海龟头寸量化法则:近几日行情平均波动率ATR,乘以(你的)交易量N,等于(你的账户)1%。那么如果你的止损为-2%,那么你的交易量应当≤2N。直白的说就是:当行情波动大就少买,当行情波动小就适量多买,这样就能合理控制交易风险,始终保持止损在-2%以内,又不至于频繁止损。
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