欢迎访问 外汇EA下载与MT4/MT5自动交易资源 - 聚合外汇EA、黄金EA、量化交易工具与自动化交易实战内容。
登录 注册

基于简单的 TDI 规则进行交易 (Trading based on simple TDI rules)

author emer | 0 人阅读 | 0 人评论 |
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:Xman43
发布日期:First Post: Sep 7, 2016 9:58pm
Anyone ever tested trading based only on simple TDI rules?
green>red: BUY
green<red: SELL

Sounds too easy to be true, and thus probably is, nevertheless I am fiddling with this in excel and am getting interesting results.

I am using M15 historical data EURUSD
Calculating RSI13 on close prices
Then calculating its 2-period SMA (green) and 7-period SMA (red).

Over a month (approx 1500 data points 24/7 trading) I get >4500 pips (LOL). Substract 2pip spread (approx 700 pips on 350 trades) and swap not accounted for, still a good result.
So, where is the bug...?

X.
🔐
请登录后参与评论
注册满12小时后评论,即可解锁附件下载
立即登录