TYO Algorithmic Trading, Engineered Differently.

07Development History

每一套 EA，都始于一个问题。

• —这个行为能被量化吗？
• —这个风险能被控制吗？
• —这套逻辑能在不同的市场环境下存活吗？

然后我们测试。再测试一次。然后重做。

1. 01IDEA

   Idea

   A behaviour is noticed in the market. At this point it is nothing more than an observation and a question: could this be written down as a rule?

2. 02RESEARCH

   Research

   The observation is tested against history, across volatility regimes and sessions, before a single line of trading code is written. Most ideas end here.

3. 03PROTOTYPE

   Prototype

   The rule is implemented in its crudest possible form — entries only, no risk layer, no optimisation. The goal is not profit; it is to find out whether the behaviour is measurable at all.

4. 04BACKTEST

   Backtest

   Tick-level testing over multiple years and market conditions, with spread and commission modelled. The test conditions are recorded at the same time as the result — a number without its conditions is not evidence.

5. 05FAILURE

   Failure

   Most prototypes fail here, and this is the most valuable stage in the loop. A model that only worked because it described its own sample is identified and discarded rather than optimised into looking correct.