我检查了公式,没错。主要是美国股市的走势,横盘太多。
以下是更多的计算结果:
只用收盘价,只用一根均线,不考虑MACD,初始1,000,000:
000001 daily Final # of Trading
EMA5: 1,104,184,881 1271
EMA10: 876,905,866 885
EMA13: 1,073,537,733 731
EMA20: 659,966,373 570
EMA60: 196,789,619 318
EMA120: 39,651,828 264
SMA5: 845,982,679 1374
SMA10: 440,928,095 904
SMA13: 534,400,353 738
SMA20: 1,314,791,480 495
SMA60: 202,668,356 243
SMA120: 74,703,281 192
DJI daily Final # of Trading
EMA5: 1,660,022 1304
EMA10: 1,421,833 944
EMA13: 1,393,885 854
EMA20: 1,536,792 702
EMA60: 2,320,895 343
EMA120: 1,607,120 269
SMA5: 1,530,934 1337
SMA10: 1,195,373 886
SMA13: 1,416,292 785
SMA20: 1,981,291 627
SMA60: 1,446,240 357
SMA120: 1,304,345 271
结论:一根均线操作法适合A股,EMA比SMA好(SMA20除外),EMA13是个好系统。但一根均线系统,不适合横盘时。 |