{"id":142,"date":"2015-05-25T15:34:08","date_gmt":"2015-05-25T15:34:08","guid":{"rendered":"http:\/\/www.patternsmart.com\/cn\/?p=142"},"modified":"2021-10-14T03:33:33","modified_gmt":"2021-10-14T03:33:33","slug":"whats-the-best-way-to-backtest-your-strategy-in-ninjatrader","status":"publish","type":"post","link":"https:\/\/www.patternsmart.com\/cn\/whats-the-best-way-to-backtest-your-strategy-in-ninjatrader\/","title":{"rendered":"\u5728 NinjaTrader \u4e2d\u56de\u6d4b\u60a8\u7684\u7b56\u7565\u7684\u6700\u4f73\u65b9\u6cd5\u662f\u4ec0\u4e48\uff1f"},"content":{"rendered":"<p><span>\u60a8\u5e94\u8be5\u610f\u8bc6\u5230\u5b9e\u65f6\u548c\u56de\u6d4b\u4e4b\u95f4\u5b58\u5728\u5f88\u5927\u5dee\u5f02\u3002<\/span><br \/>\n<span>\u8ba9\u6211\u4eec\u5feb\u901f\u6d4f\u89c8\u4e00\u4e0b\u8fdb\u884c\u56de\u6d4b\u7684\u6240\u6709\u53ef\u80fd\u65b9\u6cd5\u3002<\/span><\/p>\n<p><span>\u5927\u591a\u6570\u4eba\u4f1a\u9009\u62e9 Strategy Analyzer \u4f5c\u4e3a\u4ed6\u4eec\u7684\u7b2c\u4e00\u9009\u62e9\u3002<\/span><\/p>\n<p><span>\u7136\u800c\uff0c\u4e00\u4e2a\u4e3b\u8981\u7684\u7f3a\u70b9\u662f\u5b83\u7684\u5386\u53f2\u6570\u636e\u53ea\u5305\u542b\u5f00\u76d8\u4ef7\u3001\u6700\u9ad8\u4ef7\u3001\u6700\u4f4e\u4ef7\u548c\u6536\u76d8\u4ef7\uff0c\u6ca1\u6709\u67f1\u5185\u62a5\u4ef7\u4fe1\u606f\u3002<\/span><br \/>\n<span>\u56e0\u6b64\uff0c\u6240\u6709\u8ba2\u5355\u90fd\u662f\u6839\u636e\u56db\u4e2a\u6570\u636e\u70b9 (OHLC) \u586b\u5199\u7684\uff0c\u56e0\u4e3a\u8fd9\u4e9b\u53ea\u662f\u56de\u6d4b\u671f\u95f4\u7684\u5df2\u77e5\u4fe1\u606f\u3002<\/span><\/p>\n<p><span>\u5982\u679c\u60a8\u7684\u5165\u573a\u70b9\u662f\u57fa\u4e8e\u524d\u4e00\u6839\u67f1\u7ebf\u7684\u6536\u76d8\u4ef7\uff0c\u7b56\u7565\u5206\u6790\u5668\u53ef\u80fd\u4ecd\u4f1a\u4ea7\u751f\u63a5\u8fd1\u5b9e\u65f6\u7684\u7ed3\u679c\u3002<\/span><\/p>\n<p><a href=\"http:\/\/www.ninjatrader.com\/support\/helpGuides\/nt7\/strategy_analyzer.htm\" target=\"_blank\" rel=\"noopener\"><span>\u5355\u51fb\u6b64\u5904\u4e86\u89e3\u6709\u5173\u7b56\u7565\u5206\u6790\u5668\u7684\u66f4\u591a\u4fe1\u606f\u3002<\/span><\/a><br \/>\n<span>\u5e02\u573a\u91cd\u64ad\u5c06\u662f\u7b2c\u4e8c\u4e2a\u9009\u62e9\u3002<\/span><br \/>\n<span>\u8fd9\u79cd\u65b9\u6cd5\u975e\u5e38\u63a5\u8fd1\u5b9e\u65f6\u5b9e\u65f6\u4ea4\u6613\u3002<\/span><br \/>\n<span>\u8ba2\u5355\u662f\u52a8\u6001\u586b\u5145\u7684\uff0c\u56e0\u4e3a\u5b83\u4f7f\u7528\u67f1\u5185\u5206\u65f6\u65e5\u671f\uff08\u4ef7\u683c\u548c\u4ea4\u6613\u91cf\uff09\u6765\u786e\u5b9a\u662f\u5426\u5e94\u586b\u5199\u8ba2\u5355\u3002<\/span><br \/>\n<span>\u8fd9\u4e2a\u65b9\u6cd5\u6700\u597d\u7684\u90e8\u5206\u662f\u4f60\u53ef\u4ee5\u52a0\u901f\u3001\u524d\u8fdb\u3001\u4fdd\u6301\u548c\u540e\u9000\u3002<\/span><br \/>\n<span>\u7531\u4e8e\u586b\u5145\u4ef7\u683c\u53d6\u51b3\u4e8e\u53ef\u7528\u4e70\u5165\u4ef7\u6216\u5356\u51fa\u4ef7\u7684\u6570\u91cf\uff0c\u56e0\u6b64\u5373\u4f7f\u53ef\u4ee5\u5728 Market Replay \u4e2d\u586b\u5199\u67d0\u4e9b\u8ba2\u5355\uff0c\u4e5f\u53ef\u80fd\u65e0\u6cd5\u5728\u5b9e\u65f6\u4ea4\u6613\u4e2d\u586b\u5199\u5b83\u4eec\uff0c\u56e0\u4e3a<\/span><br \/>\n<a href=\"http:\/\/www.ninjatrader.com\/support\/helpGuides\/nt7\/index.html?market_replay.htm\" target=\"_blank\" rel=\"noopener\"><span>\u5355\u51fb\u6b64\u5904\u4e86\u89e3\u6709\u5173 Market Replay \u7684\u66f4\u591a\u4fe1\u606f\u3002<\/span><\/a><\/p>\n<p><span>\u6a21\u62df\u6570\u636e\u9988\u9001\u5c06\u662f\u7b2c\u4e09\u79cd\u9009\u62e9\u3002<\/span><br \/>\n<span>\u60a8\u53ef\u4ee5\u4f7f\u7528\u6b64\u65b9\u6cd5\u79bb\u7ebf\u6d4b\u8bd5\u60a8\u7684\u7b56\u7565\u3002\u4f18\u70b9\u662f\u60a8\u53ef\u4ee5\u5b8c\u5168\u63a7\u5236\u8d8b\u52bf\uff08\u4ef7\u683c\u65b9\u5411\uff09\u4ee5\u53ca\u6d4b\u8bd5\u4e00\u4e9b\u7279\u6b8a\u7684\u4ef7\u683c\u8d70\u52bf\u3002<\/span><br \/>\n<a href=\"http:\/\/www.ninjatrader.com\/support\/helpGuides\/nt7\/index.html?simulation.htm\" target=\"_blank\" rel=\"noopener\"><span>\u5355\u51fb\u6b64\u5904\u4e86\u89e3\u6709\u5173\u6a21\u62df\u6570\u636e\u9988\u9001\u7684\u66f4\u591a\u4fe1\u606f\u3002<\/span><\/a><\/p>\n<p><span>\u5b9e\u65f6\u4eff\u771f\u662f\u6700\u540e\u4e00\u4e2a\u53ef\u80fd\u7684\u9009\u62e9\u3002<\/span><br \/>\n<span>\u901a\u8fc7\u5728\u5b9e\u65f6\u4f1a\u8bdd\u671f\u95f4\u5b9e\u65f6\u8fd0\u884c\u60a8\u7684\u7b56\u7565\uff0c\u7ed3\u679c\u51e0\u4e4e\u4e0e\u5b9e\u65f6\u4ea4\u6613\u76f8\u540c\u3002<\/span><br \/>\n<span>\u8981\u5e94\u7528\u6b64\u65b9\u6cd5\uff0c\u8bf7\u5728\u60a8\u7684 Sim \u5e10\u6237\u4e2d\u8fdb\u884c\u6d4b\u8bd5\u6216\u6253\u5f00\u5168\u5c40\u6a21\u62df\u6a21\u5f0f\u3002<\/span><br \/>\n<span>\u542f\u7528\u5168\u5c40\u6a21\u62df\u6a21\u5f0f\u540e\uff0c\u6240\u6709\u8ba2\u5355\u8f93\u5165\u754c\u9762\uff08SuperDOM\u3001Chart Trader \u7b49\uff09\u90fd\u5c06\u4e13\u95e8\u8bbe\u7f6e\u4e3a Sim101 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width=\"842\">\n<tbody>\n<tr>\n<td><\/td>\n<td><span>\u7b56\u7565\u5206\u6790\u5668<\/span><\/td>\n<td><span>\u5e02\u573a\u56de\u653e<\/span><\/td>\n<td><span>\u6a21\u62df\u6570\u636e\u9988\u9001<\/span><\/td>\n<td><span>\u5373\u65f6\u7684<\/span><\/td>\n<\/tr>\n<tr>\n<td><span>\u67f1\u5185\u52fe\u53f7<\/span><\/td>\n<td><span>\u4e0d<\/span><\/td>\n<td><span>\u662f\u7684<\/span><\/td>\n<td><span>\u662f\u7684<\/span><\/td>\n<td><span>\u662f\u7684<\/span><\/td>\n<\/tr>\n<tr>\n<td><span>\u4ea4\u6613\u76ee\u6807\u8fbe\u6210\u65f6\u8ba2\u5355\u6210\u4ea4\u3002<\/span><\/td>\n<td><span>\u662f\u7684<\/span><\/td>\n<td><span>\u662f\/\u5426<\/span><\/td>\n<td><span>\u662f\u7684<\/span><\/td>\n<td><span>\u662f\/\u5426<\/span><\/td>\n<\/tr>\n<tr>\n<td><span>\u586b\u5199\u4ef7\u683c<\/span><\/td>\n<td colspan=\"4\"><span>\u60a8\u53ef\u80fd\u4f1a\u6536\u5230\u66f4\u597d\u6216\u66f4\u5dee\u7684\u586b\u5145\u4ef7\u683c\uff0c\u5177\u4f53\u53d6\u51b3\u4e8e\u4e70\u5165\u4ef7\u6216\u5356\u51fa\u4ef7\u7684\u4f4d\u7f6e\u4ee5\u53ca\u8be5\u5e02\u573a\u4ef7\u683c\u4e0b\u7684\u53ef\u7528\u6570\u91cf\u3002<\/span><\/td>\n<\/tr>\n<tr>\n<td><span>\u5904\u7406\u7b56\u7565<\/span><\/td>\n<td><span>\u4ec5\u5173\u95ed<\/span><\/td>\n<td colspan=\"3\"><span>\u6ef4\u7b54\u6ef4\u7b54<\/span><\/td>\n<\/tr>\n<tr>\n<td><span>\u4f18\u70b9<\/span><\/td>\n<td><span>\u8be6\u7ec6\u7ed3\u679c<\/span><\/td>\n<td><span>\u901f\u5ea6\u63a7\u5236<\/span><\/td>\n<td><span>\u8d8b\u52bf\u63a7\u5236<\/span><\/td>\n<td><span>\u6700\u63a5\u8fd1\u5b9e\u65f6\u4ea4\u6613-<\/span><\/td>\n<\/tr>\n<tr>\n<td><span>\u7f3a\u70b9<\/span><\/td>\n<td><span>\u4e0d\u771f\u5b9e\u7684\u7ed3\u679c<\/span><\/td>\n<td><span>\u91cd\u653e\u6570\u636e\u91cf\u6709\u9650<\/span><\/td>\n<td><span>\u6ca1\u6709\u97f3\u91cf<\/span><\/td>\n<td><span>\u4ec5\u5728\u5b9e\u65f6\u4f1a\u8bdd\u671f\u95f4\u53ef\u7528<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p><a href=\"http:\/\/www.ninjatrader.com\/support\/helpGuides\/nt7\/index.html?discrepancies_real_time_vs_bac.htm\" target=\"_blank\" rel=\"noopener\"><span>\u5dee\u5f02\uff1a\u5b9e\u65f6\u4e0e\u56de\u6d4b<\/span><\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u60a8\u5e94\u8be5\u610f\u8bc6\u5230\u5b9e\u65f6\u548c\u56de\u6d4b\u4e4b\u95f4\u5b58\u5728\u5f88\u5927\u5dee\u5f02\u3002 \u8ba9\u6211\u4eec\u5feb\u901f\u6d4f\u89c8\u4e00\u4e0b\u8fdb\u884c\u56de\u6d4b\u7684\u6240\u6709\u53ef\u80fd\u65b9\u6cd5\u3002 \u5927\u591a\u6570\u4eba\u4f1a\u9009\u62e9 Stra [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"fifu_image_url":"","fifu_image_alt":"","footnotes":""},"categories":[1],"tags":[70],"class_list":["post-142","post","type-post","status-publish","format-standard","hentry","category-uncategorized","tag-backteststrategy-ninjatrader"],"_links":{"self":[{"href":"https:\/\/www.patternsmart.com\/cn\/wp-json\/wp\/v2\/posts\/142","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.patternsmart.com\/cn\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.patternsmart.com\/cn\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.patternsmart.com\/cn\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.patternsmart.com\/cn\/wp-json\/wp\/v2\/comments?post=142"}],"version-history":[{"count":3,"href":"https:\/\/www.patternsmart.com\/cn\/wp-json\/wp\/v2\/posts\/142\/revisions"}],"predecessor-version":[{"id":1189,"href":"https:\/\/www.patternsmart.com\/cn\/wp-json\/wp\/v2\/posts\/142\/revisions\/1189"}],"wp:attachment":[{"href":"https:\/\/www.patternsmart.com\/cn\/wp-json\/wp\/v2\/media?parent=142"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.patternsmart.com\/cn\/wp-json\/wp\/v2\/categories?post=142"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.patternsmart.com\/cn\/wp-json\/wp\/v2\/tags?post=142"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}