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发表于 2009-11-12 12:02 AM
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本帖最后由 skitty 于 2009-11-12 00:04 编辑
Corbra,
So if today shorted SPY at 110 intraday, the stop would be at 114.4 ? The stop loss range seems very big? Where would be the target, then? Any risk/reward ratio factor?
Thanks for sharing!
ATR = Average True Range。SPY的2 x ATR大约是4%左右,就是说你的入口价(因为你是做空嘛)乘以1.04,就是你的止损价格。Significance? 介就话长了,一句两句,咋说得清,你去看看俺写的http://www.hutong9.com ...
Cobra 发表于 2009-11-11 22:33  |
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