When I built my first quantitative trading system, I stepped into three pitfalls.
Pitfall 1: Overfitting
Backtests looked unbelievably good, but the real trading blew up right after.
Reason: I tuned the parameters too closely to historical data.
Pitfall 2: Ignoring trading fees
Backtests showed profit of 50 bucks per trade, but after fees in live trading, it only left 15 bucks.
Your returns get cut by 70% straight away.
Pitfall 3: No stop-loss logic
“Quant systems won’t go crazy and place trades randomly.”
Until one time, a market move wiped out 20%, and I realized quant can also blow up.
The SYS series is something I built slowly after stepping into these three pitfalls.
No pitfalls, no system.
#TradingView #量化交易 #CryptoTrading
$BTC $XAUT $HYPE
Pitfall 1: Overfitting
Backtests looked unbelievably good, but the real trading blew up right after.
Reason: I tuned the parameters too closely to historical data.
Pitfall 2: Ignoring trading fees
Backtests showed profit of 50 bucks per trade, but after fees in live trading, it only left 15 bucks.
Your returns get cut by 70% straight away.
Pitfall 3: No stop-loss logic
“Quant systems won’t go crazy and place trades randomly.”
Until one time, a market move wiped out 20%, and I realized quant can also blow up.
The SYS series is something I built slowly after stepping into these three pitfalls.
No pitfalls, no system.
#TradingView #量化交易 #CryptoTrading
$BTC $XAUT $HYPE