华人论坛 - Powered by Discuz! Board

标题: [原创] backtest result for ES #F 5 min chart! [打印本页]

作者: farshine 时间: 2011-9-29 10:48 标题: backtest result for ES #F 5 min chart!

本帖最后由 farshine 于 2011-9-29 10:52 编辑

after enhancement, Here is the back test result in 5 min ES chart. from June 2nd -Sep 28, 3:00AM-16:15PM
Too many trades(639), need to use computer to do it automatically.

谢谢老何提醒我！

图片附件: 9-29-2011 10-36-43 AM.png (2011-9-29 10:48, 205.43 KB) / 下载次数 6
http://www.huarenv5.com/forum/attachment.php?aid=454676&k=3a2a9503da2b5017ae2f0dc81f7aba9a&t=1756554067&sid=xzf17A

图片附件: 9-29-2011 10-35-08 AM.png (2011-9-29 10:48, 187.35 KB) / 下载次数 5
http://www.huarenv5.com/forum/attachment.php?aid=454677&k=4bae7b73f9b01fd0e16b8848aa6be9af&t=1756554067&sid=xzf17A

图片附件: 9-29-2011 10-35-27 AM.png (2011-9-29 10:48, 155.84 KB) / 下载次数 9
http://www.huarenv5.com/forum/attachment.php?aid=454678&k=90b8bea8012495ceb5f1c4be59b94a81&t=1756554067&sid=xzf17A

图片附件: 9-29-2011 10-36-22 AM.png (2011-9-29 10:48, 209.49 KB) / 下载次数 6
http://www.huarenv5.com/forum/attachment.php?aid=454679&k=f3263681b78970ce91c518f417b07b6a&t=1756554067&sid=xzf17A

欢迎光临华人论坛 (http://www.huarenv5.com/forum/)