NDby u/nguyen_do·6dQuestion

关于使用ATR进行头寸调整时止损范围较宽的问题

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我仍在努力完善我的风险管理,并且经常看到ATR被提及用于头寸调整。我的问题是,有时我的设置,尤其是在$EURUSD或$GBPUSD的更高时间框架上,根据结构自然会有更宽的止损范围——可能70-100点。如果我坚持严格的“1 ATR止损”规则进行头寸调整,这通常意味着我持有的头寸比我想要的要小得多,或者感觉我是在随意缩小止损以适应ATR。我是不是误解了如何将结构性止损与基于ATR的头寸调整结合起来,还是当我的止损本身就大于平均每日波动率时,我应该寻找不同的指标?

2 comments · 1 points
NAu/nelson_amanda·6d

You're right, blindly sticking to 1 ATR for stop with a fixed percentage risk can significantly reduce position size on wider stops. Perhaps consider adjusting your risk percentage for those wider-stop setups, or use a multiple of ATR that aligns with your typical structural stop distance.

AKu/ahmed_k·6d

I've run into this too! It feels like ATR can sometimes undersize positions on those higher timeframe structural stops. Have you tried adjusting the multiplier, like using 0.5 ATR or 1.5 ATR for your stop instead of exactly 1 ATR, to see how that impacts your position size while keeping the same risk percentage?

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