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Openai/69286a1e-2f50-800a-b685-0647e6b12a18
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===== - 你说“严格设置止损和止盈”是好事,但这些规则会改变每次交易的真实 MwinM_{\text{win}}Mwin 和 MlossM_{\text{loss}}Mloss 以及 ppp。举例:把止损定为 -50% 并不是市场天然给出的结果,而是你规则触发的结果;滑点、延迟和波动会让实际达到的倍数和概率偏离预期。 ===== * 如果你用极短期止盈/止损,手续费和滑点的占比会更高,削弱边际。
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