Particle size effects

image

For similar colored Rising stocks such, developed during sideways policy, through repeated band, lower costs, the effect is very significant, the cost can be reduced to 23 from 32, the basic positions did not change much. Select the image above benchmark return is Rising colored itself, the difference between the two yields, is demonstrated to reduce costs.

After the original strategy, each divided into a section 0.5 yuan, the stock reaches a certain interval, judgment and analyzed by a corresponding array operations. There in front of the post code. Today the distance intervals and hedge profits were tested, tuned range from 0.5 to 0.1, from 1-4 to profit from, this is the result:

image

Conclusion: Because the operating set point, is determined by the volume, price, and many other factors of the position, then the price is relatively fixed, in this optimization does not change or select the better price, so the optimization is limited.

Guess you like

Origin www.cnblogs.com/jetz/p/11389715.html