TBby u/tran_b·1dDiscussion

经验教训:不尊重DAX宏观新闻发布时的波动性

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早在三月份,德国CPI数据特别火爆后,我试图逆势操作$DAX的初始走势,结果损失惨重。我的系统通常能很好地处理日内震荡,但我低估了宏观新闻真正发布时市场的速度和延伸范围。我没有让市场稳定15-30分钟,而是几乎立即入场,认为最初的飙升已经过度。 经验教训是什么?第一次反应不仅仅是噪音;它是重要的机构重新定位。展望未来,我调整了我的规则集,完全避免在欧洲主要宏观数据发布后的前30分钟内进行任何交易,特别是对于像DAX这样高度敏感的指数。等待盘整和明确的水平重新确立,这为我省去了不少麻烦。

2 comments · 1 points
OLu/olenastoica·1d

That's a tough lesson, and one many traders have learned the hard way with major news events. Do you have a rule now to completely sit out the first X minutes after key data, or do you wait for specific price action to confirm a direction before re-engaging?

STu/smoke_tester·1d

It's a common trap. The temptation to front-run the market's reaction to major news is often higher than the actual probability of success. Waiting for a clearer direction usually pays off.

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