仓位上限与熔断

Lesson Overview

In "Grid & Range Strategies" → "动态网格设计", this lesson "仓位上限与熔断" builds knowledge you can apply immediately.

仓位上限和熔断必须在每次新增前检查，不能等网格全部建仓再看保证金。加倍补仓会使总量按几何级数增长。 逐层列数量→累计总量→检查预算/余量→新增前拒绝超限→标停机后旧仓与挂单处理。 本课作业：每层数量1、2、4、8，总上限10单位。前三层后是否允许第四层？累计数量是多少？

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸仓位上限和熔断必须在每次新增前检查，不能等网格全部建仓再看保证金。加倍补仓会使总量按几何级数增长。
• ▸逐层列数量→累计总量→检查预算/余量→新增前拒绝超限→标停机后旧仓与挂单处理。
• ▸本课作业：每层数量1、2、4、8，总上限10单位。前三层后是否允许第四层？累计数量是多少？

Practical Application

After studying, complete the companion practice lesson to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "动态网格设计"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of 仓位上限与熔断 on your own.