跨一步海阔天空 (附一个 2-day chart)

当普通的日线图因为像目前这些FA因素在震动时, 很多普通的量化指标都失去了功效。

有时我们会从数据库里提取些另类的数据(包括实时数据)来过滤一下, 换个思维换个算法,由数据寻找些线索, 也可以验证一下哪一种算法适合目前的市场。

所以这些天提取每两天的数据做了点量化,两天来算,在比较一天的,有点少量相当于跨前一步的成分。

下图SPY只做举例, 不作为买卖建议, 慎用!

箭头信号是数据导出, 但很明显蓝色的系统比黄色的系统目前来说胜出不少。

这图至少提醒本人目前还不适合建立新的长仓。

 

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