加载中…实盘日记52——2.O版上线
(2012-03-20 14:40:03)
标签：
外汇程式交易财经 |
分类： 用实盘解 |
2.0版上线
……陈宏杰博客
经过数月研发，代表我们当下最佳成绩的程式2.0版完成，进入大样本测试。次按高峰08年成绩不敬人意，有幅度不小的亏损，但其余年份皆有不俗收益，大体尚可。大约一个月后若无需重大修正，可进入实战。这段时间睡眠不足，脑力明显下降，终于可以停顿喘息几天了。测试未用复利滚动，利润全部提留，增厚为保证金。
2000.09.01 - 2007.01.01的测试：初始值5万，到期值27万。
* * * * * * * * * * * *
2007.01.01 - 2008.03.30的测试：初始值5万，到期值15万。
* * * * * * * * * * * *
2009.01.01 - 2012.03.20的测试：初始值5万，到期值21万。
| 初值 | $500,000.00 | |||||||
| 时间 | 终值 | 环比 | 总损益 | 时间 | 终值 | 环比 | 总损益 | |
| 2011/12/09 | $500,000.00 | |||||||
| 2012/01/09 | $534,078.11 | 6.82% | 6.82% | 2012/02/09 | $594,834.48 | 0.31% | 18.97% | |
| 2012/01/13 | $567,456.78 | 6.25% | 13.49% | 2012/02/10 | $595,200.12 | 0.06% | 19.04% | |
| 2012/01/14 | $569,887.18 | 0.43% | 13.98% | 2012/02/13 | $595,680.96 | 0.08% | 19.14% | |
| 2012/01/16 | $569,915.62 | 0.00% | 13.98% | 2012/02/14 | $602,347.20 | 1.12% | 20.47% | |
| 2012/01/17 | $569,963.76 | 0.01% | 13.99% | 2012/02/15 | $603,495.48 | 0.19% | 20.70% | |
| 2012/01/18 | $570,195.56 | 0.04% | 14.04% | 2012/02/16 | $603,797.88 | 0.05% | 20.76% | |
| 2012/01/19 | $570,910.56 | 0.13% | 14.18% | 2012/02/17 | $604,273.24 | 0.08% | 20.85% | |
| 2012/01/20 | $572,462.31 | 0.27% | 14.49% | 2012/02/18 | $611,148.23 | 1.14% | 22.23% | |
| 2012/01/21 | $575,101.00 | 0.46% | 15.02% | 2012/02/20 | $611,278.46 | 0.02% | 22.26% | |
| 2012/01/23 | $575,214.13 | 0.02% | 15.04% | 2012/02/21 | $611,665.93 | 0.06% | 22.33% | |
| 2012/01/24 | $577,350.87 | 0.37% | 15.47% | 2012/02/22 | $611,709.13 | 0.01% | 22.34% | |
| 2012/01/25 | $577,808.39 | 0.08% | 15.56% | 2012/02/23 | $635,685.13 | 3.92% | 27.14% | |
| 2012/01/27 | $584,651.54 | 1.18% | 16.93% | 2012/02/24 | $635,858.40 | 0.03% | 27.17% | |
| 2012/01/28 | $585,197.78 | 0.09% | 17.04% | 2012/02/27 | $659,790.20 | 3.76% | 31.96% | |
| 2012/01/30 | $586,052.78 | 0.15% | 17.21% | 2012/02/28 | $659,833.40 | 0.01% | 31.97% | |
| 2012/01/31 | $586,248.68 | 0.03% | 17.25% | 2012/02/29 | $660,481.40 | 0.10% | 32.10% | |
| 2012/02/01 | $586,921.75 | 0.11% | 17.38% | 2012/03/01 | $663,717.24 | 0.49% | 32.74% | |
| 2012/02/02 | $590,297.15 | 0.58% | 18.06% | 2012/03/02 | $664,235.64 | 0.08% | 32.85% | |
| 2012/02/03 | $590,997.98 | 0.12% | 18.20% | 2012/03/05 | $667,006.35 | 0.42% | 33.40% | |
| 2012/02/04 | $591,848.33 | 0.14% | 18.37% | 2012/03/06 | $667,177.82 | 0.03% | 33.44% | |
| 2012/02/06 | $591,982.60 | 0.02% | 18.40% | 2012/03/07 | $670,004.86 | 0.42% | 34.00% | |
| 2012/02/07 | $592,634.84 | 0.11% | 18.53% | 2012/03/08 | $670,134.46 | 0.02% | 34.03% | |
| 2012/02/08 | $593,025.00 | 0.07% | 18.61% | 2012/03/09 | $670,350.93 | 0.03% | 34.07% | |
| 时间 | 终值 | 环比 | 总损益 | 时间 | 终值 | 环比 | 总损益 | |
| 2012/03/12 | $670,369.20 | 0.00% | 34.07% | |||||
| 2012/03/13 | $671,526.04 | 0.17% | 34.31% | |||||
| 2012/03/14 | $671,592.43 | 0.01% | 34.32% | |||||
| 2012/03/15 | $671,627.09 | 0.01% | 34.33% | |||||
| 2012/03/16 | $671,764.95 | 0.02% | 34.35% | |||||
| 2012/03/20 | $671,809.01 | 0.01% | 34.36% |
|
Ticket |
Open Time |
Type |
Price |
T / P |
|
Price |
Swap |
Profit |
|
1704863 |
2012.03.19 15:47 |
sell |
1.59027 |
1.58687 |
2012.03.20 03:34 |
1.58687 |
0.00 |
30.85 |
|
1708699 |
2012.03.19 13:29 |
buy |
1.58712 |
1.59112 |
2012.03.19 17:28 |
1.59112 |
0.00 |
22.11 |
|
1720621 |
2012.03.20 06:47 |
sell |
1.58697 |
1.58247 |
2012.03.20 06:47 |
1.58727 |
0.00 |
-8.90 |
|
|
|
|
|
|
|
|
0.00 |
1 459.01 |
|
|
|
|
|
|
|
Closed P/L: |
1 459.01 |
|
|
Open Trades: |
|
|
|
|
|
|
|
|
|
Ticket |
Open Time |
Type |
Price |
T / P |
|
Price |
Swap |
Profit |
|
1708701 |
2012.03.19 13:29 |
sell |
1.58684 |
1.58534 |
|
1.58711 |
0.00 |
-1.36 |
|
1708703 |
2012.03.19 14:48 |
sell |
1.58884 |
1.58534 |
|
1.58711 |
0.00 |
28.72 |
|
1711170 |
2012.03.19 17:27 |
sell |
1.59084 |
1.58534 |
|
1.58711 |
0.00 |
17.60 |
|
1717393 |
2012.03.19 22:14 |
buy |
1.58937 |
1.59187 |
|
1.58680 |
0.00 |
-12.96 |
|
1717394 |
2012.03.20 03:02 |
buy |
1.58737 |
1.59187 |
|
1.58680 |
0.00 |
-2.87 |
|
1719831 |
2012.03.20 04:45 |
sell |
1.58696 |
1.58296 |
|
1.58711 |
0.00 |
-0.76 |
|
1719839 |
2012.03.20 04:48 |
buy |
1.58707 |
1.59107 |
|
1.58680 |
0.00 |
-1.36 |
|
|
|
|
|
|
|
|
0.00 |
27.01 |
|
|
|
|
|
|
|
Floating P/L: |
27.01 |
|
|
Working Orders: |
|
|
|
|
|
|
|
|
|
Ticket |
Open Time |
Type |
Price |
T / P |
Market Price |
|
|
|
|
1717395 |
2012.03.19 22:14 |
sell limit |
1.59284 |
0.00000 |
|
1.58680 |
|
Sell.5 |
|
1719183 |
2012.03.20 03:02 |
buy limit |
1.58537 |
0.00000 |
|
1.58711 |
|
Buy.4 |
|
|
|
|
|
|
|
|
|
|
|
Summary: |
|
|
|
|
|
|
|
|
|
Deposit/Withdrawal: |
670 350.00 |
Credit Facility: |
0.00 |
|
|
|
||
|
Closed Trade P/L: |
1 459.01 |
Floating P/L: |
27.01 |
Margin: |
80.00 |
|||
|
Balance: |
671 809.01 |
Equity: |
671 836.02 |
Free Margin: |
671 756.02 |
|||
链接：
前四十篇
实盘日记第一篇 《实盘日记⑴——刺猬》
实盘日记二月篇 《实盘日记23——月报》
实盘日记三月篇 《实盘日记45——月报》
实盘日记上一篇 《实盘日记51——曲线》
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