c**t
发帖数: 9197 | 1 If a system can not make money with past data.
It is very hard to make it in the future.
Since in real life, there are always missed enter, slippage, etc... | g*****u
发帖数: 14294 | 2 What time bar do you use in the test?
Intra-day 1-minute, 5-minute, 15-minute, or some larger intervals?
【在 c**t 的大作中提到】
: If a system can not make money with past data.
: It is very hard to make it in the future.
: Since in real life, there are always missed enter, slippage, etc...
| c**t
发帖数: 9197 | 3 I try everything to fit the best time frame.
It must be the same time frame you can trade on.
most people uses 1 min/5min for entry/exit and 30min for trend/level. |
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