Re: [情報] 法意對藍玉事件聲明二:MC數據不同原因
http://www.multicharts.com.tw/dis/dis_Content.aspx?rd=1&D_ID=2&SN=13331
這篇討論的是不同券商
http://www.multicharts.com.tw/dis/dis_Content.aspx?rd=1&D_ID=2&SN=1904
這篇是討論報價來源
但我現在反而比較關心MC的資料可信度問題,照法意的說法,
他們每個月都有更新資料,但是還是有可能在某一個月更新資料前後,
用同樣的程式、同樣的參數,卻跑出下面兩種績效表?
http://tinyurl.com/ph7yjrw
前一個月有差我相信,但半年前,
甚至過去十年的回測資料從「當年勝率」「交易筆數」「報酬率」通通不一樣?
這樣MC的回測資料到底有沒有可信度啊? @@
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◆ From: 27.115.46.2
※ 編輯: stasis 來自: 27.115.46.2 (06/25 23:48)
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討論串 (同標題文章)
完整討論串 (本文為第 2 之 3 篇):