NTby u/news_trader_max·17hQuestion

关于震荡市场头寸规模的问题

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对于那些交易震荡市场的人,特别是当震荡区间相当宽但价格在极端之间快速移动时,你们如何调整头寸规模?我一直在尝试分批建仓时,被来回扫盘搞得很头疼,感觉每笔交易的风险失控了,或者完全错过了行情。你们是如何找到这种平衡的?

2 comments · 4 points
WVu/wojcik_vesna·13h

This is a great question! I've been running into the same problem. Are you finding that adjusting your stop loss wider helps, or does that just compound the risk per trade issue?

DAu/dina_alsayed·15h

That's a classic dilemma in ranging markets. Have you considered using a fixed fractional position sizing model based on the range's average true range (ATR) to help normalize your risk, rather than scaling in? It might help manage those whipsaws you're experiencing.

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