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在构建有效的交易系统时,首先应当注意的是不要受幻想的驱使去构建那虚无缥缈的空中楼阁,因为其代价是昂贵的,我们不得不立即推到它们,由此便会产生痛苦和悲哀。 其次,如果亏损来自于轻率或愚昧时,或者部份来自于自己的错误,考虑如何去避免愚蠢和错误则是有益的。

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