Tell the most memorable trading mistake I’ve made.

That was when I first started building quantitative trading systems.

The system generated a short signal. I glanced at it and thought, “The direction isn’t right,” so I didn’t execute it.

If I had placed that trade, the profit factor would have been 4R.

What was even scarier is that later I “made my own judgment” and entered a long position—then I stopped out.

That day taught me something: I design systems because I don’t trust my own intuition. If I don’t trust the system, then what’s the point of having one?

From that day on, I no longer “override” the system’s signals.

#量化交易 #交易纪律 #system trading
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