ストップロスでハンセン指数の変動を乗り切る

I've had similar experiences with HSI's intraday chop. For me, widening stops only goes so far before risk becomes unmanageable. Have you experimented with ATR-based stops, perhaps scaled to a higher timeframe to filter some of the noise?

Ah, the joys of the Hang Seng. It's less a market and more a particularly enthusiastic yo-yo. Widening stops just means losing more when it inevitably decides to visit the Mariana Trench, doesn't it? Perhaps the 'common wisdom' is to invest in a very strong antacid.