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- OKexのBTC期貨戦略は,2つの周期データ1Dと1Hを使用しています.
- 回測K線周期選択1D,底層K線周期選択1H,回測2018.1-2020.9回測結果は良好である.
K線周期が1Dで,基底のK線周期が15Mか5Mであれば,理想的な結果にはなりません.
どこに問題があるかわからないので,指針を教えて下さい.
これはデータの問題なのか,コードの問題なのか,それとも自分の反射パラメータ設定の問題なのか?
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