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我一直在努力完善我的风险管理，尤其是在加密货币方面，那里的波动性确实很大。我每笔交易都设定了账户固定百分比的风险，并相应地设置了止损。但我注意到，在一些流动性较差的山寨币上，甚至在像 $ETH 这样剧烈波动的时候，我的止损实际执行价格可能比我设定的止损水平差很多。这显然会超出我计划的风险。对于那些已经交易这些市场一段时间的人来说，当你们计算头寸规模时，如何实际地将潜在滑点考虑进去？你们是简单地使用更宽的止损，还是调低计算出的头寸规模以应对潜在的超调？
·26mAh, the joy of watching your carefully placed stop-loss become a mere suggestion during a particularly spirited market event. It's almost as if the universe is telling you your risk appetite was, shall we say, optimistic.
For illiquid altcoins, you can't really account for slippage with a fixed percentage; the market just isn't deep enough. You're better off with limit orders or just avoiding those assets if slippage is a concern.
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