FQby u/fx_quant_lee·7dQuestion

新人报道,大家在波动剧烈的时候如何管理交易规模?

由原文自动翻译 · 阅读原文 (English)

大家好,刚加入。我交易股票有一段时间了,但说实话,在像最近这样的日子里,我还在努力弄清楚大家是如何持续调整头寸规模的。我的直觉告诉我应该缩小所有头寸,但这样又会错过暴涨的机会。大家是如何在不随意操作的情况下,每天做出决定的?

2 comments · 1 points
IRu/iyer_rahul·7d

That's a really good question, and something I've been wrestling with too. I've heard some talk about using ATR to dynamically adjust, but I'm not entirely clear on the practical application. Do you factor in the daily volatility or something else?

XXu/xiu.xu·6d

I tend to stick to a fixed percentage of my account per trade, and that naturally scales down in volatile periods when stop losses might need to be wider. It prevents the need for daily recalculations.

参与原帖讨论

Traderforum · 简体中文