有關測試時的問題!請各位大大幫忙小弟解決,謝謝!!!

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SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2009.12.01 00:00 - 2009.12.22 18:00 (2009.12.01 - 2009.12.23)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test1379Ticks modelled579128Modelling qualityn/a
Mismatched charts errors1744




Initial deposit1000.00



Total net profit73.50Gross profit1837.50Gross loss-1764.00
Profit factor1.04Expected payoff36.75

Absolute drawdown404.00Maximal drawdown3015.00 (73.74%)Relative drawdown73.74% (3015.00)

Total trades2Short positions (won %)1 (100.00%)Long positions (won %)1 (0.00%)

Profit trades (% of total)1 (50.00%)Loss trades (% of total)1 (50.00%)
Largestprofit trade1837.50loss trade-1764.00
Averageprofit trade1837.50loss trade-1764.00
Maximumconsecutive wins (profit in money)1 (1837.50)consecutive losses (loss in money)1 (-1764.00)
Maximalconsecutive profit (count of wins)1837.50 (1)consecutive loss (count of losses)-1764.00 (1)
Averageconsecutive wins1consecutive losses1

#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.01 11:37sell10.501.506410.000000.00000
22009.12.09 19:06close10.501.469260.000000.000001837.502837.50
32009.12.09 19:06buy21.501.469300.000000.00000
42009.12.15 08:15close at stop21.501.457480.000000.00000-1764.001073.50

圖1

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2009.12.10 00:00 - 2009.12.22 18:00 (2009.12.10 - 2009.12.23)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test1211Ticks modelled311768Modelling qualityn/a
Mismatched charts errors1726




Initial deposit1000.00



Total net profit2923.70Gross profit2923.70Gross loss0.00
Profit factor
Expected payoff1461.85

Absolute drawdown125.50Maximal drawdown561.00 (16.32%)Relative drawdown27.25% (498.00)

Total trades2Short positions (won %)1 (100.00%)Long positions (won %)1 (100.00%)

Profit trades (% of total)2 (100.00%)Loss trades (% of total)0 (0.00%)
Largestprofit trade2547.50loss trade0.00
Averageprofit trade1461.85loss trade0.00
Maximumconsecutive wins (profit in money)2 (2923.70)consecutive losses (loss in money)0 (0.00)
Maximalconsecutive profit (count of wins)2923.70 (2)consecutive loss (count of losses)0.00 (0)
Averageconsecutive wins2consecutive losses0

#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.11 10:00sell10.501.475380.000000.00000
22009.12.22 16:21close10.501.423980.000000.000002547.503547.50
32009.12.22 16:21buy21.901.423990.000000.00000
42009.12.22 18:45close at stop21.901.425970.000000.00000376.203923.70

圖2


在圖1的交易里,9號的買單因為發現不到買單關閉的條件而導致砍仓!

其實在9號買單是在11號的時候關閉的!(圖2)

請問為甚麼測試時會出現開啟關閉訂單條件發現不到的問題的????

 
看不懂你的问题, 也许你能说得详细些...
 

這是從1號開始測試到現在,

12009.12.01 11:37sell10.501.506410.000000.00000
22009.12.09 19:06close10.501.469260.000000.000001837.502837.50
32009.12.09 19:06buy21.501.469300.000000.00000
42009.12.15 08:15close at stop21.501.457480.000000.00000-1764.001073.50


這是從10號開始測試到現在,是為了證明9號的close是在11號

12009.12.11 10:00sell10.501.475380.000000.00000
22009.12.22 16:21close10.501.423980.000000.000002547.503547.50
32009.12.22 16:21buy21.901.423990.000000.00000
42009.12.22 18:45close at stop21.901.425970.000000.00000376.203923.70


問題是為甚麼測試時,會發現不到訂單開啟關閉的條件的???

就是會出現

42009.12.15 08:15close at stop21.501.457480.000000.00000-1764.001073.50

這個錯誤出來


我的訂單開關是 buy open = sell close, sell open = buy close..


真正的測試結果應該如下

time
 type
 order
 size
 price
 s/l
 t/p
 profit
 balance
2009.12.01 11:37
sell
1
0.50
1.50641




2009.12.09 19:06
close
1
0.50
1.46926


1837.50
2837.50
2009.12.09 19:06
buy
2
1.50
1.46930




2009.12.11 10:00
close
2
1.50
1.47538 +/-


+/-
+/-
2009.12.11 10:00
sell
3
x
1.47538




2009.12.22 16:21
close
3
x
1.42398


x
x
2009.12.22 16:21
buy
4
x
1.42399




2009.12.22 18:45
close at stop
4
x
1.42597


x
x
























 
是先平再开还是先开再平，这个次序有影响的，如果是前者，从平仓条件里找原因，后者从开仓条件里找
 
song_song 写道 >>
是先平再开还是先开再平，这个次序有影响的，如果是前者，从平仓条件里找原因，后者从开仓条件里找

我的是先平再開的!如果依你這樣說,那問題應該出在平仓那了哦!!


但是....

就如我之前說的 buy open = sell close, sell open = buy close,所以指會有buy sell 這兩個條件而已的..

 

最新的測試結果,測試時間再拉前一段時間...


SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2009.11.13 00:00 - 2009.12.08 23:00 (2009.11.13 - 2009.12.09)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test1432Ticks modelled650506Modelling quality25.00%
Mismatched charts errors0




Initial deposit500.00



Total net profit4515.40Gross profit4515.40Gross loss0.00
Profit factor
Expected payoff1128.85

Absolute drawdown151.20Maximal drawdown1260.40 (64.17%)Relative drawdown64.17% (1260.40)

Total trades4Short positions (won %)2 (100.00%)Long positions (won %)2 (100.00%)

Profit trades (% of total)4 (100.00%)Loss trades (% of total)0 (0.00%)
Largestprofit trade3345.30loss trade0.00
Averageprofit trade1128.85loss trade0.00
Maximumconsecutive wins (profit in money)4 (4515.40)consecutive losses (loss in money)0 (0.00)
Maximalconsecutive profit (count of wins)4515.40 (4)consecutive loss (count of losses)0.00 (0)
Averageconsecutive wins4consecutive losses0



#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.11.13 15:15buy10.201.484910.000000.00000
22009.11.13 18:36close10.201.491990.000000.00000141.60641.60
32009.11.13 18:36sell20.301.491980.000000.00000
42009.11.17 17:37close20.301.485850.000000.00000180.90822.50
52009.11.17 17:37buy30.401.485860.000000.00000
62009.12.01 11:28close30.401.506910.000000.00000847.601670.10
72009.12.01 11:28sell40.901.506900.000000.00000
82009.12.08 23:53close at stop40.901.469380.000000.000003345.305015.40
 

不知道是不是mt4測試的缺點,就是不能完全依照條件的@.@....

 
很大可能是编程的问题
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