After years of quantifying, we slowly realized that it wasn't how much we could make, but how much profit we could keep, and wind control was the main thing. Stop-loss, write-down, hedge, I prefer this advanced wind-control mode of hedging. I'll explain the hedging approach below: The first one. When currency losses > 1 threshold Retrieve the raise price and position, unless it is down, otherwise the last raise order is definitely profitable, when this profit reaches a loss order one contract (loss amount + processing fee) when the break even. 2. What are you talking about? When currency losses > 2 threshold The reason for this is that the reverse hedge is initiated at this time, the position size is not greater than the overall position size of the loss. The reverse holds a stop loss, using the reverse order to hedge the loss order (a contract), reducing the overall position size, reducing the account risk.
It is expected that the difficulty of the code and the amount of work will be quite high, and we look forward to the dream teaching.
ioogleI'm going to reverse the order and track it, if it's broken, is the loss still there? The premise of this approach is important: master the timing.
Help (click on the image to get in touch)exchange.GetPosition ((() to obtain position gains and losses, to make judgments, to record the order with variables, and to implement it themselves.
Inventors quantify - small dreamsWell, look here, if you can post a tutorial in the library.
Beans 888The key is whether the idea can be deduced.