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楼主: 江百虎

万能公式 + 強勢投資 + 基金轉換 + ChartNexus 選股方法

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 楼主| 发表于 2-7-2008 01:39 PM | 显示全部楼层
Buy Rule:"MA Dual Crossover 100 200"
(R1)
where
R1=MA Dual Crossover
    Shorter Period=100
    Longer Period=200
    Exponential=yes
    Black Window=3
    t1=3
    t2=3
    Rule Type=Daily
    Data Type=Completed


Sell Rule:"MA Dual Crossover 100 200"
(R1)
where
R1=MA Dual Crossover
    Shorter Period=100
    Longer Period=200
    Exponential=yes
    Black Window=3
    t1=3
    t2=3
    Rule Type=Daily
    Data Type=Completed




Statistics:
Initial capital        10000.00
Cash on hand        5462.16
Final capital (all positions closed)        11786.76
Capital available        5462.16
Return on trades (%)        20.38
Return on capital (%)        17.86
Open positions        1
Total net profit/loss        2038.35
Highest portfolio value        11314.56
Open position profit/loss        -251.6
% of profitable trades        42.85
Total number of trades        7
Total commission paid        448.84

Profitable Trades:
Profit of profitable trades        4742.55
Total profitable trades        3
Average profit        1580.85
Largest profit        4045.59
Smallest profit        48.0
Largest profitable trade commission        74.4
Commission paid for profitable trades        197.44
Avg. commission paid for profitable trades        65.81
Profitable long trades        3
Profitable short trades        0

Unprofitable Trades:
Loss of unprofitable trades        -2704.2
Total unprofitable trades        4
Average loss        -676.05
Largest loss        -1050.87
Smallest loss        -156.91
Largest loser commission        54.86
Commission paid for unprofitable trades        225.19
Avg. commission paid for unprofitable trades        56.29
Unprofitable long trades        4
Unprofitable short trades        0


No.        Stock Name        Triggerred Date        Shares        Price        Profit/Loss        Triggerred Rules
1        KFC        11 Jun 1996        1000        7.039        0.0        BUY - ((Shorter MA crossed over longer MA))
2        KFC        17 Jul 1996        1000        6.938        -156.909        SELL - ((Longer MA crossed over shorter MA))
3        KFC        25 Jul 1996        1000        7.445        0.0        BUY - ((Shorter MA crossed over longer MA))
4        KFC        11 Jul 1997        1000        7.553        48.007        SELL - ((Longer MA crossed over shorter MA))
5        KFC        24 May 1999        2000        3.763        0.0        BUY - ((Shorter MA crossed over longer MA))
6        KFC        22 Sep 2000        2000        4.119        648.943        SELL - ((Longer MA crossed over shorter MA))
7        KFC        14 Jan 2002        2000        3.797        0.0        BUY - ((Shorter MA crossed over longer MA))
8        KFC        8 Aug 2002        2000        3.526        -600.585        SELL - ((Longer MA crossed over shorter MA))
9        KFC        25 Aug 2003        2000        3.678        0.0        BUY - ((Shorter MA crossed over longer MA))
10        KFC        8 Jul 2004        2000        3.18        -1050.865        SELL - ((Longer MA crossed over shorter MA))
11        KFC        11 Jan 2005        2000        3.7        0.0        BUY - ((Shorter MA crossed over longer MA))
12        KFC        23 Jun 2005        2000        3.28        -895.841        SELL - ((Longer MA crossed over shorter MA))
13        KFC        10 Oct 2005        2000        3.62        0.0        BUY - ((Shorter MA crossed over longer MA))
14        KFC        18 Mar 2008        2000        5.68        4045.599        SELL - ((Longer MA crossed over shorter MA))
15        KFC        12 May 2008        1000        6.55        0.0        BUY - ((Shorter MA crossed over longer MA))










[ 本帖最后由 江百虎 于 2-7-2008 01:49 PM 编辑 ]
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发表于 2-7-2008 01:46 PM | 显示全部楼层
先谢了
但是好像不太理想,还不是进场的时机
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 楼主| 发表于 2-7-2008 01:51 PM | 显示全部楼层
原帖由 西甲霸王 于 2-7-2008 01:46 PM 发表
先谢了
但是好像不太理想,还不是进场的时机


應該很快就會變成 KFB (Bear) 了。。。

早就起過一輪了啊。。。
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发表于 2-7-2008 01:58 PM | 显示全部楼层

回复 163# 江百虎 的帖子

趋势法,在横向波动的时期有一个非常大的缺点
而以上失败的时候,都可以归纳在横向波动时期的
可是,如果波动的幅度足够大,却可以抵消这个缺点

江师傅,有什么对策?
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发表于 2-7-2008 02:03 PM | 显示全部楼层
原帖由 江百虎 于 2-7-2008 01:51 PM 发表


應該很快就會變成 KFB (Bear) 了。。。

早就起過一輪了啊。。。


是咯,本来还想东效西施学股神抓可口可乐降抓家乡鸡,现在还是吃自己先吧
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 楼主| 发表于 2-7-2008 02:11 PM | 显示全部楼层
原帖由 蚂蚁小弟 于 2-7-2008 01:58 PM 发表
趋势法,在横向波动的时期有一个非常大的缺点
而以上失败的时候,都可以归纳在横向波动时期的
可是,如果波动的幅度足够大,却可以抵消这个缺点

江师傅,有什么对策?




還是一樣。。。看股價有沒有突破年線。。。和年線有沒有拐彎向上羅。。。

沒有這兩個條件的個股一律不買進。。。

就算是買進了。。。只要其中一個條件不成立了。。。就馬上暫時賣出觀望先。。。

等到條件再度符合的時候才再度進場羅。。。

很簡單。。。只是要嚴守紀律而已吧了啊。。。

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 楼主| 发表于 2-7-2008 02:13 PM | 显示全部楼层
原帖由 西甲霸王 于 2-7-2008 09:49 AM 发表

的确挺累的,每次都要跟进。。。如果赚钱还好,亏得话还要赔了时间。。。

那你现在是观望还是有目标了呢?嘿嘿


今天 scan 到的。。。

我有設定條件 10 天平均的成交量至少要達到  100'000 個 units 才可以。。。

Screener Rule:"Formula Wan Neng"
(R1 AND R2)
where
R1=Price Touching MA
    Period=250
    Exponential=yes
    Upper Limit=High
    lower Limit=Low
    Rule Type=Daily
    Data Type=Completed


R2=MA Trend
    Period=250
    Exponential=yes
    t=15
    slope=0.1
    Rule Type=Daily
    Data Type=Completed


No.    Stock Name    Triggerred Date    Triggerred Rules
1    CONSUMER (MY)    1 Jul 2008    ((Price touching MA AND MA is trending upwards))
2    ENGTEX    1 Jul 2008    ((Price touching MA AND MA is trending upwards))
3    HOHUP    1 Jul 2008    ((Price touching MA AND MA is trending upwards))
4    KWANTAS    1 Jul 2008    ((Price touching MA AND MA is trending upwards))
5    MASTEEL    1 Jul 2008    ((Price touching MA AND MA is trending upwards))
6    PBBANK    1 Jul 2008    ((Price touching MA AND MA is trending upwards))
7    PBBANK-O1    1 Jul 2008    ((Price touching MA AND MA is trending upwards))
8    SUCCESS    1 Jul 2008    ((Price touching MA AND MA is trending upwards))
9    TANAMAS    1 Jul 2008    ((Price touching MA AND MA is trending upwards))
10    UDSCAP    1 Jul 2008    ((Price touching MA AND MA is trending upwards))

[ 本帖最后由 江百虎 于 2-7-2008 02:15 PM 编辑 ]
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发表于 2-7-2008 02:19 PM | 显示全部楼层
原帖由 江百虎 于 2-7-2008 02:13 PM 发表


今天 scan 到的。。。

我有設定條件 10 天平均的成交量至少要達到  100'000 個 units 才可以。。。

Screener Rule:"Formula Wan Neng"
(R1 AND R2)
where
R1=Price Touching MA
    Period=250
  ...


pbbank, 我在等着.....因为之前308有到过9.50,所以现在还是再观望,假设一切尘埃落定就可能会扫货了
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 楼主| 发表于 3-7-2008 02:57 PM | 显示全部楼层
還有夠無聊一下下的。。。

這個是 pbbbank 的測試。。。

用 5 天線穿 10 日線來買賣。。。從 1994 年開始到 2008 年。。。一共要操作 126 次。。。獲利是 104.55%。。。

目的是要比較炒短線還是長線會比較有效率。。。呵呵。。。

看過了就知道了。。。



Buy Rule:"MA Dual Crossover 5 10"
(R1)
where
R1=MA Dual Crossover
    Shorter Period=5
    Longer Period=10
    Exponential=yes
    Black Window=3
    t1=3
    t2=3
    Rule Type=Daily
    Data Type=Completed


Sell Rule:"MA Dual Crossover 5 10"
(R1)
where
R1=MA Dual Crossover
    Shorter Period=5
    Longer Period=10
    Exponential=yes
    Black Window=3
    t1=3
    t2=3
    Rule Type=Daily
    Data Type=Completed




Statistics:
Initial capital        10000.00
Cash on hand        20455.68
Final capital (all positions closed)        20455.68
Capital available        20455.68
Return on trades (%)        104.55
Return on capital (%)        104.55
Open positions        0
Total net profit/loss        10455.67
Highest portfolio value        20887.36
Open position profit/loss        0.0
% of profitable trades        38.09
Total number of trades        63
Total commission paid        5560.32

Profitable Trades:
Profit of profitable trades        31701.55
Total profitable trades        24
Average profit        1320.89
Largest profit        4859.46
Smallest profit        37.99
Largest profitable trade commission        61.53
Commission paid for profitable trades        2241.44
Avg. commission paid for profitable trades        93.39
Profitable long trades        24
Profitable short trades        0

Unprofitable Trades:
Loss of unprofitable trades        -21245.88
Total unprofitable trades        39
Average loss        -544.77
Largest loss        -2115.4
Smallest loss        -13.2
Largest loser commission        65.39
Commission paid for unprofitable trades        3318.87
Avg. commission paid for unprofitable trades        85.09
Unprofitable long trades        39
Unprofitable short trades        0


No.        Stock Name        Triggerred Date        Shares        Price        Profit/Loss        Triggerred Rules
1        PBBANK        7 Feb 1995        5000        1.73        0.0        BUY - ((Shorter MA crossed over longer MA))
2        PBBANK        24 Feb 1995        5000        1.58        -819.511        SELL - ((Longer MA crossed over shorter MA))
3        PBBANK        17 May 1995        5000        1.592        0.0        BUY - ((Shorter MA crossed over longer MA))
4        PBBANK        16 Jun 1995        5000        1.661        276.687        SELL - ((Longer MA crossed over shorter MA))
5        PBBANK        26 Jun 1995        5000        1.775        0.0        BUY - ((Shorter MA crossed over longer MA))
6        PBBANK        4 Jul 1995        5000        1.706        -418.143        SELL - ((Longer MA crossed over shorter MA))
7        PBBANK        12 Jul 1995        5000        1.763        0.0        BUY - ((Shorter MA crossed over longer MA))
8        PBBANK        27 Jul 1995        5000        1.753        -128.857        SELL - ((Longer MA crossed over shorter MA))
9        PBBANK        4 Aug 1995        4000        1.787        0.0        BUY - ((Shorter MA crossed over longer MA))
10        PBBANK        16 Aug 1995        4000        1.684        -470.313        SELL - ((Longer MA crossed over shorter MA))
11        PBBANK        1 Nov 1995        5000        1.454        0.0        BUY - ((Shorter MA crossed over longer MA))
12        PBBANK        9 Nov 1995        5000        1.431        -175.586        SELL - ((Longer MA crossed over shorter MA))
13        PBBANK        27 Nov 1995        5000        1.442        0.0        BUY - ((Shorter MA crossed over longer MA))
14        PBBANK        31 Jan 1996        5000        1.684        1144.354        SELL - ((Longer MA crossed over shorter MA))
15        PBBANK        9 Feb 1996        5000        1.822        0.0        BUY - ((Shorter MA crossed over longer MA))
16        PBBANK        14 Mar 1996        5000        1.845        37.993        SELL - ((Longer MA crossed over shorter MA))
17        PBBANK        22 Mar 1996        5000        1.867        0.0        BUY - ((Shorter MA crossed over longer MA))
18        PBBANK        13 May 1996        5000        2.029        723.163        SELL - ((Longer MA crossed over shorter MA))
19        PBBANK        16 Jul 1996        5000        1.971        0.0        BUY - ((Shorter MA crossed over longer MA))
20        PBBANK        25 Jul 1996        5000        1.91        -386.502        SELL - ((Longer MA crossed over shorter MA))
21        PBBANK        13 Aug 1996        5000        1.94        0.0        BUY - ((Shorter MA crossed over longer MA))
22        PBBANK        3 Sep 1996        5000        1.894        -310.514        SELL - ((Longer MA crossed over shorter MA))
23        PBBANK        13 Sep 1996        4000        2.079        0.0        BUY - ((Shorter MA crossed over longer MA))
24        PBBANK        24 Sep 1996        4000        1.924        -683.268        SELL - ((Longer MA crossed over shorter MA))
25        PBBANK        14 Oct 1996        4000        1.956        0.0        BUY - ((Shorter MA crossed over longer MA))
26        PBBANK        31 Oct 1996        4000        1.94        -129.453        SELL - ((Longer MA crossed over shorter MA))
27        PBBANK        15 Nov 1996        4000        2.048        0.0        BUY - ((Shorter MA crossed over longer MA))
28        PBBANK        11 Dec 1996        4000        2.125        237.893        SELL - ((Longer MA crossed over shorter MA))
29        PBBANK        6 Jan 1997        4000        2.201        0.0        BUY - ((Shorter MA crossed over longer MA))
30        PBBANK        16 Jan 1997        4000        2.14        -316.929        SELL - ((Longer MA crossed over shorter MA))
31        PBBANK        24 Jan 1997        3000        2.186        0.0        BUY - ((Shorter MA crossed over longer MA))
32        PBBANK        14 Mar 1997        3000        2.462        769.435        SELL - ((Longer MA crossed over shorter MA))
33        PBBANK        29 May 1997        4000        2.171        0.0        BUY - ((Shorter MA crossed over longer MA))
34        PBBANK        8 Aug 1997        4000        2.186        -13.198        SELL - ((Longer MA crossed over shorter MA))
35        PBBANK        11 Dec 1997        10000        0.881        0.0        BUY - ((Shorter MA crossed over longer MA))
36        PBBANK        19 Dec 1997        10000        0.675        -2115.395        SELL - ((Longer MA crossed over shorter MA))
37        PBBANK        6 Feb 1998        6000        1.177        0.0        BUY - ((Shorter MA crossed over longer MA))
38        PBBANK        10 Mar 1998        6000        1.215        167.721        SELL - ((Longer MA crossed over shorter MA))
39        PBBANK        20 Mar 1998        5000        1.418        0.0        BUY - ((Shorter MA crossed over longer MA))
40        PBBANK        2 Apr 1998        5000        1.09        -1692.669        SELL - ((Longer MA crossed over shorter MA))
41        PBBANK        26 May 1998        6000        0.877        0.0        BUY - ((Shorter MA crossed over longer MA))
42        PBBANK        3 Jun 1998        6000        0.839        -277.269        SELL - ((Longer MA crossed over shorter MA))
43        PBBANK        8 Jul 1998        7000        0.695        0.0        BUY - ((Shorter MA crossed over longer MA))
44        PBBANK        16 Jul 1998        7000        0.647        -375.455        SELL - ((Longer MA crossed over shorter MA))
45        PBBANK        15 Oct 1998        7000        0.695        0.0        BUY - ((Shorter MA crossed over longer MA))
46        PBBANK        8 Feb 1999        7000        1.398        4859.465        SELL - ((Longer MA crossed over shorter MA))
47        PBBANK        1 Apr 1999        6000        1.552        0.0        BUY - ((Shorter MA crossed over longer MA))
48        PBBANK        28 May 1999        6000        2.131        3381.188        SELL - ((Longer MA crossed over shorter MA))
49        PBBANK        15 Jun 1999        5000        2.227        0.0        BUY - ((Shorter MA crossed over longer MA))
50        PBBANK        15 Jul 1999        5000        2.266        100.647        SELL - ((Longer MA crossed over shorter MA))
51        PBBANK        18 Aug 1999        5000        2.468        0.0        BUY - ((Shorter MA crossed over longer MA))
52        PBBANK        29 Sep 1999        5000        2.449        -198.257        SELL - ((Longer MA crossed over shorter MA))
53        PBBANK        8 Oct 1999        4000        2.68        0.0        BUY - ((Shorter MA crossed over longer MA))
54        PBBANK        1 Mar 2000        4000        3.509        3212.024        SELL - ((Longer MA crossed over shorter MA))
55        PBBANK        30 Mar 2000        4000        3.431        0.0        BUY - ((Shorter MA crossed over longer MA))
56        PBBANK        20 Apr 2000        4000        3.065        -1573.133        SELL - ((Longer MA crossed over shorter MA))
57        PBBANK        17 Jul 2000        5000        2.738        0.0        BUY - ((Shorter MA crossed over longer MA))
58        PBBANK        25 Jul 2000        5000        2.429        -1653.507        SELL - ((Longer MA crossed over shorter MA))
59        PBBANK        11 Aug 2000        5000        2.545        0.0        BUY - ((Shorter MA crossed over longer MA))
60        PBBANK        6 Sep 2000        5000        2.314        -1257.039        SELL - ((Longer MA crossed over shorter MA))



[ 本帖最后由 江百虎 于 3-7-2008 03:00 PM 编辑 ]
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 楼主| 发表于 3-7-2008 02:58 PM | 显示全部楼层
61 PBBANK 6 Oct 2000 4000 2.661 0.0 BUY - ((Shorter MA crossed over longer MA))
62 PBBANK 2 Nov 2000 4000 2.622 -244.755 SELL - ((Longer MA crossed over shorter MA))
63 PBBANK 10 Jan 2001 4000 2.584 0.0 BUY - ((Shorter MA crossed over longer MA))
64 PBBANK 22 Jan 2001 4000 2.487 -473.193 SELL - ((Longer MA crossed over shorter MA))
65 PBBANK 5 Feb 2001 3000 2.853 0.0 BUY - ((Shorter MA crossed over longer MA))
66 PBBANK 22 Feb 2001 3000 2.718 -475.195 SELL - ((Longer MA crossed over shorter MA))
67 PBBANK 2 Mar 2001 3000 2.757 0.0 BUY - ((Shorter MA crossed over longer MA))
68 PBBANK 12 Mar 2001 3000 2.584 -586.297 SELL - ((Longer MA crossed over shorter MA))
69 PBBANK 8 May 2001 4000 2.431 0.0 BUY - ((Shorter MA crossed over longer MA))
70 PBBANK 28 May 2001 4000 2.444 -29.9 SELL - ((Longer MA crossed over shorter MA))
71 PBBANK 10 Jul 2001 4000 2.482 0.0 BUY - ((Shorter MA crossed over longer MA))
72 PBBANK 9 Aug 2001 4000 2.495 -31.614 SELL - ((Longer MA crossed over shorter MA))
73 PBBANK 17 Aug 2001 4000 2.508 0.0 BUY - ((Shorter MA crossed over longer MA))
74 PBBANK 18 Sep 2001 4000 2.278 -1000.405 SELL - ((Longer MA crossed over shorter MA))
75 PBBANK 17 Oct 2001 3000 2.367 0.0 BUY - ((Shorter MA crossed over longer MA))
76 PBBANK 8 Nov 2001 3000 2.303 -250.842 SELL - ((Longer MA crossed over shorter MA))
77 PBBANK 19 Nov 2001 3000 2.559 0.0 BUY - ((Shorter MA crossed over longer MA))
78 PBBANK 28 May 2002 3000 3.494 2728.732 SELL - ((Longer MA crossed over shorter MA))
79 PBBANK 13 Jun 2002 3000 3.596 0.0 BUY - ((Shorter MA crossed over longer MA))
80 PBBANK 28 Jun 2002 3000 3.673 139.41 SELL - ((Longer MA crossed over shorter MA))
81 PBBANK 8 Jul 2002 3000 3.74 0.0 BUY - ((Shorter MA crossed over longer MA))
82 PBBANK 23 Jul 2002 3000 3.708 -189.845 SELL - ((Longer MA crossed over shorter MA))
83 PBBANK 1 Aug 2002 3000 3.788 0.0 BUY - ((Shorter MA crossed over longer MA))
84 PBBANK 23 Aug 2002 3000 3.724 -286.652 SELL - ((Longer MA crossed over shorter MA))
85 PBBANK 23 Oct 2002 3000 3.244 0.0 BUY - ((Shorter MA crossed over longer MA))
86 PBBANK 15 Nov 2002 3000 3.18 -272.943 SELL - ((Longer MA crossed over shorter MA))
87 PBBANK 13 Dec 2002 3000 3.148 0.0 BUY - ((Shorter MA crossed over longer MA))
88 PBBANK 25 Apr 2003 3000 2.956 -652.911 SELL - ((Longer MA crossed over shorter MA))
89 PBBANK 20 May 2003 3000 3.036 0.0 BUY - ((Shorter MA crossed over longer MA))
90 PBBANK 12 Sep 2003 3000 4.16 3281.33 SELL - ((Longer MA crossed over shorter MA))
91 PBBANK 30 Sep 2003 3000 4.16 0.0 BUY - ((Shorter MA crossed over longer MA))
92 PBBANK 13 Nov 2003 3000 4.64 1329.119 SELL - ((Longer MA crossed over shorter MA))
93 PBBANK 5 Dec 2003 3000 4.6 0.0 BUY - ((Shorter MA crossed over longer MA))
94 PBBANK 8 Mar 2004 3000 5.5 2572.74 SELL - ((Longer MA crossed over shorter MA))
95 PBBANK 19 Mar 2004 3000 5.5 0.0 BUY - ((Shorter MA crossed over longer MA))
96 PBBANK 15 Apr 2004 3000 5.5 -138.6 SELL - ((Longer MA crossed over shorter MA))
97 PBBANK 11 Jun 2004 3000 5.45 0.0 BUY - ((Shorter MA crossed over longer MA))
98 PBBANK 22 Jul 2004 3000 5.6 310.77 SELL - ((Longer MA crossed over shorter MA))
99 PBBANK 30 Jul 2004 3000 5.85 0.0 BUY - ((Shorter MA crossed over longer MA))
100 PBBANK 30 Sep 2004 3000 5.85 -147.42 SELL - ((Longer MA crossed over shorter MA))
101 PBBANK 8 Oct 2004 2000 5.85 0.0 BUY - ((Shorter MA crossed over longer MA))
102 PBBANK 18 Oct 2004 2000 5.8 -197.86 SELL - ((Longer MA crossed over shorter MA))
103 PBBANK 27 Oct 2004 2000 6.0 0.0 BUY - ((Shorter MA crossed over longer MA))
104 PBBANK 23 Dec 2004 2000 6.6 1094.159 SELL - ((Longer MA crossed over shorter MA))
105 PBBANK 31 Dec 2004 2000 6.6 0.0 BUY - ((Shorter MA crossed over longer MA))
106 PBBANK 17 May 2005 2000 6.05 -1206.261 SELL - ((Longer MA crossed over shorter MA))
107 PBBANK 10 Jun 2005 2000 6.2 0.0 BUY - ((Shorter MA crossed over longer MA))
108 PBBANK 11 Aug 2005 2000 6.35 194.579 SELL - ((Longer MA crossed over shorter MA))
109 PBBANK 14 Dec 2005 2000 5.95 0.0 BUY - ((Shorter MA crossed over longer MA))
110 PBBANK 23 Feb 2006 2000 6.1 198.78 SELL - ((Longer MA crossed over shorter MA))
111 PBBANK 16 Mar 2006 2000 6.3 0.0 BUY - ((Shorter MA crossed over longer MA))
112 PBBANK 24 Mar 2006 2000 6.0 -703.32 SELL - ((Longer MA crossed over shorter MA))
113 PBBANK 10 Apr 2006 2000 6.2 0.0 BUY - ((Shorter MA crossed over longer MA))
114 PBBANK 8 May 2006 2000 6.1 -303.32 SELL - ((Longer MA crossed over shorter MA))
115 PBBANK 29 Jun 2006 2000 5.85 0.0 BUY - ((Shorter MA crossed over longer MA))
116 PBBANK 21 Aug 2006 2000 6.15 499.2 SELL - ((Longer MA crossed over shorter MA))
117 PBBANK 29 Aug 2006 2000 6.2 0.0 BUY - ((Shorter MA crossed over longer MA))
118 PBBANK 5 Mar 2007 2000 7.75 2982.819 SELL - ((Longer MA crossed over shorter MA))
119 PBBANK 15 Mar 2007 2000 8.5 0.0 BUY - ((Shorter MA crossed over longer MA))
120 PBBANK 7 Aug 2007 2000 9.05 952.579 SELL - ((Longer MA crossed over shorter MA))
121 PBBANK 11 Dec 2007 2000 10.4 0.0 BUY - ((Shorter MA crossed over longer MA))
122 PBBANK 19 Dec 2007 2000 10.1 -772.201 SELL - ((Longer MA crossed over shorter MA))
123 PBBANK 31 Dec 2007 1000 10.5 0.0 BUY - ((Shorter MA crossed over longer MA))
124 PBBANK 3 Mar 2008 1000 10.3 -287.361 SELL - ((Longer MA crossed over shorter MA))
125 PBBANK 28 Mar 2008 1000 10.8 0.0 BUY - ((Shorter MA crossed over longer MA))
126 PBBANK 29 May 2008 1000 11.4 506.76 SELL - ((Longer MA crossed over shorter MA))


[ 本帖最后由 江百虎 于 3-7-2008 03:02 PM 编辑 ]
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 楼主| 发表于 3-7-2008 03:06 PM | 显示全部楼层
用師奶股神的 10 天線穿 20 日線來買賣。。。從 1994 年開始到 2008 年。。。一共要操作 82 次。。。獲利是 224.16%。。。

結論是還是師奶股神比較利害???!!!。。。 。。。呵呵。。。

Buy Rule:"MA Dual Crossover 10 20"
(R1)
where
R1=MA Dual Crossover
    Shorter Period=10
    Longer Period=20
    Exponential=yes
    Black Window=3
    t1=3
    t2=3
    Rule Type=Daily
    Data Type=Completed


Sell Rule:"MA Dual Crossover 10 20"
(R1)
where
R1=MA Dual Crossover
    Shorter Period=10
    Longer Period=20
    Exponential=yes
    Black Window=3
    t1=3
    t2=3
    Rule Type=Daily
    Data Type=Completed




Statistics:
Initial capital    10000.00
Cash on hand    32416.33
Final capital (all positions closed)    32416.33
Capital available    32416.33
Return on trades (%)    224.16
Return on capital (%)    224.16
Open positions    0
Total net profit/loss    22416.33
Highest portfolio value    31029.78
Open position profit/loss    0.0
% of profitable trades    43.9
Total number of trades    41
Total commission paid    5654.66

Profitable Trades:
Profit of profitable trades    41236.71
Total profitable trades    18
Average profit    2290.92
Largest profit    8338.63
Smallest profit    143.01
Largest profitable trade commission    109.36
Commission paid for profitable trades    2601.28
Avg. commission paid for profitable trades    144.51
Profitable long trades    18
Profitable short trades    0

Unprofitable Trades:
Loss of unprofitable trades    -18820.38
Total unprofitable trades    23
Average loss    -818.28
Largest loss    -2094.81
Smallest loss    -7.47
Largest loser commission    126.8
Commission paid for unprofitable trades    3053.37
Avg. commission paid for unprofitable trades    132.75
Unprofitable long trades    23
Unprofitable short trades    0


No.    Stock Name    Triggerred Date    Shares    Price    Profit/Loss    Triggerred Rules
1    PBBANK    19 May 1995    6000    1.569    0.0    BUY - ((Shorter MA crossed over longer MA))
2    PBBANK    18 Aug 1995    6000    1.706    745.444    SELL - ((Longer MA crossed over shorter MA))
3    PBBANK    1 Dec 1995    6000    1.569    0.0    BUY - ((Shorter MA crossed over longer MA))
4    PBBANK    24 May 1996    6000    1.96    2257.069    SELL - ((Longer MA crossed over shorter MA))
5    PBBANK    15 Jul 1996    6000    1.986    0.0    BUY - ((Shorter MA crossed over longer MA))
6    PBBANK    31 Jul 1996    6000    1.863    -829.021    SELL - ((Longer MA crossed over shorter MA))
7    PBBANK    19 Aug 1996    6000    1.986    0.0    BUY - ((Shorter MA crossed over longer MA))
8    PBBANK    5 Sep 1996    6000    1.91    -554.18    SELL - ((Longer MA crossed over shorter MA))
9    PBBANK    18 Sep 1996    5000    1.956    0.0    BUY - ((Shorter MA crossed over longer MA))
10    PBBANK    27 Sep 1996    5000    1.956    -82.152    SELL - ((Longer MA crossed over shorter MA))
11    PBBANK    14 Oct 1996    5000    1.956    0.0    BUY - ((Shorter MA crossed over longer MA))
12    PBBANK    4 Nov 1996    5000    1.971    -7.467    SELL - ((Longer MA crossed over shorter MA))
13    PBBANK    15 Nov 1996    5000    2.048    0.0    BUY - ((Shorter MA crossed over longer MA))
14    PBBANK    24 Dec 1996    5000    2.094    143.018    SELL - ((Longer MA crossed over shorter MA))
15    PBBANK    6 Jan 1997    5000    2.201    0.0    BUY - ((Shorter MA crossed over longer MA))
16    PBBANK    25 Mar 1997    5000    2.309    445.29    SELL - ((Longer MA crossed over shorter MA))
17    PBBANK    2 Jun 1997    5000    2.263    0.0    BUY - ((Shorter MA crossed over longer MA))
18    PBBANK    12 Aug 1997    5000    1.956    -1623.599    SELL - ((Longer MA crossed over shorter MA))
19    PBBANK    9 Feb 1998    8000    1.225    0.0    BUY - ((Shorter MA crossed over longer MA))
20    PBBANK    6 Apr 1998    8000    1.08    -1237.449    SELL - ((Longer MA crossed over shorter MA))
21    PBBANK    9 Sep 1998    12000    0.733    0.0    BUY - ((Shorter MA crossed over longer MA))
22    PBBANK    26 Feb 1999    12000    1.437    8338.631    SELL - ((Longer MA crossed over shorter MA))
23    PBBANK    6 Apr 1999    10000    1.745    0.0    BUY - ((Shorter MA crossed over longer MA))
24    PBBANK    7 Jun 1999    10000    2.005    2442.5    SELL - ((Longer MA crossed over shorter MA))
25    PBBANK    17 Jun 1999    8000    2.246    0.0    BUY - ((Shorter MA crossed over longer MA))
26    PBBANK    22 Jul 1999    8000    2.063    -1608.783    SELL - ((Longer MA crossed over shorter MA))
27    PBBANK    19 Aug 1999    7000    2.603    0.0    BUY - ((Shorter MA crossed over longer MA))
28    PBBANK    4 Oct 1999    7000    2.545    -557.352    SELL - ((Longer MA crossed over shorter MA))
29    PBBANK    12 Oct 1999    6000    2.68    0.0    BUY - ((Shorter MA crossed over longer MA))
30    PBBANK    28 Oct 1999    6000    2.526    -1055.192    SELL - ((Longer MA crossed over shorter MA))
31    PBBANK    23 Nov 1999    6000    2.622    0.0    BUY - ((Shorter MA crossed over longer MA))
32    PBBANK    8 Mar 2000    6000    3.162    3094.243    SELL - ((Longer MA crossed over shorter MA))
33    PBBANK    13 Apr 2000    5000    3.431    0.0    BUY - ((Shorter MA crossed over longer MA))
34    PBBANK    21 Apr 2000    5000    3.123    -1677.634    SELL - ((Longer MA crossed over shorter MA))
35    PBBANK    18 Aug 2000    6000    2.68    0.0    BUY - ((Shorter MA crossed over longer MA))
36    PBBANK    7 Sep 2000    6000    2.352    -2094.807    SELL - ((Longer MA crossed over shorter MA))
37    PBBANK    10 Oct 2000    6000    2.641    0.0    BUY - ((Shorter MA crossed over longer MA))
38    PBBANK    14 Nov 2000    6000    2.449    -1280.269    SELL - ((Longer MA crossed over shorter MA))
39    PBBANK    12 Jan 2001    5000    2.506    0.0    BUY - ((Shorter MA crossed over longer MA))
40    PBBANK    14 Mar 2001    5000    2.603    377.711    SELL - ((Longer MA crossed over shorter MA))



[ 本帖最后由 江百虎 于 3-7-2008 03:47 PM 编辑 ]
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 楼主| 发表于 3-7-2008 03:06 PM | 显示全部楼层
41    PBBANK    10 May 2001    6000    2.444    0.0    BUY - ((Shorter MA crossed over longer MA))
42    PBBANK    29 May 2001    6000    2.431    -200.851    SELL - ((Longer MA crossed over shorter MA))
43    PBBANK    11 Jul 2001    6000    2.47    0.0    BUY - ((Shorter MA crossed over longer MA))
44    PBBANK    19 Sep 2001    6000    2.393    -584.548    SELL - ((Longer MA crossed over shorter MA))
45    PBBANK    25 Oct 2001    5000    2.418    0.0    BUY - ((Shorter MA crossed over longer MA))
46    PBBANK    8 Nov 2001    5000    2.303    -674.141    SELL - ((Longer MA crossed over shorter MA))
47    PBBANK    19 Nov 2001    5000    2.559    0.0    BUY - ((Shorter MA crossed over longer MA))
48    PBBANK    3 Jun 2002    5000    3.442    4288.979    SELL - ((Longer MA crossed over shorter MA))
49    PBBANK    21 Jun 2002    4000    3.698    0.0    BUY - ((Shorter MA crossed over longer MA))
50    PBBANK    27 Aug 2002    4000    3.772    170.504    SELL - ((Longer MA crossed over shorter MA))
51    PBBANK    11 Nov 2002    5000    3.212    0.0    BUY - ((Shorter MA crossed over longer MA))
52    PBBANK    19 Nov 2002    5000    3.084    -772.217    SELL - ((Longer MA crossed over shorter MA))
53    PBBANK    7 Apr 2003    5000    3.148    0.0    BUY - ((Shorter MA crossed over longer MA))
54    PBBANK    29 Apr 2003    5000    2.988    -928.856    SELL - ((Longer MA crossed over shorter MA))
55    PBBANK    27 May 2003    5000    3.228    0.0    BUY - ((Shorter MA crossed over longer MA))
56    PBBANK    24 Sep 2003    5000    4.16    4504.851    SELL - ((Longer MA crossed over shorter MA))
57    PBBANK    15 Jun 2004    4000    5.2    0.0    BUY - ((Shorter MA crossed over longer MA))
58    PBBANK    27 Aug 2004    4000    5.75    2016.04    SELL - ((Longer MA crossed over shorter MA))
59    PBBANK    8 Sep 2004    3000    5.8    0.0    BUY - ((Shorter MA crossed over longer MA))
60    PBBANK    15 Oct 2004    3000    5.8    -146.161    SELL - ((Longer MA crossed over shorter MA))
61    PBBANK    28 Oct 2004    3000    5.95    0.0    BUY - ((Shorter MA crossed over longer MA))
62    PBBANK    5 Apr 2005    3000    6.55    1642.5    SELL - ((Longer MA crossed over shorter MA))
63    PBBANK    16 Jun 2005    3000    6.3    0.0    BUY - ((Shorter MA crossed over longer MA))
64    PBBANK    15 Aug 2005    3000    6.3    -158.761    SELL - ((Longer MA crossed over shorter MA))
65    PBBANK    29 Dec 2005    3000    6.15    0.0    BUY - ((Shorter MA crossed over longer MA))
66    PBBANK    24 Mar 2006    3000    6.0    -603.091    SELL - ((Longer MA crossed over shorter MA))
67    PBBANK    17 Apr 2006    3000    6.15    0.0    BUY - ((Shorter MA crossed over longer MA))
68    PBBANK    10 May 2006    3000    6.15    -154.981    SELL - ((Longer MA crossed over shorter MA))
69    PBBANK    7 Jul 2006    3000    6.0    0.0    BUY - ((Shorter MA crossed over longer MA))
70    PBBANK    6 Oct 2006    3000    6.2    446.28    SELL - ((Longer MA crossed over shorter MA))
71    PBBANK    31 Oct 2006    3000    6.4    0.0    BUY - ((Shorter MA crossed over longer MA))
72    PBBANK    8 Mar 2007    3000    8.2    5216.039    SELL - ((Longer MA crossed over shorter MA))
73    PBBANK    16 Mar 2007    3000    8.2    0.0    BUY - ((Shorter MA crossed over longer MA))
74    PBBANK    2 Jul 2007    3000    9.15    2631.39    SELL - ((Longer MA crossed over shorter MA))
75    PBBANK    13 Jul 2007    3000    9.35    0.0    BUY - ((Shorter MA crossed over longer MA))
76    PBBANK    9 Aug 2007    3000    9.2    -683.731    SELL - ((Longer MA crossed over shorter MA))
77    PBBANK    14 Sep 2007    3000    9.2    0.0    BUY - ((Shorter MA crossed over longer MA))
78    PBBANK    27 Nov 2007    3000    9.9    1859.34    SELL - ((Longer MA crossed over shorter MA))
79    PBBANK    12 Dec 2007    3000    10.3    0.0    BUY - ((Shorter MA crossed over longer MA))
80    PBBANK    5 Mar 2008    3000    9.95    -1305.151    SELL - ((Longer MA crossed over shorter MA))
81    PBBANK    1 Apr 2008    2000    10.7    0.0    BUY - ((Shorter MA crossed over longer MA))
82    PBBANK    6 Jun 2008    2000    11.1    616.879    SELL - ((Longer MA crossed over shorter MA))
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发表于 3-7-2008 03:11 PM | 显示全部楼层
所以比较短线那个最低吧?
结论是即使是使用技术分析,也可以玩长线,钓大鱼吧?
嘿嘿
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 楼主| 发表于 3-7-2008 03:11 PM | 显示全部楼层
用 20 天線穿 50 日線來買賣。。。從 1994 年開始到 2008 年。。。一共要操作 40 次。。。獲利是 356.3%。。。

Buy Rule:"MA Dual Crossover 20 50"
(R1)
where
R1=MA Dual Crossover
    Shorter Period=20
    Longer Period=50
    Exponential=yes
    Black Window=3
    t1=3
    t2=3
    Rule Type=Daily
    Data Type=Completed


Sell Rule:"MA Dual Crossover 20 50"
(R1)
where
R1=MA Dual Crossover
    Shorter Period=20
    Longer Period=50
    Exponential=yes
    Black Window=3
    t1=3
    t2=3
    Rule Type=Daily
    Data Type=Completed




Statistics:
Initial capital        10000.00
Cash on hand        45630.42
Final capital (all positions closed)        45630.42
Capital available        45630.42
Return on trades (%)        356.3
Return on capital (%)        356.3
Open positions        0
Total net profit/loss        35630.42
Highest portfolio value        42979.76
Open position profit/loss        0.0
% of profitable trades        50.0
Total number of trades        20
Total commission paid        3774.57

Profitable Trades:
Profit of profitable trades        53324.8
Total profitable trades        10
Average profit        5332.48
Largest profit        11210.9
Smallest profit        758.03
Largest profitable trade commission        213.09
Commission paid for profitable trades        1934.19
Avg. commission paid for profitable trades        193.41
Profitable long trades        10
Profitable short trades        0

Unprofitable Trades:
Loss of unprofitable trades        -17694.39
Total unprofitable trades        10
Average loss        -1769.44
Largest loss        -4018.61
Smallest loss        -470.48
Largest loser commission        202.6
Commission paid for unprofitable trades        1840.38
Avg. commission paid for unprofitable trades        184.03
Unprofitable long trades        10
Unprofitable short trades        0


No.        Stock Name        Triggerred Date        Shares        Price        Profit/Loss        Triggerred Rules
1        PBBANK        30 May 1995        5000        1.718        0.0        BUY - ((Shorter MA crossed over longer MA))
2        PBBANK        5 Sep 1995        5000        1.638        -470.477        SELL - ((Longer MA crossed over shorter MA))
3        PBBANK        11 Dec 1995        6000        1.5        0.0        BUY - ((Shorter MA crossed over longer MA))
4        PBBANK        1 Aug 1996        6000        1.894        2278.471        SELL - ((Longer MA crossed over shorter MA))
5        PBBANK        21 Aug 1996        5000        1.986        0.0        BUY - ((Shorter MA crossed over longer MA))
6        PBBANK        8 Apr 1997        5000        2.155        758.038        SELL - ((Longer MA crossed over shorter MA))
7        PBBANK        12 Jun 1997        5000        2.232        0.0        BUY - ((Shorter MA crossed over longer MA))
8        PBBANK        15 Aug 1997        5000        2.001        -1238.915        SELL - ((Longer MA crossed over shorter MA))
9        PBBANK        13 Feb 1998        9000        1.186        0.0        BUY - ((Shorter MA crossed over longer MA))
10        PBBANK        4 May 1998        9000        1.042        -1380.219        SELL - ((Longer MA crossed over shorter MA))
11        PBBANK        17 Sep 1998        14000        0.695        0.0        BUY - ((Shorter MA crossed over longer MA))
12        PBBANK        22 Mar 1999        14000        1.379        9454.048        SELL - ((Longer MA crossed over shorter MA))
13        PBBANK        6 Apr 1999        11000        1.745        0.0        BUY - ((Shorter MA crossed over longer MA))
14        PBBANK        2 Aug 1999        11000        2.082        3530.192        SELL - ((Longer MA crossed over shorter MA))
15        PBBANK        20 Aug 1999        8000        2.603        0.0        BUY - ((Shorter MA crossed over longer MA))
16        PBBANK        25 Apr 2000        8000        3.277        5194.432        SELL - ((Longer MA crossed over shorter MA))
17        PBBANK        18 Oct 2000        9000        2.892        0.0        BUY - ((Shorter MA crossed over longer MA))
18        PBBANK        22 Nov 2000        9000        2.468        -4018.608        SELL - ((Longer MA crossed over shorter MA))
19        PBBANK        5 Feb 2001        8000        2.853        0.0        BUY - ((Shorter MA crossed over longer MA))
20        PBBANK        22 Mar 2001        8000        2.545        -2645.373        SELL - ((Longer MA crossed over shorter MA))
21        PBBANK        19 Jul 2001        8000        2.495        0.0        BUY - ((Shorter MA crossed over longer MA))
22        PBBANK        24 Sep 2001        8000        2.175        -2716.913        SELL - ((Longer MA crossed over shorter MA))
23        PBBANK        23 Nov 2001        7000        2.521        0.0        BUY - ((Shorter MA crossed over longer MA))
24        PBBANK        13 Feb 2003        7000        3.164        4333.861        SELL - ((Longer MA crossed over shorter MA))
25        PBBANK        17 Apr 2003        7000        3.212        0.0        BUY - ((Shorter MA crossed over longer MA))
26        PBBANK        29 Apr 2003        7000        2.988        -1750.28        SELL - ((Longer MA crossed over shorter MA))
27        PBBANK        30 May 2003        6000        3.276        0.0        BUY - ((Shorter MA crossed over longer MA))
28        PBBANK        14 May 2004        6000        5.18        11210.908        SELL - ((Longer MA crossed over shorter MA))
29        PBBANK        25 Jun 2004        5000        5.55        0.0        BUY - ((Shorter MA crossed over longer MA))
30        PBBANK        8 Apr 2005        5000        6.5        4496.95        SELL - ((Longer MA crossed over shorter MA))
31        PBBANK        15 Jul 2005        5000        6.4        0.0        BUY - ((Shorter MA crossed over longer MA))
32        PBBANK        25 Aug 2005        5000        6.3        -766.701        SELL - ((Longer MA crossed over shorter MA))
33        PBBANK        19 Jan 2006        5000        6.1        0.0        BUY - ((Shorter MA crossed over longer MA))
34        PBBANK        29 Mar 2006        5000        6.0        -754.1        SELL - ((Longer MA crossed over shorter MA))
35        PBBANK        25 Apr 2006        5000        6.1        0.0        BUY - ((Shorter MA crossed over longer MA))
36        PBBANK        16 Aug 2007        5000        8.4        11195.5        SELL - ((Longer MA crossed over shorter MA))
37        PBBANK        2 Oct 2007        4000        9.6        0.0        BUY - ((Shorter MA crossed over longer MA))
38        PBBANK        13 Mar 2008        4000        9.9        872.4        SELL - ((Longer MA crossed over shorter MA))
39        PBBANK        7 Apr 2008        4000        10.7        0.0        BUY - ((Shorter MA crossed over longer MA))
40        PBBANK        20 Jun 2008        4000        10.3        -1952.801        SELL - ((Longer MA crossed over shorter MA))
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发表于 3-7-2008 03:12 PM | 显示全部楼层
最厉害的还是百虎兄。。。
谢谢你的分享。。。
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 楼主| 发表于 3-7-2008 03:27 PM | 显示全部楼层
用 50 天線穿 100 日線來買賣。。。從 1994 年開始到 2008 年。。。一共要操作 19 次。。。獲利是 368.36%。。。

Buy Rule:"MA Dual Crossover 50 100"
(R1)
where
R1=MA Dual Crossover
    Shorter Period=50
    Longer Period=100
    Exponential=yes
    Black Window=3
    t1=3
    t2=3
    Rule Type=Daily
    Data Type=Completed


Sell Rule:"MA Dual Crossover 50 100"
(R1)
where
R1=MA Dual Crossover
    Shorter Period=50
    Longer Period=100
    Exponential=yes
    Black Window=3
    t1=3
    t2=3
    Rule Type=Daily
    Data Type=Completed




Statistics:
Initial capital        10000.00
Cash on hand        6207.99
Final capital (all positions closed)        46836.63
Capital available        6207.99
Return on trades (%)        211.12
Return on capital (%)        368.36
Open positions        1
Total net profit/loss        21112.14
Highest portfolio value        31616.65
Open position profit/loss        15724.48
% of profitable trades        44.44
Total number of trades        9
Total commission paid        1268.01

Profitable Trades:
Profit of profitable trades        30805.18
Total profitable trades        4
Average profit        7701.29
Largest profit        14605.5
Smallest profit        1380.74
Largest profitable trade commission        204.49
Commission paid for profitable trades        512.81
Avg. commission paid for profitable trades        128.2
Profitable long trades        4
Profitable short trades        0

Unprofitable Trades:
Loss of unprofitable trades        -9693.05
Total unprofitable trades        5
Average loss        -1938.61
Largest loss        -3101.8
Smallest loss        -1052.43
Largest loser commission        63.79
Commission paid for unprofitable trades        651.04
Avg. commission paid for unprofitable trades        130.2
Unprofitable long trades        5
Unprofitable short trades        0


No.        Stock Name        Triggerred Date        Shares        Price        Profit/Loss        Triggerred Rules
1        PBBANK        16 Jan 1996        5000        1.741        0.0        BUY - ((Shorter MA crossed over longer MA))
2        PBBANK        5 May 1997        5000        2.033        1380.746        SELL - ((Longer MA crossed over shorter MA))
3        PBBANK        26 Jun 1997        4000        2.278        0.0        BUY - ((Shorter MA crossed over longer MA))
4        PBBANK        20 Aug 1997        4000        2.033        -1052.425        SELL - ((Longer MA crossed over shorter MA))
5        PBBANK        25 Mar 1998        7000        1.302        0.0        BUY - ((Shorter MA crossed over longer MA))
6        PBBANK        6 May 1998        7000        0.868        -3101.798        SELL - ((Longer MA crossed over shorter MA))
7        PBBANK        9 Nov 1998        7000        0.965        0.0        BUY - ((Shorter MA crossed over longer MA))
8        PBBANK        26 Jun 2000        7000        2.699        12030.278        SELL - ((Longer MA crossed over shorter MA))
9        PBBANK        15 Feb 2001        6000        2.776        0.0        BUY - ((Shorter MA crossed over longer MA))
10        PBBANK        3 Apr 2001        6000        2.506        -1753.107        SELL - ((Longer MA crossed over shorter MA))
11        PBBANK        27 Aug 2001        6000        2.649        0.0        BUY - ((Shorter MA crossed over longer MA))
12        PBBANK        27 Sep 2001        6000        2.29        -2278.463        SELL - ((Longer MA crossed over shorter MA))
13        PBBANK        11 Dec 2001        5000        2.598        0.0        BUY - ((Shorter MA crossed over longer MA))
14        PBBANK        8 Oct 2002        5000        3.18        2788.661        SELL - ((Longer MA crossed over shorter MA))
15        PBBANK        16 Jun 2003        5000        3.388        0.0        BUY - ((Shorter MA crossed over longer MA))
16        PBBANK        6 May 2005        5000        6.35        14605.502        SELL - ((Longer MA crossed over shorter MA))
17        PBBANK        13 Mar 2006        5000        6.25        0.0        BUY - ((Shorter MA crossed over longer MA))
18        PBBANK        29 Mar 2006        5000        6.0        -1507.25        SELL - ((Longer MA crossed over shorter MA))
19        PBBANK        14 Aug 2006        4000        6.2        0.0        BUY - ((Shorter MA crossed over longer MA))
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 楼主| 发表于 3-7-2008 03:29 PM | 显示全部楼层
用 100 天線穿 200 日線來買賣。。。從 1994 年開始到 2008 年。。。一共要操作 9 次。。。獲利是 411.05%。。。

Buy Rule:"MA Dual Crossover 100 200"
(R1)
where
R1=MA Dual Crossover
    Shorter Period=100
    Longer Period=200
    Exponential=yes
    Black Window=3
    t1=3
    t2=3
    Rule Type=Daily
    Data Type=Completed


Sell Rule:"MA Dual Crossover 100 200"
(R1)
where
R1=MA Dual Crossover
    Shorter Period=100
    Longer Period=200
    Exponential=yes
    Black Window=3
    t1=3
    t2=3
    Rule Type=Daily
    Data Type=Completed




Statistics:
Initial capital    10000.00
Cash on hand    319.68
Final capital (all positions closed)    51105.48
Capital available    319.68
Return on trades (%)    222.03
Return on capital (%)    411.05
Open positions    1
Total net profit/loss    22203.03
Highest portfolio value    31883.35
Open position profit/loss    18902.45
% of profitable trades    100.0
Total number of trades    4
Total commission paid    683.31

Profitable Trades:
Profit of profitable trades    22203.03
Total profitable trades    4
Average profit    5550.75
Largest profit    11183.73
Smallest profit    132.59
Largest profitable trade commission    206.26
Commission paid for profitable trades    549.96
Avg. commission paid for profitable trades    137.49
Profitable long trades    4
Profitable short trades    0

Unprofitable Trades:
Loss of unprofitable trades    0.0
Total unprofitable trades    0
Average loss    0.0
Largest loss    0.0
Smallest loss    0.0
Largest loser commission    0.0
Commission paid for unprofitable trades    0.0
Avg. commission paid for unprofitable trades    0.0
Unprofitable long trades    0
Unprofitable short trades    0


No.    Stock Name    Triggerred Date    Shares    Price    Profit/Loss    Triggerred Rules
1    PBBANK    9 Feb 1996    5000    1.822    0.0    BUY - ((Shorter MA crossed over longer MA))
2    PBBANK    8 Sep 1997    5000    1.863    132.593    SELL - ((Longer MA crossed over shorter MA))
3    PBBANK    28 Dec 1998    7000    1.418    0.0    BUY - ((Shorter MA crossed over longer MA))
4    PBBANK    30 Aug 2000    7000    2.641    8441.665    SELL - ((Longer MA crossed over shorter MA))
5    PBBANK    9 Jan 2002    6000    2.7    0.0    BUY - ((Shorter MA crossed over longer MA))
6    PBBANK    31 Dec 2002    6000    3.132    2445.033    SELL - ((Longer MA crossed over shorter MA))
7    PBBANK    3 Jul 2003    5000    3.772    0.0    BUY - ((Shorter MA crossed over longer MA))
8    PBBANK    31 Oct 2005    5000    6.05    11183.738    SELL - ((Longer MA crossed over shorter MA))
9    PBBANK    19 Sep 2006    5000    6.35    0.0    BUY - ((Shorter MA crossed over longer MA))





[ 本帖最后由 江百虎 于 3-7-2008 03:34 PM 编辑 ]
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 楼主| 发表于 3-7-2008 03:31 PM | 显示全部楼层
這里來總結一下。。。

這個是 pbbbank 的測試。。。從 1994 年開始到 2008 年。。。

用 5 天線穿 10 日線來買賣。。。一共要操作 126 次。。。獲利是 104.55%。。。

用 10 天線穿 20 日線來買賣。。。一共要操作 82 次。。。獲利是 224.16%。。。

用 20 天線穿 50 日線來買賣。。。一共要操作 40 次。。。獲利是 356.3%。。。

用 50 天線穿 100 日線來買賣。。。一共要操作 19 次。。。獲利是 368.36%。。。

用 100 天線穿 200 日線來買賣。。。一共要操作 9 次。。。獲利是 411.05%。。。

結論是。。。股市這個地方還真的是蠻有趣的。。。重點是只要選對了好的公司就可以了。。。接下來就什么都不要做最好。。。就算很勤力的進出也未必會賺的比較多。。。要看就看大的趨勢。。。在適當的時候進出就可以了。。。



[ 本帖最后由 江百虎 于 3-7-2008 03:52 PM 编辑 ]
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 楼主| 发表于 3-7-2008 03:54 PM | 显示全部楼层
原帖由 蚂蚁小弟 于 3-7-2008 03:11 PM 发表
所以比较短线那个最低吧?
结论是即使是使用技术分析,也可以玩长线,钓大鱼吧?
嘿嘿


呵呵。。。講的多不如直接看電腦算出來的數據就好了。。。

做多錯多。。。是真的哦。。。哈哈。。。
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 楼主| 发表于 3-7-2008 04:02 PM | 显示全部楼层
原帖由 goodluck88 于 3-7-2008 03:12 PM 发表
最厉害的还是百虎兄。。。
谢谢你的分享。。。


呵呵。。。

師奶股神還真的很好看一下咧。。。
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