What does a more complete trading system include?

What does a more complete trading system include?

The author of the article: "Wealthy generation gets fat". Source: known

• Basic definitions

  • Reference: What is written in the basic part of a trading system manual? - Live by trading - Knowledge column
  • System name:
  • Systemic core psychology, type: beach trading rules that fail? 1) My trading philosophy, should the average tech trader combine fundamental analysis?
  • The traders:
  • Initial funding:
  • Time, cycle, and method of adjustment of funds: upper limit of the trader, when to expand the trading position
  • Expected systemic annualized returns, withdrawals, risk-reward ratios, winning rates:
  • The technical indicators:
  • This is the second time that I've been in this position.
  • The exchange platform:
  • The exchange software:
  • The score:
  • Leverage: Leverage on knowledge, and risk of bankruptcy
  • Items trademarked:
  • Trade cycle:
  • The general trading hours are:
  • Narrow trading hours
  • Watching time:
  • Operating hours:
  • The computer:
  • The second computer:
  • Control computer screen view, aspect ratio, number of screen k lines: why you can't change the size of the view at will
  • Alternate computer screen view, length to width ratio, number of screen k lines: MT4 screen view
  • The phone:
  • I'm not sure what to do.
  • Operate the screen view of the phone, ratio of width to length, number of k-lines on the screen:
  • The screen view, width-to-length ratio, and number of k-lines on the screen:
  • Wait a second.

• Emergency response to the blackout:

  • The electricity is out:
  • He is sick:
  • Wait a second.

• Operating section

  • Main trend definitions (if your system needs to determine the trend): Trend determination methods for the Wavelet, Wavelet trend determination methods examples, Trend definitions
  • Definition of technical indicators:
  • Definition of the auxiliary indicators:
  • Opening rules: How much weight do buy points have in your trading system? How is your opening strategy set up in your trading system?
  • Position volume calculation rules: why the Kelly formula is not suitable for trading, Martingale and anti-Martingale money management, which top female traders are there?
  • Standing rules
  • Stop-loss rules: speculative trading and stop-loss articles
  • Exceptions to the opening and closing rules

• Transaction records

  • Transaction data record: Some data that you need to record during the transaction process
  • How should a trading journal be written?

Author: anonymous user Source: known In terms of the current domestic financial speculation market, I think a complete trading system should include:

• A. Planning as a whole

  • 1.资金性质银行资金、渠道资金、客户资金还是自有资金
  • 2.账户性质基金产品还是个人账户，是管理型还是结构化
  • 3.产品要素运作期限是多久，总规模是多少，预警线止损线是多少，有哪些限制条件
  • 4.预期收益需要达到多少预期收益，从而决定了交易计划所冒风险的大小
  • 5.资金分配股票分配多少资金，期货分配多少资金，固定收益分配多少资金，现金留多少

• The second strategy is to choose value investments, trend tracking, leverage, or whatever.

• Third, the variety.

  • 1.投机品种做哪几只股票，选哪几个期货合约
  • 2.固定收益固定收益做哪些，国债逆回购，货币基金，银行券商理财产品还是什么
  • 3.选股策略股票池是怎么选出来的，选股策略是怎样的

• Four, the management of funds

  • 1.起始仓位最开始使用多少仓位
  • 2.最高仓位最高不得超过多少仓位
  • 3.加仓
  • (1) What are the conditions to be met for the stockpiling, such as net worth above 1.2 or not?
  • (2) How much of the leverage ratio is added to the leverage conditions, from 20% position plus 30% or how much is added?
  • (3) The implementation of the auction to achieve the conditions of the auction, all the auction immediately at the current price, or gradually in batches.
  • 4.减仓跟加仓类似
  • (1) Conditions for reducing the stock
  • (2) Share of decline
  • (3) Implementation of the reduction

• 5 The entry strategy

  • 1.入场时机产品或者账户刚一成立，就立马入场，还是择机入场
  • 2.入场仓位立马就初始仓位全部入场，还是从试单开始一步步入场
  • 3.入场策略根据交易策略入场，还是主观判断入场

• Six, more space directions and options for buying and selling

  • 1.多空方向做多还是做空，为什么
  • 2.多空时机什么时候做多，什么时候做空
  • 3.多空点位什么点位做多，什么点位做空
  • 4.参数设置具体的策略参数设置
  • 5.策略优化策略的逻辑优化，参数优化等

• 7. Risk control

  • 1. stop the brake when to stop the brake, how to stop the brake, the maximum brake benefit return ratio, such as 50%, or a fixed value, such as profit return of 2000 yuan
  • 2. stop loss when stop loss and how stop loss, this single loss as a percentage of total capital, such as 1%, or a fixed value, such as a loss of 3000 yuan
  • 3.预警是否设置预警线，如何设置预警线，如果临近和达到预警线，如何执行风控计划，减仓或者砍掉大量隔夜仓位还是怎样
  • 4.清盘是否设置止损线，如何设置止损线，如果临近和达到清盘线，如何执行清盘策略，在清盘线附近无视成本一键清仓，还是临近清盘线时循序渐进，逐步减仓直至清仓

• 8 Order specific transactions

  • 1.报单报单用排队价、对手价、最新价、超价、涨停价、跌停价，还是买一价、买二价、卖一价、卖二价，或者先用排队价，再用超价，逐笔报单，还是一口气全部报出去
  • 2. Withdrawal if the order is not processed, continue to wait or withdraw, withdrawal based on time, such as 5 seconds without processing, or based on price, such as the price has moved away from the offer 5 ticks
  • 3.追价当报单没成交的时候，是否追价，如果追价，追最新价，对手价，还是涨跌停价，如果追价仍未成交是否继续追价
  • 4.涨跌停如果出现涨跌停怎么办，是否追涨跌停，如果追涨跌停一直没成交怎么办
  • 5.开盘开盘集合竞价要不要参与，如何参与
  • 6.收盘收盘前最后一段时间往往会大幅波动，特别是大的节假日之前，该如何处理
  • 7. Night trading is from 9 p.m. to 2:30 a.m. the next day, do not do, how to do, do it yourself, find someone to do it, or let the computer monitor
  • 8.程序化如果策略足够严谨，建议使用程序化交易来实现策略开发和实盘交易，主观分析和手动下单弊端较多，很难规避贪婪恐惧犹豫赌性的人性弱点，在策略制定方面一般来说缺乏严谨的数据和逻辑支持，在下单的精确度和效率方面也相差甚远，在策略执行层面更是不如，这里就不过多展开了。

• 9 Responses to the extreme

  • 1.短期大幅波动瞬间涨跌停，连续涨跌停，开盘封涨跌停，超长上下影线，从涨停到跌停，从跌停到涨停，从涨停到跌停再到涨停，从跌停到涨停再到跌停等，这些情况如何应对
  • 2. liquidity risk such as one stock, less than 50 hands in a row, but you have 1000 hands to transact, how to handle, such as some small futures varieties of non-core contracts, liquidity is poor, slippage is very large, how to handle
  • 3.基本面黑天鹅财务造假，食品安全问题，上市公司董事长被抓等，这些情况如何应对
  • 4.品种规则变化期货品种加入夜盘，保证金比例、涨跌停幅度、手续费标准变化
  • 5.政策法规变化比如近期对于程序化交易的严格限制，如何处理，做外盘还是改变现有策略
  • 6.交易环境风险断电、断网、电脑崩溃、显示器损坏、鼠标没电、软件出错、证券期货公司下单系统出错、银行转账系统暂停、火宅、地震、台风、海啸、雷击等，如何应对

• 10. Building a psychological system

  • 1.道德修养
  • 2.心态调整
  • 3.情绪控制
  • 4.抗压能力
  • 5. learning to reflect on the fact that building a trading system is not the most difficult, the most difficult is to navigate this trading system, for example, the trend tracking system described by the subject, is a typical scale trading system that requires a lot of psychological system construction, very difficult to manage. The market is mostly volatile, unilateral trend market is not a few times a year, trend tracking trading system can be refreshing but very few waves, most of the year are beaten to the side, painfully stuck to the point of inability. How to control the risk, adjust the mindset, control the risk in the long-term trend system.

https://www.zhihu.com/question/36449257/answer/67648782