VaR · CVaR
analysis_varCalculate VaR and CVaR from historical K-line returns to estimate single-candle risk, and use as a stop-loss reference: stop-loss should be at least single-candle VaR × leverage.
Instructions
直连版:拉取 K 线推导收益率,按历史模拟法计算置信度下的 VaR 与 CVaR(负值=损失;度量标的单根 K 线尾部风险,非账户绩效)。可作止损距离参考:止损应 ≥ 单根 VaR × 杠杆,否则易被正常波动扫损。
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| limit | No | ||
| symbol | Yes | ||
| interval | Yes | ||
| confidence | No | 置信度(0.5~0.99) |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| var | Yes | ||
| cvar | Yes | ||
| confidence | Yes | ||
| sampleCount | Yes |