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我还在新兴市场摸索，发现波动性有点大。在其他市场，我一直坚持每笔交易1%的常规风险，但新兴市场的一些波动，尤其是在$TRY或$ZAR等货币中，我发现自己要么被噪音止损，要么不得不将止损放宽到实际上已经超过1%的程度。对于那些积极交易新兴市场的人来说，你们如何调整头寸规模？是降低基本风险百分比，还是更多地在新兴市场中寻找波动性较小的货币对/股票？很好奇其他人是如何管理这种情况的，而不是被市场吞噬。
I hear you on the EM volatility, it's a whole different beast. Have you considered adjusting your position sizing based on a multiple of ATR rather than a fixed percentage? Could help account for those bigger swings without blowing past your risk tolerance.
I've started using a volatility-based sizing model for EM, linking position size inversely to ATR. It helps manage those wider swings without fixed percentages leading to excessive exposure.
The 'noise' you're describing in EM currencies is often the actual price action. Widening stops just to stay in a trade typically isn't a sustainable approach; it usually just means you're accepting more risk than initially planned for a given position.
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