And I'm not going to say too much about the same strategy here, like the marketer strategy, the pin strategy, the medium-high-frequency strategy, where the market runs in k-lines in 1 minute.
In recent days, we've seen a number of real-world scenarios, and here are some of the shortcomings of such strategies:
1 Hanging single position too close, leading to too much risk, frequent stop loss, the current high-frequency strategy is probably hanging single position in the discount, mid-range, or one thousand to three thousand places, the example is also the run real disk, for example, the dogecoin, close to the dogecoin explosion of a few days, the single root 1minK line fluctuation entity can reach up to 7-15%, if in the discount one thousand to one hundred hanging list, the stock increases rapidly, easy to be sliding loss, and stop loss can be very large, and serious.
The solution is to detect the single root maximum volatility percentage of the most recent 20 k-line entities and pass them into the hanging list position. The market fluctuation decreases and automatically returns to normal. For example, 1 minute of entity fluctuation of 1%, hanging single thousand one to one hundred, market fluctuation increases by 5 times, the corresponding hanging list becomes thousand five hundred five, radical does not need such a large multiples.
2 Difficulty handling storage The solution is to hold close to zero, clear positions within a few minutes, clear positions. 1, market maker out, can not get out, at the same time do a tracking stop loss at the current price.
3 The rising costs of hedging This refers to a very good way to hedge cash after contracting a holding in the case of holding, which is not actively handling the stock, or is sure of the direction, but requires a relatively large amount of capital, and hedging will be costly.
4 Listing cannot be determined based on market fluctuations The solution is the same with different oscillations, which should be the oscillations, transmitted to the hanging list position
5 Stop and hold The solution is the same at different oscillations, should be to put the oscillations, passing into the stoppers (stop loss can also be used as a reference)
Thank you for reading, I hope it helps you, strategy exploration, strategy sales, my microblog:gulishiduan