有部分订阅用户,可能近段时间,由于赚钱效应,匆忙订阅策略而没仔细了解策略风险。在这里说明一下,该策略风控分三个层面。一,事前风控,一般是对冲头寸,多数情况下,策略本身能根据行情识别,形成对冲单,如果策略本身无法形成对冲单,则通过事件触发器调整头寸,形成对冲单,根据行情但会慎用;二,距离订单成交均价超20美金,会开对冲单,但会根据实际行情成交,可能形成对冲单;第三,30%强制止损平仓。
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