问个trailing stop order的问题。 - 未名空间MITBBS历史存档

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问个trailing stop order的问题。

问个trailing stop order的问题。# Stock

g*l2011-01-04 08:01

1 楼

刚才下了一单，结果卖在了很低的价格。想问问哪里搞错了。
trailing stop order
Stock price $56.24
stop price $55
Trail by Amount $.1
sold at $56.27 a few minutes later.
Can anybody tell me what's wrong with my order?
Thanks!

r*m2011-01-04 08:01

2 楼

trail by 0.10？
这就是你的股票从任何一个位置跌一毛钱，就触发卖单。

n*p2011-01-04 08:01

3 楼

Why do you have both a stop price and a trailing amount?
I think in a trailing stop order, the stop price is automatically
calculated. Since your trailing amount is $.1, the actual stop price
should be
MAX(previous stop price, current price-0.1)
and the initial stop price should be (your buy price -0.1).
Clearly the stock price reached $56.37, which generates a stop price
of $56.27. Later when the stock price dropped to $56.27, your stock was
sold.

【在 g***l 的大作中提到】

: 刚才下了一单，结果卖在了很低的价格。想问问哪里搞错了。
: trailing stop order
: Stock price $56.24
: stop price $55
: Trail by Amount $.1
: sold at $56.27 a few minutes later.
: Can anybody tell me what's wrong with my order?
: Thanks!

g*l2011-01-04 08:01

4 楼

谢谢，知道啦！
It's will be better to set trailing by $0.5? But I didn't see the stop price
move.