1、用easylanguage开发交易系统第01卷中英对照版wordomega 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
2、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
3、 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
4、. 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
5、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,
6、 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
7、 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.Trade
8、station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 idea
9、s 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 h
10、elp 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
11、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 t
12、hrough 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easylangu
13、age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 co
14、mbine 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 mo
15、nths, 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 pur
16、poses. 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
17、 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
18、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
19、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 begin
20、ners 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 r
21、eally 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 unders
22、tand 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
23、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 differe
24、nt 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
25、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
26、- 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
27、 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 Pain
28、tBar 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 e
29、xcellent 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
30、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
31、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
32、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 comple
