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历史数据回测时,ticks和1分钟的选择哪里,到底有啥区别
 Post subject: 历史数据回测时,ticks和1分钟的选择哪里,到底有啥区别 Post rating: 0   New post Posted: Tue 29 May, 2018, 04:38 
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我回测时发现悬ticks时策略是亏损,但是选择1分钟回测时,盈利很大,这两种回测方式到底有啥区别也?


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 Post subject: Re: 历史数据回测时,ticks和1分钟的选择哪里,到底有啥区别 Post rating: 0   New post Posted: Fri 20 Jul, 2018, 10:39 
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Joined: Fri 28 Aug, 2015, 09:49
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Location: China, Shanghai
您好,

此处的选择会影响到回测数据的频率问题,您可以在下一个选项中更为详细的设置相关参数。例如”执行所有ticks或者在指定时间间隔内运行ticks"等选项。


 

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