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测试刚好选择的是A股上升的时间段 #13

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5118Python opened this issue Apr 2, 2020 · 7 comments
Open

测试刚好选择的是A股上升的时间段 #13

5118Python opened this issue Apr 2, 2020 · 7 comments

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@5118Python
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看似结果不错，但是换到跌的时间段，结果会很糟糕
image
@5118Python 5118Python changed the title 测试刚好选择的是上证上升的时间段 测试刚好选择的是A股上升的时间段 Apr 2, 2020
@bigcat133
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我觉得也有这个问题，这段时间正好是从2800点到3000点，指数涨了快200点，收益4%很正常，其实应该做一块时间比较长的涵盖上涨与下跌的时段，而且最好开始点的指数和结束点的指数值基本接近

@ianliuy
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ianliuy commented Apr 3, 2020

小心不要引入未来函数呀
【量化入门】为什么回测效果非常好的策略实盘却不行？

@shayulei
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shayulei commented Apr 8, 2020

有群一起讨论吗？

@5118Python
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单纯用这个程序去交易显然是不行的，因为基本上就是随着股票同涨同跌

@leonselina
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基于RL的agent交易，和传统的量化交易是不同的概念，没有所谓“未来函数”吧！

@fudingyu
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小心不要引入未来函数呀
【量化入门】为什么回测效果非常好的策略实盘却不行？

我估计这哥们应该就是引用了未来函数，但是就算引用了未来函数应该也不止这么点收益，我用SVM试过如果引用未来函数差不多是90%+的胜率。

@forrestneo
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所以在实际应用中要搞多个模型进行pk

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7 participants
@fudingyu @bigcat133 @5118Python @forrestneo @shayulei @ianliuy @leonselina