w****o
发帖数: 2210 | 1 【 以下文字转载自 Stockcafeteria 俱乐部 】
发信人: badfish (badfish), 信区: Stockcafeteria
标 题: Re: 今天要不要出AIB？
发信站: BBS 未名空间站 (Mon Jan 4 13:25:27 2010, 美东)
我前两天作乐一个测试，测试时间段为08/31/2009--12/31/2009.
选50日和200日均线向上走的任何一只股(平均日交易额> 2M, stochastic负叉)，
设profit stop在50%， 不设stop loss, hold 80天-90天后，
每只都挣钱，效益比买spx指数高10倍。 当场昏倒。。。 | w*******o
发帖数: 6125 | 2 This strategy, like any other back-test, was making a big assumption,you know in advanced that 8/31-12/31 WILL be
a bull market. If you stick with the same rules, BUT start from TODAY, given that you don't know what the market
heads to,the same strategy may fail misrable.
Actually,that is a common mistake, and it's one of the reasons why many back-tests look so promising, but fail when
they load with real bullets:because in the tests, you feed the machine with future data,and most of the time,y |
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