0
Follow
0
Followers
1.OKex的BTC期货策略，使用了两个周期的数据1D和1H;
2.回测K线周期选择1D,底层K线周期选择1H,回测2018.1-2020.9回测结果很好;
如果K线周期选择1D,底层K线周期选择15M或者5M,结果就不会很理想，
不知哪里出了问题，求指点？
是数据的问题，还是代码的问题，还是自己的回测参数设置的有问题？
Related Recommendations
Advanced Tutorial for FMZ Quant platform Strategy WritingElementary Tutorial for FMZ Quant platform Strategy WritingGet Started with FMZ Quant PlatformSECURITY BUGI keep getting error: Exchange_GetAccount: Invalid ContractTypeWe have an incredibly profitable market making algorithm for sideways markets on Bitmex - but need expert to help eliminate wait times during downward volatility in the marketError with deribitLimitations of the backtesting engineHow to install ta-lib on linux docker?5.5 Trading strategy optimization
Comment
All comments (6)
- 1