손절 노이즈 점검

내 손절과 노이즈

Outside most of the noise. A stop 2.5 ATRs away is touched by normal wiggle alone in about 25% of trades held 12 bars. A stop-out here more often means the move went against you.

Your stop in ATRs

15 away with an ATR of 6: 2.50 ATRs.

When noise usually gets there

Half of all random paths have touched your stop after about 35 bars.

Target first, with no edge

With a target 12 away, pure chance reaches it first in 56% of trades. Your win rate has to beat 56% (plus costs) before this setup earns anything: that is the break-even line at 0.8 to 1.

The price here has no direction and no edge, so these are the stop-outs you would get from wiggle alone. Real prices trend, gap and cluster their wild hours, so treat the numbers as a floor for stop-outs, not a forecast.

교육 목적일 뿐 투자 자문이 아닙니다. 답은 귀하의 계좌나 시장이 아니라 입력하신 숫자에서 나옵니다. 시뮬레이션 결과는 가정이며 한계가 있습니다. 실제 거래에는 슬리피지, 갭, 변하는 승률, 감정이 있습니다. 레버리지 상품 거래는 돈을 빠르게 잃을 수 있으며 전부를 잃을 수도 있습니다. 위험 고지