2
Follow
0
Followers
Извините, при бэктестинге: что точнее: часы или минуты?
Created 2021-09-11 02:36:57 Updated 2021-09-11 08:53:59
1
1180
Извините, при бэктестинге: что точнее: часы или минуты?
Я могу измерить убыток за минуту, а прибыль за час?
Какая из них верна?
Related Recommendations
How to Specify Different Versions of Data for the Rented Strategy by Its Rental Code MetadataAdvanced 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?
Comment
All comments (1)
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
- 1