[問題] 台指當沖交易,有人可以幫忙回測嗎?
關於台指期貨當沖交易,有人可以幫忙回測嗎?
目前當沖都輸多贏少,沒有有效策略
想請人幫忙回測試試看歷史記錄如何
1.當沖大台一口單,停損15點, 停利25點
2.雙邊交易成本加滑價共5點
3.09:00後才進場,13:30後強制出場,
4.13:00後不建倉
5.多空條件為一分k, 漲跌10點以上,下根K棒開盤進場(同向,反向)
應該會有同向及反向2種結果
希望回測時間是一年或更長
謝謝
--
※ 發信站: 批踢踢實業坊(ptt.cc), 來自: 112.104.7.218
※ 文章網址: https://www.ptt.cc/bbs/Option/M.1472178649.A.5A0.html
※ 編輯: zxlu (112.104.7.218), 08/26/2016 10:31:21
→
08/26 10:36, , 1F
08/26 10:36, 1F
推
08/26 10:37, , 2F
08/26 10:37, 2F
→
08/26 10:39, , 3F
08/26 10:39, 3F
※ 編輯: zxlu (112.104.7.218), 08/26/2016 10:44:21
推
08/26 10:48, , 4F
08/26 10:48, 4F
→
08/26 10:49, , 5F
08/26 10:49, 5F
推
08/26 10:50, , 6F
08/26 10:50, 6F
噓
08/26 10:51, , 7F
08/26 10:51, 7F
→
08/26 10:53, , 8F
08/26 10:53, 8F
→
08/26 10:57, , 9F
08/26 10:57, 9F
推
08/26 11:07, , 10F
08/26 11:07, 10F
→
08/26 11:08, , 11F
08/26 11:08, 11F
→
08/26 11:09, , 12F
08/26 11:09, 12F
→
08/26 11:15, , 13F
08/26 11:15, 13F
推
08/26 11:18, , 14F
08/26 11:18, 14F
推
08/26 11:25, , 15F
08/26 11:25, 15F
推
08/26 11:28, , 16F
08/26 11:28, 16F
推
08/26 11:33, , 17F
08/26 11:33, 17F
→
08/26 11:34, , 18F
08/26 11:34, 18F
→
08/26 11:35, , 19F
08/26 11:35, 19F
推
08/26 11:51, , 20F
08/26 11:51, 20F
推
08/26 12:01, , 21F
08/26 12:01, 21F
→
08/26 12:01, , 22F
08/26 12:01, 22F
→
08/26 12:02, , 23F
08/26 12:02, 23F
推
08/26 12:05, , 24F
08/26 12:05, 24F
→
08/26 12:15, , 25F
08/26 12:15, 25F
→
08/26 12:22, , 26F
08/26 12:22, 26F
→
08/26 12:23, , 27F
08/26 12:23, 27F
→
08/26 12:23, , 28F
08/26 12:23, 28F
推
08/26 12:25, , 29F
08/26 12:25, 29F
→
08/26 12:25, , 30F
08/26 12:25, 30F
→
08/26 12:29, , 31F
08/26 12:29, 31F
→
08/26 12:34, , 32F
08/26 12:34, 32F
→
08/26 12:34, , 33F
08/26 12:34, 33F
→
08/26 12:36, , 34F
08/26 12:36, 34F
→
08/26 12:37, , 35F
08/26 12:37, 35F
→
08/26 12:37, , 36F
08/26 12:37, 36F
推
08/26 12:42, , 37F
08/26 12:42, 37F
推
08/26 12:49, , 38F
08/26 12:49, 38F
→
08/26 12:49, , 39F
08/26 12:49, 39F
已經抓到了,謝謝大大
推
08/26 12:51, , 40F
08/26 12:51, 40F
推
08/26 12:55, , 41F
08/26 12:55, 41F
→
08/26 12:55, , 42F
08/26 12:55, 42F
推
08/26 13:30, , 43F
08/26 13:30, 43F
推
08/26 14:17, , 44F
08/26 14:17, 44F
→
08/26 14:18, , 45F
08/26 14:18, 45F
→
08/26 14:58, , 46F
08/26 14:58, 46F
我的進出策略有寫同向或反向就是正打或反打的意思,要回測看勝率
→
08/26 15:02, , 47F
08/26 15:02, 47F
→
08/26 15:02, , 48F
08/26 15:02, 48F
請問裸k的意思以及停損停利點位改怎麼設定呢?
→
08/26 15:22, , 49F
08/26 15:22, 49F
→
08/26 15:22, , 50F
08/26 15:22, 50F
→
08/26 15:22, , 51F
08/26 15:22, 51F
※ 編輯: zxlu (106.104.87.155), 08/26/2016 15:25:37
→
08/26 15:49, , 52F
08/26 15:49, 52F
→
08/26 15:59, , 53F
08/26 15:59, 53F
→
08/26 16:14, , 54F
08/26 16:14, 54F
推
08/26 16:23, , 55F
08/26 16:23, 55F
→
08/26 16:27, , 56F
08/26 16:27, 56F
推
08/26 16:41, , 57F
08/26 16:41, 57F
推
08/26 16:45, , 58F
08/26 16:45, 58F
推
08/26 17:24, , 59F
08/26 17:24, 59F
→
08/26 17:31, , 60F
08/26 17:31, 60F
噓
08/26 18:00, , 61F
08/26 18:00, 61F
→
08/26 18:00, , 62F
08/26 18:00, 62F
推
08/26 18:40, , 63F
08/26 18:40, 63F
推
08/26 19:18, , 64F
08/26 19:18, 64F
→
08/26 19:33, , 65F
08/26 19:33, 65F
→
08/26 19:34, , 66F
08/26 19:34, 66F
推
08/26 19:36, , 67F
08/26 19:36, 67F
→
08/26 19:37, , 68F
08/26 19:37, 68F
推
08/26 19:57, , 69F
08/26 19:57, 69F
→
08/26 19:57, , 70F
08/26 19:57, 70F
推
08/26 21:01, , 71F
08/26 21:01, 71F
推
08/26 23:22, , 72F
08/26 23:22, 72F
推
08/26 23:53, , 73F
08/26 23:53, 73F
推
08/26 23:56, , 74F
08/26 23:56, 74F
→
09/24 12:09, , 75F
09/24 12:09, 75F
討論串 (同標題文章)
以下文章回應了本文 (最舊先):
完整討論串 (本文為第 1 之 4 篇):