通知一下:由于本策略近期浮亏有略显增加的现象,为了防范于未然我们计划过滤1-2层单量,第三层左右的仓位与第一层仓位大致一样。
这样做有利有弊:
优点进一步提高了策略的稳定性
缺点减少了前两层的利润
具体该如何取舍我们会在实践过程中总结提炼,谢谢。
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