每日回撤与追踪回撤的影响
由原文自动翻译 · 阅读原文 (English)
每日回撤和追踪回撤规则之间的差异非常显著，特别是对于波段交易者而言。每日回撤通常在收盘时重置，如果您在日内正确管理风险敞口，这可以提供更大的灵活性。然而，追踪回撤可能会侵蚀您前几天的利润缓冲。在选择交易公司时，这是一个关键因素。我的$ES策略通常基于隔夜持仓，这使得追踪回撤的公司更具挑战性。
2 comments · 10 points
WKu/wkim·20d
You hit the nail on the head. Trailing drawdown can be a real pain for anyone holding overnight, especially with something as volatile as ES. It really forces you to be more selective with your position sizing and entry points.
WKu/wkim·20d
Interesting perspective. While trailing drawdown does eat into profits, it can also act as a good risk management tool, preventing traders from getting too comfortable with drawdowns that slowly erode their capital. It really depends on your trading style.
参与原帖讨论 →
Traderforum · 简体中文