交易系统实验室

关于 EA 开发、MT5 回测、风控与入场时机的实战笔记。不吹嘘，只谈机制。

提示：用“伦敦”“ATR”“点差”“日元”这类短词更容易搜到。

A Bad Day Is Not a Bad Strategy

Three layers decide whether an EA may trade at all, watching three different lengths of time: this bar, today, and this quarter. Session and spread gates, account-level caps that count currencies rather than symbols, and the rolling profit factor that notices when a regime edge stops working.

MQL5 MT5 risk management expert advisor kill switch drawdown backtesting
2026/09/16

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MQL5 (1) MT5 (1) backtesting (1) drawdown (1) expert advisor (1) kill switch (1) risk management (1)
这个博客怎么看
  • 只选一个时段（东京／伦敦／纽约），一次只验证一个想法
  • 先固定每笔的风险跑一段时间，等成绩稳定了再谈优化
  • 把有效的参数记下来，把结果一笔笔攒成记录