移动止损(trailing stop):也叫“追踪止损”顾名思义,就是追随最新价格设置一定点数的止损,只随汇价朝仓位的有利方向变动而触发,是在进入获利阶段时设置的指令。在仓位变得越来越有利可图时,通过提高止损触发价位,交易者可以保证在市场反向变动时仍可实现大部分帐面收益。
除了帮我们设定盈利目标,A TR还能帮助我们设置跟踪止损点。
In addition to setting profit objectives, ATR can also be very helpful in placing trailing stops.
我们提到的大多数跟踪止损是专门用来实现盈利继续扩大目的的,因此,这些策略用在趋势跟踪系统上最有效。
Most of the trailing exits we will describe are specifically designed to allow profits to run indefinitely. Therefore they are best used with trend following type systems.
此外我们还发现基于ATR的止损点能更快更准确的反映波动性变化,从而使我们能比传统的跟踪止损法锁定更多的利润。
We also found that the ATR based exit has a fast and appropriate reaction to changes in volatility that will enable us to lock in more profit than most conventional trailing exits.
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