引用:
原帖由 oem7110 於 2010-3-11 12:50 發表 
When you mention the earning is fluctuated too much, do you mean that there is problem on algorithm? does P company receive signals for order? when metastock triggers a signal. If P company receive ...
thnx for asking!
by fluctuating, i mean in some weeks, the net gain was as much as +500s pts but the next week would produced a -300s pts loss. It's all because the algorithm used was a very primitive one.
the execution was totally automatic: metastock produces buy/sell signal and the linked futures contract trading platform executes accordingly.
For example, the operator started the autotrade system everyday at 0950. Once there was a buy signal, the trade platform would automatically long one contract. If after, say, half an hour later, a sell signal prompted, the platform would automatically short 2 contracts. If then a buy signal came up, long 2, etc etc, so that there is always either +1 or -1 position within the whole trading day, until 16:05 or so everyday the operator would close all the interests.
Of course, all the major parameters could be adjusted according to the trader-programmer's will.
