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原文链接: https://www.brookstradingcourse.com/ask-al/structuring-limit-stop-order-trades/ 生成时间: 2026-08-31 15:07
Limit and stop order trades probability? BPA trading room Q&A: January 27, 2016
限价单和停损单交易的概率？BPA交易室问答：2016年1月27日
Question: When buying with limit orders, how does the probability need to play versus stop orders? 40 percent? 60 percent? Video duration: 2min 32sec
问题：用限价单买入时，概率需要如何与停损单相比？40%？60%？视频时长：2分32秒
You can also view this video on Al’s YouTube Channel if needed.
如有需要，你也可以在Al的YouTube频道上观看此视频。
Using wide stop, scaling in
使用宽止损，分批加仓
Well, it’s a little bit tricky. When I’m buying with limit orders, or selling with limit orders , I’m usually using a wide stop and scaling in. Therefore, my risk is big. You can only take a big risk trade if one thing is true, and that is that your probability of winning is true, and that’s what scaling in does. It gives you a much higher probability of winning.
嗯，这有点复杂。当我用限价单买入或卖出时，我通常会使用宽止损并分批加仓。因此，我的风险很大。只有在一种情况下，你才能承担高风险交易，那就是你的胜率是真实的，而分批加仓正是为此而设计的。它能让你获得更高的胜率。
Stop order probability
停损单的概率
I know what you’re saying; you’re saying if you look at the high of a bar, bar 31. Do the bulls have more than a 40 percent chance, more than a 60 percent chance, buying with a stop order? The bears, if they sell the 31 high, do they have only a 40 percent chance of success? Do they have a 60 percent chance of success? Is probability always within that 40 to 60 percent band?
我知道你在说什么；你说如果看31号K线的最高点，多头用停损单买入，胜率是否超过40%，超过60%？空头如果卖出31号K线的最高点，他们的成功率只有40%吗？他们有60%的成功率吗？概率是否总是处于40%到60%的范围内？
Buy or sell anytime – 90% of the time!
随时买入或卖出——90%的时间都是如此！
If you look at the course, I tried to make it clear that 90 percent of the bars on the chart you can buy or sell at any instant, and make money. 10 percent of the bars on any chart look like this [B25-B27] and you really can only make money buying. But if you’re not in a situation like these three bars, at the end of the day, we’ll have three bars out of 81 where there’s a very high probability, much higher than 60 percent chance that we knew what the market was going to do next.
如果你看了课程，我试图说明的是，图表上90%的K线你随时都可以买入或卖出并获利。图表上10%的K线看起来像这样 [B25-B27]，你只能通过买入才能获利。但如果你不处于像这三根K线这样的情况，到最后，我们在81根K线中只有三根，其概率非常高，远高于60%，我们知道市场接下来会做什么。
General rule for probability
概率的一般规则
However, three out of 81 — that’s about 4 percent, right? A general rule is about 10 percent of the bars on the chart are high probability — 60 percent or higher that you know what the market’s going to do over the next few bars. But, 90 percent of the bars on the chart you’re never really that certain it’s below 60 percent, and sometimes it’s only 40 percent, so if you’re buying with a stop or buying or selling with a limit order or buying with a limit order, no matter how you’re entering, probability is just not as high as you want, and you can increase your probability by using a wide stop and scaling in.
然而，81根K线中有三根——这大约是4%，对吧？一般规则是，图表上大约10%的K线具有高概率——60%或更高，你知道市场在接下来的几根K线中会做什么。但图表上90%的K线，你从来都不会那么确定，概率低于60%，有时只有40%，所以无论你是带止损买入，还是用限价单买入或卖出，无论你如何入场，概率都不会像你想要的那么高，你可以通过使用宽止损和加仓来提高概率。
Structure and manage your trade
构建和管理你的交易
So as far as stop versus limit orders, 90 percent of the bars, the probability for the bull case or the bear case is between 40 and 60 percent, which allows traders to structure a short, or structure a long. Whenever the probability is 40 to 60 percent, you probably have 90 percent chance of being profitable, if you can structure your trade correctly, and manage it correctly.
所以，就止损单与限价单的比较而言，90%的K线中，多头或空头的概率在40%到60%之间，这允许交易者构建一个短线头寸，或构建一个长线头寸。只要概率在40%到60%之间，如果你能正确地构建和管理你的交易，你就有90%的概率获利。
Al Brooks
阿尔·布鲁克斯
Information on Al’s Online day trading room
关于阿尔在线日间交易室的信息