实盘之简简单单把股炒

wroger

wroger 发表于 2015-7-28 08:31 PM
2.51X出了。亏500多块。

随心

wroger 发表于 2015-7-29 05:34 AM

我亏了2000块了，今天下午想做个短差，谁知道一卖就大涨，炒股难啊。

dollysxy

随心 发表于 2015-7-29 09:42 PM
我亏了2000块了，今天下午想做个短差，谁知道一卖就大涨，炒股难啊。

买的时候按群主指标，卖的也应该按群主的指标走，现在13线向上了，也许好点

随波逐流

时间和资金利用效率，都不高啊？倒是安全，不会大亏。

wroger

                6/3-15                7/31-15               
                                       
创业板指数         3982.25        2539.84        -36.22%
                                       
159915                3.79                2.368                -37.52%
                                       
资金                 503969                503716                -0.05%

随波逐流

Back tested using R of your strategy of buying @ price above MA13 and MACD > MACD previous.
Based on assumption of 0 trading fees and all in and out:
      For 000001.ss daily data downloaded from Yahoo from 1990 - today:  gaining of 120 times with 433 tradings
      For SPX daily from 1995 to today, gaining only 1.01 times (no gaining) with 544 tradings.
Conclusion: for China stock, your strategy works, but not for US stock market.

whylee

随波逐流 发表于 2015-8-1 07:02 AM
Back tested using R of your strategy of buying @ price above MA13 and MACD > MACD previous.
Based on ...

看來不同市場需用不同方法

随波逐流

随波逐流 发表于 2015-8-1 07:02 AM
Back tested using R of your strategy of buying @ price above MA13 and MACD > MACD previous.
Based on ...

  # Buy at 1st price above MA13 and MACD > MACD_Prev
  if (price > MA13 && price_prev < MA13_prev && MACD > MACD_prev)  return(1) #BUY
  # Sell at 1st price below MA1 and m3 < m3_Prev
  if (price < MA13 && price_prev > MA13_prev && MACD < MACD_prev)  return(2) #SELL

Your formula showed that you are using the MACD line, not the difference between MACD and Signal lines.

随波逐流

Results also showed that using different MA:
MA13    120.298542    433
MA20     12.980114     334
MA60    209.723135    212
MA120    35.940227    178
The winner is: MA60

dollysxy

随波逐流 发表于 2015-8-1 11:48 PM
Results also showed that using different MA:
MA13    120.298542    433
MA20     12.980114     334

倒是给了些启发啊，通过程序化来实现大数据的统计，设置变量求最大值。60日均线看起来相对会好一些，针对创业或者中小还应该分情况使用了，毕竟你做的是上证的，有一点没懂，英文不好，上面那个“你正在使用的macd线不是macd和信号线的区别”啥意思，英文学的都还给老师了