时间是检验真理的唯一标准，C2是甄别老大的最佳试金石

Dahutu

Thanks for your advice, long time no contact but I know you are doing great:) I will be back to US probably after spring festival... Wish all you guys a merry Christmas and happy New Year

Brainteaser

等老大顺利归来指点!!!!

Dahutu

you guys have progressed far ahead, I am ready to be back learning from you all... Trading preMarket and aftermarket has been a boring business

QuickHand

:(63): :(63): :(63):

Brainteaser

老大boring了可以玩 Forex 啊.

Dahutu

hehe.. you are right, I should..will take some time study it first. ... Just tried to trade Australia's SPI (just like US SPX), not very liquid, one trade today, made 325AUD [ 本帖最后由 Dahutu 于 2008-12-22 03:20 编辑 ]

Brainteaser

其实调好参数,加上一点运气MA cross 也挺赚钱的.

BGU  11月10日 到12月5日的return

All trades	Long trades	Short trades
Initial capital	10000.00	10000.00	10000.00
Ending capital	25708.44	17426.45	18281.99
Net Profit	15708.44	7426.45	8281.99
Net Profit %	157.08 %	74.26 %	82.82 %
Exposure %	23.77 %	12.63 %	11.14 %
Net Risk Adjusted Return %	660.75 %	588.00 %	743.20 %
Annual Return %	252111.55 %	9921.63 %	14814.33 %
Risk Adjusted Return %	1060461.74 %	78555.74 %	132939.03 %
All trades	16	8 (50.00 %)	8 (50.00 %)
Avg. Profit/Loss	981.78	928.31	1035.25
Avg. Profit/Loss %	2.84 %	2.66 %	3.02 %
Avg. Bars Held	15.00	15.88	14.13
Winners	9 (56.25 %)	5 (31.25 %)	4 (25.00 %)
Total Profit	22773.16	12023.24	10749.91
Avg. Profit	2530.35	2404.65	2687.48
Avg. Profit %	7.12 %	6.97 %	7.31 %
Avg. Bars Held	18.44	18.20	18.75
Max. Consecutive	5	4	2
Largest win	4675.30	4348.81	4675.30
# bars in largest win	27	28	27
Losers	7 (43.75 %)	3 (18.75 %)	4 (25.00 %)
Total Loss	-7064.71	-4596.79	-2467.92
Avg. Loss	-1009.24	-1532.26	-616.98
Avg. Loss %	-2.67 %	-4.53 %	-1.27 %
Avg. Bars Held	10.57	12.00	9.50
Max. Consecutive	4	2	3
Largest loss	-2006.93	-2006.93	-1696.15
# bars in largest loss	14	14	10
Max. trade drawdown	-3509.28	-3509.28	-2243.75
Max. trade % drawdown	-9.64 %	-8.03 %	-9.64 %
Max. system drawdown	-4955.09	-4358.56	-3981.40
Max. system % drawdown	-24.63 %	-32.32 %	-23.72 %
Recovery Factor	3.17	1.70	2.08
CAR/MaxDD	10237.91	307.01	624.49
RAR/MaxDD	43063.92	2430.75	5603.94
Profit Factor	3.22	2.62	4.36
Payoff Ratio	2.51	1.57	4.36
Standard Error	1993.37	1379.45	1141.53
Risk-Reward Ratio	71.85	54.03	60.16
Ulcer Index	9.69	11.17	6.72
Ulcer Performance Index	26006.95	887.57	2202.42
Sharpe Ratio of trades	10.92	9.40	13.34
K-Ratio	0.0815	0.0613	0.0682

wox

C2 has thousands of systems, if you have thousands MA crossover systems, there will be good ones. So it's important to have long track records.


[ 本帖最后由 wox 于 2008-12-22 05:57 编辑 ]

xiaobailong

原帖由 yager 于 2008-12-22 00:59 发表 斑竹呢？给我个砖吧。

先扔一砖。我不就是看见mitbbs股版的选股竞赛弄得有声有色，想学学让胡同也更热闹一些吗。

你可好，跟Control_Risk一块儿给我把人往别的网站上推。

Dahutu

I think a system is more likely reliable if it is covering a whole market cycle: bottom, bull, top and bear with enough number of trades from backtesting and it has consistent results from forward testing. Otherwise it can be an overly curve fitting system...The other feature of a reliable system is that there should be a stop loss included. Stop loss may reduce your winning percentage, but should lead to more profit in the long run...

xiaobailong

原帖由 yager 于 2008-12-22 01:09 发表 实践是检验真理的唯一标准！斑竹帮忙改一下吧。

时间这两个字用得非常正确啊。

你去看看现在C2的系统，排在前面的，都是今年才开始的系统。

为什么呢？那些系统，经不起时间的检验。以前168有人跟踪过一个系统，从2005年开始，成绩一直非常平稳，在C2算是非常著名的系统了。结果今年，跌了一半了。

所以我对于老大们在胡同收费的最基础的要求是，要经过至少三个月的时间检验。否则，上来一下子蒙对了，可能赚很多，捞了一帮人收费跟风，可是如果接下来蒙错了，就会把这些人的钱亏掉很多的啊。

xiaobailong

原帖由 Dahutu 于 2008-12-22 06:36 发表 I think a system is more likely reliable if it is covering a whole market cycle: bottom, bull, top and bear with enough number of trades from backtesting and it has consistent results from forward te ...

xiaobailong

怎么说着说着又到收费这个话题去了呢？选股竞赛本来跟收费没有必然联系的呀。

xiaobailong

原帖由 wox 于 2008-12-22 05:55 发表 C2 has thousands of systems, if you have thousands MA crossover systems, there will be good ones. So it's important to have long track records.

支持，“时间时间时间”，其实比“实践”更重要。如果有一个经过时间检验的系统，我们自己会实践。

小咪

xiaobailong

原帖由 CoolMax 于 2008-12-22 01:37 发表   胡同里没有亏钱，那一定是你的程序交易亏钱了！

胡同以前有个投票，从去年10月到今年10月，一共亏了17M。触目惊心呢。

是小小草亏了很多以后，寻死觅活之后开的投票。

恐慌小猪

猎人

请问, 你的MA CROSS 用的是多少CROSS多少? 是EMA还是SMA?卖点如何选?是CROSS　ＤＯＷＮ才卖呢还是有其它ＲＵＬＥＳ？用的是日线图还是６０分钟图？ 我也测试过MＡ　ＣＲＯＳＳ，　用的是EＭＡ，总体好像短线的CＲＯＳＳ（比如说２０　ＣＲＯＳＳ　３０）比长线的CＲＯＳＳ（比如说３０　ＣＲＯＳＳ　５０）表现好.　

maserati

I think that D56 at 168 is the only one that I know who posts his system at C2. It amazed me to see that so many people subscriped those "HHs" services without seeing their past reocrds.

hippo

What's the past record for D56?