Last night, program 2 stop-loss fused and triggered a drawdown, which is a program defect, the parameters need to be readjusted, and program 1 is normal.
Trading characteristics: quantitative + ultra-short-term + high yield + low drawdown
Trading target: 50% monthly return, 10% maximum daily drawdown, 0 weekly drawdown.
Historical backtest results: win rate 86.5%, win-loss ratio 9:1, monthly return 50%+
1: Quantitative trading: 24h real-time millisecond trading, no manual intervention in operation, no anxiety for opening and closing positions.
2: Ultra-short-term: The holding time is a few seconds to a few minutes, and it will not exceed 1 hour.
3: Low drawdown: The maximum drawdown is controlled within 10%. The maximum drawdown since the launch of the quantification program occurs in the startup stage, and the maximum drawdown after that is within 10%.
4: Order amount: In order to pursue low drawdown, the single amount will not exceed 10% of the lead amount.
