交易系统的构建原则：
工具要少，避免过度分析和分析结果矛盾
规则明确，避免下单迟疑
主观定向（方向判断具有时效性、需要一定的主观成分）
客观入场（模型单一、保证交易一致性）
重视出场和持仓管理设计（去掉大亏、保留小赚、小亏、不赚不亏、大赚）
严格风控（各种情况下产生回撤时候的处理原则和执行方案）
Edited 30 Sep 2024, 15:23
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