交易訊號的勝率問題 - 期貨
![Lauren avatar](/img/girl1.jpg)
By Lauren
at 2008-12-04T10:46
at 2008-12-04T10:46
Table of Contents
1. 問題類別:
交易訊號的勝率與星期幾是否相關
2. 問題描述:
大家好 我想這個問題也許會有人覺得很蠢 不過我還真的蠻困惑的
小弟我自己用TS寫了一個測試的交易訊號 追蹤他大概有三個多月將近四個月
累計資料統計一下目前是有盈餘的 總合勝率大概四成五左右
但是一星期每天的交易成果列表之後 發現一三五的勝率明顯高於平均的四成五
禮拜四更奇怪 勝率只有二成多 累計禮拜四是虧損的
按道理說 一星期每一天的走勢 應該都是獨立的 累計禮拜四勝率特低並且累計為虧損
應該只是個巧合 但是我在一本書裡讀到過作者相當注重統計並且只在勝率高的日子出手
(好像是短線交易秘訣吧? 沒記錯的話)
想請教各位板大們 如果你們發現這樣的狀況 在實單操作時
會怎麼做 會特意避開禮拜四嗎 還是禮拜四用其他的訊號代替?
煩請不吝指教 感謝!!
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期貨
All Comments
![Hedda avatar](/img/girl2.jpg)
By Hedda
at 2008-12-07T17:28
at 2008-12-07T17:28
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By Linda
at 2008-12-11T01:43
at 2008-12-11T01:43
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By Ula
at 2008-12-14T16:59
at 2008-12-14T16:59
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By Catherine
at 2008-12-17T17:49
at 2008-12-17T17:49
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By Jake
at 2008-12-18T17:56
at 2008-12-18T17:56
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By Hedda
at 2008-12-22T16:57
at 2008-12-22T16:57
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