日间自动交易讨论区

NewH

The losses accumulated as SVXY started the down trend from oct 17.  it is just difficult to make money even in DT if you are long while the share is trending down. If your system can be adjusted to recognize a trend and follow it (not against it), it will be so much better. But it is easy for me to say here.  

酒醉今朝

NewH 发表于 2016-10-31 06:06 PM
The losses accumulated as SVXY started the down trend from oct 17.  it is just difficult to make mon ...

You are right that this model is an isolated day trading model, which does not having any day-to-day trend detection.
Market opens at 9:30 AM closes at 4:00 PM, where I have data of every minute.
But I don't have access to After-hour(4:00 PM to 8:00 PM) nor Pre-Market(6:00 AM to 9:30 AM) data.
I hope SWING TRADERs can share their experience on how to deal with the After-hour and Pre-Market data.

酒醉今朝

littletiger 发表于 2016-10-31 06:05 PM
it looks so great to me and almost too good to be true

Recent 4-day loss derails the model's profit track, which hits me harder more than any corrections in history.

328

不知道用5分钟或是15分钟最近的数据对两天或者5天的周期有没有做过计算？如果有的话，和当日1分钟的结果是一致还是矛盾？如果看图的话，一般会分级别的，大小级别会相互影响。SVXY看上去，目前趋势性比大盘要明显很多。

Hutong9999

酒醉今朝 发表于 2016-10-31 04:36 PM
Thank you. Here is a back testing since 2015, where corrections are red-boxed.

back test 算法翻了多少翻啊？y axis没刻度，貌似好多倍？

Hutong9999

酒醉今朝 发表于 2016-10-31 04:34 PM
This ends Oct. Here is a collection of all auto trades of this sad month.

end of month 是lost 4%？不差吧，我觉得。

酒醉今朝

Hutong9999 发表于 2016-10-31 09:12 PM
back test 算法翻了多少翻啊？y axis没刻度，貌似好多倍？

放大看，右手的y轴上有3个刻度（倍）。

酒醉今朝

Hutong9999 发表于 2016-10-31 09:14 PM
end of month 是lost 4%？不差吧，我觉得。

是负的4%，很糟，抱歉。

酒醉今朝

Market BUY SVXY Tue Nov 1 15:05:30 2016 at $67.48

酒醉今朝

Market SELL SVXY Tue Nov 1 15:53:30 2016 at $69.52 Result:3.02

酒醉今朝

Market BUY SVXY Wed Nov 2 12:16:01 2016 at $68.57

酒醉今朝

Market SELL SVXY Wed Nov 2 15:47:16 2016 at $68.78 Result:0.31

酒醉今朝

市场：SVXY自10/25到今天，八连跌，跌掉(80.88-64.66)/80.88=20%
模型：上周的损失，被本周局部回弹补回来些，逃避了今天的危险。

NewH

Impressive.Two consecutive days of 火中取粟.

Hutong9999

took a break today?

酒醉今朝

Hutong9999 发表于 2016-11-4 05:23 PM
took a break today?

Don't know why internet was disconnected 1 hour after opening, no access to data center, and no trade today. Otherwise, it would loss.

Hutong9999

酒醉今朝

Market BUY SVXY Mon Nov 7 11:53:15 2016 at $71.16

酒醉今朝

Market SELL SVXY Mon Nov 7 15:47:15 2016 at $72.11 Result:1.34

酒醉今朝

Overall profit in Sept. 15.21%
Overall profit in Oct.   -3.79%
Overall profit in Nov.   4.67% (so far)
Records:
Market SELL SVXY Tue Nov 1 15:53:30 2016 at $69.52 Result:3.02
Market SELL SVXY Wed Nov 2 15:47:16 2016 at $68.78 Result:0.31
Thu Nov 3 (no trade)
Fri Nov 4 (no trade)
Market SELL SVXY Mon Nov 7 15:47:15 2016 at $72.11 Result:1.34
----------------------------------------------------------------------------------
                                                                             overall: 4.67

Sincerely thanks everyone to whom I learned from, I discussed with during passed two months in hutong9. Good luck to everyone. Bye.