Futures Tutorials
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期货下单前先设好止盈止损
如果出场计划要等开仓后才补，期货订单就是不完整的。交易者应在点击买入或卖出前确定触发逻辑、仓位、杠杆和失效位置。
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Set TP and SL before futures orders go live
A futures order is incomplete if the exit plan is added later. Traders should define trigger logic, size, leverage and invalidation before pressing buy or sell.
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保证金档位会让仓位风险非线性放大
在期货和永续合约中，名义仓位变大可能进入更高维持保证金档位，因此杠杆风险并不是按直线增加。
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Margin tiers make size nonlinear
In futures and perpetuals, larger notional size can push a position into higher maintenance-margin tiers, so leverage risk does not grow in a straight line.
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止损更宽时仓位必须更小
加密市场波动放大时，如果止损距离变宽但仓位不变，实际亏损风险会被悄悄放大。更合理的做法是先重新计算仓位。
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Wider stops require smaller positions
When crypto volatility expands, keeping the same position size with a wider stop quietly increases dollar risk. The better response is to resize first.
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加密基差交易不是无风险收益
基差和资金费率策略看起来接近中性，但仍有执行、融资、强平、基准和退出风险。
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交易原油新闻，要先做确认过滤
WTI 和 Brent 会快速反应海湾地区消息，但交易者仍要用供应证据、航运状态、期限价差和仓位规则过滤噪音。
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Crypto basis trades are not free yield
Basis and funding strategies can look market neutral, but they still carry execution, financing, liquidation, benchmark and unwind risks.
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Trade oil headlines with a confirmation filter
WTI and Brent can react quickly to Gulf headlines, but traders still need confirmation from supply data, shipping conditions, spreads and position sizing.
