大台期指程式交易操作_0626 - 期貨

By Kama
at 2014-06-26T15:26
at 2014-06-26T15:26
Table of Contents
期貨模型上線將近四個月的時間
總交易次數: 16 次
日期 操作 總口數 總損益點數
多 空
3/4 空 10 -850
3/24 多 10 +570
3/28 空 10 -520
3/31 多 10 +420
4/10 空 10 +360
4/11 多 10 -100
4/14 空 10 -400
4/15 多 10 +570
4/18 空 10 - 60
4/21 多 10 +270
5/14 多 12 + 24
5/20 空 12 +393
5/29 空 12 +252
6/3 多 16 + 48
6/20 空 16 +192
6/25 多 16 +1168
累計 184 +2970-633 = 2337
交易成本:1口1點=184
實際損益點數: 2153
----------------------------------
實測模型3個多月,目前績效普通
希望下半年度能夠達到回測資料的平均水準!
下的口數隨資本增加而提高,
目前還是小小戶
希望版上能有多依些程式交易的文章分享~
台股要上萬點了應該要很熱絡才像吧 ㄎㄎ
--
總交易次數: 16 次
日期 操作 總口數 總損益點數
多 空
3/4 空 10 -850
3/24 多 10 +570
3/28 空 10 -520
3/31 多 10 +420
4/10 空 10 +360
4/11 多 10 -100
4/14 空 10 -400
4/15 多 10 +570
4/18 空 10 - 60
4/21 多 10 +270
5/14 多 12 + 24
5/20 空 12 +393
5/29 空 12 +252
6/3 多 16 + 48
6/20 空 16 +192
6/25 多 16 +1168
累計 184 +2970-633 = 2337
交易成本:1口1點=184
實際損益點數: 2153
----------------------------------
實測模型3個多月,目前績效普通
希望下半年度能夠達到回測資料的平均水準!
下的口數隨資本增加而提高,
目前還是小小戶
希望版上能有多依些程式交易的文章分享~
台股要上萬點了應該要很熱絡才像吧 ㄎㄎ
--
Tags:
期貨
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