最近1个多月在不停的测试自己的EA,以寻找一个比较合理和通用的参数,对于EA策略回测过得人都知道是个比较庞大的工作量,其中也有一些小的体会1.EA如果只适用于1.2个品种,说明这个EA很可能为了这个品种而设计,那么未来稳定盈利的概率就很小2.很多EA回测曲线非常好,简直可以说是圣杯,回撤小,回报高,这些曲线基本都是进行了过度优化来迎合以前的数据,未来的数据和行情都是不确定的,所以看到这种曲线直接跳过3.好的EA肯定是适用多品种的,因为很多底层逻辑是相同的,人性从未改变过。
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