如图所示,在回测周期以及策略保持不变的情况下,通过动态风控系统自动优化仓位结构,提高整体风险回报比。这次休整,主要做了两件事,新版交易策略构思,以及风控策略优化及自动化(自动化平保,自动计算亏损点等)。
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