In analogue retesting, when choosing the advanced option, a problem is found that when setting the low-level K-line cycle for generating ticks, different cycles are set, and the results are very different, I don't know why. For example, I have a 30-minute cycle strategy, and when setting this low-level K-line cycle for generating ticks in the advanced option, the default is a 15-minute cycle.
kaizi1231I just tested ETH_BTC on OKEX. 30-point cycle, setting the underlying K cycle to 5, 15, 30 points, returning K-line data as: When the daytime cycle is set to 30 minutes and below, the return K-line data for the contract is: The bottom K-cycle is the K-line data with a period of 1 hour 36 minutes when the dayline is used. Only on daylight cycles, set the underlying K cycle to 1 hour, and the return K-line data for this contract is: TICK So it's not very clear, this underlying K-cycle mechanism, so it's going to lead to different retest results, or is it just a matter of me testing the settings?
kaizi1231I just tested ETH_BTC on OKEX. 30-point cycle, setting the underlying K cycle to 5, 15, 30 points, returning K-line data as: When the daytime cycle is set to 30 minutes and below, the return K-line data for the contract is: The bottom K-cycle is the K-line data with a period of 1 hour 36 minutes when the dayline is used. Only on daylight cycles, set the underlying K cycle to 1 hour, and the return K-line data for this contract is: TICK So it's not very clear, this underlying K-cycle mechanism, so it's going to lead to different retest results, or is it just a matter of me testing the settings?
kaizi1231I just tested ETH_BTC on OKEX. 30-point cycle, setting the underlying K cycle to 5, 15, 30 points, returning K-line data as: When the daytime cycle is set to 30 minutes and below, the return K-line data for the contract is: The bottom K-cycle is the K-line data with a period of 1 hour 36 minutes when the dayline is used. Only on daylight cycles, set the underlying K cycle to 1 hour, and the return K-line data for this contract is: TICK So it's not very clear, this underlying K-cycle mechanism, so it's going to lead to different retest results, or is it just a matter of me testing the settings?
Inventors quantify - small dreamsThis post has an explanation of the mechanism of retesting: https://www.fmz.com/bbs-topic/662