Reverse feedback is good, but the real disk does not work, it is not exactly the same but at least roughly in the same direction, reverse feedback is as good as painting the real disk is crap.
The Little DreamIn the sample, outside the sample, whether the strategy is high frequency etc. all these have an impact, normal phenomena.
efc645cgxThe slippage point, the re-measurement point, etc. needs to be adjusted by you according to the actual situation. Especially the high-frequency strategy slippage is unavoidable, many times slowed down by a few milliseconds, the transaction has been eaten by other traders. I myself eventually found that the financial resources could not cope with other giants, so now I only run the low-frequency strategy.
zzyrt2If this is the case, what is the meaning of retesting. I'm having the same problem. Can you elaborate?