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指点米金EA测评:sfe stealth(复测和新参数)

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 sfe stealth最近一周回撤,有客户问是否超出历史最大回撤,于是下载了最新的数据,测试并没有超出历史最大回撤,能有最大回撤的一半。不过这个想法是对的,不管单策略还是组合策略中出现超出历史最大回撤的情况,一定要对比历史,如果偏离就要暂停替换。

   组合策略也在这个情况下产生优势,单策略如果出现超出历史最大回撤,基本本金损失了不少,如果是组合策略,某一个策略出现了超出历史最大回撤,实际产生的损失降低了很多。

   另外这次复测筛选了品种,稍后发放新参数!


指点米金EA测评:sfe stealth(复测和新参数)



指点米金EA测评:sfe stealth(复测和新参数)


指点米金EA测评:sfe stealth(复测和新参数)


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