我要獲利------書家日記2 - 期貨
By Bethany
at 2011-07-25T19:07
at 2011-07-25T19:07
Table of Contents
若將當沖停損設定10點=R；停利設定20點=2R、30點=3R
(10次的交易)
風報比 勝率5成 勝率4成
1比2 5R 2R
1比3 10R 5R
扣除交易成本約2R=20點(小台交易一次約2點) 淨利約剩下
1比2 3R 0R
1比3 8R 3R
=====================================
以上是假設不考慮停損的滑價，讓每次停損都可以停損在10點
所以淨利實際可能更低....................
這樣當沖真的有搞頭嗎?
很天的我，以前只知道當沖交易成本很貴，
今天算了一下後，才知竟佔獲利比重那麼多
PS：因為上面是假定小停損，小停利，才造成交易成本這樣吃重(佔了2R)
(如果波段單的停損100點，停利300點，則交易成本就沒什麼太大的影響)
=======================================
所以我的膚淺結論是
下單時，停損點(風險)應該要很小很小，最好小於10點內的停損
這場遊戲才可能有生存的機會
不然就是停利拉大
--
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期貨
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