下午弄的一组数据,市场节奏变化导致结果变化
今天开始搞美日的策略,用的一个标准波动平仓策略,倒序测试,2023,2022年数据非常亮眼,后面的2019-2021就不太理想了,并且明显行情进入另外一种节奏,波动率明显小于2022和2023,这组参数肯定不行,放弃。
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