Study on the knowledge points of program trading sliding point in foreign exchange


Presumably, many investors are familiar with the sliding point of procedural trading, but they are not familiar with those who have just entered the foreign exchange market. What is the sliding point of procedural trading and how to avoid the impact of it are urgent for foreign exchange novices to understand. Well, in the following article, these two questions will be explained for you.

The so-called program trading slip point refers to the difference between the expected price and the actual transaction price of the trader. To avoid the influence of the program trading slip point, we can start from the following three aspects.

1、 Reducing the network delay probability in the process of programmed transaction

Network delay is a big killer of the sliding point in program trading. Investors should take all measures to find the fastest way to link their own programmed trading server to reduce the network delay probability;

2、 Avoid the time point of fast fluctuation in specific market

Some investors take a completely evasive approach to non-agricultural, clearing positions in the first 15 minutes of the data release. We can't predict the fluctuation speed of the market, so we can hold the mentality of "can't afford to hide". The non-agricultural publishing time is accurate to seconds. At this time, even if the sliding point is large, it will not have any impact on us;

3、 Improve the level of procedural transactions

In the process of procedural trading, the average profit points and loss points of large cycle trading level are larger than that of small transaction level. If the average profit point of large level model is 50, the average loss point is 30, the average profit point of small level model is 5, and the average loss point is 3. Looking back at the historical simulation panel, we can see that there is no difference between the two, but in the real disk, the large-scale model must be more effective than the small-level model.

In the above three methods, the third method can not reduce the sliding point, but reduce the effect of sliding point and keep the yield curve of investors. Of course, the impact of sliding point on everyone is different, which depends on the situation faced by investors at that time, and the specific situation needs to be analyzed in detail.

The above is to share with you the skills to avoid the impact of sliding point in procedural trading, hoping to help foreign exchange investors understand this part of knowledge.

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