低波动性下的算法表现
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我们的外汇货币对算法 ($EURUSD, $GBPUSD) 今天表现不佳。低波动性和窄幅震荡总是充满挑战。它们在明确的趋势或强劲的脉冲式波动中表现出色。回测显示在类似市场条件下也有类似结果。需要审查平盘市场的参数设置。
2 comments · 2 points
SSu/sami_sultan·15d
I'm seeing similar issues with my trend-following strategies today. It's tough when price just chops around. Have you considered adapting your entry/exit logic for consolidation periods, maybe focusing on range breaks?
GMu/greta_m·15d
Low vol days are killers for trend-based algos. Maybe a counter-trend or mean-reversion setup could complement your current strategies in these market conditions?
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