> For the complete documentation index, see [llms.txt](https://docs.tidelight.app/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.tidelight.app/untitled-zh/shi-yong-tidelight/ce-le-shi-yan-shi.md).

# 策略实验室

在历史市场数据上回放基线。

## 策略实验室

策略实验室将一个市场想法转化为可检视的历史回放。

它使用已完成的公开K线、明确的成本和独立的留出期。每个结果都是研究产物，而不是预测。

### 选择规则家族

探索六个固定规则家族：

* **趋势** — SMA 20/50
* **均值回归** — RSI 14
* **动量** — 20/10通道
* **盘后漂移** — 周末表现
* **趋势回撤** — EMA 和 RSI
* **半导体突破** — 以成交量确认

生成的假设只会选择已实现的规则。这样可保持每次运行可复现。

### 结合上下文查看一次运行

| 信号    | 方法                  |
| ----- | ------------------- |
| 数据    | 已完成的公开 Bitget K线    |
| 评估    | 66% 训练和 34% 按时间顺序留出 |
| 最小留出期 | 30天                 |
| 预估成本  | 每边 0.15%            |

每个结果都包含其市场、周期、测试窗口、假设、交易记录和输入指纹。将其与同一时期的买入并持有进行比较。

{% hint style="warning" %}
历史回放并不是预测。结果不包括股息、发行方行为和订单簿流动性。股票-永续合约结果也不包括资金费率、保证金和强平。
{% endhint %}

### 测试边界

一次有用的运行也可能失败。在得出结论前，请查看负面结果、成本和留出窗口。


---

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