发表于:2006-04-24 04:37只看该作者
2楼
看上去好简单
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发表于:2006-04-24 08:22只看该作者
3楼
不是高手,但我感觉用历史数据测试不如demo帐号实际操作的结果来的可靠
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发表于:2006-04-24 14:37只看该作者
4楼
Based on the stats you provided, I won't go with such a system.
The w/l ratio is great, but the problem I see is the max drawdown. Max drawdown is 2000+ dollars while your account only holds 3000 dollars. Wouldn't this be a disaster is the drawdown happens at first?
Also, the curve goes back to 3000 at halfway, which is not what we expect for a constantly profit-generating system.
Thirdly, 3-months backtest is not long enough.
And last, MetaTrader kind of sucks when it comes to backtesting.
I do suggest you do some forward testing to see how this system performs in real data environment.
Best Regards.
发表于:2006-04-24 14:38只看该作者
5楼
原帖由 山水蒙 于 2006-4-24 16:22 发表 不是高手,但我感觉用历史数据测试不如demo帐号实际操作的结果来的可靠
发表于:2006-04-25 14:39只看该作者
6楼
原帖由 rongshihong 于 2006-4-24 22:38 发表 lou2 shang4 de. We both have cats.:lol:lol:handshake:handshake
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7楼
原帖由 rongshihong 于 2006-4-24 22:37 发表 Based on the stats you provided, I won't go with such a system. The w/l ratio is great, but the problem I see is the max drawdown. Max drawdown is 2000+ dollars while your account only holds 3000 ...
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发表于:2006-05-21 16:05只看该作者
8楼
可以传上来吗?
所谓花样年华,不过是时间的灰烬......
发表于:2006-05-22 02:24只看该作者
9楼
自己模拟用用就知道了
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