其實Stop Loss的設置有很多方法。
當然任何一個措施都不會每次都有用的。
對於，長期做股票的人來說，或者說交易次數比較多的人來說，Stop Loss就挺重要的。
因為交易次數多，概率/統計就有意義了。一般的，如果能有60%的正確率就算很好的了。
就是說，40%都是賠錢的。所以，就是要把這個數字控制在一定範圍內。從而使得賺得錢比賠得多。
我個人的經驗就是，我現在通常，把這個標準放在一天的閉市價格。
具體的方法有很多。我隨便古狗一個。還是找出適合自己的方法。
Several Considerations For Setting Your Stop Loss
Order
The most important question about setting your stop loss
order is how tightly you should set them - how close to the price where you
entered the position or, for a trailing stop loss order, how close to the
current price. This is a general decision you'll make before you figure out
exactly what price will be your stop trigger. How tightly to set a stop loss
order depends on several factors:
- How much you're willing to lose on a single trade. Our rule is that you
should never lose more than 2 percent of your trading capital on any one
trade.
- How risky you believe the trade is. If you think the trade is a sure winner
and market conditions are favorable, you may give the position more room to move
down before triggering a stop loss order. If you think
it's got only a fair chance of working out, or if the position has serious
potential to drop, set a tight stop loss order, or don't make the trade at all.
- How volatile the position is. If the position routinely moves up and down in
a range of 15 percent or more over the course of the day, even when it's not
really going anywhere definite, you can't set a tight stop loss order. If you
do, you'll be taken out of the position by the position’s normal volatility. If
the position is choppy but too risky to trade without a tight stop loss order,
maybe you'd better look for a better position to trade.
- How cheap the position is. When a position is inexpensive, even the smallest
decimal price movement will be fairly large in percentage terms. This means a
tight stop loss order may be knocked out more easily. It also means that if your
broker has a rule that you can't set a stop loss order closer than .25 below the
current bid, you may not be able to set a tight stop loss order until the price
moves up.
- How much money you have in the position. You should consider this in conjunction with the rule that you should never lose
more than 2 percent of your capital on any one trade. If you have a large amount
of money in a position, 2 percent may be much more than you're willing to lose.
If so, you should set your stop loss order accordingly. If your account is small
and you're not well diversified, a 2 percent stop loss order may be so tight
that you may stop out immediately. If this is the case, you should think
seriously about whether you have enough money to trade.
- Market conditions - If the market is trending sharply upwards, a tight stop
loss order may not be necessary. If you're trying to go long in a bearish
market, a tight stop loss order is absolutely necessary. If the market is choppy
- if it has no clear direction or if it's full of nervousness and fear - use a
tight stop loss order, and ask yourself whether you should be trading at all
that day.
- The time frame for the trade - On a quick day trade, a tight stop loss order
is a good idea. On a position you expect to hold for a week or two for a trend
play, a tight stop loss order may or may not be a good idea depending on other
factors you're aware of.
- If you have reason to be confident that the position will move upward even
if it swings around a bit first, it doesn't make sense to set a tight stop loss order because
you'll just stop out as it swings. If you think it might possibly move up but
will definitely drop if it slips below a certain price, then a tight stop loss
order is a must.
Which of these considerations is most important?
Since no two trades are the same, different factors will dominate on different
trades. Think about all of them on every trade. If you don't, you'll miss
something important.
Your job is to exercise good trading judgment and
figure out what makes sense for each trade. This is where the "art" of setting a
stop loss order comes in.
