修真渡劫🔥 zhaolw1984
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大家有好的交易系统吗?告诉我,我帮你量化 我最近利用均线系统模拟了2018年到现在的交易,发现基本上都是亏本。无论是ma3,ma6,ma9还是ma5,ma10,ma15,都不行。现在想一想,我之所以能挣到一点钱,完全靠上帝的应许,自己的金融知识实在不行。 大家有没有好的交易系统,加我QQ好友:81872990,我帮你量化,大家一起试水市场。 下面是我从2018/1/1号到2020/8/14回测MA(5,10,15)的交易系统,很简单的逻辑(本金10万美金,手续费和招商银行纸白银差不多,ma5>ma10>ma15满仓进,ma5<ma10<ma15满仓出): Initialization: money:100000.000000 volSilver:0.000000 2018-01-25 00:00:00 Buy totalMoney left:316.739693, volSiver:5278.994879, price=18.823000 2018-02-06 00:00:00 Sale totalMoney left:93902.760914, volSiver:0.000000, price=17.788000 2018-02-25 00:00:00 Buy totalMoney left:340.022067, volSiver:5667.034455, price=16.450000 2018-03-01 00:00:00 Sale totalMoney left:98923.753441, volSiver:0.000000, price=17.456000 2018-03-02 00:00:00 Buy totalMoney left:333.882275, volSiver:5564.704587, price=17.657000 2018-03-19 00:00:00 Sale totalMoney left:97538.141999, volSiver:0.000000, price=17.528000 2018-04-06 00:00:00 Buy totalMoney left:331.311624, volSiver:5521.860394, price=17.544000 2018-04-08 00:00:00 Sale totalMoney left:90475.682555, volSiver:0.000000, price=16.385000 2018-04-13 00:00:00 Buy totalMoney left:302.779907, volSiver:5046.331784, price=17.809000 2018-04-30 00:00:00 Sale totalMoney left:88270.435566, volSiver:0.000000, price=17.492000 2018-05-11 00:00:00 Buy totalMoney left:294.709595, volSiver:4911.826585, price=17.851000 2018-05-16 00:00:00 Sale totalMoney left:85765.404007, volSiver:0.000000, price=17.461000 2018-05-18 00:00:00 Buy totalMoney left:291.124929, volSiver:4852.082146, price=17.556000 2018-05-22 00:00:00 Sale totalMoney left:85741.143596, volSiver:0.000000, price=17.671000 2018-06-08 00:00:00 Buy totalMoney left:287.352322, volSiver:4789.205362, price=17.783000 2018-06-20 00:00:00 Sale totalMoney left:82958.615281, volSiver:0.000000, price=17.322000 2018-08-03 00:00:00 Buy totalMoney left:302.400785, volSiver:5040.013079, price=16.340000 2018-08-05 00:00:00 Sale totalMoney left:77893.402137, volSiver:0.000000, price=15.455000 2018-08-31 00:00:00 Buy totalMoney left:303.264170, volSiver:5054.402838, price=15.291000 2018-09-02 00:00:00 Sale totalMoney left:73592.105321, volSiver:0.000000, price=14.560000 2018-09-21 00:00:00 Buy totalMoney left:290.418727, volSiver:4840.312110, price=15.084000 2018-10-10 00:00:00 Sale totalMoney left:73083.872550, volSiver:0.000000, price=15.099000 2018-10-18 00:00:00 Buy totalMoney left:282.814083, volSiver:4713.568046, price=15.385000 2018-10-29 00:00:00 Sale totalMoney left:71801.782041, volSiver:0.000000, price=15.233000 2018-11-02 00:00:00 Buy totalMoney left:274.786766, volSiver:4579.779439, price=15.558000 2018-11-04 00:00:00 Sale totalMoney left:67620.443414, volSiver:0.000000, price=14.765000 2018-11-23 00:00:00 Buy totalMoney left:266.922803, volSiver:4448.713382, price=15.080000 2018-12-19 00:00:00 Sale totalMoney left:68941.711288, volSiver:0.000000, price=15.497000 2018-12-21 00:00:00 Buy totalMoney left:266.888359, volSiver:4448.139318, price=15.379000 2018-12-25 00:00:00 Sale totalMoney left:65885.839577, volSiver:0.000000, price=14.812000 2018-12-28 00:00:00 Buy totalMoney left:243.585580, volSiver:4059.759663, price=16.109000 2019-01-20 00:00:00 Sale totalMoney left:62370.087708, volSiver:0.000000, price=15.363000 2019-01-31 00:00:00 Buy totalMoney left:221.445367, volSiver:3690.756122, price=16.779000 2019-02-12 00:00:00 Sale totalMoney left:60543.163428, volSiver:0.000000, price=16.404000 2019-02-22 00:00:00 Buy totalMoney left:217.039482, volSiver:3617.324695, price=16.617000 2019-03-04 00:00:00 Sale totalMoney left:56911.369434, volSiver:0.000000, price=15.733000 2019-03-17 00:00:00 Buy totalMoney left:221.905522, volSiver:3698.425360, price=15.268000 2019-03-31 00:00:00 Sale totalMoney left:55894.302460, volSiver:0.000000, price=15.113000 2019-04-12 00:00:00 Buy totalMoney left:213.649624, volSiver:3560.827066, price=15.577000 2019-04-15 00:00:00 Sale totalMoney left:55509.733137, volSiver:0.000000, price=15.589000 2019-06-02 00:00:00 Buy totalMoney left:226.231761, volSiver:3770.529353, price=14.602000 2019-07-05 00:00:00 Sale totalMoney left:57945.495099, volSiver:0.000000, price=15.368000 2019-07-16 00:00:00 Buy totalMoney left:215.197432, volSiver:3586.623861, price=16.036000 2019-08-05 00:00:00 Sale totalMoney left:60079.536296, volSiver:0.000000, price=16.751000 2019-08-08 00:00:00 Buy totalMoney left:206.968604, volSiver:3449.476735, price=17.297000 2019-09-15 00:00:00 Sale totalMoney left:61480.023851, volSiver:0.000000, price=17.823000 2019-09-25 00:00:00 Buy totalMoney left:199.653682, volSiver:3327.561369, price=18.356000 2019-10-01 00:00:00 Sale totalMoney left:58478.563496, volSiver:0.000000, price=17.574000 2019-10-13 00:00:00 Buy totalMoney left:198.996927, volSiver:3316.615443, price=17.512000 2019-10-18 00:00:00 Sale totalMoney left:59221.485355, volSiver:0.000000, price=17.856000 2019-10-25 00:00:00 Buy totalMoney left:193.681954, volSiver:3228.032561, price=18.226000 2019-11-08 00:00:00 Sale totalMoney left:55318.793990, volSiver:0.000000, price=17.137000 2019-11-24 00:00:00 Buy totalMoney left:193.512572, volSiver:3225.209538, price=17.032000 2019-12-01 00:00:00 Sale totalMoney left:55028.525131, volSiver:0.000000, price=17.062000 2019-12-19 00:00:00 Buy totalMoney left:189.318320, volSiver:3155.305340, price=17.320000 2020-01-17 00:00:00 Sale totalMoney left:57540.148182, volSiver:0.000000, price=18.236000 2020-02-19 00:00:00 Buy totalMoney left:185.733209, volSiver:3095.553485, price=18.468000 2020-03-02 00:00:00 Sale totalMoney left:52017.680764, volSiver:0.000000, price=16.804000 2020-03-30 00:00:00 Buy totalMoney left:218.271267, volSiver:3637.854449, price=14.179000 2020-04-22 00:00:00 Sale totalMoney left:56397.657521, volSiver:0.000000, price=15.503000 2020-05-12 00:00:00 Buy totalMoney left:213.775946, volSiver:3562.932435, price=15.709000 2020-06-11 00:00:00 Sale totalMoney left:63737.298338, volSiver:0.000000, price=17.889000 2020-06-25 00:00:00 Buy totalMoney left:212.280760, volSiver:3538.012675, price=17.895000 the total cost of trademoney is:15901.051466 total money left including silver is:92515.493435
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