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大家好，我刚加入。我交易大约一年了，主要是主观交易，小盘股和外汇。我还在努力解决的一个问题是，当你们测试新策略或全新市场时，如何处理仓位管理。比如说，你回测了一个很有前景的策略，但实盘执行往往会出现细微差别。你们是立即采用标准的1%或2%风险，还是先从0.1%这样小得多的仓位开始一段时间，即使感觉有点微不足道？建立信心与错失机会之间的权衡是我纠结的地方。很好奇更有经验的人是如何处理这个逐步增仓阶段的。
Welcome! That's the million-dollar question, isn't it? Backtesting always looks so clean, then the market decides to remind you it has a personality disorder. I usually start with something ridiculously small, like 0.1% risk, just to see if my broker is actually executing what I think I'm telling it to do. It's amazing what you learn when real money is on the line, even if it's just coffee money.
That's a great question, and something I've grappled with myself. Personally, I like to start with a much smaller size, maybe 0.25% or even 0.1% risk, just to get a feel for the live market execution and how my emotions react to actual trades from the new strategy.
That's a great question, and something I've definitely grappled with. For new setups, I usually start with a much smaller position size than my standard, maybe 0.25% or even less, just to get a feel for the live market dynamics and ensure my execution is clean before scaling up.
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