法意對藍玉事件聲明一:3700點真實對帳單 - 財經

By Tom
at 2013-06-24T23:37
at 2013-06-24T23:37
Table of Contents
http://goo.gl/bDF2k
我沒眼花的話這支純做多 這段期間比較明顯的多頭波段如下
2012/01-2012/03 1100點
2012/08-2012/10 1000點
2012/12-2013/03 900點
2013/04-2013/06 600點
差不多有3600點 盤整下跌扣一扣 以純多頭程式能一口2000算不錯老實說
不過有一個讓人比較擔心的點 就是大空頭時的表現
3/8-5/24 約7900->7100 800點
drawdown 1644->208=1436點 對半也有700點 幾乎是吃了9成
法意方便的話可以秀一下這隻回測2008那段大怒神的結果嗎?
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我沒眼花的話這支純做多 這段期間比較明顯的多頭波段如下
2012/01-2012/03 1100點
2012/08-2012/10 1000點
2012/12-2013/03 900點
2013/04-2013/06 600點
差不多有3600點 盤整下跌扣一扣 以純多頭程式能一口2000算不錯老實說
不過有一個讓人比較擔心的點 就是大空頭時的表現
3/8-5/24 約7900->7100 800點
drawdown 1644->208=1436點 對半也有700點 幾乎是吃了9成
法意方便的話可以秀一下這隻回測2008那段大怒神的結果嗎?
--
FB: http://0rz.tw/l3Kcq █◣ ▊ ◥\◣◣\◣▼▼◣◣█◣ ▌ ╬╬
█銀ˊ どんだけ── ◥█◣ )) ▲▲██▲╴▲██▲ ▲ ▌ "囧█ ╬╬
█ˊ魂 好文要推── ◥█◣ ◢ ▏ ▼██▼ ▼██▼▏███▌m@▼▄ ╬╬
EVERYBODY SAY ◥█◣█ ▼█▇▇█‥ ▇▇█▏◣ ▌ ▲◇" ╬╬
市場求生手冊─ (( ╲ ╲ ◣▼ ▇▇▇ ▼ ◣ ▌▆▆▆ ╬╬
http://stasistw.blogspot.com/╲█╲█ ◥██████ ◤████▆▅▄▃▂▁
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