stop loss

has very little (if not nothing) to do with portfolio performance.... it's not an edge.

as a matter of fact, it may result in over-trading which causes commission/slippage, which has a negative impact on performance.

the key is finding an edge.

otherwise you just die from a thousand cuts.

所有跟帖： 

• 言之有理啊。一路止损，10%， 10下就洗白了。。。。 -momentumtrade- ♂ (0 bytes) () 02/14/2013 postreply 07:54:36

• 我知道90年代一个ES Trader,Short ES,不止损，而且不断加码，最后亏光1000万美元。 -trendspike- ♂ (76 bytes) () 02/14/2013 postreply 08:04:46

• 1 example -noconfusion- ♂ (254 bytes) () 02/14/2013 postreply 08:10:36

• stop or not is dependent on the percentage of capital invested i -trendspike- ♂ (284 bytes) () 02/14/2013 postreply 08:19:04