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标题: [闲谈] 俺的新系统backtest result [打印本页]

作者: farshine 时间: 2011-5-15 11:10 标题: 俺的新系统backtest result

本帖最后由 farshine 于 2011-5-15 20:44 编辑

Backtest from 2008-01-01 to 2011-05-13, only for Long:
for DOW Jones 30 stocks:

附件: DJ30 backtest.png (2011-5-15 11:19, 44.69 KB) / 下载次数 0
http://webmail.yayabay.com/forum/attachment.php?aid=330047&k=93faa57f61f6204ffa2036f84136c23f&t=1761931382&sid=pSOASY

作者: farshine 时间: 2011-5-15 11:11

本帖最后由 farshine 于 2011-5-15 20:45 编辑

Backtest from 2008-01-01 to 2011-05-13, only for Long:
for SP500 stocks:

附件: SP500 backtest.png (2011-5-15 11:22, 46.59 KB) / 下载次数 0
http://webmail.yayabay.com/forum/attachment.php?aid=330048&k=e0ec084cf833359fdb7503c53002ee93&t=1761931382&sid=pSOASY

作者: farshine 时间: 2011-5-15 11:12

本帖最后由 farshine 于 2011-5-15 20:45 编辑

Backtest from 2008-01-01 to 2011-05-13, only for Long:
for NASDAQ100 stocks:

附件: NASDAQ100 backtest.png (2011-5-15 11:23, 46.65 KB) / 下载次数 0
http://webmail.yayabay.com/forum/attachment.php?aid=330049&k=7e36f937a3b0a4f5d57d8d2c442a03b5&t=1761931382&sid=pSOASY

作者: farshine 时间: 2011-5-15 11:14

本帖最后由 farshine 于 2011-5-15 11:24 编辑

Just updated the latest result, it was 8 day period backtest before. Will post more trading signals for some stocks, for fun only.

作者: axp 时间: 2011-5-15 11:19

Vow, your system so Niu B, you Niu Bier

作者: farshine 时间: 2011-5-15 11:28

本帖最后由 farshine 于 2011-5-15 11:32 编辑

At beginning, I can not believe the result, I think the backtest tool have some problem, so I checked all trades of backtest for some big stocks, it looks correct. Maybe the result is good due to big bull market start from 03/2009. Need to do more backtest.

作者: farshine 时间: 2011-5-15 11:50

本帖最后由 farshine 于 2011-5-15 11:54 编辑

Here is CAT signal, buy at next day open of the buy signal triggered day, sell at next day open of the sell signal triggered day.

作者: ruohan 时间: 2011-5-15 14:51

没有权限

可不可以减低权限

作者: farshine 时间: 2011-5-15 15:18

俺不想误导小青蛙. 俺会把一些股票的信号每天发布在俺的blog中,不会在主板发了.

作者: ruohan 时间: 2011-5-15 16:40

That's fine.
Will check the blog.
Thanks.

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