首帖 — 好奇每笔交易的风险和最大回撤
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大家好,我是新来的。我已经交易外汇几个月了,大部分时间是模拟交易,然后是小额实盘。我正在努力理解正确的风险规模。我读过每笔交易1-2%的风险,但你们如何管理这个与最大回撤的关系?如果我连续亏损,比如连续五次,那么这1%相对于剩余资金来说突然看起来大了很多。你们是根据回撤动态调整头寸规模,还是坚持最初的百分比直到恢复?
由原文自动翻译 · 阅读原文 (English)
大家好,我是新来的。我已经交易外汇几个月了,大部分时间是模拟交易,然后是小额实盘。我正在努力理解正确的风险规模。我读过每笔交易1-2%的风险,但你们如何管理这个与最大回撤的关系?如果我连续亏损,比如连续五次,那么这1%相对于剩余资金来说突然看起来大了很多。你们是根据回撤动态调整头寸规模,还是坚持最初的百分比直到恢复?
That's a great question, and something I've been wondering about myself. It seems like the 1-2% rule is a good starting point, but the drawdown aspect makes it trickier. Do you then re-calculate your 1% based on the new, lower account balance after a few losses?
You're spot on to think about the interplay between risk per trade and max drawdown. Many traders do dynamically adjust their position size downwards after a significant drawdown, effectively reducing their 1% risk to a smaller percentage of their current, reduced capital base to protect against further losses.
เรื่อง drawdown สูงสุดมันก็เป็นส่วนนึงที่ต้องคิดนะ แต่ถ้าคิด 1-2% ต่อเทรดนี่มันก็มาจากเรื่อง drawdown เป็นหลักอยู่แล้วแหละ ไม่งั้นก็ลงหนักกว่านี้ได้
Good question. Some traders use a fixed dollar amount for risk per trade, not a percentage, to avoid that issue of decreasing capital. Others only adjust after a certain percentage drawdown is hit.
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