大台期指程式交易操作_0325 - 期貨
By Victoria
at 2014-03-25T14:20
at 2014-03-25T14:20
Table of Contents
基本原則:
留倉隔日沖
大台10口
單日停損 150點,
------------------------▏
大台 操作 進場點 出場日(點) 損益點數
3/4 空 8553 8638 (3/5) -85
3/24 多 8602 8659 (3/25) +57
累計 -28
--------------------------------
Model的回測期間共10年。
目前已經正式開始執行程式交易操作
目前還是虧損的狀態,此model月平均交易 3次,
有交易成本低,也不受滑價影響的優勢。
持續操作驗證......
謝謝指教
--
留倉隔日沖
大台10口
單日停損 150點,
------------------------▏
大台 操作 進場點 出場日(點) 損益點數
3/4 空 8553 8638 (3/5) -85
3/24 多 8602 8659 (3/25) +57
累計 -28
--------------------------------
Model的回測期間共10年。
目前已經正式開始執行程式交易操作
目前還是虧損的狀態,此model月平均交易 3次,
有交易成本低,也不受滑價影響的優勢。
持續操作驗證......
謝謝指教
--
Tags:
期貨
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