{"id":10469,"date":"2025-06-04T15:56:13","date_gmt":"2025-06-04T07:56:13","guid":{"rendered":"https:\/\/blog.alltick.co\/zh-CN\/?p=10469"},"modified":"2025-06-04T15:56:17","modified_gmt":"2025-06-04T07:56:17","slug":"quantitative-trading-stop-loss-take-profit-techniques","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/zh-CN\/quantitative-trading-stop-loss-take-profit-techniques\/","title":{"rendered":"\u91cf\u5316\u4ea4\u6613\u4e2d\u5e38\u7528\u7684\u6b62\u76c8\u3001\u6b62\u635f\u65b9\u6cd5\u6280\u5de7\u603b\u7ed3"},"content":{"rendered":"\n<p>\u5728\u91cf\u5316\u4ea4\u6613\u4e2d\uff0c\u7b56\u7565\u7684\u6838\u5fc3\u4e0d\u53ea\u662f\u5f00\u4ed3\u903b\u8f91\uff0c\u66f4\u91cd\u8981\u7684\u662f<strong>\u5982\u4f55\u5e73\u4ed3<\/strong>\u3002\u4e00\u4e2a\u7f3a\u4e4f\u826f\u597d\u6b62\u76c8\u548c\u6b62\u635f\u673a\u5236\u7684\u7b56\u7565\uff0c\u5373\u4f7f\u6709\u51c6\u786e\u7684\u8fdb\u573a\u4fe1\u53f7\uff0c\u4e5f\u53ef\u80fd\u56e0\u4e3a\u65e0\u6cd5\u63a7\u5236\u98ce\u9669\u548c\u9501\u5b9a\u5229\u6da6\u800c\u8868\u73b0\u4e0d\u4f73\u3002<\/p>\n\n\n\n<p>\u672c\u6587\u5c06\u4e3a\u4f60\u7cfb\u7edf\u603b\u7ed3\u91cf\u5316\u4ea4\u6613\u4e2d\u5e38\u89c1\u7684<strong>\u6b62\u76c8\u3001\u6b62\u635f\u65b9\u6cd5<\/strong>\u53ca\u5176\u5b9e\u9645\u5e94\u7528\u6280\u5de7\uff0c\u5e2e\u52a9\u4f60\u66f4\u7a33\u5b9a\u5730\u63d0\u5347\u7b56\u7565\u6536\u76ca\u4e0e\u98ce\u9669\u63a7\u5236\u80fd\u529b\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00\u3001\u4e3a\u4ec0\u4e48\u6b62\u76c8\u6b62\u635f\u5982\u6b64\u5173\u952e\uff1f<\/strong><\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u63a7\u5236\u6700\u5927\u56de\u64a4<\/strong>\uff1a\u6b62\u635f\u5e2e\u52a9\u4f60\u9650\u5236\u635f\u5931\uff0c\u9632\u6b62\u4e00\u6b21\u5931\u8bef\u5bfc\u81f4\u8d26\u6237\u91cd\u521b\u3002<\/li>\n\n\n\n<li><strong>\u9501\u5b9a\u76c8\u5229\u6210\u679c<\/strong>\uff1a\u6b62\u76c8\u8ba9\u4f60\u5728\u8d8b\u52bf\u53cd\u8f6c\u524d\u5b9e\u73b0\u843d\u888b\u4e3a\u5b89\uff0c\u907f\u514d\u201c\u8d5a\u4e86\u6307\u6570\u4e8f\u4e86\u94b1\u201d\u3002<\/li>\n\n\n\n<li><strong>\u60c5\u7eea\u7ba1\u7406<\/strong>\uff1a\u81ea\u52a8\u6267\u884c\u7684\u6b62\u76c8\u6b62\u635f\u89c4\u5219\uff0c\u6709\u52a9\u4e8e\u51cf\u5c11\u4eba\u4e3a\u60c5\u7eea\u5e72\u6270\u3002<\/li>\n\n\n\n<li><strong>\u7b56\u7565\u5065\u58ee\u6027<\/strong>\uff1a\u5f15\u5165\u6b62\u76c8\u6b62\u635f\u89c4\u5219\u80fd\u63d0\u5347\u7b56\u7565\u7684\u7a33\u5b9a\u6027\u548c\u9002\u5e94\u6027\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e8c\u3001\u5e38\u89c1\u7684\u6b62\u635f\u65b9\u6cd5<\/strong><\/h2>\n\n\n\n<h5 class=\"wp-block-heading\"><strong>1. \u56fa\u5b9a\u767e\u5206\u6bd4\u6b62\u635f\uff08Fixed Percentage Stop Loss\uff09<\/strong><\/h5>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u8bbe\u5b9a\u4e8f\u635f\u8fbe\u5230\u67d0\u4e2a\u6bd4\u4f8b\u5373\u6b62\u635f\uff0c\u59825%\u300110%\u3002<\/li>\n\n\n\n<li>\u5b9e\u73b0\u7b80\u5355\uff0c\u9002\u7528\u4e8e\u521d\u5b66\u7b56\u7565\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u793a\u4f8b<\/strong>\uff1a<\/p>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">\nif current_price &lt;= entry_price * (1 - 0.05):\n    exit_trade()\n\n<\/pre>\n\n\n\n<h5 class=\"wp-block-heading\"><strong>2. ATR\u52a8\u6001\u6b62\u635f\uff08ATR-Based Stop Loss\uff09<\/strong><\/h5>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4f7f\u7528\u6ce2\u52a8\u7387\u6307\u6807\uff08\u5982ATR\uff09\u52a8\u6001\u8bbe\u5b9a\u6b62\u635f\u8ddd\u79bb\u3002<\/li>\n\n\n\n<li>\u80fd\u9002\u5e94\u4e0d\u540c\u5e02\u573a\u72b6\u6001\uff0c\u907f\u514d\u5728\u9707\u8361\u5e02\u4e2d\u9891\u7e41\u6b62\u635f\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u6280\u5de7<\/strong>\uff1a\u5e38\u89c1\u8bbe\u5b9a\u4e3a 2~3 \u500d ATR\u3002<\/p>\n\n\n\n<h5 class=\"wp-block-heading\"><strong>3. \u79fb\u52a8\u6b62\u635f\uff08Trailing Stop\uff09<\/strong><\/h5>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5f53\u4ef7\u683c\u4e0a\u6da8\u65f6\uff0c\u6b62\u635f\u4ef7\u683c\u968f\u4e4b\u4e0a\u79fb\u3002<\/li>\n\n\n\n<li>\u9501\u4f4f\u5229\u6da6\u7a7a\u95f4\uff0c\u540c\u65f6\u7ed9\u8d8b\u52bf\u7559\u51fa\u8fd0\u884c\u7a7a\u95f4\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u9002\u7528\u4e8e<\/strong>\uff1a\u8d8b\u52bf\u8ddf\u8e2a\u7c7b\u7b56\u7565\u3002<\/p>\n\n\n\n<h5 class=\"wp-block-heading\"><strong>4. \u6280\u672f\u5f62\u6001\u6b62\u635f\uff08Technical Level Stop\uff09<\/strong><\/h5>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4f8b\u5982\uff1a\u8dcc\u7834\u524d\u671f\u4f4e\u70b9\u3001\u652f\u6491\u4f4d\u6216\u5747\u7ebf\u3002<\/li>\n\n\n\n<li>\u4f18\u70b9\u662f\u7ed3\u5408\u4ef7\u683c\u7ed3\u6784\uff0c\u8f83\u4e3a\u201c\u806a\u660e\u201d\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e09\u3001\u5e38\u89c1\u7684\u6b62\u76c8\u65b9\u6cd5<\/strong><\/h2>\n\n\n\n<h5 class=\"wp-block-heading\"><strong>1. \u56fa\u5b9a\u6536\u76ca\u6b62\u76c8\uff08Fixed Profit Target\uff09<\/strong><\/h5>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u8fbe\u5230\u8bbe\u5b9a\u6536\u76ca\u7387\u540e\u7acb\u5373\u5e73\u4ed3\uff0c\u5982\u76c8\u522910%\u5373\u6b62\u76c8\u3002<\/li>\n\n\n\n<li>\u7b80\u5355\u76f4\u63a5\uff0c\u9002\u5408\u9ad8\u9891\u7b56\u7565\u6216\u6ce2\u6bb5\u4ea4\u6613\u3002<\/li>\n<\/ul>\n\n\n\n<h5 class=\"wp-block-heading\"><strong>2. \u9884\u8bbe\u76c8\u4e8f\u6bd4\uff08Risk\/Reward Ratio\uff09<\/strong><\/h5>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5982\u6b62\u635f\u8bbe\u4e3a5%\uff0c\u6b62\u76c8\u8bbe\u7f6e\u4e3a10%\uff0c\u4fdd\u63012:1\u76c8\u4e8f\u6bd4\u3002<\/li>\n\n\n\n<li>\u6709\u52a9\u4e8e\u7b56\u7565\u5728\u4f4e\u80dc\u7387\u4e0b\u4ecd\u5b9e\u73b0\u76c8\u5229\u3002<\/li>\n<\/ul>\n\n\n\n<h5 class=\"wp-block-heading\"><strong>3. \u6280\u672f\u6307\u6807\u6b62\u76c8\uff08\u5982RSI\u8d85\u4e70\u3001MACD\u80cc\u79bb\uff09<\/strong><\/h5>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5229\u7528\u6280\u672f\u6307\u6807\u68c0\u6d4b\u884c\u60c5\u8870\u7aed\u4fe1\u53f7\u3002<\/li>\n\n\n\n<li>\u9002\u7528\u4e8e\u6709\u4e00\u5b9a\u5224\u65ad\u8d8b\u52bf\u53cd\u8f6c\u80fd\u529b\u7684\u7b56\u7565\u3002<\/li>\n<\/ul>\n\n\n\n<h5 class=\"wp-block-heading\"><strong>4. \u79fb\u52a8\u6b62\u76c8\uff08Trailing Take Profit\uff09<\/strong><\/h5>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4e0e\u79fb\u52a8\u6b62\u635f\u7c7b\u4f3c\uff0c\u968f\u7740\u4ef7\u683c\u4e0a\u6da8\u4e0d\u65ad\u62ac\u9ad8\u6b62\u76c8\u70b9\u3002<\/li>\n\n\n\n<li>\u53ef\u4ee5\u6355\u6349\u201c\u8d85\u989d\u6536\u76ca\u201d\uff0c\u4f46\u9700\u63a7\u5236\u8fc7\u5ea6\u56de\u5410\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u56db\u3001\u9ad8\u7ea7\u6280\u5de7\uff1a\u6b62\u76c8\u6b62\u635f\u7ec4\u5408\u7b56\u7565<\/strong><\/h2>\n\n\n\n<p>\u73b0\u5b9e\u4ea4\u6613\u4e2d\uff0c\u5355\u4e00\u65b9\u6cd5\u96be\u4ee5\u5e94\u5bf9\u5404\u79cd\u884c\u60c5\uff0c\u5e38\u89c1\u505a\u6cd5\u662f<strong>\u591a\u65b9\u6cd5\u7ec4\u5408<\/strong>\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u56fa\u5b9a\u6b62\u635f + \u6280\u672f\u6b62\u76c8\uff1a\u7b80\u5355\u7a33\u5b9a\uff0c\u907f\u514d\u8d2a\u5a6a\u3002<\/li>\n\n\n\n<li>ATR\u6b62\u635f + Trailing\u6b62\u76c8\uff1a\u9002\u5e94\u6ce2\u52a8\uff0c\u8ffd\u6c42\u5229\u6da6\u6700\u5927\u5316\u3002<\/li>\n\n\n\n<li>\u76c8\u4e8f\u6bd4\u63a7\u5236 + \u6307\u6807\u8f85\u52a9\uff1a\u63a7\u5236\u6574\u4f53\u98ce\u9669\u7ed3\u6784\uff0c\u9002\u7528\u4e8e\u590d\u6742\u7b56\u7565\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e94\u3001\u5b9e\u76d8\u90e8\u7f72\u5efa\u8bae<\/strong><\/h2>\n\n\n\n<ol class=\"wp-block-list\">\n<li><strong>\u52a0\u5165\u56de\u6d4b\u7cfb\u7edf<\/strong>\uff1a\u6240\u6709\u6b62\u76c8\u6b62\u635f\u89c4\u5219\u90fd\u5e94\u7eb3\u5165\u56de\u6d4b\u903b\u8f91\uff0c\u9a8c\u8bc1\u5176\u957f\u671f\u6548\u679c\u3002<\/li>\n\n\n\n<li><strong>\u52a8\u6001\u8c03\u6574\u53c2\u6570<\/strong>\uff1a\u53ef\u6839\u636e\u6ce2\u52a8\u7387\u3001\u4ea4\u6613\u9891\u7387\u9002\u5f53\u8c03\u6574\u6b62\u76c8\u6b62\u635f\u9608\u503c\u3002<\/li>\n\n\n\n<li><strong>\u91cd\u89c6\u624b\u7eed\u8d39\u4e0e\u6ed1\u70b9<\/strong>\uff1a\u7279\u522b\u662f\u9ad8\u9891\u7b56\u7565\uff0c\u5c0f\u5e45\u6b62\u635f\u53ef\u80fd\u56e0\u6210\u672c\u8fc7\u9ad8\u5bfc\u81f4\u7b56\u7565\u5931\u6548\u3002<\/li>\n\n\n\n<li><strong>\u5b9a\u671f\u8bc4\u4f30\u6548\u679c<\/strong>\uff1a\u6b62\u76c8\u6b62\u635f\u8bbe\u7f6e\u4e0d\u5b9c\u4e00\u6210\u4e0d\u53d8\uff0c\u5e94\u6839\u636e\u5e02\u573a\u73af\u5883\u52a8\u6001\u4f18\u5316\u3002<\/li>\n<\/ol>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u516d\u3001\u603b\u7ed3<\/strong><\/h2>\n\n\n\n<p>\u91cf\u5316\u4ea4\u6613\u7684\u9b45\u529b\u5728\u4e8e\u201c\u7eaa\u5f8b\u5316\u201d\uff0c\u800c\u6b62\u76c8\u6b62\u635f\u6b63\u662f\u5b9e\u73b0\u7eaa\u5f8b\u4ea4\u6613\u7684\u5173\u952e\u624b\u6bb5\u3002\u4e00\u4e2a\u5b8c\u5584\u7684\u7b56\u7565\uff0c\u4e0d\u4ec5\u9700\u8981\u4f18\u79c0\u7684\u8fdb\u573a\u903b\u8f91\uff0c\u8fd8\u5fc5\u987b\u6709\u6e05\u6670\u3001\u7a33\u5b9a\u3001\u53ef\u9a8c\u8bc1\u7684\u79bb\u573a\u673a\u5236\u3002<\/p>\n\n\n\n<p><strong>\u771f\u6b63\u6210\u719f\u7684\u7b56\u7565\uff0c\u5f80\u5f80\u80dc\u5728\u9000\u51fa\u89c4\u5219\u7684\u5408\u7406\u6027\u3002<\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u5728\u91cf\u5316\u4ea4\u6613\u4e2d\uff0c\u7b56\u7565\u7684\u6838\u5fc3\u4e0d\u53ea\u662f\u5f00\u4ed3\u903b\u8f91\uff0c\u66f4\u91cd\u8981\u7684\u662f\u5982\u4f55\u5e73\u4ed3\u3002\u4e00\u4e2a\u7f3a\u4e4f\u826f\u597d\u6b62\u76c8\u548c\u6b62\u635f\u673a\u5236\u7684\u7b56\u7565\uff0c\u5373\u4f7f\u6709\u51c6\u786e\u7684\u8fdb\u573a&#8230;<\/p>\n","protected":false},"author":1,"featured_media":10475,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[8],"tags":[],"class_list":["post-10469","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-tick-data-wiki"],"acf":[],"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10469","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/comments?post=10469"}],"version-history":[{"count":5,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10469\/revisions"}],"predecessor-version":[{"id":10474,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10469\/revisions\/10474"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media\/10475"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media?parent=10469"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/categories?post=10469"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/tags?post=10469"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}