#交易策略误区 **Common Pitfalls in Trading Strategies**

1. **Over-optimization**: Pursuing perfect parameters in historical data, leading to failure in live trading (overfitting trap).

2. **Ignoring Risk Control**: Holding large positions and using 'averaging down' against trends, ultimately resulting in liquidation.

3. **Frequent Trading**: Erosion of profits by fees and slippage, with emotions driving decisions.

4. **Blindly Following Others**: Imitating others' strategies without understanding the underlying logic, ultimately getting reaped.

5. **Confusing Time Frames**: Applying short-term strategies as long-term ones, or vice versa, leading to passive losses.

**Core Lessons**:

• There is no 'Holy Grail' strategy, only discipline and probabilistic thinking;

• Less is more—simple strategies + strict execution > complex models.