Discussion about Stock, Commodity and Forex Trading.
关于股票、商品和外汇交易的讨论。
مناقشة حول الأسهم والسلع وتداول العملات الأجنبية.
Any information shown in any part of this website do not promise any movement, gains, or profit for any trader or non-trader.
It is reminded that each country has different set of rules, legality or culturally. Anyone should not take on what is in this forum or anywhere before consider the difference.
Please do not spam or post any illegal stuff in this Forum. All spammers will be completely banned. (Read terms)
Posted by 姆少表
- October 31, 2025, 10:25:09 AM应对价差宽度、滑点和价格执行问题
交易者经常抱怨，他们预期的交易入场价格在实际执行时往往远低于预期——例如，他们下达限价单或市价单，预期成交价格为某个价格，但实际成交价格却更低，或者滑点侵蚀了他们的利润。当市场波动性较高，或交易非主要货币对（外汇）或交易量稀少的股票时，这种情况尤为常见。
展望2025年，随着算法交易的普及和流动性分散化（多个交易场所、ECN、暗池），图表上的标称价格并不总是与最终成交价格完全一致。报价填充、延迟套利和其他订单簿操纵行为会导致价格缺口、幽灵订单或延迟成交。例如，"填充"订单（大量虚假订单）会营造出流动性充裕的假象，而这种假象会在你尝试交易时瞬间消失。
因此，交易者可能会发现，由于执行摩擦，他们基于预期入场/出场点位的风险计算失效，导致最终结果比预期更糟。
如何克服这个问题
a) 在流动性高的交易时段进行交易：对于外汇交易，利用伦敦或纽约的重叠时段；对于股票交易，在市场活跃时进行交易。流动性可以降低滑点并提高执行效率。
b) 尽可能使用限价单：不要总是使用市价单，而是使用计划价格水平的限价单。这有助于培养交易纪律，并避免支付过高的点差/滑点。
c) 检查经纪商/执行质量：在类似本论坛或Reddit的平台上，交易者经常比较不同经纪商的点差、执行速度和滑点报告。选择信誉良好、隐性成本低的经纪商。
d) 将"执行风险"纳入风险模型：在计算风险（止损位、仓位大小）时，要预留一定的滑点/成交风险。例如，如果您设定的止损位为50个点，则假设实际亏损可能为55-60个点。
e) 避免在重大新闻/事件前后进行交易：波动性飙升通常会扩大价差、增加滑点，并且可能导致成交价格更差。此时应暂停交易或减少交易量。
交易者经常抱怨，他们预期的交易入场价格在实际执行时往往远低于预期——例如，他们下达限价单或市价单，预期成交价格为某个价格，但实际成交价格却更低，或者滑点侵蚀了他们的利润。当市场波动性较高，或交易非主要货币对（外汇）或交易量稀少的股票时，这种情况尤为常见。
展望2025年，随着算法交易的普及和流动性分散化（多个交易场所、ECN、暗池），图表上的标称价格并不总是与最终成交价格完全一致。报价填充、延迟套利和其他订单簿操纵行为会导致价格缺口、幽灵订单或延迟成交。例如，"填充"订单（大量虚假订单）会营造出流动性充裕的假象，而这种假象会在你尝试交易时瞬间消失。
因此，交易者可能会发现，由于执行摩擦，他们基于预期入场/出场点位的风险计算失效，导致最终结果比预期更糟。
如何克服这个问题
a) 在流动性高的交易时段进行交易：对于外汇交易，利用伦敦或纽约的重叠时段；对于股票交易，在市场活跃时进行交易。流动性可以降低滑点并提高执行效率。
b) 尽可能使用限价单：不要总是使用市价单，而是使用计划价格水平的限价单。这有助于培养交易纪律，并避免支付过高的点差/滑点。
c) 检查经纪商/执行质量：在类似本论坛或Reddit的平台上，交易者经常比较不同经纪商的点差、执行速度和滑点报告。选择信誉良好、隐性成本低的经纪商。
d) 将"执行风险"纳入风险模型：在计算风险（止损位、仓位大小）时，要预留一定的滑点/成交风险。例如，如果您设定的止损位为50个点，则假设实际亏损可能为55-60个点。
e) 避免在重大新闻/事件前后进行交易：波动性飙升通常会扩大价差、增加滑点，并且可能导致成交价格更差。此时应暂停交易或减少交易量。
-
Discussion Forum / 论坛 / منتدى للنقاش/ Diễn đàn thảo luận
- Blog / Privacy Policy-.
Disclaimer : The purpose of this website is to be a place for learning and discussion. The website and each tutorial topics do not encourage anyone to participate in trading or investment of any kind. Any information shown in any part of this website do not promise any movement, gains, or profit for any trader or non-trader.
By viewing any material or using the information within this site, you agree that it is general educational material whether it is about learning trading online or not and you will not hold anybody responsible for loss or damages resulting from the content provided here. It doesn't matter if this website contain a materials related to any trading. Investing in financial product is subject to market risk. Financial products, such as stock, forex, commodity, and cryptocurrency, are known to be very speculative and any investment or something related in them should done carefully, desirably with a good personal risk management.
Prices movement in the past and past performance of certain traders are by no means an assurance of future performance or any stock, forex, commodity, or cryptocurrency market movement. This website is for informative and discussion purpose in this website only. Whether newbie in trading, part-time traders, or full time traders. No one here can makes no warranties or guarantees in respect of the content, whether it is about the trading or not. Discussion content reflects the views of individual people only. The website bears no responsibility for the accuracy of forum member’s comments whether about learning forex online or not and will bear no responsibility or legal liability for discussion postings.
Any tutorial, opinions and comments presented on this website do not represent the opinions on who should buy, sell or hold particular investments, stock, forex currency pairs, commodity, or any products or courses. Everyone should conduct their own independent research before making any decision.
The publications herein do not take into account the investment objectives, financial situation or particular needs of any particular person. You should obtain individual trading advice based on your own particular circumstances before making an investment decision on the basis of information about trading and other matter on this website.
As a user, you should agree, through acceptance of these terms and conditions, that you should not use this forum to post any content which is abusive, vulgar, hateful, and harassing to any traders and non-traders.