其实我不愿意设止损,就是因为看见经常有那种一根针的交易,想着如果我设置在比较近的地方,不保险,很容易被震掉,而如果设置在比较远的地方,万一有一根针达到我的价格,这样止损被触发,损失就比较大。
所以思 ...
padme 发表于 2009-12-9 19:58 
leverage:
ES = 1 share * $ 1100 * 50 / 1 contract * deposit money per share to use = 11 (if use $5000 per share) = about 10
EUR = 1 share * $ 1.5 *10000 * 12.5 / 1 contract * deposit money per share to use = 37.5 (if use $5000 per share) = about 40
so,
1) the leverage you choose is up to u if your broker allows, in IB, for ES/EUR, the initial margin requirement is about $5000/contract.
2) for a reasonable market-based normal up/down and acceptable max loss per trade, let's say for 10% for risk takers, it corresponds to $500/contract or 40pips for EUR or 10 points for ES, which are in reasonbale range and an acceptable max loss. or if you are a conservative person, say you only want to lose a max of 5% for a single wrong trade, then it corresponds to $10000 per contract as your margin, or u use half trigher loss cut, but u mostly get more wrong outs and thus worse correct trade rate (of course, there are more better ways of risk control or exit strategies, which cannot be expressed here briefly).
3) based on the above talk, IB's margin reqiurement is pretty reasonable and a safe well-thought amount for its customers. some other brokers allow a much lower initial margin, say $1000/contract, which means if u have 1 wrong trade and cut max loss, u lose half of your money, and basically to say, u will sure die soon. think, you are using 50x leverage for ES and 200x for EUR!
4) just as a reminder, the day time and night time margin requirements are different, night requires more. the above mentioned IB $5000/c requirement is for night, and for day, it is about half, so it means u are allowed to trade 2 contracts per $5000 in day time. but at the time 2:45pm (for IB, not sure other brokers), it increases the margin to night time, of course, it is maintaineance margin (lower than initial margin to open), like $3000. If u use full power (2c/5000) to trade in day time by 2:45pm, and if at 2:45pm your account doesn't meet enough maintenance margin requirement (most likely), it means you will be forced by IB to close some positions to meet the requiement, and this often happens if u use full day power, especially if your trade is against you temporarily. to avoid this, a strict dicipline to trade only 1 contract per 5000 is a good habit for most traders.
5) futures trading is more about size management, techniques and mind control...
good luck...
另外, Padme, 请查一下悄悄话,有事情想你请教。谢谢! |