趋势跟踪策略经常会出现连续亏损，盈利大幅回吐或者盈利变亏损。这就是趋势跟踪的门槛，或者说是护城河。
趋势跟踪策略是简单的，但却是所有交易系统里最难的，因为他对人的要求是最高的，技术上的问题，都可以通过学习和复制，但是心态上的问题却要靠自己修行，如果修行的方向错了，还要浪费很多光阴和金钱，而时间却是最大的成本。
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