作者查詢 / Xcd15
作者 Xcd15 在 PTT [ Trading ] 看板的留言(推文), 共490則
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1F推:交易成本比重很高的策略12/20 10:45
16F推:程式跑回測，許多短線邏輯都被成本及滑價打敗12/20 11:53
18F推:期待12/14 11:14
32F推:波段留倉的驗證期更長, 等訊號多一點再來看看12/11 15:16
1F推:我今年是關掉一些抓大波動的程式12/10 16:38
7F推:出現跟過去績效趨勢不同的虧損12/11 15:12
1F推:為什麼1110以後都是二口，之前會有一次四五口？12/10 14:07
2F→:策略會視行情變化口數嗎？12/10 14:07
3F推:從11/10固定2口以後，大概是兩個當日幅度突破的策略12/10 14:18
4F→:不過就進場點而言，定義突破的範圍偏大，而今年單日振幅較小12/10 14:19
5F→:感覺這個策略回測今年一整年，可能不會績效太好，但去年和前12/10 14:20
6F→:年績效應該不錯，這樣的參數口數不會太多，不過只有兩個策略12/10 14:21
7F→:會常常出現整天沒訊號，要一直等待12/10 14:21
3F推:我覺得每天的盤都很奇怪12/09 13:02
37F推:你提到新高突破，順勢會加碼，逆勢會反轉，但沒有提到11/27 17:24
38F→:出場，難道兩者進出場皆相同？又，「突破新高」的定義都11/27 17:25
39F→:剛好相同？若你說一起跑兩個會賠錢，那分開跑呢？11/27 17:26
9F推:能明確定義即可11/20 00:54
5F推:何謂長期？三五個月？三五年？三五十年？11/16 08:41
1F推:第一天10/29 14:12