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Sztuka inwestowania • Zobacz temat - Rolowanie pozycji

Rolowanie pozycji

Tematem tego forum są systemy transakcyjne, zasady ich tworzenia i testowania, gotowe formuły.

Moderator: frodo

Rolowanie pozycji

Postprzez Sputnik » 2012-10-10, 12:10

Czy istnieje jakiś sposób na przejście z serii na serie bez utraty punktów .Jeżeli nie to jaka metoda, jest najbardziej optymalna na ten specyficzny poślizg waszym zdaniem ?. W powyższym pytaniu konkretnie chodzi mi o krajowe kontrakty na indeks wig20.
Z góry dziękuję za pomoc.
Pozdrawiam Sputnik :)
Sputnik
 
Posty: 14
Dołączenie: 2011-12-28, 21:01

Re: Rolowanie pozycji

Postprzez olaf » 2012-10-26, 15:32

Sputnik napisał(a):Czy istnieje jakiś sposób na przejście z serii na serie bez utraty punktów .Jeżeli nie to jaka metoda, jest najbardziej optymalna na ten specyficzny poślizg waszym zdaniem ?. W powyższym pytaniu konkretnie chodzi mi o krajowe kontrakty na indeks wig20.
Z góry dziękuję za pomoc.
Pozdrawiam Sputnik :)


Podejrzewam, że chodzi Ci o testowanie automatycznego systemu.
Znając niektóre zamieszania związane z dnie rozliczenia, to może poza standardowym podejściem warto się zastanowić nad rolowaniem kontraktu "X dni przed zakończeniem serii" ? Tylko czy to zakodujesz?
Pozdrawiam... Olaf

"Trade What You See, Not What You Think"
"When the facts change, I change my mind - what do you do, sir?"
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olaf
 
Posty: 1981
Dołączenie: 2006-06-21, 20:23


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