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致跟单的朋友: 抱歉让各位朋友承受一个不少幅度的亏损。这次亏损的原因在于在夜间行情波动较淡时放大了起始手数(1w美金对应0.06手)去获得更大的利润(马丁的本质就是做波动),后面行情是夜间走出不回调的800点行情,1w美金对应持仓25手多单,手数严重超标,只好按照风控规则浮亏5000(1w美金)砍仓,虽然行情最后回调了砍在最低点了,但不去赌是正确的,总会有赌输的一次。 后续经过复盘测试优化后,欧元马丁高度依赖人工风控,结合近期全球经济衰退,地缘政治局势不稳,美元波动放大导致欧元波动放大,欧元马丁和策略风险远大于收益,决定删掉欧元马丁,转为AUD+NZD+CAD的马丁策略+黄金TTPS趋势回调非马丁策略。 AUD+NZD+CAD的交叉盘货币回归性更强,排除美元因素干扰。这个马丁策略加仓间距更大,交易频率更低,回测10年是带止损无伤通关 (欧元之前测的是0.01手起步带5000止损过,半年多一来0.01手起步确实也没有超预期,主要是波动率不好控制,要么不赚钱,要么大浮亏赚一点点,盈亏比不合理,手数放大后就超预期了)

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