本策略具体优化措施如下:
第一阶段优化:
EURUSD和AUDUSD过滤一层
USDJPY、EURJPY和USDCAD过滤一层
CHFJPY过滤两层
集成策略在此基础上增加一层,降低权重,集成策略以其他子策略为主。
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