《用easylanguage开发交易系统》第01卷中英对照版word.doc

omega research system trading and development club volume 1用easylanguage开发交易系统第01卷中英对照版word本翻译内容仅供投资者学习用，不可用于任何商业目的，张轶不负任何法律责任。张轶翻译制作中英对照版word。版本越新，内容越完美。版本：2009年11月08日Information in this document is subject to change without notice.本文件内容如有更改，恕不通知。THE TRADING SYSTEMS IN THIS BOOK ARE EXAMPLES ONLY, AND HAVE BEEN INCLUDED SOLELY FOR EDUCATIONAL PURPOSES. OMEGA RESEARCH DOES NOT RECOMMEND THAT YOU USE ANY SUCH TRADING SYSTEM, AS THE USE OF ANY SUCH TRADING SYSTEM DOES NOT GUARANTEE THAT YOU WILL MAKE PROFITS, INCREASE PROFITS, OR MINIMIZE LOSSES. THE SOLE INTENDED USES OF THE TRADING SYSTEMS INCLUDED IN THIS BOOK ARE TO DEMONSTRATE THE WAYS IN WHICH EASYLANGUAGE CAN BE USED TO DESIGN PERSONAL TRADING SYSTEMS AND TO SHOW SOME EXAMPLES OF HOW CERTAIN POPULAR, WELL - KNOWN TRADING STRATEGIES MAY BE INCORPORATED INTO PERSONAL TRADING SYSTEMS. OMEGA RESEARCH, INC. IS NOT ENGAGED IN RENDERING ANY INVESTMENT OR OTHER PROFESSIONAL ADVICE. IF INVESTMENT OR OTHER PROFESSIONAL ADVICE IS REQUIRED, THE SERVICES OF A COMPETENT PROFESSIONAL SHOULD BE SOUGHT.本书中的交易系统只是例子，仅仅用于培训。欧米茄公司并不推荐你使用这样交易系统，无法保证你能用这些系统赚钱、增值或减少亏损。本书使用这些交易系统的唯一目的是教你如何用easylanguage开发个人的交易系统，并给出例子，告诉你如何把一些流行的，知名的交易策略写进个人的交易系统。欧米茄研究公司并不提供投资方法或个人建议。如果你需要个人建议，你应该向专业的人士寻求服务。Copyright 1997 Omega Research Inc.欧米茄研究公司1997年版权All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without prior written permission of Omega Research, Inc. 保留所有的权利。本书的任何部分都不能复制，也不能用任何方式复制。如果要使用，必须征得欧米茄研究公司的书面同意。Printed in the United States of America.在美国印刷。TradeStation and SuperCharts are registered trademarks of Omega Research, Inc. EasyLanguage, PaintBar and ShowMe are trademarks of Omega Research, Inc. Microsoft is a registered trademark of Microsoft Corporation and MS - DOS, Windows, and Excel are trademarks of Microsoft Corporation. DBC Signal and BMI are trademarks of Data Broadcasting Corp. Price data supplied courtesy of Global Market Information, Inc.Tradestation和supercharts是欧米茄公司的注册商标。EasyLanguage、PaintBar和ShowMe是欧米茄公司的商标。其它产品是其它公司的商标。ContentsINTRODUCTION介绍Welcome to the Club欢迎来到俱乐部Now that youve determined that system trading is the way to go - that most successful traders are system traders - where do you start? How do you go from having some ideas to actually creating a system?现在你决定了要做系统交易大部分成功的交易者都是系统交易者如何开始呢？如何把一些思路变成系统？Thats where the Omega Research System Trading and Development Club comes in.这就是欧米茄系统研究和开发俱乐部出现的原因。This first volume, Volume I, of the Omega Research System Trading and Development Club contains 10 systems weve created to help you get started developing your own systems. These systems incorporate popular concepts such as moving average crossovers, pivot points and spreads. Weve identified the most common problems with these types of systems and identified techniques to overcome them. By reviewing and testing these 10 systems, youll be able to understand these techniques and use them or a variation in your own systems.第01卷，是欧米茄系统研究和开发俱乐部的第01卷书，本书包含了10个系统，以帮助你开发自己的系统。这些系统包含了流行的概念，比如均线交叉、轴点和差价组合。我们确认了这些系统的大部分问题，并用确定的技术克服这些问题。你可以复习，测试这些系统，这样就能理解这些技术，把它们用到自己的系统中。To help you do that, this book walks you step-by-step through the process we went through to develop these systems, from coming up with a feasible trading idea, to writing down your trading rules, to writing them in EasyLanguage, to taking into consideration money management and risk control factors.为了帮助你实现这个目标，本书会采用一步一步的教学方式，从一个思路开始，到写下交易规则，到用easylanguage编程，到综合考虑资金管理和风险控制的因素。Our goal is for you to understand why we wrote these systems the way we did. We recommend you study the EasyLanguage techniques we used, look at the System Report, read about the factors we took into account to deem that a system may have merit, and think about how you can combine some of these popular ideas with your own to develop a system you want to trade.我们的目标是让你明白为何要像我们这样编写系统。我们建议你学习我们使用的技术，看系统报告，阅读我们已经考虑并认为有价值的因素，想想你如何把这些流行的思路和你的系统结合起来。When you join the Omega Research System Trading and Development Club, youll receive an additional volume approximately every 2 months, with 10 new systems and this comprehensive guide to help you understand and get the most out of the systems.一旦你加入了欧米茄系统研究和开发俱乐部，你会在2个月时间收到其它的作品，里面有10个新系统，还有这样的指导，以帮助你理解大部分的系统。IMPORTANT NOTICE: The trading systems in this book are examples only, and have been included solely for educational purposes. Omega Research does not recommend that you use any such trading system, as the use of any such trading system does not guarantee that you will make profits, increase profits, or minimize losses. The sole intended uses of the trading systems included in this book are to demonstrate the ways in which EasyLanguage can be used to design personal trading systems and to show some examples of how certain popular, well - known trading strategies may be incorporated into personal trading systems.重要提示：本书中的系统只是用来做培训的。（张轶注：重复，不再翻译。）Contents at a Glance大概内容This book begins by discussing some of the broader concepts of system development before moving on to the description of each system. We grouped the different types of systems together. The contents are:本书先谈论系统开发的大概念，然后再解释每个系统。我们把不同的类型系统分开讲解。以下是本书内容：Chapter 1: General System Development Concepts第01章：系统开发的总体概念Chapter 2: Trending Systems第02章：趋势系统Chapter 3: Support & Resistance Systems第03章：支撑和阻力系统Chapter 4: Volatility Breakout Systems第04章：波动突破系统Index索引We suggest you read the book from front to back because there is instructional material in each section and it is not repeated throughout.我们建议你从前往后阅读，因为每节都有指导性文字，这些文字不会在后面重复的。Is this a beginners book?这是新手看的书吗？Youll get the most out of this book if you are already familiar with EasyLanguage to some degree. This book is intended for the TradeStation user who has already started writing systems - perhaps the systems arent as successful as youd like them to be, or maybe they are but youd really like some new ideas or techniques to try.如果你在一定程度上了解easylanguage，你就能理解本书的大部分内容。本书是为tradestation用户写的，他们已经开始编写系统了也许他们的系统没有你想象的那么成功，或者说他们的系统很好，但你想尝试新的思路或技术。But if you are a beginner, dont worry! You can still apply the systems, study them either on paper or in the PowerEditor, and begin to understand what system development is all about. And most importantly, youll begin to understand where system ideas come from and to get started developing them. You may also want to consider taking advantage of some of the additional EasyLanguage and system development educational services we offer.但是，如果你是新手，不要担心！你可以采用这些系统，研究这些系统，既可以在纸上，也可以在PowerEditor里面，这样就可以了解到什么叫系统开发。更重要的是，你会开始了解系统思路来自哪里并开始开发系统。也许你还想利用我们提供的一些其它培训服务。If you are on the other side of the spectrum and are an experienced system developer, what youll get out of this book is ideas. Perhaps we accomplished a task using a slightly different technique than you did, or in a way that you hadnt thought of. You can use the techniques in this club and apply them as is or somewhat differently, or you can vary and mold them into something even more useful for you.如果你以上两者都不是，你是有经验的系统开发者，那么你从本书中得到的是思路。也许我们完成任务所使用的技术和你的不同，或者是你没想到过方法。你可以使用本俱乐部提供的技术，或者用不同的方法使用，或者你也可以改动它们，以开发适合你的系统。Additional educational services其它的教育服务Omega Research is committed to enhancing individual trading potential through quality education. To help you learn more about system trading, an Omega Research product or EasyLanguage, visit our web site at or call 800 - 439 - 7995 (outside U.S. 305 - 551 - 9991) and ask about the following educational services.欧米茄承诺通过高质量的培训来提高个人交易的潜能。为了帮助你学习更多的系统交易知识、欧米茄的产品或easylanguage，请访问我们的网站或打电话给我们。Video course录像教学We offer a comprehensive video course that introduces you to EasyLanguage, starting with the very basics and taking you through writing actual trading systems. It includes a follow-along workbook that contains exercises and real-life examples and applications.我们提供录像教学，帮助你学习easylanguage，从基础开始，然后编写真实的交易系统。还包括一本跟踪书，里面有练习，还有真实的例子和应用。Once you finish this course, youll be able to write your own indicators, ShowMe and PaintBar studies, and trading systems. This course is perfect for those who want to learn EasyLanguage at their own pace.一旦你学完了这个课程，你就能写自己的指标，ShowMe，PaintBar和交易系统。这个课程对想自学easylanguage的人很有用。Workshops工作室Omega Research offers a variety of workshops on the products and technical analysis. Workshops are an excellent way to learn how to use the products, learn about technical analysis and system trading and/or EasyLanguage. Spend a day with a Product Training Specialist and exchange ideas with other users like yourself.欧米茄提供了不同的产品和技术分析工作室。这是一个很好的方法，让你知道如何使用产品，了解技术分析、系统交易和easylanguage。花点时间和产品培训专员聊聊，和你一样的人交换思路。Easylanguage resource centerEasylanguage资源中心One of the best ways to learn is by example, and the EasyLanguage Resource Center on our web site is an excellent source of examples. In this Resource Center, we list all the analysis techniques - indicators and trading systems - published in Stocks and Commodities Magazine, as well as popular analysis techniques worth taking a look at. Access to this Resource Center is free of charge, feel free to download and review any of the analysis techniques and their descriptions. Our web site address is .最好的学习方式就是通过例子学习，我们网站上的easylanguage资源中心就有很好的例子。在资源中心，我们列出了所有的分析技术指标和交易系统这些都发表在股票和商品杂志，还有其它流行的分析技术，都值得一看。浏览资源中心是免费的，你可以下载任何分析技术和说明。我们的网址是。Join the club加入俱乐部If you havent joined the Omega Research System Trading and Development Club, dont delay! When you join the club, every two months youll receive ten new systems along with the comprehensive handbook explaining in detail each system and the process used to develop it. Keep in mind that the club is risk free - if youre not completely satisfied with any of the volumes you receive, simply return it for an immediate refund. You can cancel your membership at any time without further obligation.如果你还没有加入欧米茄系统研究和开发俱乐部，那么就不要再等待了！一旦你加入了俱乐部，每2个月你就会收到10个新系统，还有手册，很详细地解释了每个系统，以及开发的过程。记住，这个俱乐部没有风险如果你对任何一本书不满意，你可以直接退回，我们会立刻退钱给你。你也可以在任何时候退出，没有任何义务的。To become a charter member of the club and radically increase your ability to design and develop trading systems, call Omega Research at 800 - 439 - 7995 (outside the U.S. 305 - 551 - 9991).要想加入俱乐部，慢慢提高自己开发系统的能力，请给我们打电话。Getting started开始To begin reviewing your systems, transfer the analysis techniques into your TradeStation library and then apply the system you want to review to a chart. Use the System Report to view the system results and take a look at the EasyLanguage instructions by opening the system in the PowerEditor.要想研究这些系统，把分析技术导入tradestation的资料库，然后用系统看图表。用系统报告看系统结果，用powereditor打开系统看easylanguage的说明。To transfer the analysis techniques into TradeStation:把分析技术导入tradestation：1. Place the System Trading and Development Club CD in the CD - ROM drive.把系统交易和开发俱乐部光盘放进光驱。2. Start the PowerEditor. In Windows 95, click Start, choose Programs, choose Omega Research and choose TradeStation PowerEditor. In Windows 3.x, choose TradeStation PowerEditor from the Omega Research program group.启动powereditor。（张轶注：太老了，不翻译。）3.In the PowerEditor, use the File - Open menu sequence.4.Click Transfer.5.Select the Transfer analysis techniques FROM EasyLanguage Archive File option and click OK.6.Click Scan.7.In the Enter drive letter to scan edit box, enter the drive letter for your CD - ROM drive (normally D), and click OK. The ELA file on the CD is placed in the list.8.Choose JANFEB98.ELA from the list and click OK.9.In the Transfer dialog box, select Transfer All and click OK.10.Once the files are transferred and verified, a dialog box appears informing you that the transfer was performed successfully. Click OK.You can now open the systems and indicators in the PowerEditor and view the EasyLanguage instructions and/or apply them to a chart in TradeStation. You can remove your CD from the CD - ROM drive and store it in a safe place. As you apply the systems and work with them, refer to this book for detailed explanations of the systems and the EasyLanguage used to create them. For instructions on applying systems and viewing the System Report, please refer to the TradeStation Users Manual.（张轶注：反正没光盘，省略。）CHAPTER 1 General System Development Concepts第01章 系统开发总体概念When you are developing your systems, there are certain rules of thumb that you should follow. These are guidelines that our users have discovered through years of trial and effort, and we are providing them for you here. For example, you should know that there are three basic types of markets - trending, volatile and directionless - and no one system can work well in all three. The key is to develop a system that works well in one market type and limits your losses in the other market types. This is a basic but very important concept.当你开发系统的时候，你要遵守几个规则。这些规则是根据我们的用户这些年的实验和努力做的总结，现在我们透露给你。比如，你应该知道市场的3个基本类型趋势，波动，横盘振荡没有任何一个系统能同时适用于这3种市场。关键就是开发一个系统，它在一种市场类型下有很好的效果，并同时限制它在其它市场类型下的亏损。这是一个基本的，但非常重要的概念。Another concept is that you dont need to look at the system as a whole at the beginning. For example, you can have a great idea for an entry signal and really no idea as to how you will want to exit. That doesnt mean you cant start writing a great system. It means you can start by developing your entries until they work really well, then, once thats done, start working on the exits. Maybe you even have several favorite exits that you try with your different entries.另外一个概念是，一开始不要把系统看成是一个整体。比如，你有一个很好的思路，知道进场信号是什么，但是你不知道如何出场。即使如此，你也能编写一个优秀的系统。这意味着你可以一开始编写进场程序，直到进场没问题了，你再开始研究如何编写出场程序。也许你有几个出场的方法，你可以一一测试。The point is, before you begin developing your systems, read this chapter - it could save you hours of work and headaches!我们想说的重点是，在你开发系统之前，请先阅读本章它可以帮你节省一些时间并避免头痛！Select your Market and System Type选择你的市场和系统类型The very first step in developing a system is to decide on the market type you want to trade. This is an important decision because it determines the type of system you will be developing. This section will help you to understand some of the conditions that can occur in the different types of markets and the types of systems that complement those markets. Once you are familiar with the basic system types, you will be able to select the one that you want to use.开发系统的第一步是决定在什么类型的市场进行交易。这个决定非常重要，因为它决定了你要开发什么类型的系统。这一步会帮助你了解不同市场类型的特征，以及系统的特征。一旦你对基本系统类型有了了解，你就知道如何选择你想要用的。Generally, there are three types of markets. The three market types, or phases, are derived from three distinct chart patterns that appear when there is a shift in market action. The phases are trending, volatile, and directionless, and each can be characterized by specific price activity. Each of the three types of markets are tradable, but with markedly different trading systems. Lets take a look at each type of market behavior and the systems that are appropriate to that type of market.一般有三种类型的市场，三种市场类型来自三种图表模式。它们分别是趋势，波动和横盘振荡，每一种都能用特定的价格波动做出区分。这三种类型的市场都可以交易，但是要用明显不同的系统来交易。让我们看看不同的市场行为，以及相对应的系统。Trending market有趋势的市场Trending markets are characterized by a large sustained increase or decrease in price. Figure 1-1 shows an example of a trending market.有趋势的市场的特征是价格连续上涨或下跌。图1-1展示的是有趋势的市场。Figure 1-1. Sample of trending market图1-1，有趋势的市场的例子This market has been in an up-trend since before 1994. The price has almost tripled over this three-year period. This trending market was characterized by sustained up moves with small, short-lived corrections.从1994年开始，这个市场就是上涨的。价格在3年内差不多涨了3倍。像这样有趋势的市场的特征是价格持续上涨，中间伴随小的，短期的修正。Trending systems趋势系统Like the name implies, trending systems are designed for trending markets and to take advantage of all the big trending moves that may occur. In creating a trending system, the number one priority should be that the system never miss a big move. The easiest way to accomplish this is to always be in the market, that is, to always be either short or long. If you always have a position, you will always be there when the big move takes place.顾名思义，趋势系统是为有趋势的市场设计的，它的目的是抓到大行情。要想开发趋势系统，首先就要保证这个系统绝对不会错过任何大行情。最简单的方法就是永远持有仓位，也就是说，要么做空，要么做多。如果你总是持有仓位，那么当大行情开始时，你肯定是持有仓位的。The other method is to always have a “stop” order in the market, resting either above or below the current price (this is the same order as a stop loss, but it is used to enter the market rather than exit). Using a stop to enter the market will protect you because if the market moves quickly in either direction you will be stopped in before the big move begins.另一个方法就是总是在市场中下“stop”类型的订单（张轶注：指条件单），订单可以下在市价的上面或下面（它的作用和止损单是一样的，但它是用来进场的，不是出场）。用“stop”单进场能保护你，因为无论市场快速朝哪个方向波动，你的“stop”单都能让你进场，然后大行情就开始了。Keep in mind that trending systems tend to lose money in choppy, or directionless phases of the market. They have a small percentage of winning trades, that is, they make their money in a few big trades. This means that if you miss a big move, you may not have enough capital to hold out through the drawdown as you wait for the next big move.记住，趋势系统在横盘振荡的市场或无趋势的市场是很容易亏钱的。趋势系统的胜率低，也就是说，趋势系统主要依靠若干笔交易赚大钱。这意味着如果你错过了一个大行情，在下一个大行情到来之前你的资金曲线可能已经下跌到了最低点，甚至爆仓。Another design characteristic should be to limit your losses during the markets sideways mode. Remember, no system will make money in every market condition. If the system is designed to make money in a trending market, it will lose money in the choppy phase. Your priority should be to minimize the losses in the directionless market.在设计时要想办法限制在横盘振荡区间的亏损。记住，没有任何系统可以在任何市场状况下赚钱。如果一个系统是在趋势市场赚钱的，那么在振荡的市场就会亏钱。你的首要目标是在振荡的市场尽量减少亏损。Many trending systems make their money in one or two months of the year and break even or lose money for the rest. The most common indicator used in trend following systems is moving averages, most often two - a short moving average an