| 作者 |
 既然趋势论是错误的，为什么很多建立在趋势基础上的交易系统获胜了？我来回答这个问题。 |
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| 所跟贴 |
兄弟，你简单back test一下你的strategy，然后把结果让我们看看，大伙学习一下。 -- 对冲基金 - (94 Byte) 2006-5-29 周一, 15:17 (440 reads) |
他人骑大马我独跨驴子
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头衔: 海归中尉
年龄: 46
加入时间: 2006/05/09
文章: 32
海归分: 4893
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作者：他人骑大马我独跨驴子 在 谈股论金 发贴, 来自【海归网】 http://www.haiguinet.com
Result： 初始资金10000美金，期末10810.00。
1 2006.05.23 22:41 sell 1 1.00 1.2865 0.0000 1.2860 0.00 10000.00
2 2006.05.23 22:53 t/p 1 1.00 1.2860 0.0000 1.2860 50.00 10050.00
3 2006.05.23 22:53 sell 2 1.00 1.2857 0.0000 1.2852 0.00 10050.00
4 2006.05.23 22:55 t/p 2 1.00 1.2852 0.0000 1.2852 50.00 10100.00
5 2006.05.23 22:55 sell 3 1.00 1.2849 0.0000 1.2844 0.00 10100.00
6 2006.05.23 23:08 t/p 3 1.00 1.2844 0.0000 1.2844 50.00 10150.00
7 2006.05.23 23:22 sell 4 1.00 1.2841 0.0000 1.2836 0.00 10150.00
8 2006.05.23 23:26 t/p 4 1.00 1.2836 0.0000 1.2836 50.00 10200.00
9 2006.05.23 23:26 sell 5 1.00 1.2833 0.0000 1.2828 0.00 10200.00
10 2006.05.23 23:49 t/p 5 1.00 1.2828 0.0000 1.2828 50.00 10250.00
11 2006.05.23 23:49 sell 6 1.00 1.2829 0.0000 1.2824 0.00 10250.00
12 2006.05.23 23:54 t/p 6 1.00 1.2824 0.0000 1.2824 50.00 10300.00
13 2006.05.24 00:15 sell 7 1.00 1.2815 0.0000 1.2810 0.00 10300.00
14 2006.05.24 00:55 t/p 7 1.00 1.2810 0.0000 1.2810 50.00 10350.00
15 2006.05.24 01:17 sell 8 1.00 1.2784 0.0000 1.2779 0.00 10350.00
16 2006.05.24 01:18 t/p 8 1.00 1.2779 0.0000 1.2779 50.00 10400.00
17 2006.05.24 01:18 sell 9 1.00 1.2773 0.0000 1.2768 0.00 10400.00
18 2006.05.24 08:49 t/p 9 1.00 1.2768 0.0000 1.2768 50.00 10450.00
19 2006.05.24 08:59 sell 10 1.00 1.2780 0.0000 1.2775 0.00 10450.00
20 2006.05.24 09:02 t/p 10 1.00 1.2775 0.0000 1.2775 50.00 10500.00
21 2006.05.24 09:02 sell 11 1.00 1.2770 0.0000 1.2765 0.00 10500.00
22 2006.05.24 17:36 t/p 11 1.00 1.2765 0.0000 1.2765 50.00 10550.00
23 2006.05.24 17:36 sell 12 1.00 1.2768 0.0000 1.2763 0.00 10550.00
24 2006.05.24 17:37 t/p 12 1.00 1.2763 0.0000 1.2763 50.00 10600.00
25 2006.05.24 17:50 sell 13 1.00 1.2763 0.0000 1.2758 0.00 10600.00
26 2006.05.24 18:16 t/p 13 1.00 1.2758 0.0000 1.2758 50.00 10650.00
27 2006.05.24 18:16 sell 14 1.00 1.2753 0.0000 1.2748 0.00 10650.00
28 2006.05.24 18:18 t/p 14 1.00 1.2748 0.0000 1.2748 50.00 10700.00
29 2006.05.24 18:29 sell 15 1.00 1.2745 0.0000 1.2740 0.00 10700.00
30 2006.05.24 18:31 t/p 15 1.00 1.2740 0.0000 1.2740 50.00 10750.00
31 2006.05.24 18:31 sell 16 1.00 1.2738 0.0000 1.2733 0.00 10750.00
32 2006.05.26 16:52 t/p 16 1.00 1.2733 0.0000 1.2733 50.00 10800.00
33 2006.05.26 17:02 sell 17 1.00 1.2738 0.0000 1.2733 0.00 10800.00
34 2006.05.26 17:14 t/p 17 1.00 1.2733 0.0000 1.2733 50.00 10850.00
35 2006.05.26 17:14 sell 18 1.00 1.2730 0.0000 1.2725 0.00 10850.00
36 2006.05.26 17:18 t/p 18 1.00 1.2725 0.0000 1.2725 50.00 10900.00
37 2006.05.26 17:48 sell 19 1.00 1.2720 0.0000 1.2715 0.00 10900.00
38 2006.05.26 17:49 t/p 19 1.00 1.2715 0.0000 1.2715 50.00 10950.00
39 2006.05.26 17:49 sell 20 1.00 1.2712 0.0000 1.2707 0.00 10950.00
40 2006.05.26 22:59 close at stop 20 1.00 1.2726 0.0000 1.2707 -140.00 10810.00
Journal：
2006.05.29 19:09:20 2006.05.26 22:59 Tester: order #20 is closed
2006.05.29 19:09:20 2006.05.26 17:49 LuckyMonkeySystem_1_0 EURUSD,M1: open #20 sell 1.00 EURUSD at 1.2712 tp: 1.2707 ok
2006.05.29 19:09:20 2006.05.26 17:49 Tester: take profit #19 at 1.2715 (1.2712 / 1.2714)
2006.05.29 19:09:20 2006.05.26 17:48 LuckyMonkeySystem_1_0 EURUSD,M1: open #19 sell 1.00 EURUSD at 1.2720 tp: 1.2715 ok
2006.05.29 19:09:20 2006.05.26 17:18 Tester: take profit #18 at 1.2725 (1.2722 / 1.2724)
2006.05.29 19:09:20 2006.05.26 17:14 LuckyMonkeySystem_1_0 EURUSD,M1: open #18 sell 1.00 EURUSD at 1.2730 tp: 1.2725 ok
2006.05.29 19:09:20 2006.05.26 17:14 Tester: take profit #17 at 1.2733 (1.2730 / 1.2732)
2006.05.29 19:09:20 2006.05.26 17:02 LuckyMonkeySystem_1_0 EURUSD,M1: open #17 sell 1.00 EURUSD at 1.2738 tp: 1.2733 ok
2006.05.29 19:09:19 2006.05.26 16:52 Tester: take profit #16 at 1.2733 (1.2728 / 1.2730)
2006.05.29 19:09:19 2006.05.24 18:31 LuckyMonkeySystem_1_0 EURUSD,M1: open #16 sell 1.00 EURUSD at 1.2738 tp: 1.2733 ok
2006.05.29 19:09:19 2006.05.24 18:31 Tester: take profit #15 at 1.2740 (1.2738 / 1.2740)
2006.05.29 19:09:19 2006.05.24 18:29 LuckyMonkeySystem_1_0 EURUSD,M1: open #15 sell 1.00 EURUSD at 1.2745 tp: 1.2740 ok
2006.05.29 19:09:19 2006.05.24 18:18 Tester: take profit #14 at 1.2748 (1.2746 / 1.2748)
2006.05.29 19:09:19 2006.05.24 18:16 LuckyMonkeySystem_1_0 EURUSD,M1: open #14 sell 1.00 EURUSD at 1.2753 tp: 1.2748 ok
2006.05.29 19:09:19 2006.05.24 18:16 Tester: take profit #13 at 1.2758 (1.2753 / 1.2755)
2006.05.29 19:09:19 2006.05.24 17:50 LuckyMonkeySystem_1_0 EURUSD,M1: open #13 sell 1.00 EURUSD at 1.2763 tp: 1.2758 ok
2006.05.29 19:09:19 2006.05.24 17:37 Tester: take profit #12 at 1.2763 (1.2761 / 1.2763)
2006.05.29 19:09:19 2006.05.24 17:36 LuckyMonkeySystem_1_0 EURUSD,M1: open #12 sell 1.00 EURUSD at 1.2768 tp: 1.2763 ok
2006.05.29 19:09:19 2006.05.24 17:36 Tester: take profit #11 at 1.2765 (1.2762 / 1.2764)
2006.05.29 19:09:19 2006.05.24 09:02 LuckyMonkeySystem_1_0 EURUSD,M1: open #11 sell 1.00 EURUSD at 1.2770 tp: 1.2765 ok
2006.05.29 19:09:19 2006.05.24 09:02 Tester: take profit #10 at 1.2775 (1.2770 / 1.2772)
2006.05.29 19:09:19 2006.05.24 08:59 LuckyMonkeySystem_1_0 EURUSD,M1: open #10 sell 1.00 EURUSD at 1.2780 tp: 1.2775 ok
2006.05.29 19:09:18 2006.05.24 08:49 Tester: take profit #9 at 1.2768 (1.2765 / 1.2767)
2006.05.29 19:09:18 2006.05.24 01:18 LuckyMonkeySystem_1_0 EURUSD,M1: open #9 sell 1.00 EURUSD at 1.2773 tp: 1.2768 ok
2006.05.29 19:09:18 2006.05.24 01:18 Tester: take profit #8 at 1.2779 (1.2773 / 1.2775)
2006.05.29 19:09:18 2006.05.24 01:17 LuckyMonkeySystem_1_0 EURUSD,M1: open #8 sell 1.00 EURUSD at 1.2784 tp: 1.2779 ok
2006.05.29 19:09:18 2006.05.24 00:55 Tester: take profit #7 at 1.2810 (1.2808 / 1.2810)
2006.05.29 19:09:18 2006.05.24 00:15 LuckyMonkeySystem_1_0 EURUSD,M1: open #7 sell 1.00 EURUSD at 1.2815 tp: 1.2810 ok
2006.05.29 19:09:18 2006.05.23 23:54 Tester: take profit #6 at 1.2824 (1.2822 / 1.2824)
2006.05.29 19:09:18 2006.05.23 23:49 LuckyMonkeySystem_1_0 EURUSD,M1: open #6 sell 1.00 EURUSD at 1.2829 tp: 1.2824 ok
2006.05.29 19:09:18 2006.05.23 23:49 Tester: take profit #5 at 1.2828 (1.2826 / 1.2828)
2006.05.29 19:09:18 2006.05.23 23:26 LuckyMonkeySystem_1_0 EURUSD,M1: open #5 sell 1.00 EURUSD at 1.2833 tp: 1.2828 ok
2006.05.29 19:09:18 2006.05.23 23:26 Tester: take profit #4 at 1.2836 (1.2833 / 1.2835)
2006.05.29 19:09:18 2006.05.23 23:22 LuckyMonkeySystem_1_0 EURUSD,M1: open #4 sell 1.00 EURUSD at 1.2841 tp: 1.2836 ok
2006.05.29 19:09:17 2006.05.23 23:08 Tester: take profit #3 at 1.2844 (1.2834 / 1.2836)
2006.05.29 19:09:17 2006.05.23 22:55 LuckyMonkeySystem_1_0 EURUSD,M1: open #3 sell 1.00 EURUSD at 1.2849 tp: 1.2844 ok
2006.05.29 19:09:17 2006.05.23 22:55 Tester: take profit #2 at 1.2852 (1.2849 / 1.2851)
2006.05.29 19:09:17 2006.05.23 22:53 LuckyMonkeySystem_1_0 EURUSD,M1: open #2 sell 1.00 EURUSD at 1.2857 tp: 1.2852 ok
2006.05.29 19:09:17 2006.05.23 22:53 Tester: take profit #1 at 1.2860 (1.2857 / 1.2859)
2006.05.29 19:09:17 2006.05.23 22:41 LuckyMonkeySystem_1_0 EURUSD,M1: open #1 sell 1.00 EURUSD at 1.2865 tp: 1.2860 ok
2006.05.29 19:09:17 LuckyMonkeySystem_1_0 inputs: ObserveBars=1000; MinSamePriceCount=50; TPNeeded=5; LotsInBet=1;
Report:
Bars in test 4528
Ticks modelled 17997
Modelling quality 24.46%
Initial deposit 10000.00
Total net profit 810.00
Gross profit 950.00
Gross loss -140.00
Profit factor 6.79
Expected payoff 40.50
Absolute drawdown 0.00
Maximal drawdown (%) 140.00 (1.3%)
Total trades 20
Short positions (won %) 20 (95.00%)
Long positions (won %) 0 (0.00%)
Profit trades (% of total) 19 (95.00%)
Loss trades (% of total) 1 (5.00%)
Largest
profit trade 50.00
loss trade -140.00
Average
profit trade 50.00
loss trade -140.00
Maximum
consecutive wins (profit in money) 19 (950.00)
consecutive losses (loss in money) 1 (-140.00)
Maximal
consecutive profit (count of wins) 950.00 (19)
consecutive loss (count of losses) -140.00 (1)
Average
consecutive wins 19
consecutive losses 1
结果还蛮吓人的，我再进一步找找问题。暂时先这样。
作者：他人骑大马我独跨驴子 在 谈股论金 发贴, 来自【海归网】 http://www.haiguinet.com
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