论信号的稳定性和持久性。社区里有很多高盈利率的信号,最大回撤也比较大,这是 必然的。如何评价一个信号的稳定性 :夏普比,尽量大;还有一个指标,我采用的是:平均月收益率 大于 0.5倍的最大回撤 。如何衡量持久性?1.历史数据越多越好 ,交易量越大越好;盈利因子越大越好。
我有两个系统, 盈利很稳定,回撤控制得很好。根据本次比赛的规矩 ,我的排名不是很好,但是具有稳定性和持久性 。我自己很满意。欢迎大家关注
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