台指期程式自動當沖交易系統回測日誌 2019/1/4

<span style="-webkit-text-stroke-width:0px; background-color:rgb(255, 255, 255); color:rgb(29, 33, 41); display:inline !important; float:none; font-family:helvetica,arial,sans-serif; font-style:normal; font-variant-caps:normal; font-variant-ligatures:normal; font-weight:400; letter-spacing:normal; orphans:2; text-align:start; text-decoration-color:initial; text-decoration-style:initial; text-indent:0px; text-transform:none; white-space:normal; widows:2; word-spacing:0px">今天下午總算把原本在元旦假期該完成的程式調整這個工作項目完成了 , 調整程式的運作架構 , 找到並修正了多個程式臭蟲 , 重新思考並調整進出場的配套措施 ...

<br style="color: rgb(29, 33, 41); font-family: Helvetica, Arial, sans-serif; font-size: 15px; font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 400; letter-spacing: normal; orphans: 2; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; widows: 2; word-spacing: 0px; -webkit-text-stroke-width: 0px; background-color: rgb(255, 255, 255); text-decoration-style: initial; text-decoration-color: initial;"> <span style="-webkit-text-stroke-width:0px; background-color:rgb(255, 255, 255); color:rgb(29, 33, 41); display:inline !important; float:none; font-family:helvetica,arial,sans-serif; font-style:normal; font-variant-caps:normal; font-variant-ligatures:normal; font-weight:400; letter-spacing:normal; orphans:2; text-align:start; text-decoration-color:initial; text-decoration-style:initial; text-indent:0px; text-transform:none; white-space:normal; widows:2; word-spacing:0px">後續待辦工作事項還有 : <br style="color: rgb(29, 33, 41); font-family: Helvetica, Arial, sans-serif; font-size: 15px; font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 400; letter-spacing: normal; orphans: 2; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; widows: 2; word-spacing: 0px; -webkit-text-stroke-width: 0px; background-color: rgb(255, 255, 255); text-decoration-style: initial; text-decoration-color: initial;"> <span style="-webkit-text-stroke-width:0px; background-color:rgb(255, 255, 255); color:rgb(29, 33, 41); display:inline !important; float:none; font-family:helvetica,arial,sans-serif; font-style:normal; font-variant-caps:normal; font-variant-ligatures:normal; font-weight:400; letter-spacing:normal; orphans:2; text-align:start; text-decoration-color:initial; text-decoration-style:initial; text-indent:0px; text-transform:none; white-space:normal; widows:2; word-spacing:0px">1. 回測 2018/10 月到現在有歷史資料的部分. <br style="color: rgb(29, 33, 41); font-family: Helvetica, Arial, sans-serif; font-size: 15px; font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 400; letter-spacing: normal; orphans: 2; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; widows: 2; word-spacing: 0px; -webkit-text-stroke-width: 0px; background-color: rgb(255, 255, 255); text-decoration-style: initial; text-decoration-color: initial;"> <span style="-webkit-text-stroke-width:0px; background-color:rgb(255, 255, 255); color:rgb(29, 33, 41); display:inline !important; float:none; font-family:helvetica,arial,sans-serif; font-style:normal; font-variant-caps:normal; font-variant-ligatures:normal; font-weight:400; letter-spacing:normal; orphans:2; text-align:start; text-decoration-color:initial; text-decoration-style:initial; text-indent:0px; text-transform:none; white-space:normal; widows:2; word-spacing:0px">2. 回測 2016/4月 ~ 10月有歷史資料的部分. <br style="color: rgb(29, 33, 41); font-family: Helvetica, Arial, sans-serif; font-size: 15px; font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 400; letter-spacing: normal; orphans: 2; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; widows: 2; word-spacing: 0px; -webkit-text-stroke-width: 0px; background-color: rgb(255, 255, 255); text-decoration-style: initial; text-decoration-color: initial;"> <span style="-webkit-text-stroke-width:0px; background-color:rgb(255, 255, 255); color:rgb(29, 33, 41); display:inline !important; float:none; font-family:helvetica,arial,sans-serif; font-style:normal; font-variant-caps:normal; font-variant-ligatures:normal; font-weight:400; letter-spacing:normal; orphans:2; text-align:start; text-decoration-color:initial; text-decoration-style:initial; text-indent:0px; text-transform:none; white-space:normal; widows:2; word-spacing:0px">3. 持續優化程式碼及架構 . <span class="text_exposed_show" style="-webkit-text-stroke-width:0px; background-color:rgb(255, 255, 255); color:rgb(29, 33, 41); display:inline; font-family:helvetica,arial,sans-serif; font-style:normal; font-variant-caps:normal; font-variant-ligatures:normal; font-weight:400; letter-spacing:normal; orphans:2; text-align:start; text-decoration-color:initial; text-decoration-style:initial; text-indent:0px; text-transform:none; white-space:normal; widows:2; word-spacing:0px">4. 觀察及學習新的台指期五分鐘K線的進場及轉折組合K型態 , 並擴充到鬼馬的進場及反轉監控策略中. 看來還有得忙咧 ! 先拿昨天的盤來回測 , 效果很優喔 ! 希望接下來的回測可以順利 .

<p><span style="color: #000000;"><span style="font-family: comic sans ms,sans-serif;"><span style="font-size: 18pt;">漫步@雲端</span></span></span></p>

台指期自動當沖交易系統日誌

台指期程式自動當沖交易系統回測日誌 2019/1/4

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