Many people say that my contract has nearly 40,000 trades in a month, it must be done by quantitative methods, right? In fact, it is purely manual operation. If I chose to use quantitative methods, I would be wasting my time watching the market and looking at the points; I might as well bring a bucket to go fishing every day.
This trading frequency of 39,000 trades is not an average of 1,300 trades or orders per day, but rather I divide the total account of the contract into many parts, focusing daily on three major currencies. For each currency, I break down the support within each 24-hour period into several positions to enter the market in batches. At the same time, I also set multiple take-profit targets in advance for the daily rebound, because the positions are large and the layouts for entry and take-profit are quite dense, so the average daily trades exceed a thousand. All of this is purely manual operation. It's not something that can be done without being very skilled. I don't like to hold contracts for the medium to long term; during particularly good market conditions, I hold for a maximum of 72 hours and take profits. Even if the market retraces by 600 points in a single day, I will add to my positions. In a one-sided market, I roll over my positions multiple times a day, and since I take profits frequently, the number of trades increases. Speed of execution is the primary factor. This is my golden touch.