好的趋势跟踪交易系统需要满足很好的稳定性,在市场里能够长期稳定获利。即在较长的时间理,模型不会因为市场的变化失效,同时要避免盈利的大幅波动,比如短期内盈利较高,长期则无法实现稳定盈利的现象。在设计时,尽量做到原理简单,指标简化,不需要有过多太复杂的参数。通常行情在大多数时候是震荡的无趋势状态,趋势上的获利能带来大量的收益,如果能弥补震荡行情中的亏损,则策略也是有效的。 Good trend tracking trading system needs to meet the very good stability in the market to long-term stable profitability. That is to say, in a long time, the model will not fail due to changes in the market and avoid the volatility of earnings. For example, in the short term, the profit will be high and the long-term profitability will not be stable. In the design, as far as possible to achieve the principle of simple, simplified indicators, do not need to have too many complex parameters. Usually the market is oscillating at no time most of the time trendless, the trend of profit can bring a lot of gains, if you can make up for losses in the volatile market, the strategy is also effective.