有關測試時的問題!請各位大大幫忙小弟解決,謝謝!!!
看不懂你的问题, 也许你能说得详细些...
這是從1號開始測試到現在,
| 1 | 2009.12.01 11:37 | sell | 1 | 0.50 | 1.50641 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.09 19:06 | close | 1 | 0.50 | 1.46926 | 0.00000 | 0.00000 | 1837.50 | 2837.50 |
| 3 | 2009.12.09 19:06 | buy | 2 | 1.50 | 1.46930 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.15 08:15 | close at stop | 2 | 1.50 | 1.45748 | 0.00000 | 0.00000 | -1764.00 | 1073.50 |
這是從10號開始測試到現在,是為了證明9號的close是在11號
| 1 | 2009.12.11 10:00 | sell | 1 | 0.50 | 1.47538 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.22 16:21 | close | 1 | 0.50 | 1.42398 | 0.00000 | 0.00000 | 2547.50 | 3547.50 |
| 3 | 2009.12.22 16:21 | buy | 2 | 1.90 | 1.42399 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.22 18:45 | close at stop | 2 | 1.90 | 1.42597 | 0.00000 | 0.00000 | 376.20 | 3923.70 |
問題是為甚麼測試時,會發現不到訂單開啟關閉的條件的???
就是會出現
| 4 | 2009.12.15 08:15 | close at stop | 2 | 1.50 | 1.45748 | 0.00000 | 0.00000 | -1764.00 | 1073.50 |
這個錯誤出來
我的訂單開關是 buy open = sell close, sell open = buy close..
真正的測試結果應該如下
| time |
type |
order |
size |
price |
s/l |
t/p |
profit |
balance |
|---|---|---|---|---|---|---|---|---|
| 2009.12.01 11:37 | sell | 1 | 0.50 | 1.50641 | ||||
| 2009.12.09 19:06 | close | 1 | 0.50 | 1.46926 | 1837.50 | 2837.50 | ||
| 2009.12.09 19:06 | buy | 2 | 1.50 | 1.46930 | ||||
| 2009.12.11 10:00 | close | 2 | 1.50 | 1.47538 +/- | +/- | +/- | ||
| 2009.12.11 10:00 | sell | 3 | x | 1.47538 | ||||
| 2009.12.22 16:21 | close | 3 | x | 1.42398 | x | x | ||
| 2009.12.22 16:21 | buy | 4 | x | 1.42399 | ||||
| 2009.12.22 18:45 | close at stop | 4 | x | 1.42597 | x | x | ||
是先平再开还是先开再平，这个次序有影响的，如果是前者，从平仓条件里找原因，后者从开仓条件里找
最新的測試結果,測試時間再拉前一段時間...
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2009.11.13 00:00 - 2009.12.08 23:00 (2009.11.13 - 2009.12.09) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 1432 | Ticks modelled | 650506 | Modelling quality | 25.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 500.00 | ||||
| Total net profit | 4515.40 | Gross profit | 4515.40 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 1128.85 | |||
| Absolute drawdown | 151.20 | Maximal drawdown | 1260.40 (64.17%) | Relative drawdown | 64.17% (1260.40) |
| Total trades | 4 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 4 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 3345.30 | loss trade | 0.00 | |
| Average | profit trade | 1128.85 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 4 (4515.40) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 4515.40 (4) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 4 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.13 15:15 | buy | 1 | 0.20 | 1.48491 | 0.00000 | 0.00000 | ||
| 2 | 2009.11.13 18:36 | close | 1 | 0.20 | 1.49199 | 0.00000 | 0.00000 | 141.60 | 641.60 |
| 3 | 2009.11.13 18:36 | sell | 2 | 0.30 | 1.49198 | 0.00000 | 0.00000 | ||
| 4 | 2009.11.17 17:37 | close | 2 | 0.30 | 1.48585 | 0.00000 | 0.00000 | 180.90 | 822.50 |
| 5 | 2009.11.17 17:37 | buy | 3 | 0.40 | 1.48586 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 11:28 | close | 3 | 0.40 | 1.50691 | 0.00000 | 0.00000 | 847.60 | 1670.10 |
| 7 | 2009.12.01 11:28 | sell | 4 | 0.90 | 1.50690 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.08 23:53 | close at stop | 4 | 0.90 | 1.46938 | 0.00000 | 0.00000 | 3345.30 | 5015.40 |
不知道是不是mt4測試的缺點,就是不能完全依照條件的@.@....
很大可能是编程的问题
圖1
圖2
在圖1的交易里,9號的買單因為發現不到買單關閉的條件而導致砍仓!
其實在9號買單是在11號的時候關閉的!(圖2)
請問為甚麼測試時會出現開啟關閉訂單條件發現不到的問題的????