Short positions refer to investors selling a certain number of futures contracts. Short position closing refers to investing in the same commodity futures contract with the same delivery period and closing short positions.

Simply put, it is short position and liquidation. Short positions have increased, but the added value of positions is less than the current position, which belongs to active selling; Short positions decrease, but the added value of positions is less than the current quantity, which belongs to active buying.

Open the warehouse, open the warehouse. There are usually two operating modes in trading, one is bullish (buyer) and the other is bearish (seller). Whether you are long or short, placing an order is called "opening a position". It can also be understood that in trading, whether buying or selling, all new positions are called opening positions.

As a single admission opportunity, assuming that there is a certain amount of funds, the position can be allocated.

There are many different ways to set the opening amount:

1, subjective setting;

2. Determine the intervention amount according to the set amount of single transaction funds;

3. Determine the number of interventions according to the risk tolerance (stop loss amount).

Here, I agree with the third way, that is, according to the risk tolerance and the size of the stop loss space, the number of open positions is determined.

Futures terminology: the trading behavior of starting to buy or sell futures contracts is called "opening positions" or "establishing trading positions"

For example, an investor opened his position in 65438+February 15, and bought the Shanghai and Shenzhen 300 index futures 10 lots (sheets) in 65438+ 10, with a transaction price of 1400 points. At this time, he has a long position of 10. By 65438+February 17, investors saw that the futures price had gone up, so they sold six lots of 65438+ 10/0 stock index futures at the price of15. After the transaction, the actual position of the investor is only four hands. If the investor sells six open contracts of 65438+ 10 month stock index futures at the time of declaration, after the transaction, the actual position of the investor is not the original four hands, but the long position of 10 hand and the short position of 6 hands.