Cobra: in your text: "SPY到今天为止连涨7天了,下面是back test results,sell at next day open cover at the next next day close。"
But in your table, the data showed all 9 cases you buy at next close(4PM), and sell at next next close (4PM).
If you follow, which way you will follow? buy at next open, or buy at next close?
Thanks
Cobra: in your text: "SPY到今天为止连涨7天了,下面是back test results,sell at next day open cover at the next next day close。"
But in your table, the data showed all 9 cases you buy at next close(4 ...
我是谁 发表于 2009-11-11 07:15
那好像是软件的bug,总是报告4点钟。Anyway,看visual back test的图比较好啦。