过度优化在实战中会跑输 by myfirst

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cn-money · @myfirst · (edited)
$144.25
过度优化在实战中会跑输
半夜三更，还有几个人在工作，都进入了梦香了，在上篇文章中我介绍到马丁交易策略，之前的实战是跑输市场，重新整理思路后，计算了5个月的数据，今晚写了300多行代码，回测了几个月的数据，还有30多个坑没填，以及移动止损功能未增加，移动止损加入后，资金曲线应该会增加5-10倍， 目前的测试只抓了50个点，应该是非常完美.<br>
http://steemit.marketing/wp-content/uploads/2017/09/04-5.jpg<br>
USDJPY  一个月的数据回测<br>
跑出的图虽然很舒服，但实战中，还会有不同的坑出来，造成亏损或者少赚，交易中的K线是随时变化，没有任何一个时间段走势是一样的，马丁交易策略我不建议大家手工去做，大概率会跑输市场， 改进之后，成功的概率明显增加，失败次数减少， 在实际部署到服务器之前，需要大量的测试<br>
http://steemit.marketing/wp-content/uploads/2017/09/06-1.jpg<br>
http://steemit.marketing/wp-content/uploads/2017/09/05-4.jpg<br>
刚刚在测试的时候，遇到这种图形， 这是常说的打脸图形，外汇期货往往在上涨和下跌之后， 在一个平台进行整理，再决定方向， 启动之前往往会抽风，向下诱空打脸，再往上拉，或者诱多往下打， 这种即能做多，又能做空的走势打出来， 是做还是不做， 往往风险大于机会， 如果在程序中不去处理，这里注定要输钱， 这种处理不算是优化，是必须填的坑， 许多是我们想不到的坑， 在网络上有人销售自己的策略程序，非常漂亮的资金曲线图，但实际上这些应用跑不过市场， 那是因为过度优化，写程序是需要优化，但不需要过度优化.  <br>
http://steemit.marketing/wp-content/uploads/2017/09/07.jpg<br>
在没有加入移动止损能跑出这个成绩，算很不错了，成功大于失败的次数，回撤小， 明天继续补丁这个策略.
👍  , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , and 87 others
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vote details (151)
@humaidi · 
very good..
nice post..
👍  
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@hasnainbwn · 
i up vote your post please up vote my post sir your rank is so good my id is hasnainbwn if you vote i vote your every post
👍  
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vote details (1)
@rizwanjumani · 
nice try
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@fr3eze · 
This won't works gal
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@ugetfunded · (edited)
I tried to search Martin's Trading Strategy at Google and there were many with the same name. Where can I get the details on it? Any help will be appreciated. I'm relatively new in the crypto world but my aims and enthusiasm for decentralized money are skyrocketing at the moment. So, trying to learn more and more everyday from leaders like you. 

Keep posting @myfirst. 

Steem on!
👍  
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vote details (1)
@alfa-good · 
very good post. thank you for sharing the story, success is always friends! I want to like you post. but not yet. guide this friend!
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@shenchensucc · 
数据看起来好漂亮。一哥加油。
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@floisand · 
这算成功预测吗？我也喜欢这个。有机会可以一起研究  我新注册的帐号 以后可以一起玩
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@rizwanjumani · 
nice
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@katinababbie · 
@myfirst We need remain informed and concentrate on things that are hidden from the majority.
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@valenesiana · 
@myfirst The online market place is a wonderful industry for truth of the matter and lies. Now it is actually quite challenging to acknowledge where by the reality is.
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@wilkinshui · 
過度優化出來的程式可能跟本不符合交易常理，最後MDD變大可能也是理所當然的事。
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@emmalynnemiriam · 
@myfirst Awesome posts sir... I thoroughly concur along with you. Adore it..
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@junetteelisabet · 
@myfirst Amazing job! Followed.
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@guyverckw · 
一哥什麼時候把這個放到實戰呀?
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@rivalhw · 
对的，在其它行业里也一样，过度优化会导致本末颠倒甚至得不偿失
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@orhun · 
@myfirst Your generate up is spectacular. Mad regard for sticking as a result of many of the hardships, Many of us would've Give up A great deal before..
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@katauta · 
@myfirst Thank you for the function, I invite you to evaluate my function..
👎  , , ,
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vote details (4)
@lucknie · 
🇨🇳青年需要加油哇！
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@nanannefianna · 
@myfirst Thanks for sharing your activities with finding up and jogging. The 1st yrs tend to be the hardest. We are at our for six yrs non-halt.Carry on Performing at it. Perseverance and exertions tend to be the keys to results.
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@eadabrinn · 
@myfirst Thanks for your work sir.... Love it.
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author_reputation-782,227,956,386
root_title过度优化在实战中会跑输
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