|
发表于 2010-9-21 01:05 PM
|
显示全部楼层
本帖最后由 abaqus 于 2010-9-21 15:10 编辑
老大, 问一句,你asset 怎样 allocate?
多少%在长期,多少在短期,多少DT? ...
Poo 发表于 2010-9-21 10:58
兼答算盘的四道防线
如果你 trade direction is the same as the market direction, then 点钱吧。
but, when it is against you, you have to preapre the stop, and take it as the always case.
There are many ways to do it, here is my way,
#1 道防线: <= 3% DT& Fast ST (ES)
#2 道防线: <20& ST (3X SPY)
#3 道防线: <30% PT (Position Trade, 2X SPY)
#4 道防线: near 50% Cash
Since they are trading on different time frames on the same Index, when a bad thing happen, you can see thoese 道防线 will taken out one by one, first is DT, then ST, finally PT. But normally, it should stop at somewhere, at the mean time, the more sensitive one (DT or ST) already follow the trend change... |
评分
-
6
查看全部评分
-
|