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실례지만, 백테스팅에서 시간이나 분 중 어느 것이 더 정확한가요?
Created 2021-09-11 02:36:57 Updated 2021-09-11 08:53:59
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실례지만, 백테스팅에서 시간이나 분 중 어느 것이 더 정확한가요?
1분이 손실이고 1시간이 수익이라고?
어느 것이 옳은가?
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回测以1分钟计算,那就是看每根1分钟K线,1小时计算就是看每1小时K线。没有哪个准不准的,要以你自己的策略逻辑和条件为前提。有些策略,在1分钟下表现出色但1小时失效,还有些策略,在1小时下表现优秀但在1分钟时不佳,不可同一而论。
5 years ago
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