昨天搞到后半夜，把马丁策略搞定了，在开仓和加仓上面做了优化……结果还是惨不忍睹。任何形式的马丁都抗不住一去不回调的大单边——加仓间隔大意味着回本时回调的间隔也加大，也意味着效率低下。加仓间隔小，遇见极端行情死的更惨。加仓手数优化同样意味着回本间隔的加大和效率的降低……这种取巧的交易系统，无论如何优化，最终还是经不过市场的考验，反向对冲也是如此。感觉还是继续研究缠论的程序化靠谱些
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