[闲谈] trading system back test result

farshine

Here is the back test result after do optimize, still working to do more optimize.

下载 (30.65 KB)

2011-9-17 13:01

下载 (27.17 KB)

2011-9-17 13:01

下载 (26.57 KB)

2011-9-17 13:01

下载 (28.36 KB)

2011-9-17 13:01

snowrider

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

farshine

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.

Brainteaser

这个结果已经很好了啊。

farshine

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....

Brainteaser

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。

farshine

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!

aimei

Eng, now understand little bit
GX

farshine

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

Brainteaser

回复 9# farshine


    今天的结果如何？

snowrider

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

farshine

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.

下载 (29.97 KB)

2011-9-19 17:36

看彩云伴海鸥

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！