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标题: [闲谈] 15 min ES chart [打印本页]

作者: farshine    时间: 2011-9-16 09:08     标题: 15 min ES chart

15 min ES chart
9-16-2011 9-05-27 AM.png

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作者: 黄道吉日    时间: 2011-9-16 09:19

so, here is the issue.......if use a simple direct reversal at each signal and execute at the immediate open of next bar, based on this 15min time period, it is not a winning case overall....(I suppose your arrows pointing to the executing bars).....
作者: aimei    时间: 2011-9-16 09:27

thanks
作者: farshine    时间: 2011-9-16 09:31

so, here is the issue.......if use a simple direct reversal at each signal and execute at the immedi ...
黄道吉日 发表于 2011-9-16 09:19


Entry Execution at open at the bar when the yellow arrow with Long/short text. not the red/white arrow, which is another system signal.
作者: 黄道吉日    时间: 2011-9-16 09:43

Entry Execution at open at the bar when the yellow arrow with Long/short text. not the red/white ...
farshine 发表于 2011-9-16 09:31


That was I meant....based on this chart, only from the 2nd signal (long) to the 3rd (short) has a relatively advantageous space of about 7 points.....:)
作者: farshine    时间: 2011-9-16 10:02

That was I meant....based on this chart, only from the 2nd signal (long) to the 3rd (short) has  ...
黄道吉日 发表于 2011-9-16 09:43


actually, as I mentioned before, the signal is not so good for 16:30PM-midnight, I found it in back test result, at that time, low volume and easy to control.  It is not 100% winning rate, base on the back test result, it only have 50-65% winning rate, but it can catch most big wave.
作者: farshine    时间: 2011-9-16 10:08

皇上,给个建议,如何调整 exit 点呢?
作者: 黄道吉日    时间: 2011-9-16 10:10

actually, as I mentioned before, the signal is not so good for 16:30PM-midnight, I found it in b ...
farshine 发表于 2011-9-16 10:02


sure...i mean there would be nice space to improve....
作者: farshine    时间: 2011-9-16 10:13

sure...i mean there would be nice space to improve....
黄道吉日 发表于 2011-9-16 10:10


皇上,给提些好建议吧!
作者: farshine    时间: 2011-9-16 10:21

update
9-16-2011 10-19-22 AM.png

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作者: farshine    时间: 2011-9-16 10:57

update
9-16-2011 10-51-54 AM.png

图片附件: 9-16-2011 10-51-54 AM.png (2011-9-16 10:57, 204.71 KB) / 下载次数 15
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作者: 黄道吉日    时间: 2011-9-16 11:14

你这个short信号出来时,人家明月已经跑了。。。。。。
作者: farshine    时间: 2011-9-16 11:27

你这个short信号出来时,人家明月已经跑了。。。。。。
黄道吉日 发表于 2011-9-16 11:14


That's why I need to optimize the signal! and That's why I need your advise!
作者: 黄道吉日    时间: 2011-9-16 12:00

本帖最后由 黄道吉日 于 2011-9-16 13:44 编辑
That's why I need to optimize the signal! and That's why I need your advise!
farshine 发表于 2011-9-16 11:27



朕曾经发誓过,只传内人的撒。。。。。。
作者: farshine    时间: 2011-9-16 12:17

I may turn on 5 min chart/alert, use 5 min chart signal as exit signal. Will do back test this weekend.
作者: 黄道吉日    时间: 2011-9-16 12:24

I may turn on 5 min chart/alert, use 5 min chart signal as exit signal. Will do back test this weeke ...
farshine 发表于 2011-9-16 12:17


73139_1307427710vjUn.jpg

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作者: farshine    时间: 2011-9-16 12:31

5 min charts
jx-50 ETF Stocks 201120110916122927.png

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作者: 黄道吉日    时间: 2011-9-16 12:48

还是稍微迟一点,for short term quick trades.........
作者: farshine    时间: 2011-9-16 13:39

还是稍微迟一点,for short term quick trades.........
黄道吉日 发表于 2011-9-16 12:48


right. Maybe I should use DT 1min exit rule for this in 5 min charts. I will try it an do back test this weekend! Thanks, 皇上!
作者: 黄道吉日    时间: 2011-9-16 13:44

本帖最后由 黄道吉日 于 2011-9-16 14:31 编辑
right. Maybe I should use DT 1min exit rule for this in 5 min charts. I will try it an do back t ...
farshine 发表于 2011-9-16 13:39







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