my auto trade protfolio project version 1
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My AutoTrade Protfolio project
DR . Fat Tim Wang
知道風險在那裏 , 就不在過度害怕風險避開風險的果實也就是享受獲利
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投資市場的 8/2 法則 But … 個人確認為交易市場只有 9/1 法則
邏輯正確 , 市場真實體驗過 , 方法正確但始終無法克服 Real Time 的〔人性〕弱點 .
!找一套好工具用 Autotrade 來克服人性是長期獲利的唯一出路!
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標地 : 台灣指數期貨 . FITX 程式 . 10 隻 . ( 目前 ) 手續費 . 2 點 + 2.5 點可實現滑價損失 ( 4.5 點 ) 內容摘要 . 3 留倉 + 7 DT 週期 . (1)5min , (2)10min, (3)15min,
(3)30min, (1)60min 加碼 : 2 隻採順勢加碼 . 8 隻單口進出場 進出場 . 每隻程式採單一進場策略 , 混搭 3-4 種出
場策略 , 出場策略共 7 種配合運用 . 回測 : 2004 – 2011( 現在 ) 省略 2004 年前資料以
避免程式績效過度美化
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1a , 30min , 當沖 Profit 120 萬 . 勝率 47.59 % Profit Factor 1.51 , MDD 10.5 萬
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1a , 30min, 當沖
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1b , 5min , 當沖 Profit 229 萬 . 勝率 43 % Profit Factor 1.47 , MDD 14 萬
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1b , 5min , 當沖
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1c , 10min , 當沖Profit 119 萬 . 勝率 46.5 %Profit Factor 1.78 , MDD 9 萬
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1c , 10min , 當沖
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1d ,10min 當沖Profit 194 萬 . 勝率 43 %Profit Factor 1.52 , MDD 8.3 萬
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1d ,10min 當沖
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1e , 15min 當沖加碼 max(3)Profit 382 萬 . 勝率 42.5 %Profit Factor 1.54 , MDD 25 萬
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1e , 15min 當沖加碼 max(3)
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1g ,15min 當沖 Profit 151 萬 . 勝率 45.7 %Profit Factor 1.58 , MDD 11 萬
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1g ,15min 當沖
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@Mini , 15min , 當沖Profit 208 萬 . 勝率 36 %Profit Factor 1.47 , MDD 20 萬
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@Mini , 15min , 當沖
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Jeff!Cool! 30min , 留倉Profit 348 萬 . 勝率 37 %Profit Factor 1.4 , MDD 22 萬
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Jeff!Cool! 30min , 留倉
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1-2kc ,60min, 留倉Profit 170 萬 . 勝率 42.1 %Profit Factor 1.8 , MDD 9.6 萬
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1-2kc ,60min, 留倉
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Longtrade2 ,30min 留倉 , 加碼 max(2)
Profit 285 萬 . 勝率 50 %Profit Factor 1.77 , MDD 26.4 萬
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Longtrade2 ,30min 留倉 , 加碼 max(2)
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