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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