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Hi Mathew,
For the enhanced trailing stop example, you mentioned that it doesn't matter if you increase from 5 to 100 as the system will still give us the best price. I wonder why you changed the toler from 5 to 20 in the last example. I would like to know how to decide on figure for the toler. i.e is 100 better than 50, 50 better than 20. What is the danger of setting the toler too high? I guess if one set the toler too low(say 1), there is a chance the stop order won't be executed but what is the danger of setting it too high.
" I wonder why you changed the toler from 5 to 20 in the last example"
因為最後的例子是止損 沽出, 於成功推盤下, 再想食盡一點點, 而假設市場與止損距離為 25 點,
而這一刻我想收窄我的止損距離, 由 20805 改為 20820, 是向上推高止損+15,
即與市場再貼近 15點, 亦即止損由 25 點改為用了 10 點 !
" I would like to know how to decide on figure for the toler."
追價的決定沒有所謂, 反正目的是必須要成單, 多一定好過少 !
"What is the danger of setting the toler too high? I guess if one set the toler too low(say 1), there is a chance the stop order won't be executed but what is the danger of setting it too high."
設定 "追價" 太高的危險 ? 為甚麼會這樣問呢 ?
因為你的目的是想止損, 所以止不到損才是危險 !
(註: 以下是楂倉底例子, 止損為沽出)
例如: 你有一個楂倉底, 設定止損為 20820 觸發追價為 1點沽出, 那市場當時急跌 300 點,
那系統便會放出 20820 - 1 = 20819 沽出, 但市場已再沒有 20819 的楂盤,
只有20818 以下的楂盤, 剛才的止損盤雖然已經觸發, 但因為追價太少,
便不能成功成交, 變成市場的掛盤 !
如你未能即時人手平倉, 你的損失便會在急跌300點那一刻不斷在增加中 !
設定追價為 20, 25, 50 , 100 甚至 1000 點追價, 都沒有問題, 因為系統會
以 "當時市場最好的價" 替你成交 ! 成功達到止損的目的 !
*上面例子已更改為貼合下面圖片方向的例子
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