浅谈交易系统

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系统的构成:入场,出场和仓位。


系统类型的构成:频率,胜率,盈亏比。


我追求的是低频高胜率高盈亏,我属于风险厌恶型,可能是太穷了,看不得亏损,看不得利润回撤,所以我之前都会有减仓环节。


刚才跟陆道聊天中,反思了一下自己,想做到高盈亏,也不是不能减仓,但绝对不能低盈亏时减仓,否则会拉低盈亏比。为了系统的统一性,为了简单好执行,把减仓环节去掉,要么持仓,要么平仓。


至于高胜率,需要用低频来换,那些没把握的,不太确定的就不要做了,只做确定性!


关于仓位,想聊一下,为了利润可以重仓,但是扛单不可取啊,扛单换来的高胜率毫无意义!


Edited 17 Mar 2025, 21:05

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