GMX emu 记录

 

2019/3/13

 

1.

辅助:

idx: wr89 <= 50 或更低
stk: wk_wr14#4~30.0 或rsi6#4~90.0 加时间过滤
stk #ma5<$ma10|ma20>$ma30 on rr23#10@@1;dr23>=1,dr23@1;rr23>=1 +加时间过滤

3. stk
#aslog_out_228
#wk_rsi6#4~90.0 on rr120#4@@1;dr120>=1,dr120@1;rr120>=1 +加时间过滤
InvestBase=500000.0 MaxAssetCnt=10 Pfr=586.62% Deals=88 Signals=135 Mcr=0.00% Mrr=586.62% Fare=91898 FinalValue=3433097.0

#aslog_out_4
#wk_wr14#4~30.0|ma5<$ma10|wk_rsi12#4@80.0 on rr23#10@@1;dr23>=1,dr23@1;rr23>=1 +加时间过滤
InvestBase=500000.0 MaxAssetCnt=10 Pfr=1099.73% Deals=334 Signals=374 Mcr=17.66% Mrr=213.19% Fare=393925 FinalValue=5998633.5

#aslog_out_12

#ma5<$ma10|ma20>$ma30 on rr23#10@@1;dr23>=1,dr23@1;rr23>=1 +加时间过滤
InvestBase=500000.0 MaxAssetCnt=5 Pfr=1230.94% Deals=194 Signals=245 Mcr=26.20% Mrr=386.91% Fare=659597 FinalValue=6654720.5

#aslog_out_387
#psy24>=50.0 on rr23#10@@1;dr23>=1,dr23@1;rr23>=1 +加时间过滤
InvestBase=500000.0 MaxAssetCnt=10 Pfr=1311.73% Deals=374 Signals=497 Mcr=17.85% Mrr=350.77% Fare=611720 FinalValue=7058664.0

#aslog_out_204
#rsi12#4~80.0 on rr23#8~~1;dr23>=1,dr23@1 不用加时间过滤，不过持有时间过长，且中间不可控回调太大。

#aslog_out_1
#roc25<=6.5 on rr23@1;dr23>=1,dr23@1;rr23>=1 +加时间过滤
InvestBase=500000.0 MaxAssetCnt=10 Pfr=716.11% Deals=375 Signals=605 Mcr=27.87% Mrr=290.97% Fare=441772 FinalValue=4080571.3

#aslog_out_2
#wr14#4<<20.0 on rr23#10@@1;dr23>=1,dr23@1;rr23>=1 +加时间过滤 之后效果很差的
InvestBase=500000.0 MaxAssetCnt=10 Pfr=47.22% Deals=253 Signals=256 Mcr=19.33% Mrr=60.33% Fare=0 FinalValue=736078.2

#aslog_out_1
#wk_cci14#4~-100.0 on rr23#10@@1;dr23>=1,dr23@1;rr23>=1 +加时间过滤 之后效果很差的
InvestBase=500000.0 MaxAssetCnt=10 Pfr=60.91% Deals=270 Signals=272 Mcr=19.74% Mrr=80.63% Fare=0 FinalValue=804566.4

 

 

 

 

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idx_lt_emu

 

wk_wr6#4>>80.0|wk_psy6#4<<25.0 on rr23~-1;dr23>=1,dr23@1;rr23<=-1