mike
657dc41c46
- OKX交易自动化 (okx-auto-position, okx-crypto, okx-exchange) - 交易信号处理 (signal-confirmation-templates, trading-signal-aggregator) - 量化因子挖掘 (quant-factor-mining) - 长桥集成 (longbridge-cli, longbridge-python-sdk) - 六合彩分析 (lottery-hk) - 股息投资 (dividend-investing, dividend-scanner) - 日内交易 (intraday-trading) - 同花顺 (tonghuashun)
65 lines
2.2 KiB
Markdown
65 lines
2.2 KiB
Markdown
# TP/SL Evaluation Guide for OKX Contracts
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## How to Evaluate a TP/SL Setup
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### Step 1: Gather Data
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- Entry price, current price, TP trigger, SL trigger
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- Liquidation price (from position details)
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- 7-day OHLCV data for the asset
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### Step 2: Calculate Key Metrics
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| Metric | Formula | Good | Bad |
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|:---|:---|:---|:---|
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| Risk:Reward | (TP - entry) / (entry - SL) | ≥ 1.5 | ≤ 1.0 |
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| SL distance % | (entry - SL) / entry × 100 | > daily avg range | < daily avg range |
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| SL vs Liquidation | SL price vs liq price | Wide gap | Close to liq |
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| TP vs 7d High | Compare | Below 7d high | Above 7d high (needs breakout) |
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| Breakeven win rate | 1 / (1 + R:R) | < 40% | > 50% |
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### Step 3: Common Issues
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**Issue: Stop loss too tight**
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- Symptom: SL distance < asset's average daily range
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- Example: 0.76% SL on an asset with 5% daily volatility
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- Fix: Widen SL to at least 1.5× the daily ATR (Average True Range)
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**Issue: TP unrealistic**
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- Symptom: TP is above the 7-day high for longs
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- Fix: Set TP within the recent range, or use trailing stop instead
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**Issue: R:R too low**
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- Symptom: Win/loss amount ratio ≤ 1:1
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- Fix: Either widen TP or tighten SL (but not too tight!)
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- Rule: With R:R of 1:1, you need >50% accuracy to profit. With 2:1, you only need >33%.
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**Issue: SL at round number**
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- Symptom: SL at exactly $1,000, $1,100, etc.
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- Fix: Offset by 0.5-1% (e.g., $1,005 or $995) to avoid stop hunts
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### Step 4: Report Template
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```
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📊 TP/SL 评估
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━━━━━━━━━━━━━
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入场: $X | 当前: $Y | 浮盈/亏: Z%
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止盈: $TP (+A%) | 止损: $SL (-B%)
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清算价: $Liq (距 SL: C%)
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盈亏比: R:R
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SL 距当前: D% (日均波动: E%)
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TP vs 7日高: F
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评价: ✅合理 / ⚠️需调整 / ❌风险过高
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建议: ...
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```
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## OKX-Specific Notes
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- OKX OCO orders: TP and SL are paired — one triggers, the other cancels
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- `tpOrdPx: "-1"` means market price execution on trigger (guaranteed fill but possible slippage)
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- `slOrdPx: "-1"` same for stop loss
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- `mgnMode: "isolated"` = only the margin amount is at risk (not cross-margin)
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- `mgnRatio` < 1.0 means close to liquidation
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- `uplRatio` is unrealized PnL as a fraction of margin (e.g., -0.024 = -2.4% of margin)
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