TCT Futures –【结束语】

TCT

在经过五个多月的公开测试后，TCT今天决定结束TCT Futures的测试。最初原本只打算测试三个月。但刚开始时的参数没选好，系统表现不佳。在元月底和二月初逐渐换掉表现不好的系统参数后，一直测试至今。

测试结果总的来说还可以。五个月的时间赚了40%，和最初定的目标接近。通过测试，一方面增加了自己对系统了解和信心，另一方面利用IB的模拟帐户得到了一些实际操作经验，这算是额外的收获吧。

DQ是个藏龙卧虎之地。相信有很多人都怀有一手绝技，只是藏而不露罢了。我的系统，其实也没有什么秘密。找个指标，经过反复测试，人人都可以建立一个交易系统。只靠感觉进行交易，迟早会失败的。

最初,TCT Futures也在HT同步开始测试。由于种种原因，中间没能坚持下来。临近结束时才又开始Post测试结果。我总算是做到有始有终，在此向HT的邻居道歉。

接下来说要闭关太沉重，但我确实要休息一下。至少每天不用清晨起来看行情和下单，晚上做总结和Post测试结果了。

祝大家发财，周末愉快！也希望你喜欢本文的背景音乐【望春风 Spring Breeze】。

TCT Futures' Test Final Results:

Asset	TCT Signal	Last Trade	Trade Date	Close Price	UnRlizd Pnl	Total Pnl	Pct%
YM (Mini Dow M9)	T1 (7786.24, 0.00)	Sell	04/24/09	8056	0.00	2044.63	17.9%
NQ (Mini Nasdaq M9)	C2 (1331.13, 1534.04)	Sell	04/23/09	1374.5	-32.50	194.50	10.4%
ES (Mini SP M9)	T1 (831.60, 0.00)	Sell	04/24/09	866.75	0.00	160.34	12.5%
ZB (Bond M9)	C1 (123.4383, 125.4609)	Sell	04/22/09	124.21875	0.7188	20.0858	17.5%
AUD (AUD M9)	C3 (0.6801, 0.0000)	Buy	03/19/09	0.7202	0.0384	-0.0686	-8.1%
CAD (CAD M9)	C3 (0.8144, 0.0000)	Buy	04/24/09	0.8267	0.0000	-0.0820	-8.7%
EUR (EUR M9)	C3 (1.2198, 0.0000)	Sell	03/20/09	1.3243	0.0331	0.2415	16.6%
GBP (GBP M9)	C2 (1.4521, 1.5139)	Sell	04/23/09	1.4655	0.0072	-0.0643	-3.6%
JPY (JPY M9)	T4 (0.0102, 0.0103)	Sell	03/26/09	0.010308	-0.0002	-0.0001	-0.6%
CL (Crude Oil M9)	T1 (49.58, 0.00)	Buy	04/24/09	51.43	0.00	-20.37	-13.1%
HO (Heating Oil M9)	C1 (1.29, 1.38)	Buy	04/20/09	1.3824	0.02	0.44	12.8%
NG (Natural Gas M9)	C4 (0.00, 4.03)	Sell	03/30/09	3.382	0.51	-0.16	-1.7%
GC (Gold M9)	C4 (0.00, 926.49)	Buy	04/06/09	913.7	44.20	38.10	4.6%
SI (Silver K9)	T1 (12.52, 0.00)	Buy	04/22/09	12.86	0.59	1.90	13.9%
HG (Copper K9)	C4 (0.00, 2.10)	Buy	04/23/09	2.047	0.05	-0.48	-10.2%
ZC (Corn K9)	T3 (332.61, 381.39)	Buy	03/20/09	376.75	-19.50	-60.71	-9.7%
ZL (Soyoil K9)	T3 (33.99, 38.27)	Buy	04/06/09	36.31	1.37	-1.84	-3.3%
ZM (Soymeal K9)	C3 (317.81, 0.00)	Buy	04/03/09	324.8	19.10	83.71	23.8%
ZS (Soybean K9)	C1 (1003.71, 1043.03)	Buy	04/23/09	1040	5.25	271.24	20.0%
ZW (Wheat K9)	C3 (522.88, 0.00)	Buy	04/24/09	533	0.00	-47.19	-5.6%

Portfolio Balance:

Account Value	Simulated Account
Starting Balance	$420,883.23
Daily PnL	$6,573.97	1.56%
Total PnL	$127,457.20	42.49%
Leverage	.00
Market CC	0.33
Margin Req	$.00
Security Value	$.00
Cash Value	$427,457.20
Ending Balance	$427,457.20

TCT Futures Performance Chart: (Black = TCT System; Magenta = Simulated Account)



All TCT Futures' Last Trade:

YM Sell on 04/24/09:


NQ Sell on 04/23/09:


ES Sell on 04/24/09:


ZB Sell on 04/22/09:


AUD Buy on 03/19/09:


CAD Buy on 04/24/09:


EUR Sell on 03/20/09:


GBP Sell on 04/23/09:


JPY Sell on 03/26/09:


CL Buy on 04/24/09:


HO Buy on 04/20/09:


NG Sell on 03/30/09:


GC Buy on 04/06/09:


SI Buy on 04/22/09:


HG Buy on 04/23/09:


ZC Buy on 03/20/09:


ZL Buy on 04/06/09:


ZM Buy on 04/03/09:


ZS Buy on 04/23/09:


ZW Buy on 04/24/09:


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lucky99

Thanks for sharing! So you  do not need 清晨起来看行情和下单 since your test is successful?

xiaofengling