系統測試 D33 - 期貨
By Eartha
at 2015-02-03T14:08
at 2015-02-03T14:08
Table of Contents
※ 引述《huntersa (獵人)》之銘言：
: 平倉 9376
: 本次交易 -95
: 成本 9376 -1
: 已實現損益 +576
: 未實現損益 -42
: 反轉點 9456 +1
: 加碼點 9328 -2
平倉 9456
本次交易 -80
成本 9456 +1
已實現損益 +496
未實現損益 +55
反轉點 9357 -1
加碼點 9519 +2
被連巴很多天，就在想出場點太近的問題，
思考了一天，大概理出一些頭緒~
把這個非參數要素加進去後，同系統回測下好很多，
也不用再加其他濾網了。
希望可解決近期內翻轉過多的問題。
--
: 平倉 9376
: 本次交易 -95
: 成本 9376 -1
: 已實現損益 +576
: 未實現損益 -42
: 反轉點 9456 +1
: 加碼點 9328 -2
平倉 9456
本次交易 -80
成本 9456 +1
已實現損益 +496
未實現損益 +55
反轉點 9357 -1
加碼點 9519 +2
被連巴很多天，就在想出場點太近的問題，
思考了一天，大概理出一些頭緒~
把這個非參數要素加進去後，同系統回測下好很多，
也不用再加其他濾網了。
希望可解決近期內翻轉過多的問題。
--
Tags:
期貨
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