[問題] 請教關於程式交易
請教一下各位大大
我朋友最近在試著寫程式交易
還沒真的下單過 目前以台指期大台的資料做回測
回測範圍是 5/27 ~ 9/26 (剛好四個月)
只做當沖不留倉 獲利大約 1100 點 (沒考慮滑價和手續費)
請問這樣的績效算是好還是不好呢?
這樣的成績適合拿來實際下單嗎?
以四個月來說 回測績效至少要獲利多少點才算安全呢?
希望有經驗的大大可以提供一些意見或提示
先謝謝了^^
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