{"id":137,"date":"2021-01-24T14:44:12","date_gmt":"2021-01-24T06:44:12","guid":{"rendered":"http:\/\/trade.aibuuking.com\/?page_id=137"},"modified":"2021-05-23T15:20:50","modified_gmt":"2021-05-23T07:20:50","slug":"cbotdemo001","status":"publish","type":"page","link":"http:\/\/trade.aibuuking.com\/index.php\/cbotdemo001\/","title":{"rendered":"\u4ea4\u6613\u6a5f\u5668\u4eba\u5c55\u793a"},"content":{"rendered":"\n

\u2605\u7814\u767c\u5718\u968a\uff1aAI-Bus\u5718\u968a(\u4f4d\u65bc\u7f8e\u570b\u7d10\u7d04)\u3002<\/p>\n\n\n\n

\u2605\u60f3\u4e86\u89e3\u3010\u81ea\u52d5\u8ddf\u55aeBus\u3011\uff0c\u8acb\u6309\u6b64<\/a>\u3002\u771f\u9322\u771f\u4ea4\u6613\u5373\u6642\u8cc7\u6599\uff0c\u8acb\u6309\u6b64<\/a>\uff1b\u4e0b\u9762\u5c55\u793a\u7684\u662f\u76f2\u6e2c\u7d50\u679c\u3002<\/p>\n\n\n\n

\u2605\u4ea4\u6613\u7b56\u7565\u662f\u5168\u81ea\u52d5\u578b\u7b56\u7565\uff0c\u555f\u52d5\u5f8c\u5b8c\u5168\u7531\u6a5f\u5668\u4eba\u8996\u76e4\u52e2\u81ea\u884c\u4ea4\u6613\uff0c\u5b8c\u5168\u4e0d\u9700\u4eba\u53c3\u8207(\u4eba\u6709\u7f3a\u9ede\uff0c\u4eba\u505a\u4e0d\u5230\u9435\u7684\u7d00\u5f8b\uff0c\u4f8b\u5982\u4eba\u8981\u7761\u89ba\u3001\u4eba\u6703\u751f\u75c5\u3001\u4eba\u6709\u80d6\u624b\u6307)\uff0c\u662f100%\u7684Set and Forget\u7b56\u7565\u3002\u5b83\u7684\u52dd\u7387\u9ad8\u3001\u4f4eMaxDD%\u3001ROI(\u6295\u8cc7\u5831\u916c\u7387)\u9ad8<\/span>\u3002\u8acb\u53c3\u8003\u4e0b\u9762\u7684Equity & Balance Charts\u3002<\/p>\n\n\n\n

\u2605\u4e00\u500b\u4ea4\u6613\u6a5f\u5668\u4eba\u53ef\u4ee5\u63d0\u4f9b\u6578\u5343\u7a2e\u4ea4\u6613\u7b56\u7565\u3002<\/p>\n\n\n\n

\u2605\u7d93\u5e38\u6709\u4eba\u554f\uff1a\u81ea\u52d5\u8ddf\u55ae\u4ea4\u6613\u6703\u6709\u98a8\u96aa\u55ce\uff1f
\u95dc\u65bc\u98a8\u96aa\uff1a
\u4ea4\u6613\u7e3d\u662f\u5b58\u5728\u98a8\u96aa\u3002\u81ea\u52d5\u8ddf\u55ae\u4ea4\u6613\u4e0d\u6703\u90fd\u4e00\u76f4\u76c8\u5229\uff0c\u4e5f\u53ef\u80fd\u6703\u6709\u640d\u5931\u3002\u5982\u679c\u60a8\u4e0d\u80fd\u63a5\u53d7\u4efb\u4f55\u640d\u5931\uff0c\u90a3\u5c31\u4e0d\u8981\u4ea4\u6613\uff0c\u6216\u4f7f\u7528\u4e00\u5c0f\u90e8\u5206\u8cc7\u91d1\u9032\u884c\u4ea4\u6613\u3002<\/p>\n\n\n\n

\u2605\u98a8\u96aa\u63a7\u7ba1<\/span>\uff1a\u555f\u52d5\u524d\u7684\u6700\u58de\u60c5\u6cc1\u5206\u6790\u3001\u660e\u78ba\u7684\u505c\u640d\uff08\u96b1\u85cf\u5f0f\u505c\u640d\u3001\u96b1\u85cf\u5f0f\u505c\u5229\u3001\u907f\u514d\u88abbroker\u64cd\u63a7\uff09\u3001Free-Margin\u56b4\u683c\u63a7\u7ba1\u53ef\u907f\u514d\u7206\u5009\uff0c\u9019\u4e9b\u90fd\u7531\u6a5f\u5668\u4eba\u8655\u7406\u3002<\/p>\n\n\n\n

\u2605\u5206\u6563\u98a8\u96aa<\/span>\uff1a\u540c\u6642\u4ea4\u6613\u591a\u500b\u5546\u54c1(\u4e00\u7c43\u5b50)\u3001\u5c0d\u6c96\u6cd5\u3002<\/p>\n\n\n\n

\u2605\u4ea4\u6613\u98a8\u96aa<\/span>\uff1a\u98a8\u96aa\u6709\u591a\u7a2e\uff0c\u4f8b\u5982\uff1a\u77ac\u9593\u5927\u6f32\u5927\u8dcc\u3001\u7cfb\u7d71\u6027\u98a8\u96aa(\u7db2\u8def\u65b7\u7dda\u3001\u96fb\u8166\u7576\u6a5f\u3001Broker\u96fb\u8166\u7576\u6a5f\u3001\u505c\u96fb\u3001\u81ea\u7136\u707d\u5bb3\u3001\u6230\u722d\u3001\u653f\u6cbb\u5371\u6a5f\u3001\u6cd5\u4ee4\u898f\u5b9a\u8b8a\u5316)\u3001\u7b49\u7b49\u90fd\u6709\u53ef\u80fd\u9020\u6210\u6a5f\u5668\u4eba\u4ea4\u6613\u4e2d\u65b7\uff0c\u9700\u7531\u4eba\u5584\u5f8c\u3002<\/p>\n\n\n\n

\u2605\u5584\u5f8c\u4ea4\u6613\u6a5f\u5668\u4eba<\/span>\uff1a\u8a72\u5718\u968a\u6709\u512a\u826f\u7684\u5584\u5f8c\u4ea4\u6613\u6a5f\u5668\u4eba\uff0c\u53ef\u5feb\u901f\u63a5\u624b\u9700\u5584\u5f8c\u7684\u4ea4\u6613\u3002<\/p>\n\n\n\n

\u2605(\u7b2c67\u865f)\u4ea4\u6613\u6a5f\u5668\u4eba\u7684\u8868\u73fe\uff1a
\u9019\u88e1\u5448\u73fe\u7684\u662f\u56de\u6e2c(Backtesting)<\/span>\u7d50\u679c\uff0c\u63a1\u7528\u96a8\u6a5f(random)\u76f2\u6e2c(blind test)<\/span>\uff0c\u7d55\u975e\u6700\u4f73\u5316<\/span>(optimization)\u7684\u7d50\u679c\u3002
\u96a8\u6a5f\u76f2\u6e2c\u662f\u6307\uff1a\u7531\u5ba2\u89c0\u7b2c\u4e09\u4eba\u81e8\u6642\u96a8\u6a5f\u9078\u4e00\u500b\u8ca8\u5e63\u5c0d\uff0c\u96a8\u6a5f\u9078\u4e00\u5e74\u6642\u9593\u9577\u5ea6\uff0c\u5728\u4e0d\u6539\u53c3\u6578\u7684\u60c5\u6cc1\u4e0b\uff0c\u9032\u884c\u56de\u6e2c\u3002\u4ee5\u4e0b\u56de\u6e2c\u7684\u7d50\u679c\u5df2\u7d93\u6263\u9664\u624b\u7e8c\u8cbb\u3002\u6b64\u6a5f\u5668\u4eba\u6c92\u7528Martingale\u9ad8\u98a8\u96aa\u7b56\u7565<\/span>\u3002<\/p>\n\n\n\n

\u7b2c1\u500b\u56de\u6e2c\u7d50\u679c\uff1a
\u8ca8\u5e63\u5c0d=GBPJPY\uff0c\u69d3\u687f=500\u3002
\u671f\u9593=23\/01\/2020~22\/01\/2021(\u4e00\u6574\u5e74)
\u6295\u8cc7\u91d1\u984d=USD1,000\u5143
\u6de8\u8cfa=USD1,557\u5143\uff0c\u8acb\u770b\u4e0b\u97623\u5f35\u5716\uff1a
\u5e74\u6295\u8cc7\u5831\u916c\u7387=155.7%<\/span>(\u6ce8\u610f\uff1a\u6b64\u5831\u916c\u7387\u8207\u69d3\u687f=500\u6709\u95dc)
Max Balance Drawdown=0.58%
Max Equity Drawdown=13.37%<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n
\"\"<\/figure>\n\n\n\n
\"\"<\/figure>\n\n\n\n

\u7b2c2\u500b\u56de\u6e2c\u7d50\u679c\uff1a
\u8ca8\u5e63\u5c0d=GBPJPY\uff0c\u69d3\u687f=500\u3002
\u671f\u9593=22\/01\/2019~23\/01\/2020(\u4e00\u6574\u5e74)
\u6295\u8cc7\u91d1\u984d=USD1,000\u5143
\u6de8\u8cfa=USD1,012\u5143\uff0c\u8acb\u770b\u4e0b\u97623\u5f35\u5716\uff1a
\u5e74\u6295\u8cc7\u5831\u916c\u7387=101.2%<\/span>(\u6ce8\u610f\uff1a\u6b64\u5831\u916c\u7387\u8207\u69d3\u687f=500\u6709\u95dc)
Max Balance Drawdown=0.65%
Max Equity Drawdown=27.32%<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n
\"\"<\/figure>\n\n\n\n
\"\"<\/figure>\n","protected":false},"excerpt":{"rendered":"

\u2605\u7814\u767c\u5718\u968a\uff1aAI-Bus\u5718\u968a(\u4f4d\u65bc\u7f8e\u570b\u7d10\u7d04)\u3002 \u2605\u60f3\u4e86\u89e3\u3010\u81ea\u52d5\u8ddf\u55aeBus\u3011\uff0c\u8acb\u6309\u6b64\u3002\u771f\u9322\u771f\u4ea4\u6613\u5373\u6642\u8cc7\u6599\uff0c\u8acb\u6309\u6b64\uff1b\u4e0b\u9762\u5c55\u793a\u7684\u662f\u76f2\u6e2c\u7d50\u679c\u3002 \u2605\u4ea4\u6613\u7b56\u7565\u662f\u5168\u81ea\u52d5\u578b\u7b56\u7565\uff0c\u555f\u52d5\u5f8c\u5b8c\u5168\u7531\u6a5f\u5668\u4eba\u8996\u76e4\u52e2\u81ea\u884c\u4ea4\u6613\uff0c\u5b8c\u5168\u4e0d\u9700\u4eba\u53c3\u8207(\u4eba\u6709\u7f3a\u9ede\uff0c\u4eba\u505a\u4e0d\u5230\u9435\u7684\u7d00\u5f8b\uff0c\u4f8b\u5982\u4eba\u8981\u7761\u89ba\u3001\u4eba\u6703\u751f\u75c5\u3001\u4eba\u6709\u80d6\u624b\u6307)\uff0c\u662f100%\u7684Set and Forget\u7b56\u7565\u3002\u5b83\u7684\u52dd\u7387\u9ad8\u3001\u4f4eMaxDD%\u3001ROI(\u6295\u8cc7\u5831\u916c\u7387)\u9ad8\u3002\u8acb\u53c3\u8003\u4e0b\u9762\u7684Equity & Balance Charts\u3002 \u2605\u4e00\u500b\u4ea4\u6613\u6a5f\u5668\u4eba\u53ef\u4ee5\u63d0\u4f9b\u6578\u5343\u7a2e\u4ea4\u6613\u7b56\u7565\u3002 \u2605\u7d93\u5e38\u6709\u4eba\u554f\uff1a\u81ea\u52d5\u8ddf\u55ae\u4ea4\u6613\u6703\u6709\u98a8\u96aa\u55ce\uff1f\u95dc\u65bc\u98a8\u96aa\uff1a\u4ea4\u6613\u7e3d\u662f\u5b58\u5728\u98a8\u96aa\u3002\u81ea\u52d5\u8ddf\u55ae\u4ea4\u6613\u4e0d\u6703\u90fd\u4e00\u76f4\u76c8\u5229\uff0c\u4e5f\u53ef\u80fd\u6703\u6709\u640d\u5931\u3002\u5982\u679c\u60a8\u4e0d\u80fd\u63a5\u53d7\u4efb\u4f55\u640d\u5931\uff0c\u90a3\u5c31\u4e0d\u8981\u4ea4\u6613\uff0c\u6216\u4f7f\u7528\u4e00\u5c0f\u90e8\u5206\u8cc7\u91d1\u9032\u884c\u4ea4\u6613\u3002 \u2605\u98a8\u96aa\u63a7\u7ba1\uff1a\u555f\u52d5\u524d\u7684\u6700\u58de\u60c5\u6cc1\u5206\u6790\u3001\u660e\u78ba\u7684\u505c\u640d\uff08\u96b1\u85cf\u5f0f\u505c\u640d\u3001\u96b1\u85cf\u5f0f\u505c\u5229\u3001\u907f\u514d\u88abbroker\u64cd\u63a7\uff09\u3001Free-Margin\u56b4\u683c\u63a7\u7ba1\u53ef\u907f\u514d\u7206\u5009\uff0c\u9019\u4e9b\u90fd\u7531\u6a5f\u5668\u4eba\u8655\u7406\u3002 \u2605\u5206\u6563\u98a8\u96aa\uff1a\u540c\u6642\u4ea4\u6613\u591a\u500b\u5546\u54c1(\u4e00\u7c43\u5b50)\u3001\u5c0d\u6c96\u6cd5\u3002 \u2605\u4ea4\u6613\u98a8\u96aa\uff1a\u98a8\u96aa\u6709\u591a\u7a2e\uff0c\u4f8b\u5982\uff1a\u77ac\u9593\u5927\u6f32\u5927\u8dcc\u3001\u7cfb\u7d71\u6027\u98a8\u96aa(\u7db2\u8def\u65b7\u7dda\u3001\u96fb\u8166\u7576\u6a5f\u3001Broker\u96fb\u8166\u7576\u6a5f\u3001\u505c\u96fb\u3001\u81ea\u7136\u707d\u5bb3\u3001\u6230\u722d\u3001\u653f\u6cbb\u5371\u6a5f\u3001\u6cd5\u4ee4\u898f\u5b9a\u8b8a\u5316)\u3001\u7b49\u7b49\u90fd\u6709\u53ef\u80fd\u9020\u6210\u6a5f\u5668\u4eba\u4ea4\u6613\u4e2d\u65b7\uff0c\u9700\u7531\u4eba\u5584\u5f8c\u3002 \u2605\u5584\u5f8c\u4ea4\u6613\u6a5f\u5668\u4eba\uff1a\u8a72\u5718\u968a\u6709\u512a\u826f\u7684\u5584\u5f8c\u4ea4\u6613\u6a5f\u5668\u4eba\uff0c\u53ef\u5feb\u901f\u63a5\u624b\u9700\u5584\u5f8c\u7684\u4ea4\u6613\u3002 \u2605(\u7b2c67\u865f)\u4ea4\u6613\u6a5f\u5668\u4eba\u7684\u8868\u73fe\uff1a\u9019\u88e1\u5448\u73fe\u7684\u662f\u56de\u6e2c(Backtesting)\u7d50\u679c\uff0c\u63a1\u7528\u96a8\u6a5f(random)\u76f2\u6e2c(blind test)\uff0c\u7d55\u975e\u6700\u4f73\u5316(optimization)\u7684\u7d50\u679c\u3002\u96a8\u6a5f\u76f2\u6e2c\u662f\u6307\uff1a\u7531\u5ba2\u89c0\u7b2c\u4e09\u4eba\u81e8\u6642\u96a8\u6a5f\u9078\u4e00\u500b\u8ca8\u5e63\u5c0d\uff0c\u96a8\u6a5f\u9078\u4e00\u5e74\u6642\u9593\u9577\u5ea6\uff0c\u5728\u4e0d\u6539\u53c3\u6578\u7684\u60c5\u6cc1\u4e0b\uff0c\u9032\u884c\u56de\u6e2c\u3002\u4ee5\u4e0b\u56de\u6e2c\u7684\u7d50\u679c\u5df2\u7d93\u6263\u9664\u624b\u7e8c\u8cbb\u3002\u6b64\u6a5f\u5668\u4eba\u6c92\u7528Martingale\u9ad8\u98a8\u96aa\u7b56\u7565\u3002 \u7b2c1\u500b\u56de\u6e2c\u7d50\u679c\uff1a\u8ca8\u5e63\u5c0d=GBPJPY\uff0c\u69d3\u687f=500\u3002\u671f\u9593=23\/01\/2020~22\/01\/2021(\u4e00\u6574\u5e74)\u6295\u8cc7\u91d1\u984d=USD1,000\u5143\u6de8\u8cfa=USD1,557\u5143\uff0c\u8acb\u770b\u4e0b\u97623\u5f35\u5716\uff1a\u5e74\u6295\u8cc7\u5831\u916c\u7387=155.7%(\u6ce8\u610f\uff1a\u6b64\u5831\u916c\u7387\u8207\u69d3\u687f=500\u6709\u95dc)Max Balance Drawdown=0.58%Max Equity Drawdown=13.37% \u7b2c2\u500b\u56de\u6e2c\u7d50\u679c\uff1a\u8ca8\u5e63\u5c0d=GBPJPY\uff0c\u69d3\u687f=500\u3002\u671f\u9593=22\/01\/2019~23\/01\/2020(\u4e00\u6574\u5e74)\u6295\u8cc7\u91d1\u984d=USD1,000\u5143\u6de8\u8cfa=USD1,012\u5143\uff0c\u8acb\u770b\u4e0b\u97623\u5f35\u5716\uff1a\u5e74\u6295\u8cc7\u5831\u916c\u7387=101.2%(\u6ce8\u610f\uff1a\u6b64\u5831\u916c\u7387\u8207\u69d3\u687f=500\u6709\u95dc)Max Balance Drawdown=0.65%Max Equity Drawdown=27.32%<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-137","page","type-page","status-publish","hentry"],"jetpack_sharing_enabled":true,"_links":{"self":[{"href":"http:\/\/trade.aibuuking.com\/index.php\/wp-json\/wp\/v2\/pages\/137","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/trade.aibuuking.com\/index.php\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/trade.aibuuking.com\/index.php\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/trade.aibuuking.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/trade.aibuuking.com\/index.php\/wp-json\/wp\/v2\/comments?post=137"}],"version-history":[{"count":17,"href":"http:\/\/trade.aibuuking.com\/index.php\/wp-json\/wp\/v2\/pages\/137\/revisions"}],"predecessor-version":[{"id":402,"href":"http:\/\/trade.aibuuking.com\/index.php\/wp-json\/wp\/v2\/pages\/137\/revisions\/402"}],"wp:attachment":[{"href":"http:\/\/trade.aibuuking.com\/index.php\/wp-json\/wp\/v2\/media?parent=137"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}