Reply To: รบกวนสอบถามเกี่ยวกับMS System Test ครับ

#23350
dreamscat
Keymaster

ค่า Trade Efficiency จะวัดว่าระบบสามารถทำกำไรได้กี่ % จากกำไรทั้งหมดที่มีในช่วงเวลานั้นๆครับ โดยวัดจากราคาที่ระบบเข้าซื้อ-ขายเทียบกับราคาสูงสุด-ต่ำสุดในช่วงเวลาเดียวกันครับ (ยิ่งได้ใกล้ 100% จะแสดงว่าซื้อได้ใกล้จุดต่ำสุดและขายได้ใกล้จุดสูงสุด) โดยมีวิธีการคำนวณอย่างละเอียดดังนี้ครับ …

 

Trade Efficiency

 

The percentage on total, potential profits made by the system

Long position opening performance – the highest price minus the opening price divided by the highest price minus the lowest price.
Long position closing performance – the closing price minus the lowest price divided by the difference between the highest and the lowest price.
Long position total performance – the closing price minus the opening price divided by the highest price minus the lowest price.

Short position opening performance – differences between the opening price and the lowest price divided by the highest price minus the lowest price.
Short position closing performance – the highst price minus the opening price divided by the difference between the highest and the lowest price.
Short position total performance – the opening price minus the closing price divided by the highest price minus the lowest price.

Average Entry
Total opening performance of all transactions divided by the number of all transactions.

Average Exit
Total closing performance of all transactions divided by tje number of all transactions.

Average Total
Total overall performance of all transactions divided by the number of all transactions.

Average Long Entry
Total opening performance of long positions divided by the number of open long positions.

Average Long Exit
Total closing performance of long positions divided by the number of closed long positions.

Average Long Total
Total performance of long positions divided by the number of long positions.

Average Short Entry
Total opening performance of short positions divided by the number of open short positions.

Average Short Exit
Total closing performance of short positions divided by the number of closed short positions.

Average Short Total
Total performance of short positions divided by the number of short positions.

อ้างอิง: http://www.advantagetrading.net/system_report_summary_eng.html

 

  • This reply was modified 5 years, 11 months ago by dreamscat.