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海龟头寸 (turtle position)

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Determine the position of the product to purchase according to:

1. max loss that you could tolerate
2. max volatility that you could tolerate (defined as the multiple of the current ATR)

For example:

current ATR = $5
max loss = $1000
volatility multiple = 2

The position will be

p = $1000 / $5 / 2 = 100 (shares)
Nota Keluaran
This should be used with your stop-loss strategy.

For example:

current price = $950
current ATR = $5
Volatility Multiple = 2

Your stop-loss price should be $950 - $5 * 2 = $940

Penafian

Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.