new system sent out exit short @1155. I think new system may send out false signal this morning, but it is not false. Looks like need to trust your system!
farshine,your two system send out the signal are different,so which one we need to follow?old ...
看彩云伴海鸥 发表于 2011-11-24 21:55
这两个系统信号并不矛盾。旧系统基于15min ES chart适合抓大波,但是遇到回调会exit, 回调后的会miss掉。新系统信号基于5min ES chart, 同时使用5 min ES and 15 min ES作为信号计算 ,敏感度更高,不会miss掉回调后的大波。旧系统在pig market中表现不好,新系统就不会受影响,表现更稳定。唯一的问题是,trade数增多了。目前,我只开放了旧系统的email alert, 新系统目前还在实时测试,手工跟单,测试完毕没有问题后,我会打开新系统email alert.