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在策略测试中Tick on Close和Tick on Open有什么区别
 Post subject: 在策略测试中Tick on Close和Tick on Open有什么区别 Post rating: 0   New post Posted: Wed 15 Apr, 2015, 08:26 
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测设策略的时候,在Runtime Parameters设置中,Interpolate by里面有两个选项Tick on Close和Tick on Open。这两个选择具体含义是什么,有什么区别?我发现在下面这个策略选不同的选项开仓会有细微的区别(测试参数Period为4hours,Range为last month)。


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 Post subject: Re: 在策略测试中Tick on Close和Tick on Open有什么区别 Post rating: 0   New post Posted: Tue 21 Apr, 2015, 15:19 
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策略是根据tick点来测试的,如果测试的时间很长并需要加快测试的速度,可以把Period- tick调整成蜡烛,比如10分钟,这样Interpolated by的tick open和tick close是10分钟蜡烛开始价格的tick点和10分钟蜡烛关闭价格的tick点。


 
 Post subject: Re: 在策略测试中Tick on Close和Tick on Open有什么区别 Post rating: 0   New post Posted: Wed 22 Apr, 2015, 14:59 
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Runtime Parameters是测试器测试时可以选择的数据类型。


 

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