01
趋势跟踪为何历经每十年仍存在
Markets trend because information spreads unevenly and positioning adjusts slowly. Trend systems don't predict — they react late on purpose, taking a small, structural edge that has persisted in FX, commodities and indices for as long as we have price data.
The price you pay: frequent small losses in ranges, punctuated by the occasional large win when a real trend develops. Most people fail at trend trading not because the edge is gone but because they can't sit through the losing streaks.
02
一套具体的四规则系统
| Decision | Rule | Tool |
|---|---|---|
| Regime | Long only above the 200-EMA, short only below | 200-EMA |
| Setup | Pullback to the 20-EMA inside the trend | 20-EMA |
| Trigger | Bullish engulfing / pin bar at the pullback | Price action |
| Exit | Stop below the signal candle; trail with the 20-EMA | ATR / EMA |
PriceEMA 9EMA 21
Run it on 20 demo trades before funding it. A system you haven't executed twenty times in a row isn't yours yet.
03
仓位大小就是策略
Risk a fixed fraction — 1% of account per trade is the standard — and size the position from the stop distance, never the other way around. With a 2:1 average reward-to-risk, a 45% win rate compounds; with random sizing the same signals bleed out.
Fixed 1% risk per tradeSame signals, no stop discipline