[闲谈] 俺的新系统backtest result

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发表于 2011-5-15 11:11 | 只看该作者

本帖最后由 farshine 于 2011-5-15 20:45 编辑

Backtest from 2008-01-01 to 2011-05-13, only for Long:
for SP500 stocks:

SP500 backtest.png (46.59 KB)

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发表于 2011-5-15 11:12 | 只看该作者

本帖最后由 farshine 于 2011-5-15 20:45 编辑

Backtest from 2008-01-01 to 2011-05-13, only for Long:
for NASDAQ100 stocks:

NASDAQ100 backtest.png (46.65 KB)

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发表于 2011-5-15 11:14 | 只看该作者

本帖最后由 farshine 于 2011-5-15 11:24 编辑

Just updated the latest result, it was 8 day period backtest before. Will post more trading signals for some stocks, for fun only.

axp

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发表于 2011-5-15 11:19 | 只看该作者

Vow, your system so Niu B, you Niu Bier

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发表于 2011-5-15 11:28 | 只看该作者

本帖最后由 farshine 于 2011-5-15 11:32 编辑

At beginning, I can not believe the result, I think the backtest tool have some problem, so I checked all trades of backtest for some big stocks, it looks correct. Maybe the result is good due to big bull market start from 03/2009. Need to do more backtest.

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发表于 2011-5-15 11:50 | 只看该作者

本帖最后由 farshine 于 2011-5-15 11:54 编辑

Here is CAT signal, buy at next day open of the buy signal triggered day, sell at next day open of the sell signal triggered day.

ruohan

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发表于 2011-5-15 14:51 | 只看该作者

没有权限

可不可以减低权限

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发表于 2011-5-15 15:18 | 只看该作者

俺不想误导小青蛙. 俺会把一些股票的信号每天发布在俺的blog中,不会在主板发了.

ruohan

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发表于 2011-5-15 16:40 | 只看该作者

That's fine.
Will check the blog.
Thanks.