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标题: [闲谈] shocked by backtesting result [打印本页]

作者: farshine 时间: 2011-9-23 19:48 标题: shocked by backtesting result

本帖最后由 farshine 于 2011-9-23 19:50 编辑

I was shocked after backtesting my system for es in different time frame!
profit triple!

I can not believe it!
Will post detail after I verified each trade!

作者: 黄道吉日 时间: 2011-9-23 20:00

verify and find the situation of that period of market......

作者: farshine 时间: 2011-9-23 20:10

谢谢皇上！这个结果实在是太让我吃惊了！我准备今晚+明天来进行测试,可能会backtest 3-5年的数据，取决于esignal有多长时间的ES 数据！will post result tomorrow night!

作者: 西门吹雪 时间: 2011-9-23 20:10

作者: tfmegatron 时间: 2011-9-24 00:43

牛熊都石化了。。。

作者: aimei 时间: 2011-9-24 11:02

Perfect sunshine
GXGX
Thanks for sharing

作者: farshine 时间: 2011-9-24 11:16

Remove ur email from my trading system because u don't trade ES. Leave space for other guy who trade ES.

作者: aimei 时间: 2011-9-24 11:18

回复 7# farshine

okie dokie
gxfc

作者: farshine 时间: 2011-9-24 11:26

回复 farshine

okie dokie
gxfc
aimei 发表于 2011-9-24 11:18

Tanks

作者: aimei 时间: 2011-9-24 11:28

Tanks
farshine 发表于 2011-9-24 11:26

still wnna cry

but it is fair

作者: farshine 时间: 2011-9-24 13:11

本帖最后由 farshine 于 2011-9-24 13:12 编辑

still wnna cry

but it is fair
aimei 发表于 2011-9-24 11:28

Thanks! 我今天启用了新域名和邮件系统，现在可以支持unlimited user，旧的只能支持20个email. 我现在不想开通太多，系统仍然处于调试中，俺希望听到更多反馈，不想误导小青蛙。等系统稳定后再说。

作者: farshine 时间: 2011-9-24 21:36

本帖最后由 farshine 于 2011-9-24 21:38 编辑

ES 15min, trading from 9:30AM-16:00PM every day, no night trading
from Aug 31-Sep 23, Curve looks like not so good

图片附件: 24-09-2011 9-31-01 PM.png (2011-9-24 21:36, 65.49 KB) / 下载次数 24
http://www.yayabay.com/forum/attachment.php?aid=451385&k=e2118f4b01a8192a105f64623aa04b27&t=1761269637&sid=8hEJOo

图片附件: 24-09-2011 9-30-39 PM.png (2011-9-24 21:36, 25.62 KB) / 下载次数 27
http://www.yayabay.com/forum/attachment.php?aid=451386&k=bc92286972dbc8e229a602fee2688807&t=1761269637&sid=8hEJOo

图片附件: 24-09-2011 9-30-17 PM.png (2011-9-24 21:36, 25.96 KB) / 下载次数 11
http://www.yayabay.com/forum/attachment.php?aid=451387&k=d6f2bb14aace560c0bc9624b2394cda0&t=1761269637&sid=8hEJOo

作者: farshine 时间: 2011-9-24 21:43

ES 30min, trading from 9:30AM-16:00PM every day, no night trading
from Aug 22-Sep 23,
24-09-2011 9-38-23 PM.png

图片附件: 24-09-2011 9-39-15 PM.png (2011-9-24 21:43, 54.71 KB) / 下载次数 25
http://www.yayabay.com/forum/attachment.php?aid=451391&k=30affca97e03cae73ea826746b5ef363&t=1761269637&sid=8hEJOo

图片附件: 24-09-2011 9-38-49 PM.png (2011-9-24 21:43, 19.31 KB) / 下载次数 32
http://www.yayabay.com/forum/attachment.php?aid=451392&k=4ca16c337a5c520afba17439819ba255&t=1761269637&sid=8hEJOo

图片附件: 24-09-2011 9-38-23 PM.png (2011-9-24 21:43, 24.24 KB) / 下载次数 29
http://www.yayabay.com/forum/attachment.php?aid=451393&k=f55cfb92f3cc32931c73c3275145015b&t=1761269637&sid=8hEJOo

作者: farshine 时间: 2011-9-24 21:47

ES 60min, trading from 9:30AM-16:00PM every day, no night trading
from July 27-Sep 23,
24-09-2011 9-43-34 PM.png

图片附件: 24-09-2011 9-44-19 PM.png (2011-9-24 21:47, 59.35 KB) / 下载次数 21
http://www.yayabay.com/forum/attachment.php?aid=451396&k=a8e4a3189cf54d746d34e5fde468c4d1&t=1761269637&sid=8hEJOo

图片附件: 24-09-2011 9-43-52 PM.png (2011-9-24 21:47, 19.06 KB) / 下载次数 13
http://www.yayabay.com/forum/attachment.php?aid=451397&k=a968a903006ab07c96c415c1af2a8127&t=1761269637&sid=8hEJOo

图片附件: 24-09-2011 9-43-34 PM.png (2011-9-24 21:47, 23.71 KB) / 下载次数 13
http://www.yayabay.com/forum/attachment.php?aid=451398&k=003cd006ea0c1329a1e6883795ab59df&t=1761269637&sid=8hEJOo

作者: farshine 时间: 2011-9-24 21:48

All last three 15 min/30 min/60 min use the same parameter for the trading system. Interesting result. Curve for 60 min looks not so good. But, it may help to judge market direction!

作者: farshine 时间: 2011-9-24 21:53

Here is ES 60 min charts(no night data), from this chart, you can clearly see market direction!

图片附件: jx-50 ETF Stocks 201120110924214943.png (2011-9-24 21:52, 49.85 KB) / 下载次数 10
http://www.yayabay.com/forum/attachment.php?aid=451400&k=a02634be6caf265b619f21342b93a537&t=1761269637&sid=8hEJOo

作者: farshine 时间: 2011-9-25 13:44

Guys, just sent a notice email to all who are added to my trading signal email list. Please PM me if you didn't get the notice email.

作者: tfmegatron 时间: 2011-9-25 13:54

本帖最后由 tfmegatron 于 2011-9-25 14:07 编辑

Guys, just sent a notice email to all who are added to my trading signal email list. Please PM me if ...
farshine 发表于 2011-9-25 13:44

farshine，could you change my email addess to tfmegatron@yahoo.com？right now, it is tfmegatron@gmail.com. Thanks!

作者: seagal 时间: 2011-9-25 13:57

Guys, just sent a notice email to all who are added to my trading signal email list. Please PM me if ...
farshine 发表于 2011-9-25 13:44

多谢farshine大师！

作者: farshine 时间: 2011-9-25 15:07

本帖最后由 farshine 于 2011-9-25 15:28 编辑

farshine，could you change my email addess to ？right now, it is . Thanks!
tfmegatron 发表于 2011-9-25 13:54

Ok! It is done!

作者: tfmegatron 时间: 2011-9-25 15:37

Ok! It is done!
farshine 发表于 2011-9-25 15:07

作者: farshine 时间: 2011-9-25 17:10

周末去其他论坛看了看，到处都是预测大盘走向的帖子。实在是想不明白，我们又不是MM，市场怎么走又不由我们决定，为什么要去预测他呢，又怎么能预测准呢？MM的心思可是不好猜呀！

作者: 黄道吉日 时间: 2011-9-25 17:55

周末去其他论坛看了看，到处都是预测大盘走向的帖子。实在是想不明白，我们又不是MM，市场怎么走又不由我们 ...
farshine 发表于 2011-9-25 17:10

老大是说，MM喜欢玩M&S，MM是用来干的，不是用来猜的？。。。。。。

作者: farshine 时间: 2011-9-25 18:28

老大是说，MM喜欢玩M&S，MM是用来干的，不是用来猜的？。。。。。。
黄道吉日发表于 2011-9-25 17:55

皇上明鉴！这都是皇上的精验呀！

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