½èÎʸ÷λ³´»ã´óÏÀ£ºÍâ»ã×Ô¶¯½»Ò×ÿÔ±£Ö¤5%ÒÔÉϵÄÀûÈóËãgood dealÂð£¿[WSMAJAWPS (9-24 0:09, Long long ago)] [ ´«Í³°æ | sForum ][µÇ¼ºó»Ø¸´]1Â¥
can share a bit how you achieve that? :)[ºç (9-24 8:37, Long long ago)] [ ´«Í³°æ | sForum ][µÇ¼ºó»Ø¸´]2Â¥
ìÅÒ«Ìù[sogie (9-24 9:13, Long long ago)] [ ´«Í³°æ | sForum ][µÇ¼ºó»Ø¸´]3Â¥
²»ÊÇìÅÒ«,Õ⻹ÊDZ£ÊصÄÊÕÒæ.[WSMAJAWPS (11-29 21:46, Long long ago)] [ ´«Í³°æ | sForum ][µÇ¼ºó»Ø¸´]4Â¥
ÂüµÂ¸£Ò²Ö»¸ÒÒ»Äê±£Ö¤10%°¡£¡ÎÒÒªÇ󲻸ߣ¬ÄãÒ»ÄêÄܱ£Ö¤25%ÎÒ°ÑǮȫ²¿¸øÄãÀ´Í¶×Ê£¬25%ÒÔÍâÈ«¸øÄ㣬²»¹ýÎÊÌâÊÇÄã×ö²»µ½ÔõôÅâÇ®¸øÎÒ£¿ÓÐÈ˸øÄã×öµ£±£Âð£¿×Ô¼ºµ£±£²»Ëãºð¡£
[tangba (11-30 0:05, Long long ago)]
[ ´«Í³°æ |
sForum ][µÇ¼ºó»Ø¸´]5Â¥
(ÒýÓà tangba:ÂüµÂ¸£Ò²Ö»¸ÒÒ»Äê±£Ö¤10%°¡£¡ÎÒÒªÇ󲻸ߣ¬ÄãÒ»ÄêÄܱ£Ö¤25%ÎÒ°ÑǮȫ²¿¸øÄãÀ´Í¶×Ê£¬25%ÒÔÍâÈ«¸øÄ㣬²»¹ýÎÊÌâÊÇÄã×ö²»µ½ÔõôÅâÇ®¸øÎÒ£¿ÓÐÈ˸...)Õâ¾ÍÊÇ»úе»¯½»Ò׵ĺô¦!Ö»Òª×öÒ»¸öÓÅÐãµÄ×Ô¶¯½»Ò×ϵͳ,¼ÓÉϸß×ʽð¸Ü¸Ë,ÅųýÁËÈËΪµÄÇéÐ÷ÒÔ¼°ÐÔ¸ñÒòËØ,¸ßÊÕÒæ²»ÊDz»¿ÉÄÜŶ.Back test result as following:
YEAR to YEAR ROI (%)
2005-2006 92.96
2006-2007 64.5
2007-2008 103.9
2008-2009 430.8
×¢Òâ:ÊÇÓÃͬһ¸öEA,ͬÑùµÄ²ÎÊýÅÜÎåÄêŶ,²»ÊÇÏñÓеÄÉÌÒµÐû´«µÄ¸ü¸ßµÄÊÕÒæÂÊ,ÆäʵÊÇÄü¸¸öÔµÄÊý¾Ý×öCurve Fitting.
[WSMAJAWPS (11-30 10:58, Long long ago)]
[ ´«Í³°æ |
sForum ][µÇ¼ºó»Ø¸´]6Â¥
(ÒýÓà WSMAJAWPS:Õâ¾ÍÊÇ»úе»¯½»Ò׵ĺô¦!Ö»Òª×öÒ»¸öÓÅÐãµÄ×Ô¶¯½»Ò×ϵͳ,¼ÓÉϸß×ʽð¸Ü¸Ë,ÅųýÁËÈËΪµÄÇéÐ÷ÒÔ¼°ÐÔ¸ñÒòËØ,¸ßÊÕÒæ²»ÊDz»¿ÉÄÜŶ.Back test res...)¿ÉÒÔÇë½ÌһϣºÄãÊÇÓÃʲôÍâ»ãƽ̨À´ÅÜ×Ô¶¯½»Ò×Èí¼þµÄ£¿ÎÒÓÐÅóÓÑÓÃMT4ƽ̨ÅÜʱ£¬ÓÐʱºò»á³öÎÊÌâ¡£²»¹Ø×Ô¶¯½»Ò×ϵͳµÄÊ£¬ÊÇÍâ»ãƽ̨·½ÃæÓÐʱºò»á³öÏßϵͳ·½ÃæµÄ²»Æ¥Å䣬Óе㼬ÊÖ¡£²»È»µÄ»°£¬ËûÃǵÄ×Ô¶¯½»Ò×ϵͳ²âÊÔÁËʵÅ̺ü¸ÄêÁË£¬»Ø±¨ÂÊ»¹±ÈÄãµÄ¸ü¸ßЩÄØ¡£
£º£©[·¼ÁÖ (11-30 11:11, Long long ago)]
[ ´«Í³°æ |
sForum ][µÇ¼ºó»Ø¸´]7Â¥
(ÒýÓà WSMAJAWPS:Õâ¾ÍÊÇ»úе»¯½»Ò׵ĺô¦!Ö»Òª×öÒ»¸öÓÅÐãµÄ×Ô¶¯½»Ò×ϵͳ,¼ÓÉϸß×ʽð¸Ü¸Ë,ÅųýÁËÈËΪµÄÇéÐ÷ÒÔ¼°ÐÔ¸ñÒòËØ,¸ßÊÕÒæ²»ÊDz»¿ÉÄÜŶ.Back test res...)so how do you do it..?Suppose you want to say something right.....? [ºç (11-30 11:11, Long long ago)] [ ´«Í³°æ | sForum ][µÇ¼ºó»Ø¸´]8Â¥
(ÒýÓà ·¼ÁÖ:¿ÉÒÔÇë½ÌһϣºÄãÊÇÓÃʲôÍâ»ãƽ̨À´ÅÜ×Ô¶¯½»Ò×Èí¼þµÄ£¿ÎÒÓÐÅóÓÑÓÃMT4ƽ̨ÅÜʱ£¬ÓÐʱºò»á³öÎÊÌâ¡£²»¹Ø×Ô¶¯½»Ò×ϵͳµÄÊ£¬ÊÇÍâ»ãƽ̨·½ÃæÓ...)ÎÒÒ²ÊÇÓÃMT4....²»¹ØMT4µÄÊÂ,²»ÖªµÀÄú˵µÄϵͳ²»Æ¥ÅäÊÇʲôÒâ˼?
¹Ø¼üµãÊÇ:
1. Ñ¡Ò»¸ö¿ÉÐŵÄBROKER
2. ³ýÁË¿É¿¿µÄÍøÂçÁ¬½ÓÒÔÍâ,»¹ÒªÓÐÁ¬½Ó¼à¿ØÈí¼þ
¶øÇÒ,Ò»¸öºÃµÄ×Ô¶¯½»Ò×ϵͳ,ÅäºÏËã·¨µÄÓÐЧÂʵÄMoney ManagementÊǹؼü. µ±È»³ÖÐøµÄ¼à¿ØºÍÓÅ»¯Ò²ÊÇÖØÒªµÄ.[WSMAJAWPS (11-30 11:31, Long long ago)]
[ ´«Í³°æ |
sForum ][µÇ¼ºó»Ø¸´]9Â¥
(ÒýÓà ºç:so how do you do it..?Suppose you want to say something right.....? )I just use the basic theory of Automatic Control: Closed Loop. :)In fact, it is nothing special, just combination of indicators(EMA,STO etc) + money management(lot size control etc). I myself is a programmer, so a good coding is also essential. :)
Post here is trying to raise up the attention of Automatic Trading Topic,it is still relatively new for retailer traders, I think this is going to be next big thing in the financial world!
Also to celebrate for the my past few months hard working to finally rolled out the product!
[WSMAJAWPS (11-30 11:44, Long long ago)]
[ ´«Í³°æ |
sForum ][µÇ¼ºó»Ø¸´]10Â¥
Äã»áÏàÐÅÌìÉÏ»áµôÏÚ±ýÂð£¿ÈôÈç´ËÄãºÜ¿ì¾Í»áʹмÓƵÚÒ»¸»ºÀ£¬¼òÖ±ÊÇ×öÃΣ¡Ïë²»ÀͶø»ñ£¬²»ÐÅÄã¾ÍÕæ½ð°×ÒøµÄÊÔÊÔ£¬±£ÄãÇã¼Òµ´²ú£¡[yu2004 (11-30 11:49, Long long ago)] [ ´«Í³°æ | sForum ][µÇ¼ºó»Ø¸´]11Â¥
(ÒýÓÃ WSMAJAWPS:I just use the basic theory of Automatic Control: Closed Loop. :)In fact, it is nothing special, just combination of indicators(...)cool.... :)I also develeped a few algorithm,, but never tried them out in the real trading environment,, I still manually trade FX....
may i know your average holding period and your algorithm time frame as well as your currency pairs....?
[ºç (11-30 11:55, Long long ago)]
[ ´«Í³°æ |
sForum ][µÇ¼ºó»Ø¸´]12Â¥
(ÒýÓà yu2004:Äã»áÏàÐÅÌìÉÏ»áµôÏÚ±ýÂð£¿ÈôÈç´ËÄãºÜ¿ì¾Í»áʹмÓƵÚÒ»¸»ºÀ£¬¼òÖ±ÊÇ×öÃΣ¡Ïë²»ÀͶø»ñ£¬²»ÐÅÄã¾ÍÕæ½ð°×ÒøµÄÊÔÊÔ£¬±£ÄãÇã¼Òµ´²ú£¡)ÌìÉϵôÏÚ±ýÖ¸µÄÊDz»ÀͶø»ñŶ,ÌìÉÏÒ²²»¿ÉÄܵôÏÂÀ´¸ö×Ô¶¯½»Ò×ϵͳŶ, ÈÊÐÖÇ뵶¨ :)[WSMAJAWPS (11-30 12:37, Long long ago)] [ ´«Í³°æ | sForum ][µÇ¼ºó»Ø¸´]13Â¥
(ÒýÓà ºç:cool.... :)I also develeped a few algorithm,, but never tried them out in the real trading environment,, I still manually trade ...)See inside...Holding period is from few days to few weeks, ERU/USD M30 [WSMAJAWPS (11-30 12:41, Long long ago)] [ ´«Í³°æ | sForum ][µÇ¼ºó»Ø¸´]14Â¥
how about the winning rate and risk-return ratio per trade (in terms of pips)?[ºç (11-30 12:51, Long long ago)] [ ´«Í³°æ | sForum ][µÇ¼ºó»Ø¸´]15Â¥
(ÒýÓà WSMAJAWPS:ÌìÉϵôÏÚ±ýÖ¸µÄÊDz»ÀͶø»ñŶ,ÌìÉÏÒ²²»¿ÉÄܵôÏÂÀ´¸ö×Ô¶¯½»Ò×ϵͳŶ, ÈÊÐÖÇ뵶¨ :))algoÓÀÔ¶¶¼»áÓÐextrodinary incident. ËùÒÔ¿ÉÓÃ,µ«ÊDz»¿ÉÃÔÐÅalgoÓÀÔ¶¶¼»áÓÐextrodinary incident. ËùÒÔ¿ÉÓÃ,µ«ÊDz»¿ÉÃÔÐÅ[rino5000 (11-30 13:44, Long long ago)] [ ´«Í³°æ | sForum ][µÇ¼ºó»Ø¸´]16Â¥
(ÒýÓà rino5000:algoÓÀÔ¶¶¼»áÓÐextrodinary incident. ËùÒÔ¿ÉÓÃ,µ«ÊDz»¿ÉÃÔÐÅalgoÓÀÔ¶¶¼»áÓÐextrodinary incident. ËùÒÔ¿ÉÓÃ,µ«ÊDz»¿ÉÃÔÐÅ)ÉÏÒ»²¨·ÇÃÀµ÷ÕûµÄʱºò,Êг¡µÄ΢¹ÛÌصãÒ²Óб仯,Ò»¸ö×öalgoºÃ¶àÄêµÄÐֵܸøÎÒ½², ÄǸöʱºò³ýÁ˺ܶàÎÊÌ⣬ÅâÁ˲»ÉÙÇ®¡£[rino5000 (11-30 13:45, Long long ago)] [ ´«Í³°æ | sForum ][µÇ¼ºó»Ø¸´]17Â¥
(ÒýÓà WSMAJAWPS:ÎÒÒ²ÊÇÓÃMT4....²»¹ØMT4µÄÊÂ,²»ÖªµÀÄú˵µÄϵͳ²»Æ¥ÅäÊÇʲôÒâ˼?
¹Ø¼üµãÊÇ:
1. Ñ¡Ò»¸ö¿ÉÐŵÄBROKER
2. ³ýÁË¿É¿¿µÄÍøÂçÁ¬½ÓÒÔÍâ,»¹ÒªÓÐÁ...)ºÇºÇ£¡·¢¶ÌПøÄãÁ˽»Á÷Ò»ÏÂÍâ»ã¡£
£º£©[·¼ÁÖ (12-1 20:54, Long long ago)]
[ ´«Í³°æ |
sForum ][µÇ¼ºó»Ø¸´]18Â¥
(ÒýÓÃ WSMAJAWPS:I just use the basic theory of Automatic Control: Closed Loop. :)In fact, it is nothing special, just combination of indicators(...)Machine trading is not new thing, it popular in 80sThe 1987 Stock crisis is partially due to machine trading or automatic trading.
The selling point is triggered, then all the machine is selling.
Even today, some very successful traders do in this way and they have good return.
There is no one perfect system can win all the long term run, so you may also need to adjust your system sometimes.
Hope you can succeed to be a good trader. [halley (12-2 12:07, Long long ago)]
[ ´«Í³°æ |
sForum ][µÇ¼ºó»Ø¸´]19Â¥
·¢ÏûϢѯÎʵÄTX¶¼ÒÑÒ»Ò»»Ø¸´,Çë²éÊÕ,лл![WSMAJAWPS (12-2 12:23, Long long ago)] [ ´«Í³°æ | sForum ][µÇ¼ºó»Ø¸´]20Â¥