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标题: [闲谈] trading system back test result [打印本页]

作者: farshine 时间: 2011-9-17 13:03 标题: trading system back test result

Here is the back test result after do optimize, still working to do more optimize.
17-09-2011 12-46-28 PM.png

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作者: snowrider 时间: 2011-9-17 14:35

Nice ... the Sharpe ration this time is better than last one.

作者: farshine 时间: 2011-9-17 15:04

Nice ... the Sharpe ration this time is better than last one.
snowrider 发表于 2011-9-17 14:35

This is one of the reason what I want to do. Still need to do more optimize. Hopeful I can finish it this weekend.

作者: Brainteaser 时间: 2011-9-17 15:50

这个结果已经很好了啊。

作者: farshine 时间: 2011-9-17 16:01

这个结果已经很好了啊。
Brainteaser 发表于 2011-9-17 15:50

Wow！BT 大美女回来了！

I am thinking to turn it on next week and just use 1 contract ES....

作者: Brainteaser 时间: 2011-9-17 16:10

你这个profit line 是偶见过的外面公布的trading system top I level 的profit curve
应该开一个contract 试试。

作者: farshine 时间: 2011-9-17 16:13

你这个profit line 是偶见过的外面公布的trading system top I level 的profit curve
应该开一个contract ...
Brainteaser 发表于 2011-9-17 16:10

Thanks.

I will turn on it Sunday night!

作者: aimei 时间: 2011-9-17 21:32

Eng, now understand little bit
GX

作者: farshine 时间: 2011-9-18 22:31

check power/internet connection, turned on my trading system, watch movie, then go to bed!

作者: Brainteaser 时间: 2011-9-19 17:15

回复 9# farshine

今天的结果如何？

作者: snowrider 时间: 2011-9-19 17:27

偶猜他今天應該不錯
因為偶猜他這
system is designed for range bound trading.

作者: farshine 时间: 2011-9-19 17:37

偶猜他今天應該不錯
因為偶猜他這
system is designed for range bound trading.
snowrider 发表于 2011-9-19 17:27

actually, it is not designed for range bound trading. From back test result, range day is worst performance.
Looks like for range day, system need to tight stoploss and target.

图片附件: 19-09-2011 5-33-42 PM.png (2011-9-19 17:36, 29.97 KB) / 下载次数 3
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作者: 看彩云伴海鸥 时间: 2011-9-19 18:25

This is one of the reason what I want to do. Still need to do more optimize. Hopeful I can finish ...
farshine 发表于 2011-9-17 15:04

恭喜farshine。good job！

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