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有好的想法,欢迎畅所欲言,任何有价值的想法我都会实现并开源到 czsc;先感谢各位了!!!
czsc
The text was updated successfully, but these errors were encountered:
假设选股策略确认选股时间为 T,股价为 P,T+N 区间内的K线最高价为 MAX_P,最低价为 MIN_P,则 N周期区间百分位 = (P - MIN_P) / (MAX_P - MIN_P) * 100
假设选股策略确认选股时间为 T,股价为 P,第T+N 根K线收盘价为 C,则 N周期绝对收益 = (C - P) / P * 100
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做出来像tradingview 一样的策略回测数据 https://www.tradingview.com/blog/en/new-features-improvements-strategy-backtesting-3643/, 其中比较有代表性的是sharpe比率, 赢率, 和赢钱系数(profit factor)
光選股策略不好單獨評價,需要同時考慮賣出策略才能計算勝率,收益等。
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有好的想法,欢迎畅所欲言,任何有价值的想法我都会实现并开源到
czsc
;先感谢各位了!!!The text was updated successfully, but these errors were encountered: