前段时间测了各种马丁ea，最近又研究了凯利公式，结论就是只要你的系统不是正收益的，那爆仓是早晚的事情。凯利公式是基于利润最大化设计的，在股市里用用还行，在杠杆市场里需要考虑风险最大化，连续止损的情况。所以我现在对短期暴利手法已经不抱任何期望了，按我操作手法，每月能有百分之十的安全收益就不错了
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