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E-mini S&P 500 (ES) 初步測試成績(intraday):
如果 Jaws > Lips 和 Lips > Teeth 變成 Jaws < Lips 和 Lips < Teeth, 沽出
如果 Jaws < Lips 和 Lips < Teeth 變成 Jaws > Lips 和 Lips > Teeth, 買入
過去一年,只有一個月輸錢
過去五年,只有八個月輸錢
注意:未計手續費和spread。另外,profit factor只有<1.2
Disclaimer: Fledge Algorithm Trading Co. Ltd will not be responsible for any loss arising
from any investment based on any forecast, recommendation or trading programs or other market information provided. Trades in correspondence with algorithm programs, particularly leveraged investment, for instance, trading in stocks, futures, Forex and other securities in derivatives, could be uncertain and involve potential profits as well as the risk of losses. |
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