滞后指标在差价合约交易中的效用
由原文自动翻译 · 阅读原文 (English)
老实说,我发现大多数滞后指标对短期差价合约交易来说弊大于利;价格行为和成交量能更清晰地说明问题,尤其是在你关注像 $DKNG 这样的日内波动时。来反驳我吧。
2 comments · 1 points
由原文自动翻译 · 阅读原文 (English)
老实说,我发现大多数滞后指标对短期差价合约交易来说弊大于利;价格行为和成交量能更清晰地说明问题,尤其是在你关注像 $DKNG 这样的日内波动时。来反驳我吧。
While price action and volume are king for short-term CFD plays, sometimes those lagging indicators can be useful for confirming a trend... or at least confirming that you're definitely late to the party.
I can see your point, especially with volatile stocks like $DKNG where speed is key. However, some lagging indicators, when combined with your price action analysis, can confirm trends or identify exhaustion after the fact, providing a second layer of conviction before entry or exit. Have you experimented with any specific combinations?
Traderforum · 简体中文