止盈和回撤线的设置 – Quantitative Trading

Today I launched the strategy to monitor the three stocks I selected using my screener and quickly noticed several issues.

First, the strategy didn’t seem to respond as expected. I added print statements to confirm when the if condition was triggered, and it was reassuring to see that part working correctly.

Next, I introduced highest_price and trailing_stop_line to observe how the stop-loss logic behaved. I realized that using a fixed 0.5% drawdown threshold was too rigid and not adaptive to each stock’s price level.

For example, a 0.5% drawdown on a $20 stock results in a $0.10 move — which equates to a $100 loss on 1,000 shares. This flat percentage approach doesn’t scale well across different stock prices.

I’m now trying to figure out how to adjust the drawdown more precisely

price	drawdown ratio	drawdown range	share	amount	holding	rate
5	0.005	2.5c	1000	25	5000	0.005
10	0.005	5.0c	1000	50	10000	0.005
15	0.005	7.5c	1000	75	15000	0.005
20	0.005	10.0c	1000	100	20000	0.005
25	0.005	12.5c	1000	125	25000	0.005
30	0.005	15.0c	1000	150	30000	0.005
35	0.005	17.5c	1000	175	35000	0.005
40	0.005	20.0c	1000	200	40000	0.005
45	0.005	22.5c	1000	225	45000	0.005
50	0.005	25.0c	1000	250	50000	0.005
55	0.005	27.5c	1000	275	55000	0.005
60	0.005	30.0c	1000	300	60000	0.005
65	0.005	32.5c	1000	325	65000	0.005
70	0.005	35.0c	1000	350	70000	0.005
75	0.005	37.5c	1000	375	75000	0.005
80	0.005	40.0c	1000	400	80000	0.005
85	0.005	42.5c	1000	425	85000	0.005
90	0.005	45.0c	1000	450	90000	0.005
95	0.005	47.5c	1000	475	95000	0.005
100	0.005	50.0c	1000	500	100000	0.005