主题：如何提高策略的盈利率？

主要看下单时间，也就是下的时间是不是同一个点，

再看看下的价位，如果下单价格不一样，那么测评结果不一样也是正常的

金字塔的结果，总共是434次交易。只贴前面20条吧

 

序号    品种        交易类型    时间                   数量    交易效率    开仓价格    平仓价格/均价    盈亏%     盈亏金额      最大回撤(单品种)    累计盈亏金额    手续费    滑价成本    最佳平仓价    最差平仓价    最大浮盈     最大浮亏      开仓效率    平仓效率    有效盈亏%    资产(单品种)    持仓周期    周期均盈利    保证金占用
1       股指连续    开空        2012/04/17 09:33:00    1                   2570.0                                               0.00%                               15.42     0.00                                                                                                                                              92,518.91
2       股指连续    平空        2012/04/17 14:55:00    1       66.16%                  2548.8/2569.9    0.82%     6,320.23      0.57%               6,320.23        15.29     0.00        2546.2        2578.2        7,115.55     -2,484.45     74.28%      91.87%      6.83%        1,006,320.31    232         27.24         0.00
3       股指连续    开多        2012/04/18 11:12:00    1                   2574.4                                               0.00%                               15.45     0.00                                                                                                                                              92,677.31
4       股指连续    平多        2012/04/18 14:55:00    1       59.14%                  2602.4/2574.4    1.08%     8,378.01      0.57%               14,698.24       15.61     0.00        2605.8        2558.4        9,413.60     -4,806.45     66.31%      92.83%      9.04%        1,014,698.38    133         62.99         0.00
5       股指连续    开多        2012/04/20 09:45:00    1                   2614.8                                               0.00%                               15.69     0.00                                                                                                                                              94,133.16
6       股指连续    平多        2012/04/20 10:12:00    1       -48.87%                 2606.6/2614.9    -0.32%    -2,494.30     0.57%               12,203.94       15.64     0.00        2622.0        2605.2        2,141.31     -2,898.71     42.80%      8.33%       -2.65%       1,012,204.06    27          -92.38        0.00
7       股指连续    开空        2012/04/23 14:18:00    1                   2616.5                                               0.00%                               15.70     0.00                                                                                                                                              94,193.29
8       股指连续    平空        2012/04/23 14:55:00    1       -28.93%                 2619.2/2616.4    -0.11%    -847.31       0.61%               11,356.63       15.72     0.00        2612.2        2621.6        1,268.41     -1,551.64     45.53%      25.53%      -0.90%       1,011,356.69    37          -22.90        0.00
9       股指连续    开多        2012/04/24 10:04:00    1                   2625.7                                               0.00%                               15.75     0.00                                                                                                                                              94,526.64
10      股指连续    平多        2012/04/24 11:00:00    1       -20.89%                 2615.0/2625.8    -0.41%    -3,253.43     1.16%               8,103.20        15.69     0.00        2655.0        2603.6        8,762.26     -6,657.71     56.93%      22.18%      -3.44%       1,008,103.25    56          -58.10        0.00
11      股指连续    开空        2012/04/27 09:48:00    1                   2632.2                                               0.00%                               15.79     0.00                                                                                                                                              94,759.55
12      股指连续    平空        2012/04/27 10:01:00    1       -89.38%                 2642.4/2632.2    -0.39%    -3,088.66     1.46%               5,014.54        15.85     0.00        2632.2        2643.6        -12.82       -3,432.86     0.09%       10.53%      -3.26%       1,005,014.63    13          -237.59       0.00
13      股指连续    开多        2012/05/02 09:16:00    1                   2660.6                                               0.00%                               15.96     0.00                                                                                                                                              95,782.32
14      股指连续    平多        2012/05/02 09:51:00    1       -34.86%                 2655.6/2660.7    -0.19%    -1,537.91     1.62%               3,476.64        15.93     0.00        2667.6        2653.2        2,078.03     -2,242.02     48.47%      16.67%      -1.61%       1,003,476.69    35          -43.94        0.00
15      股指连续    开多        2012/05/04 09:25:00    1                   2699.0                                               0.00%                               16.19     0.00                                                                                                                                              97,165.08
16      股指连续    平多        2012/05/04 10:39:00    1       -26.62%                 2692.8/2699.1    -0.23%    -1,901.34     1.78%               1,575.30        16.16     0.00        2713.4        2690.0        4,294.78     -2,725.20     61.41%      11.97%      -1.96%       1,001,575.31    74          -25.69        0.00
17      股指连续    开空        2012/05/08 09:53:00    1                   2711.4                                               0.00%                               16.27     0.00                                                                                                                                              97,611.84
18      股指连续    平空        2012/05/08 14:55:00    1       36.72%                  2701.6/2711.4    0.36%     2,919.56      1.89%               4,494.86        16.21     0.00        2687.2        2714.0        7,255.74     -784.28       90.45%      46.27%      2.99%        1,004,494.88    212         13.77         0.00
19      股指连续    开空        2012/05/09 09:33:00    1                   2681.7                                               0.00%                               16.09     0.00                                                                                                                                              96,541.55
20      股指连续    平空        2012/05/09 14:55:00    1       66.32%                  2664.6/2681.7    0.63%     5,100.93      1.89%               9,595.79        15.99     0.00        2660.0        2685.8        6,496.88     -1,243.14     84.15%      82.17%      5.28%        1,009,595.81    232         21.99         0.00

 

准确地说是前10条哈。   下面是TB的。   交易明细
#	公式应用	类型	商品	建仓时间	建仓价格	平仓时间	平仓价格	数量	交易成本	净利	累计净利	收益率	累计收益率
1	caifudt	空头	IF000	2012/4/17 9:53	2579.4	2012/4/17 14:55	2558.8	1	10	6170	6170	7.97%	7.97%
2	caifudt	多头	IF000	2012/4/18 11:11	2584.6	2012/4/18 14:55	2615.8	1	10	9350	15520	12.06%	20.03%
3	caifudt	多头	IF000	2012/4/20 9:44	2617.6	2012/4/20 10:10	2609.6	1	10	-2410	13110	-3.07%	16.96%
4	caifudt	多头	IF000	2012/4/24 10:03	2628.4	2012/4/24 10:39	2629.6	1	10	350	13460	0.44%	17.41%
5	caifudt	空头	IF000	2012/4/27 9:47	2637.2	2012/4/27 10:00	2647.4	1	10	-3070	10390	-3.88%	13.53%
6	caifudt	多头	IF000	2012/5/2 9:15	2676.2	2012/5/2 9:50	2671.8	1	10	-1330	9060	-1.66%	11.87%
7	caifudt	多头	IF000	2012/5/4 9:24	2702.6	2012/5/4 10:38	2696.8	1	10	-1750	7310	-2.16%	9.71%
8	caifudt	空头	IF000	2012/5/8 9:54	2715.8	2012/5/8 14:55	2705.8	1	10	2990	10300	3.67%	13.38%
9	caifudt	空头	IF000	2012/5/9 9:32	2685.8	2012/5/9 14:55	2669.8	1	10	4790	15090	5.94%	19.33%
10	caifudt	空头	IF000	2012/5/11 9:15	2659.2	2012/5/11 10:15	2665.4	1	10	-1870	13220	-2.34%	16.98%

对比有如下问题：

1、金字塔测出来434次交易，TB测出来407次；

2、经过手动检查，金字塔和TB的每个H,L,C,O价格都不一样的，一般低1-3个点；

3、所以，交易记录中，除了绝大多数的交易天数是匹配的，具体到分钟上两者一般不相等；

 

另外，金字塔的交易明细存储只能为txt格式，又没有一些表格的分析功能，用起来不方便啊。

 

金字塔和TB的k线时间差1分钟，TB里面的091500就是金字塔里面的091600