When I built my first quantitative trading system, I fell into three traps.
Trap 1: Overfitting
The backtest looked unbelievably good, but the system fell apart as soon as it went live.
The reason: I had tuned the parameters too closely to historical data.
Trap 2: Ignoring fees
The backtest made $50 per trade, but after fees, only $15 was left in live trading.
Returns were cut by 70% outright.
Trap 3: No stop-loss logic
“The quantitative system won’t make reckless trades.”
Then one market move wiped out 20%, and I learned that quantitative systems can blow up too.
The SYS series was gradually built after I learned these three lessons the hard way.
No pitfalls, no system.
#TradingView #量化交易 #CryptoTrading
$BTC $XAUT $HYPE
Trap 1: Overfitting
The backtest looked unbelievably good, but the system fell apart as soon as it went live.
The reason: I had tuned the parameters too closely to historical data.
Trap 2: Ignoring fees
The backtest made $50 per trade, but after fees, only $15 was left in live trading.
Returns were cut by 70% outright.
Trap 3: No stop-loss logic
“The quantitative system won’t make reckless trades.”
Then one market move wiped out 20%, and I learned that quantitative systems can blow up too.
The SYS series was gradually built after I learned these three lessons the hard way.
No pitfalls, no system.
#TradingView #量化交易 #CryptoTrading
$BTC $XAUT $HYPE