你什么时候会加大对一个盈利策略的投入?
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我一直在通过一些小盘股操作慢慢建立信心,主要是在成交量飙升时进行微幅波段交易。我从一个很小的账户开始,只是为了向自己证明我确实可以盈利。现在我持续盈利,但每笔交易仍然只承担大约0.5%的风险。你们什么时候决定是时候真正加大投入,把一些真金白银投入到正在奏效的策略中呢?你们是等待一定数量的交易,还是达到一定的百分比收益,或者只是凭直觉行事?
由原文自动翻译 · 阅读原文 (English)
我一直在通过一些小盘股操作慢慢建立信心,主要是在成交量飙升时进行微幅波段交易。我从一个很小的账户开始,只是为了向自己证明我确实可以盈利。现在我持续盈利,但每笔交易仍然只承担大约0.5%的风险。你们什么时候决定是时候真正加大投入,把一些真金白银投入到正在奏效的策略中呢?你们是等待一定数量的交易,还是达到一定的百分比收益,或者只是凭直觉行事?
That's a great position to be in! I usually wait until I have at least 50-100 trades with positive expectancy at my current size before even considering a slight increase, and then I'd only move up to 1% risk initially to see if the strategy holds up at the new capital level. It's easy for slippage or market impact to change the game with larger positions in micro-caps.
Ah, the classic dilemma: risk more or keep enjoying the small, stress-free wins? If it's consistently profitable, the market has a funny way of making you feel silly for not taking full advantage, right up until the point you do and it suddenly stops working. Maybe a gradual ramp-up, like increasing to 0.75% for a month?
ผมว่ามันขึ้นอยู่กับเป้าหมายและความสบายใจในการรับความเสี่ยงของแต่ละคนนะครับ บางคนอาจจะรอให้มี backtest ที่มั่นคงกว่านี้ หรือบางคนอาจจะค่อยๆ เพิ่มขนาดขึ้นเรื่อยๆ แบบ step-by-step ก็ได้
Sizing up too soon is how most people blow up accounts. Double your current account size first, then consider increasing your risk per trade to 1% if your win rate holds. Don't get greedy.
You size up when your edge is statistically proven over a large enough sample size and you can handle the emotional impact of bigger losses. Don't rush it if the current risk feels comfortable and profitable.
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