[闲谈] 系统优化

farshine

fix 了一个bug, Equity Curve Detailed 变成了这样。

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2011-9-22 22:59

farshine

怎么整成心电图或者脑电图？
seagal 发表于 2011-9-22 23:00

This is profit curve for 3 months! stable increase!

farshine

今天收到一买一卖两个信号，确实很好：做空点很及时， NQ有20多点的利润，可惜市场马上逆转，但是发散的系统 ...
quietplayer 发表于 2011-9-22 23:22

Thanks for your suggestion.  
This is what I plan to do his weekend. For this, it can be easily done in Ninjatrader strategy. Now Esignal 11.3 support strategy(exit strategy, profit taking, trailing stop)., I will try it this weekend.  

farshine

I do lots of back testing for 3min/5min/15 min, 15 min has the best stable performance for ES/NQ.