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标题: [原创] trading system [打印本页]
作者: farshine    时间: 2011-9-26 03:52     标题: trading system

本帖最后由 farshine 于 2011-9-26 03:54 编辑

Sorry, guys, you got a signal for 6E #F. I put system to it for testing, please ignore it. I got the same alert and get up from sweet dream!
For ES/NQ, due to false Sto bar, system didn't generate buy signal. Be care full if bought ES/NQ.
26-09-2011 3-41-40 AM.png

图片附件: 26-09-2011 3-41-40 AM.png (2011-9-26 03:52, 95.25 KB) / 下载次数 11
http://www.yayabay.com/forum/attachment.php?aid=452268&k=add0ce35ff71068b3c143b4a94e1df92&t=1761766601&sid=u7sAtT

作者: 看彩云伴海鸥    时间: 2011-9-26 03:54

Sorry, guys, you got a signal for 6E #F. I put system to it for testing, please ignore it.
For ES/N ...
farshine 发表于 2011-9-26 03:52


system show 升啦！！！
作者: farshine    时间: 2011-9-26 03:59

system show 升啦！！！
看彩云伴海鸥 发表于 2011-9-26 03:54


No, system didn't send out buy signal for this due to false sto bar(it means this up may be just a bounce in down trend, now I use conservative policy, system won't generate buy signal at this false sto bar). Go back to sleep. Have a good night!
作者: farshine    时间: 2011-9-26 04:02

本帖最后由 farshine 于 2011-9-26 04:04 编辑

system missed last Friday's up due to this false sto bar, I will do more back testing for this conservative policy tomorrow, too see if I need to turned it off.  If I turned it off, system should send out buy signal @1122.5 this morning! good night!
作者: 看彩云伴海鸥    时间: 2011-9-26 04:07

you work very hard for it。 thank you very much！good night！
作者: farshine    时间: 2011-9-26 08:38

Hi, guys, here is the back test result of turn false bar off(right) and turn false bar on(left), looks like turn it off have better performance.
I will turn it off now, system won't miss the bounce such as last Friday and this morning.
26-09-2011 8-32-21 AM.png
26-09-2011 8-34-46 AM.png

图片附件: 26-09-2011 8-34-46 AM.png (2011-9-26 08:38, 31.75 KB) / 下载次数 17
http://www.yayabay.com/forum/attachment.php?aid=452360&k=d544b7672cf39e9171a3cfc86399987b&t=1761766601&sid=u7sAtT



图片附件: 26-09-2011 8-32-21 AM.png (2011-9-26 08:38, 51.81 KB) / 下载次数 17
http://www.yayabay.com/forum/attachment.php?aid=452361&k=4a49627f4ddde238f887bd3bec342c15&t=1761766601&sid=u7sAtT

作者: jmchen    时间: 2011-9-26 09:25


thanx。
作者: hit4    时间: 2011-9-26 09:56

It's difficult to read for me.You must spend a lot time on it.Thank you!
作者: farshine    时间: 2011-9-26 10:00

system signal for this morning, you guys should get email for this short signal(Long signal didn't catch becaus eof false bar, but we won't miss it in future...)
9-26-2011 9-57-42 AM.png
9-26-2011 9-59-49 AM.png

图片附件: 9-26-2011 9-57-42 AM.png (2011-9-26 10:00, 306.97 KB) / 下载次数 10
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图片附件: 9-26-2011 9-59-49 AM.png (2011-9-26 10:01, 5.27 KB) / 下载次数 13
http://www.yayabay.com/forum/attachment.php?aid=452406&k=168e420faae8c15caf90cfd51dac9752&t=1761766601&sid=u7sAtT

作者: farshine    时间: 2011-9-26 10:18

熊熊凶猛！棋MM领导有方！
9-26-2011 10-15-59 AM.png

图片附件: 9-26-2011 10-15-59 AM.png (2011-9-26 10:18, 323.74 KB) / 下载次数 12
http://www.yayabay.com/forum/attachment.php?aid=452430&k=9c1af4c5235c552a3d952f78cf4228d4&t=1761766601&sid=u7sAtT

作者: farshine    时间: 2011-9-26 10:34

Ha, Exit signal just sent out. Waiting for next signal! Guys in the list, if you didn't get this email alert, let me know.
9-26-2011 10-30-42 AM.png
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图片附件: 9-26-2011 10-31-02 AM.png (2011-9-26 10:34, 305.89 KB) / 下载次数 9
http://www.yayabay.com/forum/attachment.php?aid=452469&k=90e693f9defda8b98ee5fb377e528fcb&t=1761766601&sid=u7sAtT

作者: farshine    时间: 2011-9-26 11:25

looks like we may have more signal trigger soon. Just be patient.
9-26-2011 11-23-44 AM.png

图片附件: 9-26-2011 11-23-44 AM.png (2011-9-26 11:25, 271.02 KB) / 下载次数 15
http://www.yayabay.com/forum/attachment.php?aid=452501&k=f06c6b3725ce167c5b4baf17ad90f1d5&t=1761766601&sid=u7sAtT

作者: farshine    时间: 2011-9-26 11:46


9-26-2011 11-44-18 AM.png

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http://www.yayabay.com/forum/attachment.php?aid=452508&k=95deae3e3e60c496deeca53befbf123b&t=1761766601&sid=u7sAtT

作者: farshine    时间: 2011-9-26 13:16

after lunch, it changed to like this!  
9-26-2011 1-13-33 PM.png

图片附件: 9-26-2011 1-13-33 PM.png (2011-9-26 13:16, 55.73 KB) / 下载次数 12
http://www.yayabay.com/forum/attachment.php?aid=452534&k=01180cd688b7985d29c0921fcd810779&t=1761766601&sid=u7sAtT

作者: farshine    时间: 2011-9-26 13:26

need to check source coed!
9-26-2011 1-19-42 PM.png

图片附件: 9-26-2011 1-19-42 PM.png (2011-9-26 13:26, 308.45 KB) / 下载次数 15
http://www.yayabay.com/forum/attachment.php?aid=452535&k=ed8f555fd642e288f22f6de749324d65&t=1761766601&sid=u7sAtT

作者: farshine    时间: 2011-9-26 13:41

Found problem, but it is very difficult to fix it. Need to think a good way to fix it without impact performance.
作者: tfmegatron    时间: 2011-9-26 14:54

Found problem, but it is very difficult to fix it.  Need to think a good way to fix it without ...
farshine 发表于 2011-9-26 13:41


加油，抱抱~~，sometimes，还是用小米加步枪。。。
作者: farshine    时间: 2011-9-26 14:57

加油，抱抱~~，sometimes，还是用小米加步枪。。。
tfmegatron 发表于 2011-9-26 14:54


finally, find a way to fix it. but need to do back test to see if it is worth.
If market close here, not bad. may trigger some signal
作者: farshine    时间: 2011-9-26 15:59

虽然有一些小bug, 不过系统今天的表现还是可以的。 至少follow信号的应该都挣了不少，我可以放心的关闭email alert了！



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