若策略回測成績不錯,是不是就滿可靠的? - 財經
By Suhail Hany
at 2023-04-02T01:33
at 2023-04-02T01:33
Table of Contents
我說心得
回測要注意兩件事情:
1.實單是否真的會下單:之前有過經驗,回測會有交易記錄的單,實單不會下單
後來把 MTC 改成 AA非同步模式才行,因為同步模式(SA),要和券商同步,確認價位
後再下單,這時點位錯失,會造成程式單不下單
2.你有每個 tick的交易來源嗎?
我用的凱衛,只有2個月的細部 tick 來源
也就是說,我想用細部回測,歷史記錄只記錄 K棒開高收低四個值,
每次放空必放在高點,買必買入最低點,造成太過美化回測結果
尤其我的策略是在 K棒內執行的
這都是要注意的
最好的回測,就是用真的錢去測,一口小台測個一個月,都不要管它
沒有低於保證金還穩定賺錢的話,就恭喜你啦
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