When I built my first quantitative trading system, I stepped into three pitfalls.
Pitfall 1: Overfitting
The backtest looked ridiculously good, but as soon as I went live, it fell apart.
Reason: I tuned the parameters too closely to the historical data.
Pitfall 2: Ignoring trading fees
In the backtest, I made 50 dollars per trade, but in live trading, after fees were deducted, I ended up with only 15 dollars.
My returns were cut directly by 70%.
Pitfall 3: No stop-loss logic
“Quant systems won’t do anything reckless.”
Until one time the market took me down by 20% in a single move—I realized quant trading can still blow up.
The SYS series was built slowly after stepping into these three pitfalls.
No pitfalls, no system.
#TradingView #量化交易 #CryptoTrading
$BTC $XAUT $HYPE
Pitfall 1: Overfitting
The backtest looked ridiculously good, but as soon as I went live, it fell apart.
Reason: I tuned the parameters too closely to the historical data.
Pitfall 2: Ignoring trading fees
In the backtest, I made 50 dollars per trade, but in live trading, after fees were deducted, I ended up with only 15 dollars.
My returns were cut directly by 70%.
Pitfall 3: No stop-loss logic
“Quant systems won’t do anything reckless.”
Until one time the market took me down by 20% in a single move—I realized quant trading can still blow up.
The SYS series was built slowly after stepping into these three pitfalls.
No pitfalls, no system.
#TradingView #量化交易 #CryptoTrading
$BTC $XAUT $HYPE