Many people believe that "the greater the freedom of a trading system, the better." The more technical indicators a trading system includes, the more the testing process can align with historical prices. Unfortunately, the higher the degree to which the testing process aligns with historical data, the less likely that trading system's actual performance will replicate the historical testing performance.

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Most system development software will entice people into the freedom bias. As long as the system developer has enough freedom space, meaning the more indicators added, the more accurately the system can judge historical price peaks and troughs, allowing you to earn substantial profits. Of course, it should be emphasized that this system's outstanding performance will only appear in past market conditions.

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We all hope that trading systems can be in optimal condition, so trading systems will incorporate more parameters (freedom) to fit historical data, enabling the trading system to have the best historical testing performance. In fact, grasping the concept of trading is most important; as long as you conduct a relatively extensive historical test, it's sufficient. I suggest that the freedom parameters of a trading system should not exceed 3, with at most one additional layer of filtering technology.