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一般情况下,胜率的提高必然会导致盈亏比的下降,比如日内高频;而盈亏比的提高必然会导致胜率的回落,比如隔夜趋势。那如何才能在二者之间找到一个平衡点,来保持交易系统的正期望值?如何根据二者之间的相互制约平衡选择入场时机,控制止损止盈幅度呢。
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以前我也是这样想。后来发觉根本就没有什么平衡点的。市场给多少就赚多少,保持小亏小赚,不要大亏,回撤控制住。偶然大赚。这样才行
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中线空单开始进入了

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