared to backtest strategy (it seemed we weren’t keen to ride these couple days), this is not important. The most important thing is that we can learn the logic. I think the last 4 days were v good days for coaching and learning as it covered various cases – 2A, 1D, 1D w/ Priority Trade and 3. The good thing was you explained the different scenarios before entry and I think this kind of analysis is v important for trade preparation. The bad thing was you couldn’t trade and win together, and it even made you be exhausted.
Thanks for your generous teaching and have a good holiday! For myself, I will be busy for backtesting the logic.
Best regards,
S

*****************************************************
(聲明: 於2011年1月25日, 這個博客不設留言區, 原因是1月24日刊登的分享"有很多不知道自己不懂的人"和之前"甚麼是system, optimize, easylanguage......"的分享
惹來不良分子, 不斷地發放垃圾訊息, 所以刪除留言區, 不便之處, 請見諒。本可雙向交流, 現變成單向交流。
我以國際級system developer的權威知識指出人手backtest的好處, 說出statistic programming的壞處, 所以我推測可能觸動了一些以教授program trading為生的人的神經線(哈哈), 但絕不影響這博客內專業炒賣信息和其他的分享。
請那些自認是編寫或教授program trading的高手, 寫一個有水準的system送去<Futures Truth>和其他對手較量一下, 看看能否為港人爭光。事實勝於狡辯, 我以行動證明了我的說法, 而你們可否同樣做到呢?)
*****************************************************


RC | 12th Jan 2011 | 一般 | (600 Reads)

於RC免費座談會中, 提及zero-sum game翻譯為「零和遊戲」, 不太正確, 應該譯為「零和競技」。如: Olympic Game或Asian Game, 都要經過艱辛練習和拼搏先可奪金。至於「零和競技」不可以當作遊戲, 否則會變成輸家。在這「零和競技」中, 多認識對手, 對自己有一定好處。 

這數天收到很多外國炒家的電郵, 他們想學RC課程, 尤其是超買(OB), 超賣(OS), 有個別人士, 亦有基金經理; 有求救的, 亦有求教的。正如之前提及, 我現在全力集中教授香港學生, 而RC最高級課程(RC 8,9 和 RC 歐元大師級課程), 只教授華人。

以下是部分電郵內容 (電郵地址及寄件者姓氏已刪除), 讓大家對外國炒家有所認識。重要的是有優勢, 任何國藉的炒家都是沒有分別的。RC的優勢超越他們所學的一般指標, 也是他們渴望跟我學到的。

1. Mr. Cheung,
I read the article in Futures Magazine and was interested in learning more about your teaching courses and how that works. I am a struggling trader that at this point could not agree more with your sentiment that the canned indicators in charting platforms are no good.

I was hoping to learn more about your course!

Thanks,
Chris   

2. HI Mr Chueng,

I read about your  RC Indicators and Latest training course in the Futures Magazine January 2011 issue on page62. 

I  am impreesed with your accomplishments. Congratulations for your accomplishments.

I would like to to know the cost of your training. I do not have a big trading accont and much savings because I had to help my dad  (who is originally from India) who now has Brain Cancer and No Job,  so I am helping him for his medical and living expenses expenses etc.

I have traded e-mini and forex without much success :(

I would like to make some money trading so I can help my parents.

Thanks and wish you and your family happy and Healthy new Year.

John


3. Dear Sir:
I am interested in learning from you about trading. Do you conduct Seminars or have classes to teach your methods?

Thank You,
Bob

4. Hi,

I'm interested in learning your trading methods.  Are they suitable for intraday trading? Please let me know how to learn more about the seminars and education you offer.

Thanks,
Jack  

5. Hello Rickey,
I just read your trader-profile in Futures magazine.
I'm interested in taking one of your courses (one of the RC 8-10).

Prices are "negotiable" - could you elaborate?
I live in the US, north of Chicago about 45 minute drive, so an internet
seminar is preferred. Please provide a schedule and price ranges.

Thank You,
Cary

6. Do you offer any classes in the United States .I live in new york city. Thanks,Bruce  

7. Hi Rickey,

I read with interest the article about you in Futures Magazine (January, 2011). I am a native Houstonian myself. I am traveling all week but I thought I would get this email off to inquire about the fees for learning your RC 10 methodology. It says negotiated. How do you arrive at the price? Thanks for your consideration. I hope all is well with you and send best regards!

Gary

8. I am interested in your classes to improve my emini futures trading. Are you having classes anytime soon? How much is tuition fee.

Please respond ASAP. Thanks.
Angelita

9. Dear Mr Cheung,

I am a intra day trader of oil  and want to explore your programs tutelage. I was not able to download your PDF version RC Beginner English to initiate study. My intent is to learn initial RC Beginner program and then progress through your systems. I want to learn your overbought / oversold indicators.

Kindly respond so I can professionally institute and learn your teachings and systems. Thank you for your time and consideration

Jeffrey
President  
Hedge Fund

10. I would like to learn more about your RC seminars.  -Do you have a more detailed description of your seminars than what is on your webiste that you could email to me? -What is the tuition?  -What level of trading experience does a student need to have?  Thank you for taking the time to respond to my questions. Sincerely,

Justin

11. Do you have an outline of the beginners seminar?
Also what is the cost? It says that it is negotiable.

Thanks
Alan 

12. I have a few dollars and would love to get better at trading simple techniques/strategies…can you help?

Davis  CFA

13. dear mr cheung ,  i  receive futures magazine and read a little about you. i have been trading in forex for a little over a year, maybe you could help me. thank you in advance,      mike


*****************************************************
(聲明: 於2011年1月25日, 這個博客不設留言區, 原因是1月24日刊登的分享"有很多不知道自己不懂的人"和之前"甚麼是system, optimize, easylanguage......"的分享惹來不良分子, 不斷地發放垃圾訊息, 所以刪除留言區, 不便之處, 請見諒。本可雙向交流, 現變成單向交流。
我以國際級system developer的權威知識指出人手backtest的好處, 說出statistic programming的壞處, 所以我推測可能觸動了一些以教授program trading為生的人的神經線(哈哈), 但絕不影響這博客內專業炒賣信息和其他的分享。
請那些自認是編寫或教授program trading的高手, 寫一個有水準的system送去<Futures Truth>和其他對手較量一下, 看看能否為港人爭光。事實勝於狡辯, 我以行動證明了我的說法, 而你們可否同樣做到呢?)
*****************************************************


RC | 9th Jan 2011 | 一般 | (614 Reads)

今天的期貨座談會十分成功, 在此多謝各位朋友的蒞臨。希望在這交流中, 彼此都有得益和進步。今天朋友們的問題很有見地, 我很高興, 留到4:45pm才離開。那時還有十多位朋友向候先生和Peter發問, 非常難得。我們一定要加倍努力, 為港爭光!

黃婉曼 (Icy)
黃婉曼 (Icy) 也來捧場, 對炒賣歐元甚感興趣, 可能下星期你們會變成同學。祝大家早日學到一技旁身 (多練習人手backtest), 謝謝!

遺憾的是收到幾位同學email我數段討論區的連結, 某君 (已被blacklisted, 即是不能學RC ES 8,9 及RC 歐元課程), 在討論區中自編自導自演, 宣傳自己programming的技巧, 而今天其他同學發現他在我的座談會門外, 派發自我宣傳單張。這兩件事肯定不是偶然發生的。

我感到心痛, 也為他難過, 若然他認為自己programming達到一般程度, 便應把握時間編寫一個能為港人爭光的system, 送到"Futures Truth"評核, 看看成績如何, 而不需在討論區和街上自吹自捧。把人性醜陋和貪婪的一面暴露人前, 十分可惜。寄語某君應自我發奮, 不要弄小聰明, 也不要利用我來作宣傳, 同學們眼睛是雪亮的, 希望某君自愛自重。


RC | 6th Jan 2011 | 一般 | (697 Reads)

今天收到一位老外的email求教, 覺得有趣, 想和大家分享:

1) 我對他的炒賣熱誠非常欣賞;
2) 他犯了一個最基本的錯誤而輸大錢: 下單後沒有立即設止蝕, 大家一定要記著不要犯同樣的錯誤。上次FOMC 議息結果公佈後, 歐元波幅的高低位有200點 (現貨2000點), 約美元$2000/contract, 市場的突變無可估計, 一定要設止蝕;
3) 老外亦有單純的一面, 覺得你有能力便想跟你學, "學無前後, 達者為師"

大家可能覺得沒有什麼特別, 但這位仁兄已年屆85歲,

原文如下:

From: Robert
Date: Tue, Jan 4, 2011 at 1:18 PM
Subject: Re: Seminars/training
To: Rickey Cheung

Dear Mr.Cheung,

Sorry to hear that you won't teach in the USA in the near future, I had good luck trading GOLD in 2009 ,but in 2010 I went out to garden for several hours and the mkt .dropped 50 dollars and I lost a lot of money. I did not use a STOP.

I have been out of the Commodity Mkt. the last few months because of my health.I am 85 years old.

In the 1950s I was in HK in my Naval days.I remember going to Kowloon to a restaurant and picking a fish from a tank and they cooked it for me.I was very impressed.HK is a very interesting place.

Good Luck and good Health
 


RC | 4th Jan 2011 | 一般 | (1910 Reads)

system的目的和好處並不是用來賣錢 (我的RC Beginner System有超過150個海外查詢, 我一個也沒有賣出, 只租出兩個給私人應用)。寫system過程中的思考, 才是自己的得益。請別人代寫system對你是沒有好處, 因為你要透露自己的優勢和indicator給代你寫的人知道。就算是簽了non-disclosure, 也是沒有真正的保障, 反正他已免費得到了你研究的成果, 你還要付他費用。何笨之有

 

當初我寫system是要證明用NQ做指標的優勢比一般常用的指標強而有活力(robust), 這點我已證明了, 便不用再找人代寫system。自己研究system, 像人手backtest一樣便可以, 不需用computer language來練習。

 

tradestation platformsystem, 用的是EasyLanguage。顧名思義, easy便是容易的意思。一般沒有programming底子的, 於一至兩月時間便可自行學會。Tradestation有出書, 免費forumseminar供用者參考。一般有programming底子的於兩三天時間便可上手。我很多學生們都懂得用EasyLanguagesystem。多年前, 我聘請就讀computer science一年級的學生, 也只需數天時間便能上手, Java, C++……容易得多。

 

所謂“EasyLanguage specialist”, 只是Tradestation想多些人替他們宣傳Tradestation platform。既然“easy”, 又何需“specialist”。不懂的給它嚇死, 懂的給它笑死。這是Tradestation想多做生意的手法而矣。我的日本學生於2005年已是所謂 “EasyLanguage specialist”, specialist不用考試, 只需submit一篇EasyLanguage寫的source code和找三個reference person便可了。這樣便可成為Tradestation認可的EasyLanguage specialist, 只須在網上登記, 不須任何測試的。現在你們知道這事實。以後看到EasyLanguage specialist的名詞, 便可一笑置之, 並不是什麼專家(specialist)

 

我為什麼不自己學寫? 原因很簡單, 因為這是沒用的東西, 所以我不學, 更重要是我要證明不懂寫programtrader也可以成為國際級number 1system developer, 我強調炒賣最重要是優勢。所以我一定不會學寫EasyLanguage programFutures Truth S&P day trade system或所有day trade system中多次排第一的我, 是一個不懂programming的中國香港人, 這是不是對世界各traderEasyLanguage specialist表達一個很強的信息 (你們多年的想法是錯的), 好比炒賣一定要看圖表等等, 都不一定證確, 要多“think out of the box”, 不要人云亦云

 

Develop system 最重要的是有logic、有優勢, 並不是要懂programming。而你們又不用寫system拿去比賽, 學寫是多餘的, 多點做人手backtest才是正道。還有一點很真實的, 我認識的EasyLanguage specialist (包括我日本的學生)都屬90%輸家, 不能勝出。原因我想是programmer只懂programming, 忽略了logic和練習, programming可以於數分鐘內完成十年的backtest data, 而人手backtest和思考才能令trader多練習和進步。

 

Programming不能使trader成功。我到現在還是人手backtest, 若我懂programming, 我便不用人手, 而少了練習和思考, real trade時便不能勝出。個人思考logic和人手backtest是成功的要素。所以我想這就是大部分programmer都不能勝出的原因。

 

勸喻大家千萬不要浪費時間和金錢去學寫program, 多花時間思考和人手做backtest才是成功之道。我和我的system已是一個很好的證明。

 

Optimize(完美化)是什麼? Optimize便是把system中的variables (變數)Tradestation內的optimize function把它計算出是多少而可令到system的模擬測試結果是最好的。例如我教RC Beginner的十個condition, programmertrader可以把每一個conditionNQ數值optimize, 例如: Condition 1 (+S +S), NQ +12, +13+15等等, 其他如Condition 10 (-D -D), NQ 12, 13, 1520點等等。TradestationOptimize function便可很快幫你計出最完美的系數。

 

這樣可令到net profit, profit factor, profit percentage等等的結果都比我教的好。這只是computer calculation, 但往後real time測試一定不可能比optimize模擬結果同樣的好。往後才是我們真正的炒賣, 即是說真正炒賣的結果一定比optimizebacktest的結果差, 這樣optimize又有何用呢? 這是自欺欺人的做法。像我們有經驗的, 一看便知system是否經過optimize。上課時我教你們, RC Beginner system是未經optimize, 所以全用NQ +13 NQ -13, NQ10點或NQ10, 一看便知是沒有optimize過的, 而這也是RC Beginner可以輕易擊倒其他在Futures Truth S&P System, 排名第一位一年之多的原因。Optimize “完美了的東西, 是不能再有進步的。

Systemtrader最重要是有sound logic, 才可develop有活力的strategy去取勝。Optimize是自欺自誤的做法。

 

Systemtrader用同一strategylogic, 誰的勝出機會大?

答案一定是traderTrader利用system作為工具幫助trader研究和炒賣, trader不斷地進步, system便不可。就說你不斷的編寫都不可以。(我曾經不斷用了五年的時間來編寫system, 所以我知道)。有同學說:system可以auto-trade, 我可以早點睡。」

(這不是用system的理由(reason), 只是自己偷懶的藉口(excuse))

世上沒有成功的人和事是可以不作私人犧牲而能達到的。睡遲一點沒關係, 我也頂了十多年。若你明早要上班, 便早點休息, 早點停止練習, 不要靠system幫你炒賣。

市場萬變, 不是system可以捕捉的。Day trade的自由是可以trade可以不trade, 不是要day daytrade, 早點睡是可以的。

 

我有位朋友用了一百萬美元, 花了一年的時間, 請多位專業人士幫他編寫一個有活力的system, 好讓system替他賺錢, 自己不用看市, 但最終都是不成功。這也是一個很好的例證。

 

總括到此: 你們對system, EasyLanguage specialist, optimize都有一個真正的認識。成功還是靠自己努力地練習, 不能依靠systemprogramming。請記着, 不然只會後悔一生, 徒勞無功。


*****************************************************
(聲明: 於2011年1月25日, 這個博客不設留言區, 原因是1月24日刊登的分享"有很多不知道自己不懂的人"和之前"甚麼是system, optimize, easylanguage......"的分享惹來不良分子, 不斷地發放垃圾訊息, 所以刪除留言區, 不便之處, 請見諒。本可雙向交流, 現變成單向交流。
我以國際級system developer的權威知識指出人手backtest的好處, 說出statistic programming的壞處, 所以我推測可能觸動了一些以教授program trading為生的人的神經線(哈哈), 但絕不影響這博客內專業炒賣信息和其他的分享。
請那些自認是編寫或教授program trading的高手, 寫一個有水準的system送去<Futures Truth>和其他對手較量一下, 看看能否為港人爭光。事實勝於狡辯, 我以行動證明了我的說法, 而你們可否同樣做到呢?)
*****************************************************


RC | 3rd Jan 2011 | 一般 | (190 Reads)

祝 新年進步
    身體健康!

願望今年每一位RC 8,9 和Euro Master的同學都能更成功地成為consistent winner. 其他同學也更進步成為winner. 成功只靠努力練習。

P.S. 一月九日(星期天, 下午三時至四時)是RC Free Seminar (兩個月一次)。請邀請您的朋友們有空來聽聽, 地點不變。詳情可email到rickey@rc8200.com, 謝謝。