id: 80a6a2fd53dd458fbb82f58319c660c4
parent_id: 
item_type: 1
item_id: 017d7acc79764bdabdfb0ab185b78a7f
item_updated_time: 1764345514717
title_diff: "[{\"diffs\":[[1,\"GPT-5辅助构建策略实测：只用三条规则，就得到一个“超神”交易策略？\"]],\"start1\":0,\"start2\":0,\"length1\":0,\"length2\":35}]"
body_diff: "[{\"diffs\":[[1,\"<html>\\\r\\\n<head>\\\r\\\n  <title>GPT-5辅助构建策略实测：只用三条规则，就得到一个“超神”交易策略？</title>\\\r\\\n  <basefont face=\\\"微软雅黑\\\" size=\\\"2\\\" />\\\r\\\n  <meta http-equiv=\\\"Content-Type\\\" content=\\\"text/html;charset=utf-8\\\" />\\\r\\\n  <meta name=\\\"exporter-version\\\" content=\\\"YXBJ Windows/608924 (zh-CN, DDL); Windows/10.0.0 (Win64); EDAMVersion=V2;\\\"/>\\\r\\\n  <meta name=\\\"content-class\\\" content=\\\"yinxiang.peso.superNote\\\"/>\\\r\\\n  <meta name=\\\"application-data:yinxiang.noteLayout\\\" content=\\\"{\\\"lineSpace\\\":\\\"recommend\\\",\\\"paragraphSpace\\\":\\\"recommend\\\"}\\\"/>\\\r\\\n  <style>\\\r\\\n\\tbody, td {\\\r\\\n\\t  font-family: 微软雅黑;\\\r\\\n\\t  font-size: 12pt;\\\r\\\n\\t}\\\r\\\n  </style>\\\r\\\n</head>\\\r\\\n<body>\\\r\\\n<a name=\\\"47085\\\"></a>\\\r\\\n<h1>GPT-5辅助构建策略实测：只用三条规则，就得到一个“超神”交易策略？</h1>\\\r\\\n\\\r\\\n<div><span style=\\\"\\\"><div style=\\\"max-width: 700px;\\\"><p></p><div style=\\\"--en-blockquote: true; box-sizing: border-box; border-left: 3px solid #b4c0cc; background-position: initial initial; background-repeat: initial initial;\\\"><div>原文链接: <a href=\\\"https://mp.weixin.qq.com/s?__biz=MzkzOTcwNDA3MQ==&amp;mid=2247488803&amp;idx=1&amp;sn=d93e1f2fa81e01ed4dcc6cefe97add30&amp;chksm=c3bb7439e29303531cb0b056d37b6b9996e357c2b036fc1c135913c4fd637b5ddd9e77714fba&amp;mpshare=1&amp;scene=1&amp;srcid=0824Te5oQHNKQ4786iO4ktkj&amp;sharer_shareinfo=a31e51c61e0e531479b6c036e72b3069&amp;sharer_shareinfo_first=a31e51c61e0e531479b6c036e72b3069#rd\\\"><span>https://mp.weixin.qq.com/s?__biz=MzkzOTcwNDA3MQ==&amp;mid=224748...</span></a></div></div><p></p><div style=\\\"\\\"><div><div><div><span> 量化交易入门 </span><span><a style=\\\"\\\"> LLMQuant </a></span><span><em></em></span></div><div style=\\\"\\\"><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); color: rgb(10,10,10); font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 400; letter-spacing: normal; orphans: 2; text-align: start; text-indent: 0; text-transform: none; widows: 2; word-spacing: 0; -webkit-text-stroke-width: 0; white-space: normal; background-color: rgb(255,255,255); text-decoration-thickness: initial; text-decoration-style: initial; text-decoration-color: initial;\\\"><span></span></p><div style=\\\"text-align: center;\\\"><img src=\\\":/6ffa8b206e824e56918cd503e8c19f53\\\" type=\\\"image/gif\\\" data-filename=\\\"640.gif\\\" style=\\\"--en-marks: %7B%22align%22%3A%22center%22%7D; width: auto;\\\" width=\\\"auto\\\"/></div><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); color: rgb(10,10,10); font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 400; letter-spacing: normal; orphans: 2; text-align: start; text-indent: 0; text-transform: none; widows: 2; word-spacing: 0; -webkit-text-stroke-width: 0; white-space: normal; background-color: rgb(255,255,255); text-decoration-thickness: initial; text-decoration-style: initial; text-decoration-color: initial;\\\"></p><div style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; color: rgb(63, 63, 63);\\\"><span><img src=\\\":/1aaec914835b43c2a20b7c3989fcf499\\\" type=\\\"image/png\\\" data-filename=\\\"640.png\\\" style=\\\"--en-marks: %7B%22align%22%3A%22center%22%7D; box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); display: block; vertical-align: middle; max-width: 100%; height: auto; text-align: left; border-radius: 4px; width: auto;\\\" title=\\\"null\\\" width=\\\"auto\\\"/></span></div><div style=\\\"--en-blockquote: true; box-sizing: border-box; border-width: 0px 0px 0px 4px; border-style: solid; border-left-color: rgb(15, 76, 129); text-align: left; font-style: normal; border-radius: 6px; color: rgba(0, 0, 0, 0.5); background: rgb(247, 247, 247);\\\"><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; display: block; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>“GPT-5在构建交易策略方面到底能做些什么？能成功吗？”</span></p></div><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>随着OpenAI推出了GPT-5版本，对比以往的GPT-4o，很多人都在期待它在交易策略构建中的表现。我们看看在实际测试中GPT-5能否实现真正有效的交易策略。</span></p><div style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; color: rgb(63, 63, 63);\\\"><span><img src=\\\":/f4e57415cddc475f8d1f35304776ab96\\\" type=\\\"image/png\\\" data-filename=\\\"640.png\\\" style=\\\"--en-marks: %7B%22align%22%3A%22center%22%7D; box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); display: block; vertical-align: middle; max-width: 100%; height: auto; text-align: left; border-radius: 4px; width: auto;\\\" title=\\\"null\\\" width=\\\"auto\\\"/></span></div><h2 style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: center; display: table; color: #000; background: rgb(15,76,129);\\\"><span>仅凭三条规则，GPT-5能否创造高效交易系统？</span></h2><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>在这次实验中，没有向GPT-5提供任何关于黄金交易的先验知识，例如量价模式、波动率集群、相关性策略，或是特定流动性窗口的线索。测试的唯一目的就是验证GPT-5的 </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>“原始”能力</span></strong><span>，不掺杂任何人类偏见或“帮助”。</span></p><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>发出的prompt非常简单直白</span></strong><span>：</span></p><div style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; color: rgb(63, 63, 63);\\\"><span><img src=\\\":/e3fdff4622464950a2e49df21e740fbc\\\" type=\\\"image/png\\\" data-filename=\\\"640.png\\\" style=\\\"--en-marks: %7B%22align%22%3A%22center%22%7D; box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); display: block; vertical-align: middle; max-width: 100%; height: auto; text-align: left; border-radius: 4px; width: auto;\\\" title=\\\"null\\\" width=\\\"auto\\\"/></span></div><div style=\\\"--en-blockquote: true; box-sizing: border-box; border-width: 0px 0px 0px 4px; border-style: solid; border-left-color: rgb(15, 76, 129); text-align: left; font-style: normal; border-radius: 6px; color: rgba(0, 0, 0, 0.5); background: rgb(247, 247, 247);\\\"><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; display: block; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>&quot;你是我的量化交易教练和导师。</span><br style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border));\\\"/><span>我希望你从头开始构建一个交易策略，用于黄金期货交易。假设我只交易一个合约（不需要在代码中提及）。</span><br style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border));\\\"/><span>我希望在日线图上进行回测，必须使用3条规则。</span><br style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border));\\\"/><span>我喜欢简洁、清晰的系统，且必须是盈利的，Profit Factor要大于3。</span><br style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border));\\\"/><span>其他任何细节，你可以自由选择，只要能构建一个稳健的交易策略。&quot;</span></p></div><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>指令中明确了几个核心要求：</span></p><ul style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); list-style: circle; text-align: left; color: rgb(63,63,63);\\\"><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>3条规则</span></strong><span>：旨在追求系统的简洁与稳健。</span></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>利润因子（Profit Factor）大于3</span></strong><span>：这是一个衡量策略质量的重要门槛，其计算公式为：</span><span style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; display: inline-flex; max-width: 100%; overflow-x: auto; vertical-align: middle;\\\"><span style=\\\"display: initial; max-width: 300vw; width: 21.119ex;\\\"><span><span><span><span><span><span>总</span></span><span><span>盈</span></span><span><span>利</span></span></span><span><span><span>总</span></span><span><span>亏</span></span><span><span>损</span></span></span></span></span></span></span></span></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>黄金期货的日线图</span></strong><span>：为策略构建提供了明确的市场和时间框架。</span></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>EasyLanguage</span></strong><span>：以便在平台上快速回测。</span></div></li></ul><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>刻意回避了：</span></p><ul style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); list-style: circle; text-align: left; color: rgb(63,63,63);\\\"><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• 市场状态过滤器（Regime filters）</span></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• 均值回归提示（Mean reversion hints）</span></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• 特定技术指标（Specific indicators）</span></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• 任何方向性偏差（Zero directional bias）</span></div></li></ul><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>这使得AI必须完全依赖自身能力，在空白的画布上自行创作。</span></p><h2 style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: center; display: table; color: #000; background: rgb(15,76,129);\\\"><span>GPT-5 生成的交易系统</span></h2><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>GPT-5给出的策略，本质上是一个</span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>趋势回调系统（pullback system）</span></strong><span>。其核心逻辑是：</span></p><ul style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); list-style: circle; text-align: left; color: rgb(63,63,63);\\\"><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>只在主要趋势中进行交易</span></strong></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>在上升趋势中价格“超卖”时买入</span></strong></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>当动量（momentum）重新转向上时退出</span></strong></div></li></ul><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>令人惊讶的是，GPT-5生成的并非伪代码，而是可直接编译、语法正确的</span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>EasyLanguage</span></strong><span>代码。测试者可以直接复制粘贴到TradeStation中运行。</span></p><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>虽然完整的代码很长，但其核心逻辑可以概括为以下三条规则：</span></p><ul style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); list-style: circle; text-align: left; color: rgb(63,63,63);\\\"><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>规则1</span></strong><span>：通过长期移动平均线等工具确认市场的主要趋势。</span></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>规则2</span></strong><span>：利用RSI等短期振荡指标识别价格的回调或“超卖”状态。</span></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>规则3</span></strong><span>：当回调结束、动量重新恢复时触发买入信号。</span></div></li></ul><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>这是一个相当经典的趋势跟踪思路，但GPT-5能够完全独立地构建出来，展现了其强大的逻辑整合能力。</span></p><h2 style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: center; display: table; color: #000; background: rgb(15,76,129);\\\"><span>初步回测结果：尽管盈利，但未达预期</span></h2><div style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; color: rgb(63, 63, 63);\\\"><span><img src=\\\":/439e4e7a45d84d369c2e4a1ecc57001b\\\" type=\\\"image/png\\\" data-filename=\\\"640.png\\\" style=\\\"--en-marks: %7B%22align%22%3A%22center%22%7D; box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); display: block; vertical-align: middle; max-width: 100%; height: auto; text-align: left; border-radius: 4px; width: auto;\\\" title=\\\"null\\\" width=\\\"auto\\\"/></span></div><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>将GPT-5生成的代码导入TradeStation，并设置回测黄金期货市场2007年至2025年的数据，初步回测结果如下：</span></p><ul style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); list-style: circle; text-align: left; color: rgb(63,63,63);\\\"><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>净利润</span></strong><span>：29,430美元</span></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>盈利因子</span></strong><span>：1.55</span></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>胜率</span></strong><span>：64.81%</span></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>总交易次数</span></strong><span>：54</span></div></li></ul><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>尽管策略显示盈利，盈利因子却未达到预期的3以上。这意味着，尽管系统有潜力，但它并未完全满足设定标准。</span></p><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>进一步分析发现，问题并非出在进场逻辑，而是在出场规则上。尽管进场时机得当，但策略过早平仓，使得许多盈利的交易没有被完全捕捉。</span></p><h2 style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: center; display: table; color: #000; background: rgb(15,76,129);\\\"><span>策略调整：延长持仓时间，提高盈利水平</span></h2><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>经过深入分析后，决定对出场规则进行微调：</span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>延长持仓时间。</span></strong><span> 只修改了一个数字，结果让人惊讶：</span></p><div style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; color: rgb(63, 63, 63);\\\"><span><img src=\\\":/6377a784992c4c49acac8cf517184855\\\" type=\\\"image/png\\\" data-filename=\\\"640.png\\\" style=\\\"--en-marks: %7B%22align%22%3A%22center%22%7D; box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); display: block; vertical-align: middle; max-width: 100%; height: auto; text-align: left; border-radius: 4px; width: auto;\\\" title=\\\"null\\\" width=\\\"auto\\\"/></span></div><ul style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); list-style: circle; text-align: left; color: rgb(63,63,63);\\\"><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>净利润</span></strong><span>：95,780美元（三倍增长）</span></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>盈利因子</span></strong><span>：4.21（远超目标）</span></div></li><li style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; text-indent: -1em; display: block; color: rgb(63, 63, 63);\\\"><div><span>• </span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>胜率</span></strong><span>：78.85%</span></div></li></ul><h3 style=\\\"box-sizing: border-box; border-width: 0 0 0 3px; border-style: solid; border-left-color: rgb(15,76,129); font-weight: bold; text-align: left; color: rgb(63,63,63);\\\"><span>调整后的策略是否过拟合？</span></h3><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>初看这一结果，可能会怀疑这是典型的“过拟合”现象。毕竟，一个小小的参数调整怎么可能导致利润激增三倍呢？为了验证这一点，进行了进一步的优化测试。</span></p><div style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; color: rgb(63, 63, 63);\\\"><span><img src=\\\":/b69d55df65ca4f1caa4784c54882d931\\\" type=\\\"image/png\\\" data-filename=\\\"640.png\\\" style=\\\"--en-marks: %7B%22align%22%3A%22center%22%7D; box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); display: block; vertical-align: middle; max-width: 100%; height: auto; text-align: left; border-radius: 4px; width: auto;\\\" title=\\\"null\\\" width=\\\"auto\\\"/></span></div><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>优化结果显示，GPT-5原始的出场参数实际上是50个优化参数中的第二差。尽管如此，优化后的参数让系统更好地抓住了反转时机，获得了更多的利润。</span></p><h3 style=\\\"box-sizing: border-box; border-width: 0 0 0 3px; border-style: solid; border-left-color: rgb(15,76,129); font-weight: bold; text-align: left; color: rgb(63,63,63);\\\"><span>前向测试结果稳定</span></h3><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>为了确保这一策略不是过拟合，还进行了</span><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>Walk-Forward Test</span></strong><span>，结果依然表现稳定。即使在多个不同的市场环境下，这个策略依然能够稳定盈利，证明了其在实际市场中的可行性。</span></p><div style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; color: rgb(63, 63, 63);\\\"><span><img src=\\\":/b93998a35bba4330a00a766db140215f\\\" type=\\\"image/png\\\" data-filename=\\\"640.png\\\" style=\\\"--en-marks: %7B%22align%22%3A%22center%22%7D; box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); display: block; vertical-align: middle; max-width: 100%; height: auto; text-align: left; border-radius: 4px; width: auto;\\\" title=\\\"null\\\" width=\\\"auto\\\"/></span></div><h2 style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: center; display: table; color: #000; background: rgb(15,76,129);\\\"><span>总结</span></h2><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><span>这次实验不仅展示了GPT-5在量化交易中的强大潜力，还证明了AI能够有效地帮助交易者创造出高效的策略。通过简单的规则和清晰的代码，GPT-5展示了其在金融市场中的应用前景，未来可能会在量化交易领域中扮演更为重要的角色。</span></p><div style=\\\"--en-blockquote: true; box-sizing: border-box; border-width: 0px 0px 0px 4px; border-style: solid; border-left-color: rgb(15, 76, 129); text-align: left; font-style: normal; border-radius: 6px; color: rgba(0, 0, 0, 0.5); background: rgb(247, 247, 247);\\\"><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); text-align: left; display: block; letter-spacing: 0.1em; color: rgb(63,63,63);\\\"><strong style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); font-weight: bold; text-align: left; color: rgb(15, 76, 129);\\\"><span>想了解更多对冲基金策略、顶级研究员的思维框架与实战经验？欢迎加入LLMQuant知识星球，获取第一手资料与独家内容。</span></strong></p></div><div style=\\\"box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); text-align: left; color: rgb(63, 63, 63);\\\"><span><img src=\\\":/d6159227fae64f7abf38525fee3c8717\\\" type=\\\"image/png\\\" data-filename=\\\"640.png\\\" style=\\\"--en-marks: %7B%22align%22%3A%22center%22%7D; box-sizing: border-box; border-width: 0px; border-style: solid; border-color: hsl(var(--border)); display: block; vertical-align: middle; max-width: 100%; height: auto; text-align: left; border-radius: 4px; width: auto;\\\" title=\\\"null\\\" width=\\\"auto\\\"/></span></div><p style=\\\"\\\"></p><p style=\\\"box-sizing: border-box; border-width: 0; border-style: solid; border-color: hsl(var(--border)); color: rgb(10,10,10); font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 400; letter-spacing: normal; orphans: 2; text-align: start; text-indent: 0; text-transform: none; widows: 2; word-spacing: 0; -webkit-text-stroke-width: 0; white-space: normal; background-color: rgb(255,255,255); text-decoration-thickness: initial; text-decoration-style: initial; text-decoration-color: initial;\\\"><span></span></p><div><span><br/></span></div></div></div></div></div></div></span>\\\n</div></body></html>\\u0000\"]],\"start1\":0,\"start2\":0,\"length1\":0,\"length2\":27632}]"
metadata_diff: {"new":{"id":"017d7acc79764bdabdfb0ab185b78a7f","parent_id":"061de1401cfc4cfaadf6e74e015970e9","latitude":"0.00000000","longitude":"0.00000000","altitude":"0.0000","author":"","source_url":"","is_todo":0,"todo_due":0,"todo_completed":0,"source":"joplin-desktop","source_application":"net.cozic.joplin-desktop","application_data":"","order":1764345720397,"markup_language":2,"is_shared":0,"share_id":"","conflict_original_id":"","master_key_id":"","user_data":"","deleted_time":0},"deleted":[]}
encryption_cipher_text: 
encryption_applied: 0
updated_time: 2025-11-28T16:12:41.235Z
created_time: 2025-11-28T16:12:41.235Z
type_: 13