完整的包括止损，移动止赢交易范例 - 交易策略发布专区 - 金字塔客服中心 - 专业程序化交易软件提供商

牛啊，一直在论坛找这样的模板，其他的移动止损模板没有这个效果好。

本来想不搞止损了，用程序自带的，但是没法测试百分比的参数，这下终于解决了

我的模板测试结果如下，想问一下在利润率差不多的情况下选胜率大呢还是利润最大化？

计算参数利润率(%) 年回报(%) 胜率(%) 交易数成功率(%) 最大回撤(%) MAR比率序号

(0.5,80) 275.24% 126.93% 52.27% 176 1.14% 14.23% 8.92 1

(0.5,85) 281.71% 129.35% 48.65% 148 1.35% 14.26% 9.07 2

(1.5,85) 291.14% 132.84% 53.68% 136 1.47% 15.03% 8.84 3

(2,85) 291.14% 132.84% 53.68% 136 1.47% 15.03% 8.84 4

(2.5,85) 291.14% 132.84% 53.68% 136 1.47% 15.03% 8.84 5

(1,85) 295.14% 134.32% 53.62% 138 1.45% 14.22% 9.45 6

(1.5,80) 295.43% 134.42% 55.84% 154 1.30% 14.96% 8.99 7

(2,80) 295.43% 134.42% 55.84% 154 1.30% 14.96% 8.99 8

(2.5,80) 295.43% 134.42% 55.84% 154 1.30% 14.96% 8.99 9

(1.5,90) 295.78% 134.55% 47.93% 121 1.65% 15.00% 8.97 10

(2,90) 295.78% 134.55% 47.93% 121 1.65% 15.00% 8.97 11

(2.5,90) 295.78% 134.55% 47.93% 121 1.65% 15.00% 8.97 12

(1.5,95) 297.92% 135.34% 46.96% 115 1.74% 15.24% 8.88 13

(2,95) 297.92% 135.34% 46.96% 115 1.74% 15.24% 8.88 14

(2.5,95) 297.92% 135.34% 46.96% 115 1.74% 15.24% 8.88 15

(0.5,90) 297.98% 135.36% 46.92% 130 1.54% 14.14% 9.57 16

(1,80) 298.43% 135.52% 55.77% 156 1.28% 14.19% 9.55 17

(1,90) 300.24% 136.19% 47.54% 122 1.64% 14.01% 9.72 18

(1,95) 302.39% 136.97% 46.55% 116 1.72% 14.01% 9.78 19

(0.5,95) 302.46% 137.00% 45.53% 123 1.63% 14.14% 9.69 20

第一个参数是最大损失比，第二个参数回落百分比。

我个人倾向于第17个参数 1，80 胜率高

[此贴子已经被作者于2012-4-15 11:52:20编辑过]

主题：完整的包括止损，移动止赢交易范例