0
Follow
0
Followers
我对布林线择时策略加上止盈线，回测历史一年的数据能有很高的回报,但是实盘就一直亏钱;并且切换周期,回测的结果就会变化很大,是不是因为策略深度拟合过去的数据了。现在很迷
Related Recommendations
How to Specify Different Versions of Data for the Rented Strategy by Its Rental Code MetadataAdvanced Tutorial for FMZ Quant platform Strategy WritingElementary Tutorial for FMZ Quant platform Strategy WritingGet Started with FMZ Quant PlatformSECURITY BUGI keep getting error: Exchange_GetAccount: Invalid ContractTypeWe have an incredibly profitable market making algorithm for sideways markets on Bitmex - but need expert to help eliminate wait times during downward volatility in the marketError with deribitLimitations of the backtesting engineHow to install ta-lib on linux docker?
Comment
All comments (5)
简而言之，用调优调出来的参数就是过拟合的，如果你的回测和实盘结果没什么大的差距可能就是犯了用过去决定未来这个错误，假设你是个外星人，来到地球上看到人们穿的短袖，于是你在准备了4个月再次穿着短袖来到地球上才发现很冷，大约是这种感觉吧
如果同一时期的回测和实盘结果相差很大则可能是延迟、滑点等细节造成的，这个比较好解决。
5 years ago
- 1