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。

The Numbers Are Not in the Code

A backtest belongs to a set of values, not to the source that produced it. Input schemas, three kinds of version, why every number should carry its reason, and the .set file format trap that turns generated presets into junk.

MQL5 MT5 Expert Advisor EA development preset files backtesting reproducibility tutorial course
2026/09/16

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EA development (1) Expert Advisor (1) MQL5 (1) MT5 (1) backtesting (1) course (1) preset files (1) reproducibility (1) tutorial (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