X-程式交易全紀錄12/30 - 財經
By Puput
at 2012-03-05T19:29
at 2012-03-05T19:29
Table of Contents
: 2010年底時寫了一隻簡單的波段程式，測試了三個月，
: 2011年第二季開始，靠友人贊助的300萬實際操作(因此交易明細我選擇保密)。
: 操作邏輯如下：
: 1. 留倉、每次進場2口大台、滿倉6口大台
: 2. 獲利超過約80點才開始加碼
: 3. 漲得速度快時可以短時間內加至滿倉
: 4. 移動停利
: 5. 固定停利(滿倉賺到一筆就自動停利出場)
: 6. 固定點停損
: 7. 均線突破區間則進場、跌破則作空，區間大小由乖離率決定。
有一點疑問希望聽聽大家意見.
就是七個條件會不會太多造成overfitting的問題?
當然接下來的問題就是條件數量什麼樣情況會太多?
只要績效滿意,應該沒有人嫌條件少的吧.
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All Comments
By Caroline
at 2012-03-09T03:02
at 2012-03-09T03:02
By Kristin
at 2012-03-12T16:51
at 2012-03-12T16:51
By Vanessa
at 2012-03-13T21:23
at 2012-03-13T21:23
By Tristan Cohan
at 2012-03-14T15:36
at 2012-03-14T15:36
By Tristan Cohan
at 2012-03-18T01:58
at 2012-03-18T01:58
只要能賺錢 怎麼fit都ok!
By Kelly
at 2012-03-21T00:12
at 2012-03-21T00:12
當然能夠預知未來的神除外。
By Donna
at 2012-03-25T05:09
at 2012-03-25T05:09
By Selena
at 2012-03-25T17:46
at 2012-03-25T17:46
By Mason
at 2012-03-28T00:14
at 2012-03-28T00:14
By Mason
at 2012-03-30T22:34
at 2012-03-30T22:34
By Agatha
at 2012-04-03T12:27
at 2012-04-03T12:27
By Ina
at 2012-04-06T14:13
at 2012-04-06T14:13
By Isabella
at 2012-04-11T12:05
at 2012-04-11T12:05
By Edwina
at 2012-04-15T13:17
at 2012-04-15T13:17
By Donna
at 2012-04-20T10:08
at 2012-04-20T10:08
By Ursula
at 2012-04-25T05:42
at 2012-04-25T05:42
By Rebecca
at 2012-04-27T02:55
at 2012-04-27T02:55
但是 有嗎? 這是我的疑問
By Mia
at 2012-04-29T10:38
at 2012-04-29T10:38
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