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原文链接: https://www.brookstradingcourse.com/ask-al/always-in-trading-and-breakout-scalps/ 生成时间: 2026-09-04 15:02
BPA trading room Q&A: June 17, 2015
BPA 交易室问答：2015 年 6 月 17 日
As a strict Always In trader, I got chewed up today, should I have assumed that the day was overall Always In Long and just stayed long with the stop below 16 or 22 until it clearly went Always In Short. How does a strict Always In trader trade today?
作为一名严格的「始终持仓」交易者，我今天被市场狠狠教训了。我是否应该假设今天整体是「始终持多」的行情，然后继续持多，止损设在16或22下方，直到行情明确转为「始终持空」？严格的「始终持仓」交易者今天该如何交易？
Video duration: 3min 22sec — Expand video to full screen
视频时长：3分22秒——将视频扩展到全屏
Video transcript
视频文字稿
Trade management: Always In trading
交易管理：始终持仓交易
To me, if I were trading today, as an Always In day, I’d buy 16 – the 16 high. And maybe I’d get out below 39. But if I got out below 39, I have to get back in long or short. Maybe I’d short 42, but I definitely would buy 47. And then I’d get out here below 80, but that would be it. So, to me, the Always In Longs are 16 and 47, and possibly get out below 39.
对我来说，如果我今天要交易，作为“始终持仓”的一天，我会在16号K线的高点买入。可能我会在39号K线下方离场。但如果我在39号K线下方离场，我必须重新做多或做空。也许我会在42号K线做空，但我肯定会在47号K线买入。然后我会在80号K线下方离场，就这样。所以，对我来说，始终持多的点位是16和47，可能在39号K线下方离场。
And Always In Short – it never really became Always In Short. So for a trader that was trading Always In, I think he would wait; maybe sell the 2 close? But, to me, the first trade that I would consider would be the 10 high, the first one that I took for a swing was the 16 high, and I got out with two points.
而「始终持空」策略——它实际上从未真正成为「始终持空」。所以对于一个采用「始终持仓」策略的交易者来说，我认为他会等待；也许在2号K线的收盘价附近卖出？但对我来说，我会考虑的第一个交易机会是10号K线的高点，我第一次波段交易入场的位置是16号K线的高点，我获利两个点就平仓了。
However, if I held, I would have gotten out with more. I’d get out below 80. It never really went Always In Short. After 16, the bears never really did enough. So for a person who’s strictly Always In, I think they’re staying long; maybe they get out below 39. But if they want to try to stay Always In trading, they got to get back long above 46, maybe above 50, 55.
但如果我继续持仓，我会以更高的价格离场。我会在80下方离场。价格从未真正进入始终持空状态。在16号K线之后，空头从未真正做到足够多。所以对于一个严格执行始终持仓策略的人来说，我认为他们会继续持多；也许他们在39下方离场。但如果他们想尝试继续执行始终持仓策略，他们必须在46上方、甚至50或55上方重新做多。
Follow up question on breakout scalps
关于突破剥头皮的后续问题
On a day like today, would you ever place limit order brackets to catch breakouts? If so, can you describe your approach? If not, can you explain why not?
像今天这样的日子，你会不会挂限价单区间来抓住突破？如果会，请描述你的做法；如果不会，请解释为什么不这样做？
Yeah, like I said earlier, on a day like today, if you want to make 10 to 20 points, the only way you do it is just scalping – and one-point scalps all day long. You buy the 1 low, you buy more lower; possibly sell the 2 close, but if you sell the 2 close, I think you cannot get out above 1. You have to sell more higher. You sell above 6, you buy the 9 close. Maybe buy above 10. If you buy above 10, you got to scale in lower. If you buy above 16, you buy 19 close. You buy the breakout test on the close of 22; you buy the 24, 25, 26 close. Bad follow through, 27, 28. Either get flat or you look to sell above bars: above 31, above 28, above 39; top half of either a weak bull channel or a trading range day.
就像我之前说的，像今天这样的日子，如果你想赚取10到20点，唯一的办法就是全天进行一点剥头皮。你在1号K线低点买入，接着在更低位置继续买入；可能会在2号K线收盘卖出，但如果你在2号K线收盘卖出，我认为你无法在1号K线以上平仓。你必须在更高位置卖出。你在6号K线以上卖出，买入9号K线收盘。也许买入10号K线以上。如果买入10号K线以上，你需要在更低位置加仓。如果买入16号K线以上，你买入19号K线收盘。你在22号K线收盘时买入突破测试；你买入24、25、26号K线收盘。后续跟进不好，27、28。要么平仓，要么你寻找在K线以上卖出：31号K线以上、28号K线以上、39号K线以上；无论是弱多头通道还是交易区间日的上半部。
I think you sell the 41 close. You don’t get filled on your profit order; you buy the 47 close; you probably even buy below 44, 45 if you’re really aggressive. And bottom half of this trading range, I’m only looking to buy — you buy the 50 low; you buy the 54, close the 55, close the 58 high, the 61 close, probably the 64 low, although you could sell the high of the day, the 35 close. And then you buy below bars – maybe below 64, 66, 68. And would I buy above 71? Maybe. I think it’s probably better to sell above 64, sell above 70.
我认为你应该在41号K线的收盘价卖出。你的获利单没有成交；你在47号K线的收盘价买入；如果你足够激进，甚至可能在44或45下方买入。在这个交易区间的下半部分，我只考虑买入——你在50号K线的低点买入；买入54号K线，平仓55号K线，平仓58号K线的高点，61号K线的收盘价，可能还有64号K线的低点，尽管你也可以在当日高点35号K线的收盘价卖出。然后你可以在K线下方买入——可能在64、66、68下方。我会在71上方买入吗？可能吧。我认为在64上方卖出、在70上方卖出可能更好。
And I’m sure there are many other scalps in there as well. If I was 20 years younger, that’s probably what I would do. Probably would not have taken all of those, but that’s how I would have approached the day just looking for one-point scalps. Looking to sell above new highs, and buy below prior lows. Looking to buy strong bear bars near the bottom; sell strong bull bars near the top. Use three or four-point stops and scale in.
我相信这里还有很多其他剥头皮机会。如果我年轻20岁，我可能就这样做。可能我不会拿下所有那些机会，但那就是我会如何面对这一天——只寻找一点剥头皮。寻求在新高以上卖出，在先前低点以下买入。寻求在底部附近买入强势阴线，在顶部附近卖出强势阳线。使用三到四个点的止损并加仓。
Al Brooks
Al Brooks
Information on Al’s Online day trading room
关于Al的在线日交易室的信息