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Dixcuxx指標討論區

為了方便buddies更方便看到重要但外界好少提及的數據, 我開設了這個Dixcuxx指標區域. 我一有時間就會加更多指標.

"首10名期貨參與者未平倉合約長倉及短倉"是主要參與者的未平倉合約情況.

"首10名期貨參與者未平倉合約長倉及短倉差額"就是上面長倉的數字減短倉的數字. 正數就是長倉多,        
負數就是短倉多. 一般主要參與者沒有方向時都是0至2000幾的分別, 如果一有5000或以上就好明顯多位主要參與者已經在一邊.

數據來自hkex網站:
http://dixcuxx.com/viewthread.php?tid=2167&extra=page%3D1
每個星期一開市hkex更新後我就會把新數據加進圖表.

Backtest on 18 May 2015:

I just did some backtest for dixcuxx index while the market is cow skin.

With just long on Monday open if dixcuxx index is larger than last week, short if dixcuxx index is smaller than last week:
55.5% winning rate, 0.018 sharpe ratio, earn $ 76,807 with one big hsi future, 81 trades.

This shows just the most simple way is not super good but definitely better than just 50% random kind of number, but even the most simple way dixcuxx index does have some indication for the market direction.

This is much better:

Long when it is > 10,000 points, take profit on next Monday. Short when it is <10,000, take profit on next Monday
54.5% winning rate, 0.267 sharpe ratio, 121,996 earning with one hsi big future, 11 trades.

I tried different ways and as long as it is +8000 or -8000, it starts to have good indication, it means more when it goes up to +/-11000, +/-13000, +/-14000.

So as long as +8000/-8000 or more, pay attention, it means something much more than random.

Number is the total of all 4 active hsi futures at the end of 4:15pm on last friday, not counting friday night market time but night market time normally is very not active.

29 July 2015

添加"期貨未平倉合約淨額變化"

數據來自hkex網站:
http://dixcuxx.com/viewthread.php?tid=3421&extra=page%3D1
每日晚上hkex更新後我就會把新數據加進圖表.

21 Sept 2015

H股指數期貨未平倉合約淨額變化 is not updated anymore since I am to lazy to update it everyday, but I look at the live data from HKEX. You can look at the live date every night over here:
http://dixcuxx.com/viewthread.php?tid=3421&extra=page%3D1
Normally HKEX updates the data at around 7pm, but sometimes could be almost 12am or even next morning right before market opens.
Started from June 2015, I have saved all historical data of HSI/H股指數期貨未平倉合約淨額變化, if you need historical data then you can let me know.
差額快速+7000水平下跌到-500水平
今個星期差額突然升過一萬, 真是少見.
今個星期都是長倉多不過差額細了好多
剛剛更新了data, 差額升上過8000, 大市已經升過400點
今個星期差額都有6000+
今個星期差額有6500+
今個星期差額下跌到只有+2500左右, 是兩個月來新低, 同時drop trend is happening
This is the first time become - and suddenly become over -6000, confirm with the market drop trend.
I just update the index data, still pretty bad.
drop trend continue, new dixcuxx data shows the force is still pretty strong
I just update the dixcuxx index. Raise and positive.
Just update dixcuxx index, suddenly + a lot, very good signal.
Just update dixcuxx index. Big players have much more long than short. Base on historical result, this is either a turning point or market will raise a lot coming weeks. I think the chance to raise a lot is much higher.
just update dixcuxx index. Stronger than last week and very positive.
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