Kodi njira zabwino kwambiri zopezera njira zobwezera kumbuyo ndi ziti?

1. Kumvetsetsa Kufunika kwa Kubwerera Mmbuyo

M'dziko lapamwamba kwambiri forex, cryptondipo CFD malonda, munthu sangachepetse mphamvu ya ndondomeko yamalonda yokonzedwa bwino komanso yoyesedwa bwino. Zikufanana ndi pulani ya kamangidwe kodabwitsa kopangidwa mwaluso, komwe kupambana kwake kumadalira kwambiri maziko omwe adakhazikitsidwa poyambira. Ndiko kumene kubwereranso imagwira ntchito, imagwira ntchito ngati chida chofunikira kwambiri traders kutsimikizira awo njira malonda musanadumphire m'madzi ovuta amisika yazachuma.

Kubwerera kumbuyo, kwenikweni, ndi njira yomwe mumagwiritsira ntchito njira yanu yogulitsira ku mbiri yakale kuti muwone momwe zikanakhalira. Pochita izi, mutha kudziwa zambiri za phindu lomwe lingakhalepo, zoopsa zomwe zingachitike, komanso momwe njira yanu ikuyendera. Zili ngati makina a nthawi omwe amakulolani kuti mubwerere mmbuyo nthawi, malo trades kutengera njira yanu, ndiyeno mtsogolo mwachangu kuti muwone zotsatira.

• Phindu: Chimodzi mwazinthu zofunika kwambiri zomwe backtesting imawulula ndikupindula kwa njira yanu. Imapereka chithunzithunzi chokwanira cha momwe njira yanu ikadakhalira pansi pamikhalidwe yosiyanasiyana yamsika.
• Kubereka Kuyesa: Kubwerera kumbuyo kumakupatsaninso mwayi womvetsetsa zoopsa zomwe zingachitike munjira yanu. Zimakuthandizani kuzindikira kutsika kwakukulu, chiwopsezo / chiwopsezo cha mphotho, ndi ma metrics ena ofunikira.
• Kuchita Mwanzeru: Ndi backtesting, mukhoza kuona mphamvu ya njira yanu. Zimakuthandizani kumvetsetsa ngati njira yanu ingapirire Malonda osasunthika ndi kupereka zobwereza zokhazikika.

Komabe, ndikofunikira kukumbukira kuti ngakhale backtesting imapereka nsanja yolimba yoyesera njira, sikulakwa. Misika yazachuma imakhudzidwa ndi zinthu zambirimbiri, ndipo zomwe zidachitika kale sizikuwonetsa zotsatira zamtsogolo. Chifukwa chake, ndikofunikira kugwiritsa ntchito backtesting ngati chimodzi mwa zida zambiri muzogulitsa zanu, m'malo mwa mpira wa kristalo wolosera zam'tsogolo.

Pamapeto pake, kufunikira kwa backtesting ndiko kuthekera kwake kupereka ukonde wachitetezo, kulola traders kuyesa madzi asanalowe m'dziko losayembekezereka lazamalonda. Ndi chida champhamvu chomwe, chikagwiritsidwa ntchito moyenera, chikhoza kuwonjezera mwayi wanu wopambana m'dziko losakhazikika la forexcrypto ndi CFD malonda.

1.1. Tanthauzo la Backtesting

Kubwerera kumbuyo ndikufanana ndi simulator yoyendetsa ndege traders. Zimawathandiza kuyesa njira zawo popanda kuika ndalama zenizeni zenizeni, monga momwe oyendetsa ndege amatha kuwongolera luso lawo popanda kuopsa kwa ndege yeniyeni. Poyerekeza momwe msika udayendera kale, traders atha kudziwa zomwe zingachitike mtsogolo.

Kukongola kwa backtesting kwagona pakutha kupereka chidziwitso chochuluka. Ikhoza kuwulula zomwe zingatheke, zopindulitsa, ndi chiwopsezo cha mphotho ya njira inayake. Zingathandizenso traders kuzindikira nthawi yoyenera kulowa ndi kutuluka trades.

Komabe, ndikofunikira kuzindikira kuti backtesting si mpira wa kristalo. Zimachokera ku mbiri yakale, ndipo monga momwe mawuwa amanenera, ntchito zam'mbuyomu sizikuwonetsa zotsatira zamtsogolo.

Mukayamba ulendo wobwerera kumbuyo, ndikofunikira kukumbukira mfundo zingapo zofunika:

• Ubwino wa Deta: Kulondola kwa zotsatira zanu za backtesting kumagwirizana mwachindunji ndi mtundu wa data yanu. Onetsetsani kuti mukugwiritsa ntchito data yodalirika, yapamwamba kwambiri kuti mupeze zotsatira zolondola.
• Zongoganizira Zenizeni: Ndikosavuta kugwera mumsampha wokulitsa luso lanu potengera mbiri yakale. Kumbukirani kupanga malingaliro enieni okhudza kutsika, mtengo wamalonda, ndi zinthu zina zomwe zingakhudze zotsatira zanu pakugulitsa zenizeni.
• Kulimba: Njira yomwe imagwira ntchito bwino pamsika wina sungathe kuchita bwino mumsika wina. Yesani njira yanu pamisika yosiyanasiyana kuti muwonetsetse kuti ndiyolimba.

Pomvetsetsa tanthauzo ndi kufunikira kwa backtesting, traders amatha kuyenda bwino m'misika yazachuma ndikuwonjezera mwayi wawo wochita bwino.

1.2. Udindo wa Backtesting mu Trading

Backtesting ndiye ngwazi yosasimbika ya njira zopambana zamalonda. Ndilo gawo lofunikira lomwe limalekanitsa amateur traders kuchokera kwa akatswiri odziwa bwino ntchito mdziko la forexcrypto, kapena CFD malonda. Potengera njira yokhala ndi mbiri yakale, kubweza kumbuyo kumapereka chithunzithunzi chakuchita bwino kapena kulephera kwa ndondomeko ya malonda.

Chifukwa chiyani backtesting ndikofunikira? Zimapereka cheke chenicheni cha njira zanu zamalonda. Ndikosavuta kugwidwa ndi chisangalalo chopanga njira yatsopano, koma popanda kubweza, mukugulitsa akhungu. Backtesting imakupatsani mwayi wokonza njira yanu, kuzindikira zovuta zomwe zingachitike, ndikusintha njira yanu musanayike pachiwopsezo chandalama zenizeni.

Kubwerera kumbuyo kumapangitsanso chidaliro. Powona njira yanu ikuyenda bwino m'malo ofananirako, mudzakhala ndi chidaliro chofunikira kuti mukhale ndi dongosolo lanu msika ukakhala wovuta. Izi zamaganizo malondavantage sangathe kukokomeza.

Komabe, kubwezera kopambana sikungongoyendetsa zoyeserera. Ndi za kumvetsetsa ndi kutanthauzira zotsatira. Izi zimaphatikizapo kulowa mu data, kuyang'ana machitidwe, kuwunika chiopsezo ndi mphotho ma ratios, ndikumvetsetsa momwe msika ulili panthawi yobwezera.

• Kuzindikirika Kwachitsanzo: Kubwereza bwino kumakupatsani mwayi wodziwa njira zomwe zimabweranso zomwe zitha kuwonetsa mwayi wamalonda wopindulitsa.
• Kuwunika Zowopsa ndi Mphotho: Sikuti kungozindikira zopindulitsa trades; ndi za kumvetsetsa kuopsa kokhudzana ndi iwo trades. Kubwerera kumbuyo kumakuthandizani kuti muzitha kuyang'anira chiwopsezo chanu popereka chithunzi chowonekera bwino chazotayika ndi zomwe mungapindule nazo.
• Kusanthula Kayendedwe Msika: Msika suli wokhazikika; zikusintha mosalekeza. Kumvetsetsa momwe msika ulili panthawi yanu yobwezera kungakupatseni chidziwitso cha momwe njira yanu ingagwiritsire ntchito nthawi zosiyanasiyana.

Kumbukirani, kubwerera kumbuyo si chitsimikizo cha kupambana kwamtsogolo, koma ndi chida champhamvu chomwe chingawonjezere kwambiri mwayi wanu wochita malonda opindulitsa. Pogwiritsa ntchito mphamvu yakubwerera kumbuyo, mutha kutengera malonda anu pamlingo wina.

1.3. Ubwino wa Backtesting

Kulowa muubwino wa backtesting, ndizofanana ndi kukhala ndi mpira wa kristalo womwe ungathe kulosera zam'tsogolo zamalonda anu. Malonda oyamba komanso owonekera kwambirivantage ndi kuthekera kowunika momwe ntchito yanu ikugwirira ntchito popanda kuika ndalama zenizeni. Backtesting amalola traders kuti ayesere njira yawo yogulitsira pazambiri zamsika zakale, potero akupereka chidziwitso chokwanira cha momwe zikanakhalira pamsika wofananawo.

Backtesting imapereka mwayi wokonza njira yanu. Poyesa magawo osiyanasiyana, traders akhoza kusintha njira zawo kuti apindule kwambiri. Mwachitsanzo, mutha kupeza kuti njira yanu imagwira ntchito bwino pamitundu ina yandalama kapena nthawi inayake yatsiku.

• Kupititsa patsogolo kayendetsedwe ka zoopsa ndi phindu lina lalikulu la kubwerera kumbuyo. Pomvetsetsa mbiri yakale ya njira yanu, mutha kukonzekera bwino zotayika zomwe zingatheke ndikusintha ziwopsezo zanu moyenerera. Izi zitha kukhala zothandiza pakusunga ndalama zanu zogulitsa munthawi yamavuto amsika.
• Kubwerera kumbuyo kungathenso kukulitsa chidaliro chanu mu malonda anu njira. Kuwona njira yanu ikuyenda bwino m'malo ofananirako kungakupatseni mphamvu zamaganizidwe kuti mumamatire ku dongosolo lanu, ngakhale munthawi yakusatsimikizika kwa msika.

Kuphatikiza apo, kuwongolera kumathandizira kuzindikira zolakwika zomwe zingatheke mu strategy yanu. Palibe njira yomwe ili yangwiro, ndipo kubwezera kumbuyo kungavumbulutse zofooka zomwe sizingawonekere m'malo ogulitsa. Pozindikira zolakwika izi msanga, traders akhoza kupanga zosintha zofunikira kuti apititse patsogolo kulimba kwa njira yawo. Njira yobwerezabwereza iyi yobwezera m'mbuyo, kuzindikira zofooka, ndi kukonza njirayo kungapangitse kuti malonda anu aziyenda bwino pakapita nthawi.

2. Njira Zabwino Kwambiri Zopangira Ma Backtesting Trading Strategies

Pamene akudumphira mu dziko la forexcrypto, kapena CFD malonda, chida chimodzi chofunikira mu zida zanu zankhondo chikuyenera kukhala chizolowezi chobweza njira zamalonda. Njirayi imapereka chidziwitso chamtengo wapatali pakuchita bwino kwa njira yanu yogulitsira, kukulolani kuti muyese ndikuyikonza musanaike pachiwopsezo chilichonse chenicheni.

Ndikofunikira kuti onetsetsani kuti deta yanu ili yabwino. Kulondola kwa zotsatira zanu za backtest kumadalira mwachindunji mbiri yakale yomwe imagwiritsidwa ntchito. Khalani izo forex, cryptocurrency, kapena CFDs, nthawi zonse perekani deta yanu kuchokera kwa omwe amapereka odalirika ndikuwonetsetsa kuti ili ndi nthawi yokwanira ya njira yanu yogulitsira malonda.

Ena, kuwerengera ndalama zogulira. Izi zingaphatikizepo kufalikira, ma komisheni, kutsika, ndi ndalama zothandizira. Kunyalanyaza ndalamazi kungayambitse kubwezera kumbuyo, zomwe zingakhale zosocheretsa zikagwiritsidwa ntchito pa malonda enieni.

Mchitidwe wina wabwino kwambiri ndi pewani kuchulukitsa. Kuchulukirachulukira kumachitika pamene njira yanu imagwirizana kwambiri ndi zomwe zidachitika kale, kumachepetsa mphamvu yake pazatsopano zatsopano. Kuti mupewe izi, muyenera kugwiritsa ntchito kuyesa kwakunja, mwachitsanzo, kuyesa njira yanu pazinthu zosawoneka.

• Mayeso opanda zitsanzo: Izi zimaphatikizapo kugawa deta yanu m'magulu awiri: imodzi yopangira njira yanu (muchitsanzo) ndi ina yoyesera (yopanda chitsanzo). Deta yomwe ili m'chitsanzo imagwiritsidwa ntchito kukhathamiritsa njirayo, pomwe deta yakunja imagwiritsidwa ntchito kuyesa momwe ikugwirira ntchito.
• Yendetsani patsogolo: Iyi ndi njira yapamwamba yoyesera kunja kwa zitsanzo. Zimaphatikizapo kukonzanso njira yanu mosalekeza, kutengera momwe mungagwiritsire ntchito njirayo m'moyo weniweni.

Pomaliza, nthawi zonse tsimikizirani zotsatira zanu. Mukamaliza kuchita mayeso obwereza, musatenge zotsatira zake. M'malo mwake, zitsimikizireni poyendetsa ma backtest angapo okhala ndi magawo osiyanasiyana kapena seti ya data. Izi zikuthandizani kudziwa ngati kupambana kwa njira yanu kudachitika chifukwa cha luso kapena mwayi chabe.

Kumbukirani, kubwerera kumbuyo si chitsimikizo cha ntchito yamtsogolo. Komabe, kutsatira njira zabwino izi kungakuthandizeni kukhala ndi njira zabwino zogulitsira ndikuwonjezera mwayi wanu wochita bwino m'dziko losakhazikika la forexcrypto, ndi CFD malonda.

2.1. Kugwiritsa Ntchito Quality Data

Pankhani ya njira zobwezera kumbuyo, kufunikira kogwiritsa ntchito deta yabwino sikungatheke. Imakhala msana wa njira yanu yonse, kukhudza zotsatira za backtest yanu, ndipo pamapeto pake, kupambana kwa tsogolo lanu. trades.

Deta yapamwamba ndi yodalirika, yolondola, ndiponso yofotokoza zambiri. Iyenera kutenga nthawi yochuluka kuti ipereke dataset yolimba kuti ibwererenso. Izi zimalola kuwunika kolondola komanso kowona bwino kwa momwe njira ikuyendera pamisika yosiyanasiyana.

Tengani mwachitsanzo, ngati muli mu gawo la forex kapena malonda a crypto, deta yanu iyenera kuphatikizapo zambiri monga kutsegula, kutseka, kukwera, ndi mitengo yotsika, komanso kuchuluka kwa malonda. Izi zimatsimikizira kuti mukugwira ntchito ndi chithunzi chonse cha zochitika zamsika, m'malo mokhala ndi malingaliro ogawanika omwe angasokoneze zotsatira zanu.

Mukamafufuza zamtundu wabwino, ganizirani izi:

1. Onetsetsani kuti data ndi woyera: Izi zikutanthauza kuti ziyenera kukhala zopanda zolakwika, zosiyidwa, kapena zosagwirizana zomwe zitha kusokoneza zotsatira zanu zakumbuyo.
2. Onetsetsani kuti data ndi wathunthu: Deta yosakwanira ikhoza kubweretsa zotsatira zolakwika ndi njira zolakwika. Onetsetsani kuti minda yonse yofunikira yadzazidwa ndipo deta ikukwaniritsa nthawi yofunikira.
3. Onetsetsani kuti data ndi zofunikira: Zambirizi ziyenera kukhala zogwirizana ndi njira yanu yogulitsira. Mwachitsanzo, ngati njira yanu ikutengera kusintha kwa ola limodzi, zomwe zatsiku ndi tsiku sizingakhale zokwanira.

Kumbukirani, data mkati, zinyalala kunja. Ubwino wa deta yanu umakhudza mwachindunji kudalirika kwa zotsatira zanu za backtest. Chifukwa chake, kuyika nthawi ndi khama pofufuza ndi kutsimikizira zomwe zili zabwino ndi gawo lofunikira pakubweza kumbuyo.

2.2. Kukhazikitsa Zowona Zowona

Kuyenda panyanja zowinduka za forexcrypto, ndi CFD malonda amafuna osati diso lachangu pa zochitika msika, komanso njira yolimba. Pansi pa njira iliyonse yopambana yogulitsa ndi realistic parameter kukhazikitsa. Ichi ndi sitepe yofunikira pakubweza njira zanu zamalonda ndi imodzi yomwe traders nthawi zambiri amanyalanyaza, zomwe zimatsogolera ku zotsatira zopotoka komanso ziyembekezo zolakwika.

Zowona zenizeni ndi malire omwe njira yanu yogulitsira imagwira ntchito. Ndiwo malangizo omwe amakuuzani nthawi yomwe muyenera kulowa kapena kutuluka trade, mlingo wa chiopsezo inu ndinu wokonzeka kutenga, ndi kuchuluka kwa likulu inu mwakonzeka aganyali. Kuyika magawowa kukhala okwera kwambiri kapena otsika kwambiri kumatha kubweretsa zotsatira zoyipa, pomwe kuziyika bwino kumatha kubweretsa phindu lokhazikika.

2.3. Kuphatikiza Ndalama Zogulitsa

Pankhani ya malonda, mdierekezi nthawi zambiri amakhala mwatsatanetsatane. Chimodzi mwazinthu zotere zomwe zingakhudze kwambiri magwiridwe antchito a malonda anu ndi mtengo wamalonda. Pomwe mukutsutsa njira yanu yogulitsira, ndikofunikira kuphatikizira ndalama zogulira kuti muwunikire bwino phindu la njirayo.

Ndalama zogulira zikuphatikiza broker ma komisheni, kufalitsa mtengo, ndi kutsika. Broker komishoni ndi zolipiritsa zanu broker za kukonzekera trades. Kufalitsa ndalama onetsani kusiyana pakati pa mtengo ndi kufunsa mitengo, ndi kutchinga zimachitika pamene mtengo weniweniwo umasiyana ndi mtengo womwe ukuyembekezeka chifukwa cha kusinthasintha kwa msika.

• Kunyalanyaza mtengo wamalonda kungapangitse zotsatira zabwino kwambiri zobwerera kumbuyo, zomwe zingakupangitseni kukhumudwa mukamagwiritsa ntchito njirayo pakugulitsa zenizeni.
• Ndikofunikiranso kukumbukira kuti ndalama zogulira zimatha kusiyanasiyana pakapita nthawi komanso mosiyanasiyana brokers. Chifukwa chake, kugwiritsa ntchito kuyerekezera kwapakati sikungakhale njira yabwino nthawi zonse.
• Ganizirani kugwiritsa ntchito ndalama zambiri zogulira pakubweza kwanu kuti muwerengere zamitundu iyi komanso kuti muyesetse kuyesa njira yanu pazinthu zosiyanasiyana.

Kuwerengera ndalama zogulira pakubweza kwanu sikumangopereka chithunzithunzi cholondola cha phindu lomwe mungapindule komanso kukuwonetsani momwe njira yanu ingakhudzire kusintha kwamitengoyi. Njira yomwe imakhalabe yopindulitsa pamitengo yambiri yogulitsira ikuyenera kukhala yolimba komanso yodalirika mdziko lenileni.

2.4. Kuyesa Pazinthu Zosiyanasiyana Zamsika

M'dziko lazamalonda, ndikofunikira kuwonetsetsa kuti njira yanu imatha kuthana ndi mitundu yonse yamisika. Apa ndi pamene kuyesa kudutsa mikhalidwe yosiyanasiyana yamsika zimabwera mumasewera. Mchitidwewu umaphatikizapo kuyendetsa njira yanu kudzera m'magawo osiyanasiyana am'mbuyomu omwe amayimira mikhalidwe yosiyanasiyana yamsika. Sikokwanira kuyesa njira yanu pamsika wa ng'ombe wokha; ikuyenera kutsimikizira kulimba kwake m'misika yokhazikika, yam'mbali, komanso yosasinthika.

1. Msika wa Bullish: Izi ndizochitika pamsika pomwe mitengo ikukwera kapena ikuyembekezeka kukwera. Mawu oti "msika wa ng'ombe" nthawi zambiri amagwiritsidwa ntchito ponena za msika wogulitsa koma angagwiritsidwe ntchito pa chirichonse traded, monga ma bond, real estate, ndalama, ndi katundu.
2. Msika wa Bearish: Msika wa zimbalangondo ndi wosiyana ndi msika wa ng'ombe. Ndi msika womwe mitengo ikutsika kapena ikuyembekezeka kutsika.
3. Msika Wammbali/Zomwe Zili M'mbali: Uwu ndi msika womwe ukuchulukirachulukira kapena kutsika mtengo koma ukukhalabe wokhazikika. Mikhalidwe imeneyi imatha milungu ingapo kapena kupitilira apo.
4. Msika Wosasinthika: Msika wosasunthika umakhala ndi kusinthasintha kwakukulu pamitengo. Kusinthaku kumatha kukhala chifukwa cha zochitika zachuma, nkhani zamisika, kapena zinthu zina.

Poyesa njira yanu pamikhalidwe yosiyanasiyana yamsika, mumvetsetsa bwino mphamvu zake ndi zofooka zake. Chifukwa chake, mudzakhala okonzekera bwino kusintha kofunikira ndikuwongolera magwiridwe ake onse. Kumbukirani, njira yomwe imagwira ntchito bwino pamsika wina sizingakhale choncho mumsika wina. Choncho, kuyesa kosiyanasiyana ndi gawo lofunikira pakuwongolera njira yanu yogulitsira. Zili ngati mayeso a litmus omwe amalekanitsa tirigu kuchokera ku mankhusu, kukuthandizani kuzindikira njira zomwe zingathe kupirira mayesero a nthawi.

3. MwaukadauloZida Backtesting Njira

Kulowera mu gawo la backtesting, ndikofunikira kumvetsetsa njira zapamwamba zomwe zitha kupititsa patsogolo luso lanu la malonda. Njira imodzi yotereyi ndi **Walk-Forward Optimization (WFO)**. Izi zimaphatikizapo kukhathamiritsa njira pazambiri zakale, kenako 'kuyenda' patsogolo pa zomwe sizikuwoneka kuti zitsimikizire zotsatira. Ndi njira yobwerezabwereza yomwe imakuthandizani kupewa msampha wokhotakhota ndikuwonetsetsa kuti njira yanu ndi yolimba kuti muthane ndi zochitika zosiyanasiyana zamsika.

Njira ina yapamwamba ndi ** Monte Carlo simulation **. Njirayi imakulolani kuti muzitha kuyendetsa kangapo pa njira yanu yamalonda, nthawi iliyonse kusintha ndondomeko ya trades. Zotsatira zimapereka kugawidwa kwa zotsatira, kupereka zidziwitso za chiopsezo chomwe chingakhalepo komanso kubwerera kwa njira yanu. Ndi chida champhamvu chomwe chimathandiza kumvetsetsa kusatsimikizika komanso kusakhazikika komwe kumachitika pamalonda.

• Kuyesa Kwakunja Kwa Zitsanzo ndi gawo lina lofunika kwambiri la backtesting yapamwamba. Zimaphatikizapo kusunga gawo la data yanu kuti muyese kuyesa kokha. Deta iyi sigwiritsidwa ntchito panthawi yokhathamiritsa, ndikuwonetsetsa kuti njira yanu ikuyendera mosakondera.
• Mayeso a Multi-Market ndi njira yomwe imayesa njira yanu kudutsa misika yosiyanasiyana. Izi zitha kuwulula ngati njira yanu ndi yokhudzana ndi msika kapena ikhoza kukhala yopindulitsa m'misika yosiyanasiyana.

Njira zotsogola zotsogola si zamatsenga. Ndi zida zothandizira pakupanga njira yolimba yamalonda. Chofunikira ndikuzigwiritsa ntchito mwanzeru komanso molumikizana ndi kumvetsetsa kwamphamvu kwa msika komanso psychology yamalonda.

3.1. Yendani-Patsogolo Analysis

M'dziko lamphamvu la forexcrypto, ndi CFD malonda, kuthekera kolondola kumbuyo njira zamalonda ndizosintha masewera. Njira yolimba komanso yosaiwalika nthawi zambiri munjira iyi ndi Kusanthula Kwakuyenda Patsogolo (WFA). WFA ndi njira yoyesera yomwe ikufuna kutengera momwe njira ingachitire ngati traded mu nthawi yeniyeni. Ndi njira yoyang'ana kutsogolo yomwe idapangidwa kuti itsimikizire momwe malonda anu amagwirira ntchito pazosiyanasiyana zamsika.

Ndondomekoyi ili ndi njira ziwiri: kukhathamiritsa ndi kutsimikizira. Pa gawo lokonzekera bwino, njira yamalonda imasinthidwa kuti ikwaniritse bwino kwambiri potengera mbiri yakale. Mbali yotsimikizira, kumbali ina, imayesa njira yokongoletsedwa pamagulu osiyanasiyana a data kuti awone momwe imathandizira.

Chimodzi mwazotsatsa zazikuluvantageWFA ndikutha kwake kuchepetsa chiwopsezo chokhala ndi mapindikira. Curve fitting ndi msampha wamba pakubweza kumbuyo komwe njira imakongoletsedwa mopitilira muyeso kutengera zomwe zidachitika kale, zomwe zimapangitsa kuti zisagwire bwino kwambiri pamalonda enieni. Pogwiritsa ntchito deta yosaoneka kuti itsimikizidwe, WFA imatsimikizira kuti ndondomekoyi siimangogwirizana ndi deta yakale koma imagwirizana ndi msika wamtsogolo.

• Khwerero 1: kukhathamiritsa - Sinthani bwino njira yanu yogulitsira pogwiritsa ntchito mbiri yakale.
• Khwerero 2: Yotsimikiza - Tsimikizirani njira yokometsedwa pogwiritsa ntchito ma data osiyanasiyana.

WFA ili ngati kuyeserera kavalidwe ka njira yanu yogulitsira, ndikuwunika momwe zingachitire pamene chinsalu chimakwera pamsika wamoyo. Ndi njira yobwerezabwereza yomwe ingathandize traders amakonza njira zawo, kuwapangitsa kukhala olimba komanso ogwirizana ndi momwe msika umasinthira.

3.2. Monte Carlo Simulation

Pankhani ya njira zobwezera kumbuyo, njira imodzi yamphamvu komanso yolimba yomwe imadziwika ndi kuyerekezera kwa Monte Carlo. Njira iyi, yomwe idatchedwa tawuni yotchuka ya kasino, ikufanana ndi kubetcha pa gudumu la roulette m'misika yazachuma. Zimalola traders kuyendetsa mayesero angapo kapena 'zoyerekeza' za njira zawo zogulitsira, nthawi iliyonse akusintha kutsatizana kwa trade zotsatira kuti apange mitundu ingapo ya zotsatira zomwe zingatheke.

Kuyeserera kwa Monte Carlo ndi probabilistic chitsanzo chomwe chimagwiritsa ntchito mwachisawawa kuthetsa mavuto omwe angakhale otsimikiza. Zimagwira ntchito pofotokozera chitsanzo cha zotsatira zomwe zingatheke pazochitika zinazake (monga a trade), kenako ndikumafanizira zochitikazo nthawi zambiri. Zotsatira za zoyerekezazi zimagwiritsidwa ntchito kulosera za zotsatira zenizeni.

Potengera forexcrypto kapena CFD malonda, Monte Carlo kayeseleledwe kungakhale kothandiza makamaka. Zimalola traders kuyesa njira zawo motsutsana ndi zochitika zambiri za msika, m'malo mongolemba mbiri yakale. Izi zitha kupereka kuwunika kowona bwino komanso kozama pazachiwopsezo zomwe zingachitike ndi phindu la njira.

Mwachitsanzo, a trader atha kugwiritsa ntchito kuyerekezera kwa Monte Carlo kuyesa a forex njira zogulitsira zotsutsana ndi mitundu yosiyanasiyana yamsika, monga kusakhazikika kosiyanasiyana, malire, ndi zizindikiro zachuma. Poyendetsa masauzande kapena mamiliyoni oyerekeza awa, a trader atha kumvetsetsa mozama momwe njira yawo ingagwiritsire ntchito pazinthu zosiyanasiyana zamsika.

3.3. Multi-System Backtesting

Pankhani yoyenga njira zamalonda, palibe chomwe chimapambana mphamvu ya Multi-System Backtesting. Njira imeneyi imalola traders kuti awunikire machitidwe angapo amalonda panthawi imodzi, ndikumvetsetsa bwino momwe amagwirira ntchito pansi pamikhalidwe yosiyanasiyana yamisika.

Kukongola kwa multisystem backtesting kwagona pakutha kwake kupereka a malingaliro onse za njira zanu zamalonda. Poyesa machitidwe angapo nthawi imodzi, mutha kuzindikira kuti ndi njira ziti zomwe zimagwira bwino ntchito pamisika inayake. Izi zitha kukuthandizani kuti mupange mbiri yolimba yamalonda yomwe imatha kupirira zochitika zosiyanasiyana zamsika, potero zitha kuwongolera magwiridwe antchito anu onse.

Pali njira zingapo zofunika kuti mugwiritse ntchito multi-system backtesting:

1. Kusankhidwa kwa Trading Systems: Sankhani machitidwe osiyanasiyana ogulitsa kuti mubwererenso. Izi zingaphatikizepo njira zozikidwa pa zizindikiro zosiyanasiyana, nthawi, kapena makalasi azinthu.
2. Kusonkhanitsa Zambiri: Sonkhanitsani mbiri yakale yamagulu omwe mukugulitsiramo. Onetsetsani kuti datayo ndiyapamwamba kwambiri komanso ikukhudza msika wosiyanasiyana.
3. Kuthamanga kwa Backtest: Gwiritsani ntchito nsanja yodalirika ya backtesting kuti muyese mayeso. Onetsetsani kuti nsanja imatha kuthana ndi machitidwe angapo ndikupereka tsatanetsatane wa magwiridwe antchito.
4. Kuwunika kwa Zotsatira: Unikani momwe dongosolo lililonse likuyendera. Yang'anani machitidwe muzotsatira zomwe zimasonyeza momwe msika ukuyendera bwino kwambiri.

Kumbukirani, cholinga cha multi-system backtesting sikupeza dongosolo 'langwiro' koma kumvetsetsa momwe machitidwe osiyanasiyana amachitira pansi pazikhalidwe zosiyanasiyana. Kudziwa zimenezi kungakuthandizeni kusiyanitsa njira zanu zamalonda ndi kuthekera kukulitsa mwayi wanu wopambana m'dziko losayembekezereka la forexcrypto, kapena CFD malonda.

4. Zolakwa Zomwe Muyenera Kupewa Pobwereranso

Dziko la forexcrypto, ndi CFD malonda ndi ovuta kwambiri, odzala ndi mbuna zomwe zingakhalepo kwa anthu osazindikira. Mmodzi mwa zisankho zotere ndikugwiritsa ntchito molakwika backtesting pakupanga njira zamalonda. Backtesting, njira yoyesera njira yamalonda pa mbiri yakale, ndi chida chofunikira mu a trader ndi arsenal. Komabe, zikagwiritsidwa ntchito molakwika, zimatha kubweretsa zotsatira zolakwika komanso njira zolakwika.

Choyamba, overfitting ndi kulakwitsa wamba kuti traders kupanga pamene backtesting. Izi zimachitika pamene njira ikugwirizana kwambiri ndi deta yakale, kupangitsa kuti ikhale yosagwira ntchito pa malonda enieni. Chinsinsi chopewera izi ndikuwonetsetsa kuti njira yanu ndi yolimba komanso yosinthika, yokhoza kusintha malinga ndi msika.

• Kunyalanyaza zotsatira za msika: Traders nthawi zambiri amaiwala kutengera mphamvu zawo trades pamsika. Chachikulu trades akhoza kusuntha msika, kukhudza mitengo ndi kuthekera skewing backtest zotsatira. Nthawi zonse ganizirani zomwe zingakhudze msika wanu trades pamene kubwerera kumbuyo.
• Kuyang'ana mtengo wamalonda: Ndalama zogulira zimatha kudya kwambiri phindu lanu. Nthawi zonse phatikizani izi pakubweza kwanu kuti mupeze chithunzi cholondola cha phindu lomwe lingakhalepo.
• Osawerengera zoopsa: Chiwopsezo ndi gawo lofunikira pakugulitsa. Njira ikhoza kuwoneka yopindulitsa pakubweza kumbuyo, koma ngati ikuwonetsani pachiwopsezo chochulukirapo, zitha kutayika kwambiri. Nthawi zonse ganizirani za chiwopsezo ndi mphotho ya njira yanu.

Kulakwitsa kwina kofala ndi kukwanira kopindika. Apa ndi pamene njira imakonzedwa mopambanitsa kuti igwirizane ndi mbiri yakale, zomwe zimapangitsa kuti zikhale zovuta kuchita bwino pamalonda amoyo. Pewani izi pogwiritsa ntchito kuyesa kwanthawi yayitali, komwe kumaphatikizapo kuyesa njira yanu pa data yomwe simunakonzekere.

Kukondera kwa data ndi nkhani yotheka. Izi zimachitika pamene a trader amatsutsa mobwerezabwereza njira zosiyanasiyana pa data yomweyi, ndikuwonjezera mwayi wopeza njira yomwe ikuwoneka yopindulitsa chifukwa chamwayi osati kugwira ntchito kwenikweni. Kuti mupewe izi, gwiritsani ntchito deta yatsopano pa backtest iliyonse, ndipo samalani ndi zotsatira zomwe zimawoneka ngati zabwino kwambiri kuti zisakhale zoona.

4.1. Kuyang'ana Outliers

Mu gawo la backtesting njira malonda, dzenje limodzi kuti traders zomwe nthawi zambiri zimapunthwa ndikunyalanyaza zomwe zimatuluka kunja. Awa ndi ma data omwe amapatuka kwambiri pazowonera zina ndipo amatha kusokonekera kwambiri zotsatira za backtesting yanu. Kukhalapo kwawo m'misika yazachuma ndizochitika wamba, zomwe nthawi zambiri zimayambitsidwa ndi zochitika zosayembekezereka kapena nkhani zamsika.

Chifukwa chachikulu chomwe ogulitsa amanyalanyazidwa nthawi zambiri ndi chifukwa choganiza kuti kusuntha kwamitengo kumatsata kugawa kwanthawi zonse. Komabe, zenizeni, misika yazachuma imadziwika ndi zawo 'mafuta michira', kutanthauza kuthekera kwakukulu kwa kusintha kwamitengo monyanyira. Kunyalanyaza zogulitsa izi kumatha kubweretsa zotsatira zabwino kwambiri zakumbuyo, ndikuchepetsa kulimba kwa njira yanu yogulitsira.

Kuti muthane ndi vutoli, ndikofunikira kuphatikizira njira zomwe zimatengera omwe akutuluka munjira yanu yobwezera. Mwachitsanzo, mungathe:

• Gwiritsani ntchito ziwerengero zolimba: Pakati ndi interquartile osiyanasiyana sakhudzidwa kwambiri ndi zogulitsa kunja poyerekeza ndi kutanthawuza komanso kupatuka kokhazikika.
• Gwiritsani ntchito njira zodziwikiratu: Njira ngati Z-score kapena njira ya IQR zitha kuthandizira kuzindikira ndi kusamalira zakunja.
• Ganizirani njira zopanda parametric: Njirazi sizimapanga malingaliro okhudza kugawidwa kwa deta, zomwe zimapangitsa kuti zikhale zolimba kwa ogulitsa kunja.

Povomereza ndikuwongolera moyenera ogulitsa, ndinu gawo limodzi loyandikira kukhazikitsa njira yamalonda yomwe imayimilira poyang'anizana ndi kusakhazikika kwa msika.

4.2. Kunyalanyaza Slippage

Mu gawo la malonda, kutchinga ndi mawu omwe nthawi zambiri samadziwika, komabe zotsatira zake pazamalonda zingakhale zazikulu. Slippage amatanthauza kusiyana pakati pa mtengo woyembekezeredwa wa a trade ndi mtengo wake trade amaphedwadi. Mkanganowu ukhoza kubwera chifukwa chakusokonekera kwa msika kapena zovuta zazachuma ndipo ndizofunikira kwambiri kuziganizira pobwezera kumbuyo njira zamalonda.

Pamene backtesting, n'zosavuta kuganiza kuti trades idzaperekedwa pamtengo weniweni womwe njira yanu ikufuna. Komabe, lingaliro ili likhoza kubweretsa malingaliro opotoka a luso la njira. Zowona zamalonda ndikuti kusinthasintha kwa msika kungapangitse mtengo wanu weniweni kukhala wokwera pang'ono kapena wotsika kuposa mtengo womwe mukufuna. Kusiyanaku kungawoneke ngati kocheperako pa amodzi trade, koma zikaphatikizidwa kupitirira mazana kapena masauzande a trades, zitha kukhudza kwambiri phindu lanu lonse.

Kuti muwerenge za kutsetsereka kwanu kumbuyo, phatikizani malingaliro otere mu chitsanzo chanu. Izi zitha kukhala maperesenti okhazikika kapena mtengo wosinthika kutengera zomwe zidachitika kale. Pochita izi, mukuwonjezera zina zenizeni panjira yanu yobwereranso, zomwe zimakupatsani chithunzithunzi cholondola cha momwe njira yanu ingagwiritsire ntchito pamalonda amoyo.

Mvetsetsani kuti kutsika ndi gawo la malonda ndipo kumatha kukhudza kwambiri momwe njira yanu ikugwirira ntchito. Phatikizani malingaliro otsetsereka mumayendedwe anu obwerera kumbuyo kuti muyankhe chifukwa cha kusiyana kosalepherekaku.

Poganizira mozama pakutsetsereka, mutha kuwonetsetsa kuti njira yanu yobwereranso ndi yokwanira, yolondola, komanso yokonzeka kukumana ndi dziko lazamalonda.

4.3. Kunyalanyaza Zinthu Zamaganizo

Imodzi mwamagawo omwe amanyalanyazidwa kwambiri pakubweza njira zamalonda ndi chinthu chaumunthu. Pamene ma aligorivimu ndi kusanthula luso atha kupereka chiwongolero chamsika wamsika ndi zomwe zingatheke trades, amalephera kuwerengera zifukwa zamaganizo zomwe zingakhudze kwambiri a trader kupanga zisankho.

Ganizirani zotsatira za mantha ndi umbombo pazosankha zanu zamalonda. Mantha angakuchititseni kuchoka pa udindo nthawi yake isanakwane, kuphonya phindu limene mungakhale nalo, pamene umbombo ungakuchititseni kupitirizabe kutayirira kwa nthaŵi yaitali, poyembekezera kusintha kumene sikungabwere. Malingaliro onsewa atha kubweretsa zisankho zoyipa zamalonda zomwe zingakhudze kwambiri mfundo yanu.

• Mantha: Kutengeka kumeneku kungayambitse traders kuti agulitse malo awo msanga kwambiri, zomwe zimapangitsa kuphonya mwayi wopeza phindu lalikulu. Njira zobwezera kumbuyo ziyenera kuwerengera izi pophatikiza njira yoyendetsera ngozi yomwe imamveketsa bwino kupuma-kutaya ndi milingo yopezera phindu.
• Dyera: Kumbali ina, umbombo ungatsogolere traders kuti agwire malo otayika ndikuyembekeza kuti msika utembenuka. Kubwerera kumbuyo kuyenera kukhala ndi njira yotulutsira a trade pamene mlingo wina wotayika ufika popewa kutaya kwina.

Komanso, kudzidalira kwambiri ndi chinthu china chamaganizo chomwe chingayambitse makhalidwe owopsa a malonda. Kudzidalira mopambanitsa kungayambitse traders kunyalanyaza zizindikiro zochenjeza ndi kutenga maudindo akuluakulu kuposa momwe angathere. Izi zitha kubweretsa kutayika kwakukulu ngati msika ukutsutsana nawo. Kuti muchepetse izi, kubwezera kumbuyo kuyenera kukhala ndi njira yosinthira kukula komwe kumagwirizana ndi trader kulekerera kwachiwopsezo ndi kukula kwa akaunti.

Mwachidule, pamene kubwerera kumbuyo kungapereke zidziwitso zamtengo wapatali pazochitika za msika ndi trades, ndikofunikira kuphatikizira zamalingaliro munjira yanu kuti muwonetsetse kuti ikugwirizana ndi kachitidwe kanu kamalonda komanso kulolerana kwachiwopsezo. Izi sizingokuthandizani kupanga zisankho zodziwika bwino zamalonda komanso kuwongolera magwiridwe antchito anu onse.