m********i 发帖数: 298 | |
c*d 发帖数: 108 | |
A*********n 发帖数: 637 | 3 能传授些经验吗? :)
【在 m********i 的大作中提到】![](/moin_static193/solenoid/img/up.png) : so far..
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m********i 发帖数: 298 | |
g*****u 发帖数: 14294 | 5 我浏览了一下你的交易,初步印象是每笔赚的钱根手续费比都低个量级。
咋回事? |
s****l 发帖数: 10462 | 6 No wonder brokers make tons of money. |
m********i 发帖数: 298 | 7 Did you multiply 100 for EMD, 5 for YM, and 20 for NQ?
【在 g*****u 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 我浏览了一下你的交易,初步印象是每笔赚的钱根手续费比都低个量级。 : 咋回事?
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g*****u 发帖数: 14294 | 8 No, I didn't.
Now I see.
【在 m********i 的大作中提到】![](/moin_static193/solenoid/img/up.png) : Did you multiply 100 for EMD, 5 for YM, and 20 for NQ?
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n*******1 发帖数: 50 | 9 为啥开始几个交易commission是0???
【在 m********i 的大作中提到】![](/moin_static193/solenoid/img/up.png) : so far..
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m********i 发帖数: 298 | 10 IB system issue, any trades that is more than 2-3 days old will show 0
commission.
Can someone using IB confirm this? At least this is true for me.
【在 n*******1 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 为啥开始几个交易commission是0???
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k****n 发帖数: 1334 | 11 大牛你从开始做这个系统到现在花了多久?
【在 m********i 的大作中提到】![](/moin_static193/solenoid/img/up.png) : IB system issue, any trades that is more than 2-3 days old will show 0 : commission. : Can someone using IB confirm this? At least this is true for me.
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g*****u 发帖数: 14294 | 12 乘上这些倍数,还是百十来块一笔,比一般讲的scalping还少。
【在 m********i 的大作中提到】![](/moin_static193/solenoid/img/up.png) : Did you multiply 100 for EMD, 5 for YM, and 20 for NQ?
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m********i 发帖数: 298 | 13 bu hui ba.. how to replace the attached pic?
I had positions on YM, NQ, EMD on Friday night:
+4 EMD entry 689
+8 NQ entry 1716
+8 YM entry 9835
【在 g*****u 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 乘上这些倍数,还是百十来块一笔,比一般讲的scalping还少。
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m********i 发帖数: 298 | 14 大牛不敢当,从2006-2007开始做的,IN-THE-SAMPLE ON 2004TO 20
05DATA。OUT-OF-SAMPLE SHARPE RATIO AROUND 3.XX
【在 k****n 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 大牛你从开始做这个系统到现在花了多久?
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k****n 发帖数: 1334 | 15 您在测试过程中有改变算法么,还是一遍就成功的?
还有paper trading是用的哪个service?
【在 m********i 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 大牛不敢当,从2006-2007开始做的,IN-THE-SAMPLE ON 2004TO 20 : 05DATA。OUT-OF-SAMPLE SHARPE RATIO AROUND 3.XX
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m********i 发帖数: 298 | 16 During the development phase yes. changed a lot. (一遍就成功?? hehe 100
times of that.), After getting satisfied result, no, haven't changed. in-the
-sample is strictly 2004 - 2005 data, means now i am still trading on the
idea that is derived from 2004 to 2005 data.
If you have a robot that gets you 3+ sharpe ratio out-of-sample, you will
put all your faith in it..
paper trading uses IB.
【在 k****n 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 您在测试过程中有改变算法么,还是一遍就成功的? : 还有paper trading是用的哪个service?
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r********p 发帖数: 57 | 17 Ding.
Support robot auto trading. No worry is the best part. |