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原文链接: https://www.brookstradingcourse.com/ask-al/trading-statistics-probabilities/ 生成时间: 2026-09-04 14:29
Trading statistics & probabilities BPA trading room Q&A: March 18, 2015
交易统计 & 概率 BPA 交易室问答：2015年3月18日
Question: How do you determine the probabilities that are in your books, your trading manual, and that you speak of daily? For example, the probability of 10 bars 2 legs after a wedge. Or if the first five days are negative: January is down 60 percent of the time instead of only 30 percent of the time. Do you have a software package that helps determine these from historical data? Video duration: 5min 27sec
问题：你是如何确定你书里、交易手册里以及你日常提到的那些概率的？比如，楔形之后10根K线的2腿（推进段）的概率。或者如果前五个交易日是下跌的：1月份下跌的概率是60%，而不仅仅是30%。你是用什么软件包从历史数据中得出这些概率的吗？视频时长：5分27秒
You can also view this video on Al’s YouTube Channel if needed.
如有需要，你也可以在 Al 的 YouTube 频道上观看此视频。
Trading Statistics
交易统计
No, but you’re bringing up two different things. Ok, let me deal with the second one first, the business about if the first five days of January are negative, January’s down 60 percent of the time instead of only 35 percent of the time — all traders know that, right? So those calendar things that I talk about, like 4th of July being up and Christmas being up, and then certain months being up, those are things that I just picked up over the years from what I think are reliable sources. I never make trades based upon them, but it’s kind of like if you’re in a fraternity or sorority and you have a secret handshake , kind of like “Welcome to the club. You’re now a trader,” and those are some of the secret handshakes that traders have. They know stuff like that.
不，不过你提了两件不同的事情。好的，我先说第二点，也就是如果一月前五天收阴，那么整个月有60%的概率下跌，而不仅仅是35%的概率——所有交易者都知道这一点，对吧？所以我常谈的那些日历现象，比如7月4日上涨、圣诞节上涨，以及某些月容易上涨，这些是我多年来从我认为可靠的来源中得到的。我自己从不以此为依据交易，但这有点像你加入兄弟会或姐妹会后学到的秘密握手，就像“欢迎加入俱乐部，你现在是交易者了”，这些正是交易者之间的一些秘密握手。他们知道这些东西。
If you have a really big bull trend for two, three, four days, you expect the market to trade down for a day and a half. There are a whole bunch of little things like that, that traders know. It’s just fun. To me, it’s just fun and stuff like that.
如果你看到一个非常强劲的多头趋势持续了两三天，你应该预期市场会在接下来的1.5天内下跌。交易者们都知道这类小细节还有很多。这很有趣，对我来说，这就是乐趣所在，类似的事情很有意思。
How do we determine probabilities
我们如何确定概率
Now, the first half of your question — how do you determine the probability of things like 10 bars 2 legs after a wedge — that is much more subjective. And also, I talk about any time you’re in a channel — anytime you’re in a channel and you break to the downside, you have a 30 percent chance of the breakout being successful, a 70 percent chance of it reversing within a few bars and going up to the top of the channel. And do I know it’s 70 percent? No. Have I tested it? No. It’s just my guideline. I’m drawing a contrast between that and 60 percent. If I say most anything’s about 40 to 60 percent; strong breakouts, probably somewhere around 80 percent that there will be follow-through. But I’m trying to say that we have a reasonable looking wedge or if you have a reasonable looking channel, especially one continuing within parallel lines, the reality is more than 60 percent of the breakout attempts will fail and the market will reverse.
现在，你问题的前半部分——如何确定楔形之后出现10根K线、2腿的概率——这其实更多是主观的。还有，我常说，只要你处于通道内——只要你在通道内向下突破，突破成功的概率只有30%，而在几根K线内反转并向上冲到通道顶部的概率达到70%。我真的知道这是70%吗？不。我有没有检验过？不。这只是我的经验法则。我在这里把它和60%作对比。如果我说大多数事情的概率大约在40%到60%之间；强势突破，可能有大约80%的概率会出现后续跟进。但我想表达的是，当我们看到一个形状合理的楔形，或者你有一个形状合理的通道，尤其是一直在平行线之间延伸的通道时，实际上有超过60%的突破尝试会以失败告终，市场会反转。
I talked about that on the 60-minute chart over here. I said that this is a bear channel; you can call it a wedge; doesn’t matter what you call it. Ok. But to me, this looks fairly “wedgie” in an oversold market, right? In a bear breakout below the bottom of a channel — 70 percent chance it’s going to reverse instead of breaking out to the downside and starting a new leg down. Normally, it reverses within one, two, three, four, five bars. Here, it took about 10 bars before it reversed, but unless the bears get that strong downside breakout, I’m going to assume the breakout will fail. Then you also hear me talk about microchannels, if you start to get 10 bars in a row, like on the 60-minute chart, in a microchannel. Like here, the first breakout will be sold, but the second one will be bought, right? So I have statistical stuff just from my own experience. And then here, once you start to get whatever it was, 11 bars without a pullback, 60-minute chart, the odds are high that the first reversal down will be bought, but that you’ll soon enter a trading range.
我在刚才的60分钟图上说过这一点。我说这是一个空头通道；你可以叫它楔形；叫什么都没关系。好了。但在我看来，这在一个超卖的市场里看起来相当“楔形”，对吧？在通道底部向下的空头突破 — — 有70%的概率它会反转，而不是向下突破并开始新的一段下跌。通常情况下，它会在1号K线、2号K线、3号K线、4号K线或5号K线内反转。在这里，大约用了10根K线才反转，但除非空头拿到那样强劲的向下突破，否则我会假设这次突破会失败。你也会听我提到微通道：如果你开始看到连续10根K线，就像在这个60分钟图上的微通道里。就像这里，第一次突破会被卖出，但第二次会被买入，对吧？所以我只是根据自己的经验有一些统计数据。再者，这里，一旦你开始出现不管是什么情况——11根K线没有回撤，60分钟图，概率很大第一次向下反转会被买入，但你很快就会进入一个交易区间。
On my monthly blog, I keep talking about this monthly chart. We have 33 months without touching the moving average. That’s only happened twice before in the past 50 years. How do I know that? I put up the cash chart and scrolled back and counted how many times the market has been 31 bars away from the moving average, and it only happened twice before. Both times, the market continued away from the moving average with more bars; one time, I think 36 bars; the other time 44 bars. However, both times resulted in corrections. One time, I think 20 or 22 percent, and the other time 37 percent.
在我的月度博客上，我一直在讲这张月线图。市场已经33根月K线没有触碰均线了。过去50年里，这种情况只发生过两次。我怎么知道的？我调出现货图表，往回翻，数了数市场离开均线达到31根月K线的情况出现过几次，结果之前只发生过两次。两次市场都继续远离均线，又走了更多根K线；一次是36根，另一次是44根。但两次最终都出现了回调。一次我记得是20%或22%，另一次是37%。
So is this going to be different? Can we stay above the moving average 50 bars, 60 bars, 70 bars? Anything can happen, but chances are no. And when we start to get down to the moving average, will we have a 5 percent correction? Well, the past two times we were this overbought, we had a 20 percent and a 37 percent correction. So do I think it’s more likely a 5 percent pullback or do I think it’s more likely a 20 percent pullback? I think it’s more likely a 20 percent pullback.
这次情况会有所不同吗？我们能否保持在50根K线、60根K线、70根K线的均线之上？任何情况都有可能发生，但可能性不大。当我们开始向均线回落时，我们会出现5%的修正吗？嗯，我们过去两次出现这种超买情况时，分别出现了20%和37%的修正。所以，我认为5%的回撤更有可能，还是20%的回撤更有可能？我认为20%的回撤更有可能。
So some of it is how many months away from the moving average for the monthly chart. Other things, they’re just stuff that I’ve picked up over the years that I’ve heard people on television say that I’ve trusted. They’ve tested it; some of it I’ve tested myself to determine that it was factual. You can do testing with TradeStation and other software products as well. And then some of it is purely subjective. Pick a number — 80 percent of breakouts fail and 80 percent of trend reversals fail, and that is subjective because what is a breakout? What is a trend reversal? And that is all subjective. But in general, the point that I’m trying to make is if you’re in a trading range, you should not be buying highs, you should not be selling lows, because chances are you’ll lose money.
所以有一部分是看月线图上距离均线还有几个月。其他的东西只是我这几年听电视上的人说的一些，我觉得靠谱的方法；他们已经检验过，我也自己亲自测试过一些，以确认它们是事实的。你也可以用 TradeStation 或者其他软件产品来做检验。然后还有部分纯粹是主观的。比如你说 80% 的突破会失败，80% 的趋势反转会失败，这完全是主观的——什么叫突破？什么叫趋势反转？一切都取决于你怎么定义。但总体来说，我想表达的观点是：如果你身处交易区间，就不要在高点买入，也不要在低点卖出，因为大概率会亏钱。
Al Brooks
阿尔·布鲁克斯
Information on Al’s Online day trading room
阿尔的在线日内交易室信息