修改自【技术指标】SMA 入门策略 - 移动平均线 https://www.ricequant.com/community/topic/278/技术指标-sma-入门策略-移动平均线 设置: 从 2014-01-04 到 2016-07-13 初始资金 ¥ 100000 ( 每日 交易数据 ) 恒生电子 回测收益 最大回撤 20d 273% 21d 297 22d 354 23 382 40% 25 453 27 26 418 33
科大讯飞 27d 58% 49
修改自【技术指标】SMA 入门策略 - 移动平均线 https://www.ricequant.com/community/topic/278/技术指标-sma-入门策略-移动平均线 设置: 从 2014-01-04 到 2016-07-13 初始资金 ¥ 100000 ( 每日 交易数据 ) 恒生电子 回测收益 最大回撤 20d 273% 21d 297 22d 354 23 382 40% 25 453 27 26 418 33
科大讯飞 27d 58% 49
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