財經 - 財經
By Brianna
at 2012-09-07T14:37
at 2012-09-07T14:37
Table of Contents
有人提到根據PS濾網下單,鍵盤小妹來回測一下@@"
口數參數(1,100),(100,200),(100,100),(100)
今年以來結果如圖,Y軸為點數
http://ppt.cc//Tf8b
為stop and reverse system,多空直接對翻
加碼時機為系統進場後拉開200點加碼
小妹認為這是部位曝險時間與程度的關係(風險<=>獲利)
PS.1 請不要戰小妹回測系統最佳化的問題,那不是這篇的重點
PS.2 小妹上篇說到Profit Factor值會提高是錯的;是Payoff ratio 會提高,
PF值變動不大,跟加碼時機有關,有時會下降有時會上升(最佳化issue,勿戰XD)
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