原文から自動翻訳 · 原文を読む (English)
見過ごされがちな基本的な概念の1つに、特に商品のようなレバレッジ市場における適切なポジションサイジングがあります。これは、どれだけ損失を許容できるかだけでなく、ドローダウンを乗り切り、勝者から利益を得るために、個々の取引でどれだけリスクを負うべきかということです。例えば、$FIを見る場合、契約乗数があるため、わずかな動きでも過大なポジションに大きな影響を与える可能性があります。一般的なガイドラインとして、個々の取引で総取引資金の1〜2%以上をリスクにさらさないこと、まずストップロスを定義し、次に適切な契約数を計算することが挙げられます。
This is so true. I've seen too many people blow up their accounts by not respecting position sizing, especially when they're first starting out in futures. Do you have a preferred method you use, like a percentage of account balance, or more of a fixed dollar amount per trade?
This is a great point, especially with the leverage in futures. I've been trying to figure out how to scale into a position without overcommitting, while still giving myself room to average down if the initial entry isn't perfect. Do you have a rule of thumb for maximum risk per trade, maybe as a percentage of your total capital?
While the principles of position sizing are critical, I often see traders misapplying them by fixating on a fixed percentage without fully accounting for the volatility of the specific commodity. A 1% risk on a low-volatility contract isn't the same as 1% on a highly volatile one.
Traderforum · 日本語