求马丁对冲增加净值减少全平功能
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QrCA7DVf8j+3v2WBCEI0eePRYEh1NXTn9WR31dSP3snbONRd+mL71s77R89vNXXev0sgyqnX6WXs7Xuk3/rnr9/oz17Rbr9k59sR6vl/aO6nuva8ugv/9ejrnf4x72d7Gf5f8BdFv6Q5sjOVkAAAAASUVORK5CYII=类似这个。
对冲的原因,余额一般比较大。因锁仓,仓位有时候只剩下一单,但手数确是4/5手,明明开仓0.1,加仓累加0.1。
个人多个策略在回测的时候,回撤大的时候都是因为仓位重,比如当净值减少到某值的时候全平,是不是能解决一些策略上的问题呢?
欢迎各位讨论~
13138742970 发表于 2023-1-11 00:54
ea里有净值 增加全平(在平仓面板的总体止盈里),在净值增加全平后面的输入框里输入负值就可以了,亲。
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