评测时段:2013/06/24-2015/06/16
对全创业板测试,年化收益率 19.20% 评测深沪A品种,年化收益率 28.68%
策略六:五天线与十天线金叉持股,死叉持币 公式:
ENTERLONG:CROSS(MA(CLOSE,SHORT),MA(CLOSE,LONG)); EXITLONG:CROSS(MA(CLOSE,LONG),MA(CLOSE,SHORT)); 含义:
评测时段:2015/06/14-2016/06/19
对全创业板测试,年化收益率 -0.84% 评测深沪A品种,年化收益率 -10.76%
评测时段:2013/06/24-2015/06/16
对全创业板测试,年化收益率 53.60% 评测深沪A品种,年化收益率 51.81%