Name: 如何識別最佳交易訂單區塊？ (How to Identify Best Order Blocks to Trade?)
Uploaded: 2024-08-20T21:16:06.000Z
Duration: 13 min 25 s

Hey guys, and welcome to another episode.

大家好，歡迎收看新一期節目。

基礎被動語態

Order blocks are considered interesting areas to execute trading opportunities, but do you know why some of the order blocks work perfectly fine while others get ignored by the market?

訂單區塊被認為是執行交易機會的有趣區域，但您知道為什麼有些訂單區塊運行得非常好，而另一些則被市場忽視嗎？

To answer this question, we backtested more than 100 order blocks under different conditions to find out the characteristics of high-quality order blocks that are being respected by the market.

為了回答這個問題，我們在不同條件下對 100 多個訂單區塊進行了回溯測試，以找出受到市場尊重的優質訂單區塊的特徵。

We applied multiple rules to see if they really increased the win rate of order blocks and backtesting results.

我們應用了多種規則，看看它們是否真的提高了訂單區塊的勝率和回溯測試結果。

We concluded that, order blocks work under certain conditions, when some repetitive patterns happen in the market.

我們的結論是，當市場上出現一些重複模式時，訂單區塊在某些條件下會起作用。

So in this video, first, we will explain the basic rules and a simple setup for trading the order blocks, and we will show you the backtesting results.

是以，在本視頻中，我們將首先解釋交易訂單區塊的基本規則和簡單設置，然後向您展示回溯測試結果。

Second, we will describe the conditions required for high-probability order blocks, and how to increase the win rate.

其次，我們將介紹高概率訂單區塊所需的條件，以及如何提高勝率。

So guys, if that's something you are interested in, make sure to smash the like button to show your support and subscribe to our channel if you are new since we publish many advanced trading concepts.

所以，如果你對此感興趣，請點擊 "喜歡 "按鈕以示支持，如果你是新手，請訂閱我們的頻道，因為我們會發布許多先進的交易理念。

So first, let me explain some of the primary rules about order blocks and the smart money concepts.

是以，首先讓我解釋一下有關訂單區塊和聰明資金概念的一些主要規則。

Basically, we consider the last candle that created the inefficiency as the order block zone, which we believe that the decisions are made during this candle.

基本上，我們將產生低效率的最後一根蠟燭視為訂單阻斷區，我們認為決策是在這根蠟燭上做出的。

Sometimes, order blocks are at the start of an impulsive move, and sometimes in the middle of the movement in the form of a candle with the same or opposite color.

有時，指令塊出現在衝動走勢的開始，有時則出現在走勢的中間，以相同或相反顏色的蠟燭形式出現。

We have three major rules for identifying a valid order block.

我們有三大規則來識別有效的訂單區塊。

Inefficiency occurs when we have drastic moves that create gaps between the shadows.

當我們進行劇烈運動，在陰影之間產生間隙時，就會出現效率低下的情況。

These are examples of efficient and inefficient moves.

這些都是高效和低效移動的例子。

Second, it must lead to a break of the structure or a change of character.

其次，它必須導致結構的中斷或性質的改變。

A break of structure or change of character is the first clue that the market is telling us whether it intends to continue in the same direction or reverse.

結構的打破或特徵的改變是市場告訴我們它是打算繼續朝同一方向發展還是反向發展的第一條線索。

Order blocks are one-time use, so we only look for trading opportunities when the first-time price taps into an order block.

訂單區塊是一次性使用的，是以我們只在價格首次進入訂單區塊時尋找交易機會。

Here on the EURUSD 15-minute chart, let's spot the order blocks.

在歐元兌美元 15 分鐘圖表上，我們可以發現訂單區塊。

Starting from the left, these are the areas where we have clear inefficiency on the chart.

從左邊開始，這些是圖表中效率明顯低下的領域。

So we mark the candles that created the inefficiency as our order blocks if they lead to a break of structure or change of character.

是以，如果導致結構中斷或性質改變，我們就會將造成低效的蠟燭標記為我們的訂單區塊。

So all of them consider valid order blocks according to our rules.

是以，根據我們的規則，所有這些都是有效的訂單區塊。

Now, let me explain the steps of the trading strategy we used for the back-testing order blocks.

現在，讓我解釋一下我們用於回測訂單區塊的交易策略步驟。

The rules for this trading setup are easy.

Identify a valid order block, place your order at the beginning of the order block zone, and put your stop-loss at the end.

確定一個有效的訂單區，在訂單區的起點下單，並在終點設置止損。

We target two times our stop-loss range for the profits.

我們的盈利目標是止損範圍的兩倍。

This way, even with a 34% win rate, we will still be at break-even.

這樣，即使勝率只有 34%，我們也能實現收支平衡。

We have back-tested this trading setup 100 times on EURUSD pair in the 1-hour time frame.

我們已在歐元兌美元的 1 小時時間框架內對該交易設置進行了 100 次回測。

For the back-testing, we used Trader Edge software which allows us to save so much time while back-testing our strategies.

在回測方面，我們使用了 Trader Edge 軟件，該軟件可以讓我們在回測策略時節省大量時間。

We set our initial account size at $10,000 with 2% risk, targeting 4% profits.

我們將初始賬戶規模設定為 10,000 美元，風險為 2%，目標利潤為 4%。

Now let me show you the results we have got.

現在讓我向大家展示一下我們的成果。

These are the 100 order blocks we have spotted on the chart.

這些是我們在圖表上發現的 100 個訂單區塊。

The green order blocks you see are the trades that hit our 1-to-2 target and ended up winning.

您看到的綠色訂單區塊是達到我們的 1-2 目標並最終獲勝的交易。

The red order blocks are the trades that ended up losing, and the grey order blocks are the ones the market did not trigger, and finally, we cancelled the trades.

紅色訂單區塊是最終虧損的交易，灰色訂單區塊是市場沒有觸發的交易，最後，我們取消了這些交易。

So these are the back-testing results we have got from 100 order blocks setup, 28 did not trade setups.

這些就是我們從 100 個訂單區塊設置中得到的回溯測試結果，其中 28 個沒有進行設置交易。

Our win rate was 43% and we suffered a 10% maximum drawdown.

我們的勝率為 43%，最大縮水率為 10%。

Although our win rate was less than 50%, this trading setup raised our initial account size by 47%.

雖然我們的勝率不到 50%，但這種交易設置使我們的初始賬戶規模增加了 47%。

In the back-testing, we have realized that when certain conditions accompany order blocks, the chance of winning the trades significantly improves.

在回溯測試中，我們發現，當訂單阻塞伴隨著某些條件時，交易獲勝的機率會顯著提高。

We also noticed repetitive patterns form on the chart that dramatically increases trading returns.

我們還注意到，圖表上形成的重複模式大大提高了交易回報。

So let me explain to you what conditions are required to identify a high-quality order block.

是以，讓我來向您解釋一下識別高質量訂單區塊需要哪些條件。

But before we continue, as always, please smash the like button to show your support, since this video took a long time to make for our team.

在我們繼續之前，請一如既往地點擊 "喜歡 "按鈕以示支持，因為這段視頻是我們團隊花了很長時間才製作完成的。

Also, if you have any questions, please ask them in the comments, since we do our best to answer them all.

此外，如果您有任何問題，請在評論中提出，我們會盡力一一解答。

The factors that should be considered when trading order blocks are summarized in 4 categories, including market structure, market volatility and spread, market trends and recent order blocks, confirmations and lower time frames.

交易訂單區塊時應考慮的因素歸納為 4 類，包括市場結構、市場波動和價差、市場趨勢和最近的訂單區塊、確認和較低的時間框架。

Let me show you some of the most common market structure patterns that happen every day.

讓我向你展示一些每天都在發生的最常見的市場結構模式。

Here we have a valid order block and a potential trading opportunity to go long.

在這裡，我們有一個有效的訂單區塊和一個潛在的做多交易機會。

But looking at the left side, we can spot this gap between the candles, precisely below the first order block, and another valid order block zone here.

但從左側看，我們可以發現蠟燭之間的這個缺口，恰好位於第一個訂單區塊的下方，而另一個有效訂單區塊就在這裡。

Now, there is a high chance for the price to come and fill the gap.

現在，價格很有可能來填補缺口。

Grab the liquidity below the first order block and continue pushing up when it taps into the second order block.

抓住一階區塊下方的流動性，當它觸及二階區塊時繼續向上推動。

So when this pattern is formed, and we have a gap and another valid order block precisely under the first one, we give the first order block minus 1 point for trading.

是以，當這種形態形成時，如果我們有一個缺口，而另一個有效訂單區塊恰好在第一個訂單區塊之下，我們就會給第一個訂單區塊減去 1 個交易點。

Also, remember that breaking below the first order block does not necessarily mean a reversal is coming since there is a high chance that this break is just a liquidity grab for future movements.

此外，請記住，跌破一階阻擋並不一定意味著反轉即將到來，因為這種跌破很有可能只是為未來走勢搶奪流動性。

On the contrary, look at the second pattern.

Here we have a valid order block and looking at the left, we can see that.

在這裡，我們有一個有效的訂單塊，從左邊可以看到。

This move has swept the liquidity under these equal lows, which can fuel future movements.

此舉將流動性捲入了這些相等的低點之下，這可能會助長未來的走勢。

So when this pattern is formed, and we have an order block that grabs the liquidity under or above the equal lows and highs, we give it a plus 1 point for trading.

是以，當這種形態形成時，如果我們有一個訂單區塊在相等的低點和高點之下或之上抓住了流動性，我們就會給它加 1 點進行交易。

The third pattern is similar to the second one.

第三種模式與第二種模式類似。

Imagine we have an order block in front of the market.

想象一下，市場前面有一個訂單區塊。

As the price approaches this level, it creates support, which retail traders put their stop loss under them.

當價格接近這一水準時，就會產生支撐，散戶交易者就會在支撐位下設置止損。

Hence, there is a higher chance for the price to grab the liquidity under the equal lows and continue moving to the upside when it reaches the order block zone.

是以，價格有更大的機會在相等的低點下攫取流動性，並在到達訂單阻擋區時繼續上行。

So let me show you some real chart examples to highlight the point.

是以，讓我向大家展示一些真實的圖表示例，以突出重點。

Here we have EURUSD in a 1-hour time frame.

這裡是歐元兌美元的 1 小時時間框架。

We can spot this valid order block that created inefficiency and break of structure, but looking at the left side, we can spot this support that rejected the price multiple times.

我們可以發現這個有效訂單區塊造成了低效和結構的破壞，但從左側看，我們可以發現這個支撐區塊多次拒絕了價格。

So there is a lot of liquidity gathered below this level.

是以，在這一水準之下聚集了大量的流動性。

Also we have gaps exactly under this zone and another valid order block.

此外，我們在該區域下方還有缺口和另一個有效訂單區塊。

So there is a high chance for the price to break below this liquidity zone, to fill the gap and continue pushing up when it taps into the second order block.

是以，價格很有可能跌破這一流動性區域，填補缺口，並在進入二階區塊時繼續推高。

You could have taken either of these candles as order blocks.

你可以把這兩支蠟燭中的任何一支作為訂單區塊。

We have a clear gap, break of structure and a lot of liquidity gathered below these equal lows and this mitigated order block.

我們有一個明顯的缺口，結構被打破，大量流動性聚集在這些相等的低點下方，從而緩解了訂單阻滯。

So once the price breaks below this higher low, some traders might take it as a change of character.

是以，一旦價格跌破這個較高的低點，一些交易者可能會將其視為性質的改變。

But looking to the left side, we can notice a clear gap and a valid order block exactly under this level.

但從左側看，我們可以發現一個明顯的缺口和一個有效的訂單區塊，恰好位於這一水準之下。

So there is a higher chance that this move is going to be a liquidity grab and we are still identifying this market as bullish.

是以，此舉更有可能是為了搶奪流動性，我們仍然認為這個市場看漲。

Here in EURUSD 1 hour time frame we have an obvious downtrend.

在歐元兌美元 1 小時時間框架內，我們看到了明顯的下降趨勢。

We can spot this order block that created a clean inefficiency and break of structure.

我們可以發現，這個訂單區塊造成了效率低下和結構混亂。

But the interesting point about this order block is that the start of this move is a liquidity grab.

但這一訂單區塊的有趣之處在於，這一舉動的開端是搶奪流動性。

So this is plus one point trading opportunity.

是以，這是加一分的交易機會。

Every time you encounter a losing trade, it does not necessarily mean that there was a certain error in your analysis.

每次遇到虧損的交易，並不一定意味著你的分析出現了某種錯誤。

Remember, no strategy always works because we can't control the market.

請記住，沒有什麼策略是永遠有效的，因為我們無法控制市場。

The second factor you should consider when trading order blocks is the market volatility and spread.

交易訂單區塊時應考慮的第二個因素是市場波動和價差。

When we analyze the backtesting results, we notice that most winning trades happen on the highly volatile days and sessions.

在分析回溯測試結果時，我們注意到大多數獲勝交易都發生在波動較大的交易日和交易時段。

Usually, on the first and last day of the trading week, the market suffers from low liquidity.

通常，在交易周的第一天和最後一天，市場流動性較低。

That is why the majority of winning trades happen in the mid-week.

這就是為什麼大多數獲勝交易都發生在週中的原因。

Also, a pair like the EURUSD is best to trade during the highly volatile time of the day, such as London and New York sessions.

此外，像歐元兌美元這樣的貨幣對最好在一天中波動較大的時段進行交易，如倫敦和紐約時段。

Otherwise, trading won't make sense because we will not witness the movements we want to see in the market.

否則，交易就沒有意義，因為我們不會看到我們希望看到的市場走勢。

Another important factor in trading order blocks is how to deal with the spread.

訂單區塊交易的另一個重要因素是如何處理點差。

Many times, the market reacts to order blocks within a pip, so having a high spread on a pair will make you miss many winning trades or trigger the stop loss when the price did not even touch it.

很多時候，市場會在一個點內對訂單區塊做出反應，是以，如果交易貨幣對的點差過大，就會錯過很多獲勝交易，或者在價格甚至沒有觸及點差時觸發止損。

The third factor influencing the success of order blocks is the market trend and their freshness.

影響訂單區塊成功的第三個因素是市場趨勢及其新鮮度。

Order blocks have a higher success rate in trending markets than in the ranging scenario.

在趨勢市場中，訂單區塊的成功率要高於區間市場。

So, as a result, it is better to trade the order blocks that are in the direction of the dominant market trend.

是以，最好交易市場主導趨勢方向的訂單區塊。

Also, trading recently printed order blocks are more accessible and more effective because the market constantly changes direction and spending too much time waiting for the price to tap into the order block often leads to a losing trade.

此外，最近印製的訂單區塊交易更方便、更有效，因為市場不斷改變方向，花太多時間等待價格進入訂單區塊往往會導致交易失敗。

Since the demand and supply are constantly fighting to take control, trading fresh order blocks have higher win rates.

由於供需雙方不斷爭奪控制權，新訂單區塊交易的勝率更高。

Here on the EURUSD when we have a clear trending market, see how often the market prints fresh order blocks, rejects them, and continues pushing up.

在歐元兌美元這裡，當我們有一個明確的趨勢市場時，看看市場打印新訂單塊、拒絕它們並繼續推高的頻率。

On the contrary, look at another example.

But before price taps into this area, market have made a lot of demand zones and broke them to the downside.

但在價格進入這一區域之前，市場已經形成了許多需求區，並向下突破了這些需求區。

Some traders might take these areas as liquidity grab and put their buying positions on the order block.

一些交易商可能會將這些區域視為流動性搶奪區，並將其買入頭寸放在訂單區。

But the point is that the supply has taken control and trading this order block without confirmation won't be effective.

但問題是，供應方已經控制了局面，在沒有確認的情況下交易這個訂單區塊是無效的。

So that is why the confirmation in the lower time frames is the third factor you should Confirmations save us from a lot of unnecessary losses when the market decides to ignore the order blocks.

這就是為什麼在較低的時間框架內進行確認是您應該考慮的第三個因素。當市場決定忽略訂單區塊時，確認可以使我們避免很多不必要的損失。