Ndeapi maitiro akanakisa ekuita backtesting nzira dzekutengesa?

1. Kunzwisisa kukosha kweBacktesting

Munyika yepamusoro-soro ye forex, crypto, uye CFD kutengesa, munhu haakwanisi kurerutsa simba remaitiro akanyatsorongeka uye akaedzwa kwazvo ekutengesa. Zvakafanana nepurani yechishamiso chakagadzirwa zvine hungwaru, budiriro yacho inotsamira zvakanyanya pahwaro hwakaiswa panguva yekutanga kwayo. Ndipo apo backtesting inopinda mukutamba, ichishanda sechinhu chakakosha chekushandisa traders kusimbisa yavo zvokutengeserana nzira usati wanyura mumvura dzakaoma dzemisika yemari.

Backtesting, muchidimbu, inzira yaunoshandisa yako yekutengesa dhizaini kune nhoroondo data kuti uone kuti ingadai yakaita sei. Nekuita izvi, unogona kuwana ruzivo rwekugona kuita purofiti, njodzi dzinosanganisirwa, uye kushanda kwese kwehurongwa hwako. Zvakafanana nemuchina wenguva unokubvumira kuti udzokere kumashure nenguva, nzvimbo trades zvichibva pane yako zano, uye wobva wakurumidza kumberi kuti uone zvabuda.

• Kubatsira: Chimwe chezvakanyanya kukosha chinoburitswa nebacktesting ndiko kugona kuita pundutso yehurongwa hwako. Inopa tarisiro yakazara yekuti zano rako ringadai rakaita sei pasi pemamiriro akasiyana emusika.
• Risk Kuongorora: Backtesting zvakare inobvumidza iwe kuti unzwisise njodzi dzinogona kuitika muhurongwa hwako. Inokubatsira kuona iyo yakanyanya kudhirowa, iyo njodzi / mubairo chiyero, uye mamwe akakosha metrics enjodzi.
• Strategy Kubudirira: Nekudzosera kumashure, unogona kutarisa kushanda kwezano rako. Zvinokubatsira kuti unzwisise kana zano rako richikwanisa kumira Misika kusagadzikana uye kupa mhinduro dzinoenderana.

Nekudaro, zvakakosha kuyeuka kuti nepo backtesting ichipa yakasimba chikuva chekuyedza zano, haina kukanganisa. Misika yezvemari inopesvedzerwa nehuwandu hwezvinhu, uye mashandiro ekare haawanzo kuratidza mhedzisiro yeramangwana. Naizvozvo, zvakakosha kushandisa backtesting seimwe yezvishandiso zvakawanda mune yako yekutengesa arsenal, pane kristaro bhora kufanotaura mhedzisiro yeramangwana.

Pakupedzisira, kukosha kwekudzokera kumashure kuri mukukwanisa kwayo kupa mambure ekuchengetedza, achibvumira traders yekuyedza mvura isati yanyura nemusoro munyika isingafungidzike yekutengeserana. Icho chishandiso chine simba icho, kana chikashandiswa nemazvo, chinogona kuwedzera zvakanyanya mikana yako yekubudirira munyika ine kusagadzikana forexcrypto uye CFD kutengesa.

1.1. Tsanangudzo yeBacktesting

Kudzokera kumashure kwakafanana nendege simulator ye traders. Zvinovabvumira kuti vaedze marongero avo pasina kuisa mari munjodzi chaiyo, sezvinoita vatyairi vendege vanogona kukwenenzvera hunyanzvi hwavo pasina njodzi yekubhururuka chaiko. Nekudzokorodza maitiro emusika apfuura, traders inogona kuwana manzwisisiro mune zvinogona kuitika mune ramangwana.

Kunaka kwekudzokera kumashure kuri mukukwanisa kwayo kupa hupfumi hweruzivo. Inogona kuratidza zvinogona kudhirowa, purofiti zvinhu, uye njodzi-mubairo chiyero cheimwe zano. Inogona kutobatsira traders ratidza nguva yakakwana yekupinda nekubuda trades.

Nekudaro, zvakakosha kuti uzive izvo backtesting haisi bhora rekristaro. Zvinobva pane zvakaitika kare, uye sekutaura kunoita, kuita kwekare hakusi kuratidza mhedzisiro yeramangwana.

Paunenge uchitanga rwendo rwekudzokera shure, zvakakosha kuti uchengete mashoma akakosha pfungwa:

• Hunhu hweData: Kurongeka kwemhedzisiro yako yekudzosera kumashure kwakanangana nemhando yedata rako. Ita shuwa kuti uri kushandisa yakavimbika, yemhando yepamusoro data yechokwadi mhinduro.
• Realistic Assumptions: Zviri nyore kuwira mumusungo wekuwedzera-optimize zano rako zvichienderana nenhoroondo data. Rangarira kuita fungidziro dzechokwadi nezve kutsvedza, mutengo wekutengesa, uye zvimwe zvinhu zvinogona kukanganisa mhedzisiro yako mukutengesa-nguva chaiyo.
• Kusimba: Nzira inoshanda zvakanaka mune imwe musika mamiriro inogona kusaita zvakanaka mune imwe. Edza zano rako pane akasiyana musika mamiriro kuti uone kusimba kwayo.

Nekunzwisisa tsananguro uye kukosha kwekudzosera kumashure, traders vanogona kufamba zvirinani mumvura ine mhirizhonga yemisika yemari uye kuwedzera mikana yavo yekubudirira.

1.2. Basa reBacktesting muKutengesera

Backtesting ndiyo gamba risingafadzi remazano akabudirira ekutengesa. Ndiro danho rakakosha rinoparadzanisa amateur traders kubva kune vane ruzivo nyanzvi munyika ye forex, crypto, kana CFD kutengesa. Nekutevedzera zano nenhoroondo yedata, backtesting inopa sneak peek mune ingangoita budiriro kana kutadza kwe chirongwa chebhizimisi.

Sei backtesting yakakosha? Inopa cheki chechokwadi chemaitiro ako ekutengesa. Zviri nyore kubatika mukunakidzwa kwekugadzira zano idzva, asi pasina kudzoreredza, uri kunyanya kutengesa mapofu. Backtesting inokupa iwe mukana wekugadzirisa zvakanaka zano rako, kuona zvinogona kukanganisa, uye gadzirisa maitiro ako usati waisa mungozi chaiyo capital.

Backtesting zvakare inoisa chivimbo. Nekuona zano rako richibudirira munzvimbo inofananidzwa, iwe unovaka chivimbo chinodiwa chekunamatira nechirongwa chako kana musika waoma. Izvi zvepfungwa advantage haigoni kuwedzeredzwa.

Nekudaro, budiriro yekudzosera kumashure haisi yekungomhanyisa simulations. Ndezvekunzwisisa nekuturikira zvabuda. Izvi zvinosanganisira kunyura mukati me data, kutsvaga mapatani, kuongorora njodzi nemubairo ratios, uye kunzwisisa musika mamiriro panguva backtesting nguva.

• Kuzivikanwa kwePateni: Kubudirira backtesting kunobvumidza iwe kuona inodzokororwa mapatani ayo anogona kuratidza purofiti yekutengesa mikana.
• Njodzi uye Mubayiro Ongororo: Hazvisi zvekungoona zvinobatsira trades; ndezvekunzwisisa njodzi yakabatana neavo trades. Backtesting inokubatsira iwe kubata njodzi yako nekupa mufananidzo wakajeka wekugona kurasikirwa uye kuwana.
• Market Condition Analysis: Musika wacho hauna kumira; inogara ichichinja. Kunzwisisa mamiriro emusika panguva yako yekudzosera kumashure kunogona kukupa ruzivo rwekuti zano rako ringaite sei mumamiriro akasiyana.

Rangarira, backtesting haisi vimbiso yekubudirira mune ramangwana, asi chishandiso chine simba chinogona kuwedzera zvakanyanya mikana yako yekutengesa kunobatsira. Nekushandisa simba rekudzosera kumashure, unogona kutora kutengesa kwako kune inotevera nhanho.

1.3. Zvakanakira Backtesting

Kunyura mune zvakanakira backtesting, zvakangofanana nekuve nekristaro bhora rinogona kufanotaura ramangwana rekutengesa kwako zano. Yekutanga uye inonyanya kuoneka advantage ndiro kugona kuongorora kushanda kwechirongwa chako pasina kuisa mungozi mari chaiyo. Backtesting inobvumira traders kuti vatevedzere nzira yavo yekutengesa pane yenhoroondo yemusika data, nekudaro ichipa kunzwisisa kwakadzama kwemaitirwo aingadai akaita pasi pemamiriro emusika akafanana.

Backtesting inopa iyo mukana wekugadzirisa zano rako. Nekuyedza ma parameter akasiyana, traders vanogona kugadzirisa zano ravo kuti vawane kudzoka kwakanyanya kunobvira. Semuenzaniso, iwe unogona kuona kuti zano rako rinoita zvirinani mune chaiyo mari peya kana pane imwe nguva yezuva.

• Kuvandudza manejimendi enjodzi ndiyo imwe bhenefiti yakakosha yekudzosera kumashure. Nekunzwisisa kudhirowa kwenhoroondo yehurongwa hwako, unogona kugadzirira zvirinani kurasikirwa uye kugadzirisa njodzi yako paramita zvinoenderana. Izvi zvinogona kubatsira mukuchengetedza mari yako yekutengesa panguva dzemisika yakashata.
• Backtesting inogona zvakare simbisa kuvimba kwako mune yako yekutengesa zano. Kuona zano rako richibudirira munzvimbo yakateedzerwa kunogona kupa kusimudzira kwepfungwa kunodiwa kuti ubatisise kuhurongwa hwako, kunyangwe panguva dzekusagadzikana kwemusika.

Pakupedzisira, kudzokera shure kunobatsira kuziva kukanganisa kunobvira muhurongwa hwako. Hapana zano rakakwana, uye backtesting inogona kufumura kushaya simba kungave kusinga oneke munzvimbo yekutengeserana mhenyu. Nekuziva zvikanganiso izvi nekukurumidza, traders vanogona kugadzirisa zvinodiwa kuti vavandudze kusimba kwehurongwa hwavo. Iyi iterative maitiro ekudzosera kumashure, kuona kusasimba, uye kunatsiridza zano rinogona kuvandudza zvakanyanya mashandiro ako ekutengesa mukufamba kwenguva.

2. Zviitiko Zvakanakisisa zveBacktesting Trading Strategies

Pakunyura munyika ye forex, crypto, kana CFD kutengesa, chimwe chinhu chakakosha mu arsenal yako inofanira kunge iri tsika yekudzosera kumashure nzira dzekutengesa. Iyi nzira inopa nzwisiso yakakosha mukugona kuita kwemaitiro ako ekutengesa, ichikubvumidza kuti unatse uye nekukwirisa usati waisa njodzi chero mari chaiyo.

Zvakakosha kuti chengetedza kunaka kwedata rako. Kurongeka kwemhedzisiro yako yebacktest kunoenderana zvakananga nemhando yenhoroondo data yakashandiswa. Ngazvive izvo forex, cryptocurrency, kana CFDs, gara uchipa data rako kubva kune vanovimbika vanopa uye simbisa kuti inovhara yakaringana nguva yenguva yeyako yaunoda kutengesa nzira.

Zvadaro, account yetransaction cost. Izvi zvinogona kusanganisira kupararira, makomisheni, kutsvedza, uye mari yekubhadhara. Kuregeredza mitengo iyi kunogona kutungamira kune yakanyanyisa tarisiro backtest, iyo inogona kutsausa kana ikashandiswa kune chaiyo-yepasirese kutengeserana.

Imwe tsika yakanaka ndeye dzivisa kuwandisa. Kuwedzeredza kunoitika kana zano rako rakanyatso kurongedzerwa kune yapfuura data, ichideredza kushanda kwayo pane nyowani data. Kuti udzivise izvi, iwe unofanirwa kushandisa kunze-kwe-sample test, kureva, kuyedza zano rako pane isingaonekwe data.

• Kunze-kwe-sample test: Izvi zvinosanganisira kupatsanura data rako kuita maviri seti: imwe yekugadzira yako zano (mu-sample) uye imwe yekuiedza (kunze-kwe-sample). Iyo in-sample data inoshandiswa kukwirisa zano, nepo kunze-kwe-sample data inoshandiswa kuongorora maitiro ayo.
• Kufamba-mberi kuyedzwa: Iyi imhando yepamusoro yekunze-ye-sample yekuyedza. Zvinosanganisira kugara uchigadzirisazve zano rako pane inotenderera, kutevedzera nzira yaungangoshandisa iyo zano muhupenyu chaihwo.

Pakupedzisira, gara uchisimbisa zvawanikwa. Mushure mekuita backtest, usatore zvawanikwa sezvazviri. Pane kudaro, vasimbise nekumhanyisa akawanda backtests ane akasiyana paramita kana data seti. Izvi zvichabatsira kuziva kana kubudirira kwehurongwa hwako kwakakonzerwa nehunyanzvi kana rombo rakanaka.

Rangarira, backtesting haisi vimbiso yekuita ramangwana. Nekudaro, kutevedzera aya akanakisa maitiro anogona kukubatsira iwe kukudziridza anonyanya kushanda nzira dzekutengesa uye kuwedzera mikana yako yekubudirira munyika isingachinjiki. forexcrypto, uye CFD kutengesa.

2.1. Kushandisa Quality Data

Munharaunda ye backtesting nzira dzekutengesa, kukosha kwekushandisa data yemhando hakugone kuwedzeredzwa. Iyo inoshanda semusana wehurongwa hwako hwese, ichikurudzira mhedzisiro yebacktest yako uye, pakupedzisira, kubudirira kweramangwana rako. trades.

Quality data rakavimbika, rakarurama, uye rinonzwisisika. Inofanirwa kuvhara nguva yakakura kuti ipe dataset yakasimba yekudzosera kumashure. Izvi zvinobvumira kuongororwa kwechokwadi uye kwechokwadi kwemaitiro ehurongwa pamisika yakasiyana siyana.

Tora semuenzaniso, kana iwe uri munzvimbo ye forex kana crypto trading, data rako rinofanira kunge richisanganisira zvinhu zvakaita sekuvhura, kuvhara, kukwira, uye mitengo yakaderera, pamwe nekutengesa mavhoriyamu. Izvi zvinova nechokwadi chekuti uri kushanda nemufananidzo wakazara wezviitwa zvemusika, kwete maonero akapatsanuka anogona kukanganisa mhinduro dzako.

Paunenge uchitsvaga yemhando yedata, funga zvinotevera:

1. Ita shuwa kuti data iri chena: Izvi zvinoreva kuti haifanirwe kunge isina zvikanganiso, zvakasiirwa, kana kusawirirana zvinogona kukanganisa mhinduro yako yekumashure.
2. Ita shuwa kuti data iri yose: Data isina kukwana inogona kutungamirira kumigumisiro isina kururama uye mazano asina kururama. Ita shuwa kuti minda yese inodiwa yakazadzwa uye data inovhara inodiwa nguva yakatarwa.
3. Ita shuwa kuti data iri Zvakakodzera: Iyo data inofanirwa kuve yakakosha kune yako chaiyo yekutengesa nzira. Semuenzaniso, kana zano rako rakavakirwa pakuchinja kweawa, data yezuva nezuva inenge isina kukwana.

Rangarira, data mukati, marara kunze. Hunhu hwe data rako hunokanganisa zvakananga kuvimbika kweyako backtest mhinduro. Naizvozvo, kudyara nguva uye kushanda nesimba mukutsvaga uye kuona yemhando yedata inhanho yakakosha mukudzosera kumashure maitiro.

2.2. Kuisa Realistic Parameters

Kufamba mumakungwa ane mhirizhonga e forexcrypto, uye CFD Kutengeserana kunoda kwete ziso rakajeka remafambiro emusika, asiwo zano rakasimba. Nheyo yechero yakabudirira yekutengesa nzira ndeye realistic parameter setting. Iri inhanho yakakosha mukudzosera nzira dzako dzekutengesa uye imwe iyo traders kazhinji haitarise, zvichitungamira kune mhedzisiro uye tarisiro isiriyo.

Realistic parameters ndiyo miganhu mukati meiyo nzira yako yekutengesa inoshanda. Ndiwo nhungamiro dzinoraira paunofanira kupinda kana kubuda trade, mwero wenjodzi waunoda kutora, uye kuti imarii mari yawakagadzirira kuisa mari. Kuisa ma paramita aya akanyanya kukwira kana kuderera zvakanyanya kunogona kutungamirira kumigumisiro ine njodzi, nepo kuamisa chaiko kunogona kuvhura nzira yekuwana purofiti.

2.3. Kusanganisira Transaction Costs

Munzvimbo yekutengeserana, dhiyabhorosi anogara ari mune zvakadzama. Imwe yeruzivo rwakadaro iyo inogona kukanganisa zvakanyanya mashandiro ehurongwa hwekutengesa yako ndeye mutengo wekutengesa. Uchiri kudzosera hurongwa hwako hwekutengesa, zvakakosha kuti ubatanidze mutengo wekutengesa kuti uwane ongororo yechokwadi yekugona kuita purofiti.

Mari yekutengeserana inosanganisira broker komisheni, kuparadzira mari, uye kutsvedza. Broker makomisheni ndiyo mari inobhadhariswa newako broker zvekuita trades. Kuparadzira mari tarisa pamusiyano uripo pakati pebidhi uye bvunza mitengo, uye slippage zvinoitika kana mutengo chaiwo wekuuraya uchisiyana nemutengo unotarisirwa nekuda kwekushanduka kwemusika.

• Kuregeredza mutengo wekutengesa kunogona kutungamira kune yakanyanyisa tarisiro yekudzokera shure, zvingangoita kuti iwe ugadzirise kuodzwa mwoyo paunoshandisa zano mukutengesa-nguva chaiyo.
• Zvakakoshawo kuyeuka kuti mari yekutengeserana inogona kusiyana nekufamba kwenguva uye pakati pezvakasiyana brokers. Naizvozvo, kushandisa avhareji yefungidziro inogona kunge isiri iyo yakanakisa nzira nguva dzose.
• Funga kushandisa huwandu hwemitengo yekutengeserana mukudzosera kwako kuaccount kune idzi mutsauko uye kusimbisa kuyedza zano rako pasi pemamiriro akasiyana.

Accounting yetransaction cost mubacktesting yako haingope tarisiro chaiyo yezvingangoita purofiti asi zvakare inoratidza kuti zano rako ringave rakadii pakuchinja mumitengo iyi. Zano rinoramba riine pundutso pakati pehuwandu hwemitengo yekutengeserana inogona kunge yakasimba uye yakavimbika munyika chaiyo.

2.4. Kuedza Mhiri Kwakasiyana Musika Mamiriro

Munyika yekutengeserana, zvakakosha kuti uve nechokwadi chekuti zano rako rinogona kutarisana nemhando dzese dzemusika. Apa ndipo kuyedza mumamiriro akasiyana emusika inopinda mukutamba. Iyi tsika inosanganisira kumhanya zano rako kuburikidza akasiyana enhoroondo data seti inomiririra akasiyana musika mamiriro. Hazvina kukwana kuti uedze zano rako mumusika wenzombe wega; inoda kuratidza mettle yayo mubearish, padivi, uye misika ine simba zvakare.

1. Bullish Market: Iyi ndiyo mamiriro emusika apo mitengo iri kukwira kana inotarisirwa kukwira. Izwi rekuti "bull market" rinonyanya kushandiswa kureva musika wemasheya asi rinogona kushandiswa kune chero chinhu traded, senge mabhondi, real estate, mari, uye zvigadzirwa.
2. Bearish Market: Musika wemabheya wakapesana nemusika wemabhuru. Ndiyo mamiriro emusika umo mitengo iri kudonha kana inotarisirwa kudonha.
3. Sideways/Range-bound Market: Uyu musika usiri kuwedzera kana kudzikira mukukosha asi uri kuchengetedza danho rakagadzikana. Mamiriro aya anogona kugara kwemavhiki akati wandei kana kupfuura.
4. Volatile Market: Musika unoshanduka unogara uchichinja-chinja mutengo. Izvi zvinogona kuitika nekuda kwezviitiko zvehupfumi, nhau dzemusika, kana zvimwe zvinhu.

Nekuyedza zano rako pane aya akasiyana mamiriro emusika, iwe unowana kunzwisisa kwakadzama kwekusimba kwayo uye kusasimba kwayo. Nekuda kweizvozvo, iwe uchave wakagadzirira zvirinani kuita gadziridzo dzinodiwa uye nekuvandudza kuita kwayo kwese. Rangarira, zano rinoita zvakanaka mune imwe musika mamiriro angasadaro mune imwe. Saka, kuyedzwa kwakasiyana-siyana inhanho yakakosha mukunatsa nzira yako yekutengesa. Zvakafanana nebvunzo ye litmus inoparadzanisa iyo gorosi kubva pahundi, zvichikubatsira kuona nzira dzinogona kumira muyedzo yenguva.

3. Advanced Backtesting Techniques

Kunyura mukati meiyo nzvimbo yekudzosera kumashure, zvakakosha kuti unzwisise hunyanzvi hwepamberi hunogona kuwedzera zvakanyanya kushanda kwemaitiro ako ekutengesa. Imwe nzira yakadai ndeye **Walk-Forward Optimization (WFO)**. Maitiro aya anosanganisira kukwidziridza zano pane yapfuura data, wozo "famba" mberi pane isingaonekwe data kuti isimbise zvabuda. Iyo iterative maitiro anobatsira kudzivirira gomba recurve-fitting uye inova nechokwadi chekuti zano rako rakasimba zvakakwana kubata akasiyana musika mamiriro.

Imwe nzira yepamusoro ndeye ** Monte Carlo simulation **. Iyi nzira inobvumidza iwe kuti umhanye akawanda simulation pane yako yekutengesa zano, nguva yega yega uchichinja kutevedzana kwe trades. Mhedzisiro yacho inopa kugovera kwemhedzisiro, ichipa ruzivo nezve njodzi inogona kuitika uye kudzoka kwehurongwa hwako. Icho chishandiso chine simba chinobatsira kunzwisisa kusavimbika uye kusarongeka kurimo mukutengesa.

• Kunze-kwe-Sample Testing chimwe chinhu chakakosha chekusimudzira backtesting. Zvinosanganisira kuchengetedza chikamu che data rako nekuda kwekuedza chete. Iyi data haishandiswe panguva yekugadzirisa, kuve nechokwadi chekuongorora kusingarereki kwekuita kwehurongwa hwako.
• Multi-Market Testing inzira inoedza zano rako pamisika dzakasiyana. Izvi zvinogona kuratidza kuti zano rako rakanangana nemusika here kana kuti rine mukana wekuita pundutso pamisika yakasiyana siyana.

Advanced backtesting matekiniki haisi yemashiripiti bara. Iwo maturusi ekubatsira mukuvandudza akasimba ekutengesa zano. Chinokosha ndechekuvashandisa zvine hungwaru uye pamwe chete nekunzwisisa kwakasimba kwemusika dynamics uye kutengesa psychology.

3.1. Famba-Pamberi Analysis

Munyika ine simba re forexcrypto, uye CFD kutengeserana, kugona kunyatso backtest nzira dzekutengesa mutambo-chinja. Nzira yakasimba uye inowanzofuratirwa mune iyi nzira ndeye Walk-Forward Analysis (WFA). WFA inzira yekubuda-ye-sample yekuyedza inovavarira kutevedzera maitirwo angaita zano kana traded munguva chaiyo. Inzira inotarisisa mberi iyo yakagadzirirwa kusimbisa mashandiro ehurongwa hwako hwekutengesa mumamiriro akasiyana emusika.

Iyo nzira inosanganisira matanho maviri: optimization uye ongororo. Munguva ye optimization chikamu, dhizaini yekutengesa inogadziriswa kuti iite yakanakisa kuita kunoenderana nenhoroondo data. Chikamu chekuongorora, kune rumwe rutivi, chinoedza zano rakagadziridzwa pane rakasiyana seti yedata kuti iongorore kushanda kwayo.

Imwe yemakiyi advantages yeWFA kugona kwayo kudzikamisa njodzi yekukodzera curve. Curve fitting igomba rakajairika mukudzokera kumashure uko zano rinonyanya kukwenenzverwa kune yapfuura data, zvichiita kuti zvisaite mukutengesa chaiko. Nekushandisa data risingaonekwe kuti rionekwe, WFA inova nechokwadi chekuti zano harina kungoenderana nedata rakapfuura asi rinoenderana nemamiriro emusika anotevera.

• Step 1: Optimization -Gadzirisai zano rako rekutengesa uchishandisa nhoroondo data.
• Step 2: ongororo -Simbisa iyo yakagadziridzwa zano uchishandisa rakasiyana seti yedata.

WFA yakaita sedhiza rekudzidzira kune yako yekutengesa zano, ichipa ongororo yechokwadi yemabatiro aingaita kana keteni rasimuka pamusika wepamoyo. Iro iterative process inogona kubatsira traders vanonatsiridza marongero avo, vachiita kuti vawedzere kusimba uye kuchinjika kumamiriro emusika anogara achichinja.

3.2. Monte Carlo Simulation

Munzvimbo yekudzosera kumashure nzira dzekutengesa, imwe ine simba uye yakasimba nzira inomira pachena ndeye Monte Carlo simulation. Iyi nzira, yakatumidzwa zita retaundi rekasino rine mukurumbira, rakafanana nekuisa mabheti pavhiri reroulette remisika yemari. Zvinobvumira traders kumhanyisa miedzo yakawanda kana 'kutevedzera' yehurongwa hwavo hwekutengesa, nguva yega yega vachichinja kutevedzana kwe trade mhedzisiro yekuunza huwandu hwakawanda hwezvingangoitika mhedzisiro.

Monte Carlo kutevedzera is a probabilistic modhi iyo inoshandisa randomness kugadzirisa matambudziko angave ari deterministic musimboti. Inoshanda nekutsanangura modhi yezvingangoitika zvechimwe chiitiko (senge a trade), wobva waita kuenzanisa kwechiitiko ichocho kakawanda. Mhedzisiro yeiyi mifanidzo inobva yashandiswa kuita fungidziro pamusoro pemhedzisiro yenyika chaiyo.

Muchirevo che forex, crypto kana CFD kutengesa, Monte Carlo simulation inogona kunyanya kubatsira. Zvinobvumira traders kuti vaedze marongero avo vachipesana neyakasiyana siyana yezvingangoitika zvemusika mamiriro, pane kungoita imwechete nhoroondo data set. Izvi zvinogona kupa kuongororwa kwechokwadi uye kwakadzama kwenjodzi nekudzoka kwechirongwa.

Semuenzaniso, a trader inogona kushandisa Monte Carlo simulation kuyedza a forex nzira yekutengesa inopesana nemusanganiswa wakasiyana wemamiriro emusika, senge mazinga akasiyana ekusagadzikana, liquidity, uye zviratidzo zvehupfumi. Nekumhanyisa zviuru kana mamirioni eiyi simulations, iyo trader vanogona kuwana nzwisiso yakadzama yekuti zano ravo ringaite sei pasi pemamiriro akasiyana emusika.

3.3. Multi-System Backtesting

Kana zvasvika pakunatsa nzira dzekutengesa, hapana chinokunda simba re Multi-System Backtesting. Iyi nzira inobvumira traders kuongorora akawanda ekutengesa masisitimu panguva imwe chete, achipa kunzwisisa kwakazara kwekuita kwavo pasi pemamiriro emusika akasiyana.

Runako rwe-multi-system backtesting iri mukugona kwayo kupa a maonero ezvese yemaitiro ako ekutengesa. Nekuyedza akawanda masisitimu panguva imwe chete, unogona kuona kuti ndeapi marongero anoita zvakanyanya pasi pemamiriro emusika chaiwo. Izvi zvinogona kukubatsira iwe kuvaka yakasimba yekutengesa portfolio inokwanisa kumirisana nemamiriro akasiyana emusika, nekudaro zvichigona kuvandudza yako yese yekutengesa maitiro.

Pane mashoma akakosha matanho ekushandisa zvinobudirira akawanda-system backtesting:

1. Sarudzo yeTrading Systems: Sarudza akasiyana masisitimu ekutengesa ekudzokera shure. Izvi zvinogona kusanganisira zvirongwa zvinoenderana nezviratidzo zvakasiyana, nguva yakatarwa, kana makirasi emidziyo.
2. Kuunganidza Data: Unganidza data renhoroondo yemakirasi easset auri kutengeserana nawo. Ita shuwa kuti data ndeyemhando yepamusoro uye inovhara akasiyana musika mamiriro.
3. Running the Backtest: Shandisa yakavimbika backtesting chikuva kumhanya bvunzo. Ita shuwa kuti chikuva chinogona kubata akawanda masisitimu uye nekupa akadzama ekuita metrics.
4. Analysis of Results: Ongorora mashandiro ehurongwa hwega hwega. Tarisa maitiro mumibairo inoratidza pasi pemamiriro api emusika system yega yega inoita zvakanyanya.

Rangarira, chinangwa che-multi-system backtesting hachisi chekuwana iyo 'yakakwana' sisitimu asi kuti unzwisise maitiro akasiyana masisitimu pasi pemamiriro akasiyana. Zivo iyi inogona kukubatsira siyanisa nzira dzako dzekutengesa uye zvinogona kuwedzera mikana yako yekubudirira munyika isingafungidzike ye forex, crypto, kana CFD kutengesa.

4. Zvakajairwa Zvikanganiso Zvekudzivisa muBacktesting

Nyika forexcrypto, uye CFD kutengeserana chinhu chakaoma, chizere nezvipingamupinyi zvinogona kuitika kune vasina kungwarira. Imwe gomba rakadaro kusashandiswa zvisizvo kwebacktesting mukugadzirwa kwemaitiro ekutengesa. Backtesting, maitiro ekuyedza dhizaini rekutengesa pane nhoroondo data, chinhu chakakosha mu a trader's arsenal. Zvisinei, kana ikashandiswa zvisina kururama, inogona kutungamirira kumigumisiro isina kururama uye mazano asina kururama.

Chekutanga, overfitting chikanganiso chakajairika icho traders ita kana uchidzosera kumashure. Izvi zvinoitika kana zano rakanyanya kurongeka kune data rakapfuura, zvichiita kuti risashande mukutengesa-nguva chaiyo. Kiyi yekudzivisa izvi ndeyekuona kuti zano rako rakasimba uye rinochinjika, rinokwanisa kuchinjika kune huwandu hwemamiriro emusika.

• Kuregeredza kukanganisa kwemusika: Traders kazhinji vanokanganwa kukonzeresa kukanganiswa kwavo trades pamusika. Zvikuru trades inogona kufambisa musika, ichikanganisa mitengo uye ingango skewing backtest mhinduro. Gara uchifunga nezvekugona kwemusika kukanganisa kwako trades kana uchidzokera shure.
• Kutarisa mari yekutengeserana: Mari yekutengeserana inogona kudya zvakanyanya mupurofiti yako. Gara uchiisa izvi mubacktesting yako kuti uwane mufananidzo wakajeka wekugona kuita purofiti.
• Kwete kuverengera njodzi: Ngozi chinhu chakakosha chekutengesa. Zano rinogona kuratidzika serinobatsira mukudzosera kumashure, asi kana ikakuisa panjodzi yakawandisa, inogona kutungamira mukurasikirwa kukuru. Nguva dzose funga nezvengozi-ku-mubairo chiyero chezano rako.

Imwe kukanganisa kwakajairika ndeye munyonga zvakakodzera. Apa ndipo apo zano rinonyanya kukwenenzverwa kuti rikwane data renhoroondo, zvichiita kuti risaite zvakanaka mukutengesa kwepamoyo. Dzivisa izvi nekushandisa kunze-kwe-sample kuyedza, izvo zvinosanganisira kuyedza zano rako pane data rarakange risina kuvandudzwa.

Data snooping bias inyaya inogona kuitika. Izvi zvinoitika kana a trader inodzokorodza kudzoreredza nzira dzakasiyana pane imwechete data seti, zvichiwedzera mukana wekutsvaga zano rinoita senge rine pundutso nekuda kwemukana pane kuita kwechokwadi. Kuti udzivise izvi, shandisa data nyowani kune yega yega backtest, uye ngwarira mhedzisiro inoita kunge yakanyanya kunaka kuti ive chokwadi.

4.1. Overlooking Outliers

Munzvimbo ye backtesting nzira dzekutengesa, imwe gomba iyo traders kazhinji kugumburwa pairi kuzvidza maitiro evanobuda kunze. Aya ndiwo mapoinzi edata anotsauka zvakanyanya kubva kune mamwe maonero uye anogona kukanganisa zvakanyanya mhedzisiro yekumashure kwako. Kuvapo kwavo mumisika yemari chinhu chinowanzoitika, chinowanzokonzerwa nezviitiko zvisingatarisirwi kana nhau dzemusika.

Chikonzero chikuru nei vekunze vachiwanzo furatirwa imhaka yefungidziro yakajairika yekuti kufamba kwemitengo yemusika kunotevera kugoverwa kwakajairwa. Zvisinei, chaizvoizvo, misika yemari inozivikanwa nokuda kwavo 'mafuta miswe', zvichireva mukana wepamusoro wekuchinja kwemutengo wakanyanyisa. Kuregeredza aya ekunze kunogona kutungamira kune yakanyanyisa tarisiro yekudzokera shure, ichikanganisa kusimba kwekutengesa kwako zano.

Kuti ugadzirise nyaya iyi, zvakakosha kuti ubatanidze matekiniki anoverengera kune vekunze mune yako yekudzosera maitiro. Somuenzaniso, unogona:

• Shandisa zviverengero zvakasimba: Median uye interquartile renji hainyanyi kuterera kune vekunze kana ichienzaniswa nekurevesa uye kwakajairwa kutsauka.
• Shandisa nzira dzekuona kunze: Matekiniki akaita seZ-score kana iyo IQR nzira inogona kubatsira kuona nekubata kunze.
• Funga nzira dzisiri dzeparametric: Idzi nzira hadziite fungidziro pamusoro pekugoverwa kwedata, zvichiita kuti dziwedzere kusimba kune kunze.

Nekubvuma uye nemazvo kutaura kune vekunze, uri nhanho imwe padyo nekugadzira nzira yekutengesa inomira yakasimba pamberi pekusagadzikana kwemusika.

4.2. Kuregeredza Slippage

Munzvimbo yekutengesa, slippage ishoko rinowanzoenda risingaonekwe, asi kukanganisa kwaro pane zvekutengesa kunogona kuve kwakakosha. Slippage inoreva musiyano pakati pemutengo unotarisirwa we a trade uye mutengo we trade inourayiwa chaizvoizvo. Kusiyana uku kunogona kumuka nekuda kwekusagadzikana kwemusika kana nyaya dzemari uye chinhu chakakosha kufunga kana uchidzosera kumashure nzira dzekutengesa.

Kana backtesting, zviri nyore kufunga kuti trades ichaitwa pamutengo chaiwo waunoronga zano rako. Zvisinei, fungidziro iyi inogona kutungamirira kumaonero akatsveyama ekubudirira kwezano. Chokwadi chekutengesa ndechekuti kuchinjika kwemusika kunogona kuita kuti mutengo wako chaiwo wekuuraya uve wakakwira zvishoma kana kuderera pane mutengo waunoda. Musiyano uyu ungaite seusingakoshesi pane imwe chete trade, asi kana yasanganiswa kupfuura mazana kana zviuru zve trades, inogona kukanganisa zvakanyanya purofiti yako yese.

Kuzvidavirira pakutsvedza mukudzosera kumashure kwako, batanidza fungidziro yekutsvedza mumuenzaniso wako. Ichi chinogona kuva chikamu chakatarwa kana chiyero chakasiyana zvichienderana nenhoroondo yekutsvedza data. Nekuita izvi, uri kuwedzera imwe nhanho yechokwadi kune yako yekudzosera maitiro, ichibvumira kutarisisa kwakaringana kwemaitirwo ehurongwa hwako mumamiriro ekutengesa ehupenyu.

Nzwisisa kuti kutsvedza chikamu chekutengesa uye kunogona kukanganisa zvakanyanya kuita kwehurongwa hwako. Batanidza fungidziro inotsvedza mune yako yekudzosera modhi kuti uzvidavirire kune iyi isingadzivisike mutsauko.

Nekupa kufunga kwakafanira kutsvedza, unogona kuve nechokwadi chekuti maitiro ako ekudzosera akazara, akarurama, uye akagadzirira kutarisana nenyika ine simba yekutengesa.

4.3. Kuregeredza Psychological Factors

Imwe yenzvimbo dzinonyanya kufuratirwa mu backtesting nzira dzekutengesa ndeye chinhu chemunhu. Nepo algorithms uye zvekushandisa ongororo inogona kupa maonero echinangwa chemaitiro emusika uye zvinogona trades, vanotadza kuzvidavirira kune zvepfungwa izvo zvinogona kukanganisa zvakanyanya a trader's sarudzo yekuita sarudzo.

Funga kukanganisa kwekutya uye kukara pane zvaunosarudza zvekutengesa. Kutya kunogona kuita kuti usiye chinzvimbo nguva isati yakwana, uchitadza kuwana purofiti, nepo makaro achigona kukutungamira kuti urambe wakarasika kwenguva yakareba, uchitarisira shanduko isingambouyi. Manzwiro ese ari maviri anogona kutungamirira kusarudzo dzekutengesa dzisina kunaka dzinogona kukanganisa mutsara wako wepasi.

• Kutya: Manzwiro aya anogona kukonzera traders kutengesa zvinzvimbo zvavo nekukurumidza, zvichikonzera kupotsa mikana yepurofiti yakakura. Nzira dzekudzosera kumashure dzinofanirwa kuverengera izvi nekubatanidza hurongwa hwekutarisira njodzi hunojekesa kurega-kurasika uye nhanho dzekutora-purofiti.
• Makaro: Ukuwo, makaro anogona kutungamirira traders kubatirira pakurasikirwa nezvinzvimbo netariro yekuti musika uchatendeuka. Kudzosera kumashure kunofanirwa kusanganisira zano rekubuda a trade apo imwe nhanho yekurasikirwa inosvikwa kudzivirira kumwe kurasikirwa.

Uyezve, kunyanya kuzvivimba chimwe chinhu chepfungwa chinogona kutungamirira kune njodzi yekutengesa maitiro. Kunyanya kuzvivimba kunogona kutungamirira traders kufuratira zviratidzo zveyambiro uye kutora zvinzvimbo zvakakura kupfuura zvavanogona kubata. Izvi zvinogona kukonzera kurasikirwa kukuru kana musika ukavarwisa. Kuti uderedze izvi, backtesting inofanirwa kusanganisira zano rekuisa saizi inowirirana ne trader's ngozi kushivirira uye saizi yeakaunti.

Muchidimbu, nepo backtesting inogona kupa ruzivo rwakakosha mune zvingangoita musika maitiro uye trades, zvakakosha kuti ubatanidze zvinhu zvepfungwa muhurongwa hwako kuti uve nechokwadi chekuti inoenderana nemaitiro ako ekutengesa uye kushivirira njodzi. Izvi hazvingobatsiri chete kuita sarudzo dzekutengesa dzine ruzivo asi zvakare kuvandudza mashandiro ako ekutengesa.