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Author Topic: 您认为策略应经过多长时间才能被认定为“有效”?  (Read 672 times)

yanhei

  • Guest
您认为策略应经过多长时间才能被认定为“有效”?

假设这是一种摇摆策略。
5年 ? 10年 ? 15年 ?



添加

  • Guest
人们已经在5、10、15年的测试中取得了成功。一般来说,当然,工作时间越长越好。

同时,这并不意味着什么,因为15年前的市场与今天相比有很大不同。例如,当时的期货市场还没有像今天这样通过电子市场进行交易-周围没有太多的信息,依此类推。

当它不仅在一个市场上,而且在另外2-3个市场上表现出色时,可以提高您的策略稳健性的可靠性。但是,此标准也不能保证该策略将来会继续有效。

因此,如果该战略在20年的历史中也能获利,那就太好了!如果它仅在过去5年中有效,但在过去10年中效果不佳,那么边缘可能会像消失一样快地消失。

理想情况下,您始终使用相同数量的数据进行测试。对我来说,这是10年,因为这几乎排除了市场明显不同的时间。



的基

  • Guest
人们已经在5、10、15年的测试中取得了成功。一般来说,当然,工作时间越长越好。

同时,这并不意味着什么,因为15年前的市场与今天相比有很大不同。例如,当时的期货市场还没有像今天这样通过电子市场进行交易-周围没有太多的信息,依此类推。

当它不仅在一个市场上,而且在另外2-3个市场上表现出色时,可以提高您的策略稳健性的可靠性。但是,此标准也不能保证该策略将来会继续有效。

因此,如果该战略在20年的历史中也能获利,那就太好了!如果它仅在过去5年中有效,但在过去10年中效果不佳,那么边缘可能会像消失一样快地消失。

理想情况下,您始终使用相同数量的数据进行测试。对我来说,这是10年,因为这几乎排除了市场明显不同的时间。
它适用于外汇交易,所有年份均实现了盈利,金属(所有年份均未实现盈利),但所有货币对组合起来均实现了盈利...我至今在BTCUSD 2016上进行了测试,因此非常有利可图...我 担心会持续多久



可差

  • Guest
关于交易的最困难部分是没有教科书的事实。 您是您自己的老板,并且您创建自己的规则。 这就是为什么人们说练习和批评您的阅读风格/策略从来没有太长的时间。 您只需要在每个交易日完善它和您的心态即可。 发现错误并加以批判,以免再次发生。 我不建议选择一定的时间练习



 

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