{"id":1691,"date":"2020-08-31T12:57:36","date_gmt":"2020-08-31T04:57:36","guid":{"rendered":"http:\/\/yutingvpn.tw\/wordpress\/?p=1691"},"modified":"2020-09-01T10:37:34","modified_gmt":"2020-09-01T02:37:34","slug":"%e7%ad%96%e7%95%a5%e8%88%87%e8%b3%87%e9%87%91%e7%ae%a1%e7%90%86%e6%b5%81%e7%a8%8b%ef%bc%88%e4%ba%8c%ef%bc%89%e3%80%80dd%e7%ae%a1%e7%90%86%e5%af%a6%e5%8b%99%e6%b8%ac%e8%a9%a6","status":"publish","type":"post","link":"https:\/\/quantbrains.club\/wordpress\/2020\/08\/31\/%e7%ad%96%e7%95%a5%e8%88%87%e8%b3%87%e9%87%91%e7%ae%a1%e7%90%86%e6%b5%81%e7%a8%8b%ef%bc%88%e4%ba%8c%ef%bc%89%e3%80%80dd%e7%ae%a1%e7%90%86%e5%af%a6%e5%8b%99%e6%b8%ac%e8%a9%a6\/","title":{"rendered":"\u7b56\u7565\u8207\u8cc7\u91d1\u7ba1\u7406\u6d41\u7a0b\uff08\u4e8c\uff09\u3000DD\u7ba1\u7406\u5be6\u52d9\u6e2c\u8a66"},"content":{"rendered":"

策略與資金管理流程（二）　DD管理實務測試<\/h1>\n\n\n\n

\u524d\u9762\u6211\u5011\u8b1b\u5230\uff0c\u5f9e\u65b0\u624b\u5230\u8001\u53f8\u6a5f\u7684\u4ea4\u6613\u7b56\u7565\u64b0\u5beb\u5728\u8655\u7406\u98a8\u96aa\u7684\u65b9\u5f0f\u6709\u5169\u7a2e\u8def\u5f91\uff0c\u4e00\u7a2e\u662f\u9760\u6ffe\u93e1\u505a\u4e3b\u52d5\u5f0f\u7684\u566a\u97f3\u904e\u6ffe\uff0c\u4e00\u7a2e\u662f\u88ab\u52d5\u5f0f\u7684\u76f4\u63a5\u76e3\u6e2c\u539f\u59cb\u7b56\u7565\u7684Drawdown\uff08\u865b\u64ec\uff0c\u4e0d\u7528\u4e1f\u771f\u9322\uff09\u5206\u5e03\u518d\u4f86\u52d5\u614b\u914d\u5206\u914d\u8cc7\u91d1\uff08\u900f\u904e\u8cc7\u91d1\u7ba1\u7406\u5e73\u53f0\u76e3\u63a7\u8655\u7406\u5f8c\uff0c\u624d\u771f\u5be6\u4e0b\u55ae\u5230\u5e02\u5834\uff09<\/p>\n\n\n\n

\u6211\u5011\u4e5f\u5728\u6700\u65b0\u7248\u672c\u7684QuantBrains_Connect\u4e2d\u6709\u63d0\u4f9b\u4e86DD\u7ba1\u7406\u6e90\u78bc\u8b93\u540c\u5b78\u53ef\u4ee5\u81ea\u5df1\u958b\u555f\u60f3\u8981\u7684\u6a21\u5f0f\u9032\u884c\u5207\u63db\u6216\u662f\u81ea\u884c\u4fee\u6539\u6210\u81ea\u5df1\u60f3\u8981\u7684\u5176\u4ed6\u8cc7\u91d1\u914d\u7f6e\u6a21\u578b\uff0c\u8acb\u540c\u5b78\u76f4\u63a5\u5728\u8a0e\u8ad6\u5340\u4e2d\u4e0b\u8f09\u66f4\u65b0<\/p>\n\n\n\n

\u9019\u4e00\u7bc7\u6e2c\u8a66\u6211\u5011\u5c31\u76f4\u63a5\u958b\u555fDD Management mode 3<\/p>\n\n\n\n

\u56de\u6e2c\u7684\u65b9\u6cd5\uff0c\u6211\u5011\u76f4\u63a5\u900f\u904e\u827e\u63da\u7684\u52a0\u503c\u51fd\u6578 GV plus<\/a> \uff08\u771f\u7684\u597d\u7528\uff0c\u63a8\u85a6\uff09<\/p>\n\n\n\n

\u76f4\u63a5\u5728\u6211\u5011\u7684Drawdown\u7ba1\u7406\u6e90\u78bc\u5167\u52a0\u4e0a<\/p>\n\n\n\n

putMCDataD(“GV01″, barTime ,”filter_DD”, filter_DD);<\/p>\n\n\n\n

\u628a\u539f\u59cb\u7b56\u7565\u7684\u7d71\u8a08\u8cc7\u6599\u50b3\u904e\u53bb\u7b2c\u4e8c\u500b\u7b56\u7565\u5716\u8868\uff0c\u63a5\u6536\u7b2c\u4e00\u500b\u5716\u8868\u7684DD\u89c0\u5bdf\u8cc7\u8a0a<\/p>\n\n\n\n

filter_DD=GetMCDataD(“GV01″, barTime ,”filter_DD”);<\/p>\n\n\n\n

\u4e00\u6a23\u7528\u6211\u5011\u6700\u539f\u59cb\u7684\u7121\u8166\u5747\u7dda\u7b56\u7565\uff0c

<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n

\u770b\u8d77\u4f86\u6709\u9ede\u9ecf\uff0c\u6046\u751f\u7684\u7279\u6027\uff0c\u96d6\u7136\u8da8\u52e2\u5927\u7684\u6642\u5019\u5f88\u5927\uff0c\u4f46\u96dc\u8a0a\u4e5f\u4e0d\u5c0f\u3002\u5982\u679c\u6211\u5011\u4e00\u6642\u9593\u4e0d\u77e5\u9053\u62ff\u4ec0\u9ebc\u7576\u4f5c\u6ffe\u93e1\u4f86\u904e\u6ffe\u96dc\u8a0a\uff08\u591a\u6578\u4eba\u5927\u6982\u90fd\u662f\u5361\u5728\u9019\u4e00\u9ede\u800c\u8e0f\u4e0d\u9032\u570b\u5916\u5546\u54c1\uff0c\u56e0\u70ba\u591a\u6578\u4eba\u53e3\u888b\u88e1\u6c38\u9060\u53ea\u6709\u4e00\u500b\u9019\u5e7e\u5e74\u6700\u7d05\u7684\u50f9\u5dee\u6ffe\u93e1\uff09\uff0c\u90a3\u5c31\u76f4\u63a5\u7528Drawdown \u5206\u5e03\u8cc7\u8a0a\u4f86\u9032\u884c\u7ba1\u7406\u5c31\u597d<\/strong><\/p>\n\n\n\n

\u76f4\u63a5\u958b\u555fQuantBrains_Connect Mode 3\u6ffe\u93e1\u6a21\u5f0f\u958b\u59cb\u9032\u884cDrawdown\u7ba1\u7406<\/p>\n\n\n\n

\u5148\u4f86\u770b\u9810\u8a2d\u503cDD_weight\uff08\uff12\uff09<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n

\u770b\u8d77\u4f86\u96dc\u8a0a\u5df2\u7d93\u88ab\u6ffe\u6389\u4e0d\u5c11\uff0c\u53ef\u4ee5\u770b\u7684\u51fa\u4f86\u640d\u76ca\u66f2\u7dda\u7684\u6296\u52d5\u5df2\u7d93\u5927\u5e45\u6e1b\u5c11<\/p>\n\n\n\n

(\u611f\u53d7\u4e00\u4e0b\u6b0a\u76ca\u66f2\u7dda\u5404\u5340\u584a\u7684\u4e0a\u4e0b\u4f4d\u79fb)<\/p>\n\n\n\n

\u518d\u4f86\u770b\u770b\u5c07DD_Weight \u8abf\u52303\uff0c\u4f5c\u66f4\u9ad8\u5f37\u5ea6\u7684\u8cc7\u91d1\u914d\u7f6e\u7ba1\u7406<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n

\u770b\u8d77\u4f86\u66f4\u9806\u773c\u4e00\u9ede<\/p>\n\n\n\n

DD_wieght\u7684\u8abf\u6574\uff0c\u540c\u5b78\u53ef\u4ee5\u4f9d\u64da\u5546\u54c1\u7279\u6027\u81ea\u884c\u505a\u8a2d\u5b9a\uff0c\u6709\u4e9b\u5546\u54c1\u5982\u679c\u8d70\u52e2\u7279\u6027\u6bd4\u8f03\u9ecf\uff08\u4f8b\u5982\u5916\u532f\u985e\u5546\u54c1\u6216\u662f\u7fd2\u6163\u628a\u65e5\u591c\u76e4\u6df7\u5728\u4e00\u8d77\u505a\u7684\u90a3\u7a2e\uff09\uff0c\u5c31\u53ef\u4ee5\u628a\u6578\u503c\u8a2d\u5b9a\u7684\u56b4\u683c\u4e00\u9ede\uff0c\u53ea\u662f\u4e00\u7a2etradeoff<\/p>\n\n\n\n

\u597d\u50cf\u6c92\u4ec0\u9ebc\u597d\u8b1b\u7684\uff0c\u9019\u7bc7\u5c31\u7d50\u675f\u4e86\uff0c\u6709\u6642\u5019\u4ea4\u6613\u5c31\u662f\u771f\u7684\u4e5f\u6c92\u4ec0\u9ebc\u597d\u8b1b\u7684\uff0c\u4e00\u689d\u7121\u8166\u5747\u7dda\u505a\u51fa\u57fa\u672c\u8da8\u52e2\uff08\u7576\u6210\u4e00\u652f\u80a1\u7968\u6216\u57fa\u91d1\uff09\uff0c\u7136\u5f8c\u6de8\u503c\u8dcc\u592a\u591a\u5c31\u4f86”\u8cb7\u9032\u8a72\u7b56\u7565”\uff08\u7ba1\u7406\u7684\u5a01\u529b\uff09\uff0c\u6c92\u4e86\uff38\uff24\u3000\u908f\u8f2f\u7c21\u55ae\uff0cSimple\u6700\u597d<\/p>\n\n\n\n

\u518d\u63d0\u9192\u4e00\u6b21\uff0c\u5728DD\u7ba1\u7406\u7684\u5be6\u52d9\u904b\u4f5c\u4e0a\u52d9\u5fc5\u642d\u914d\u57fa\u672c\u7684\u52d5\u80fd\u8a55\u50f9<\/strong>\u4f86\u78ba\u8a8d\u52d5\u80fd\u65b9\u5411\u70ba\u6b63\u671f\u671b\u503c\u505a\u52a0\u6b0a\u9632\u706b\u7246\uff0c\u4ee5\u514d\u8b8a\u6210\u60e1\u540d\u662d\u5f70\u6709\u6a5f\u6703\u6b7b\u5f88\u6158\u7684\u99ac\u4e01\u683c\u723e\u3002<\/p>\n\n\n\n

\u6240\u4ee5….\u4f60\u89ba\u5f97\u6d77\u671f\u6216\u662f\u591a\u5546\u54c1\u6295\u8cc7\u7d44\u5408\u96e3\u505a\u55ce? \u8aaa\u96e3\u78ba\u5be6\u6709\u9580\u6abb\uff0c\u4f46\u5982\u679c\u80fd\u5584\u7528\u7ba1\u7406\u5176\u5be6\u53c8\u9084\u597d\uff08\u5176\u5be6\u6700\u5927\u7684\u9580\u6abb\u5c31\u662f\u4f60\u5f97\u8df3\u812b\uff2d\uff23\u7684\u601d\u60f3\u5236\u7d04\u4e26\u5c0e\u5165\u7ba1\u7406\u7684\u601d\u60df\uff09\uff0c\u6211\u500b\u4eba\u6703\u89ba\u5f97\u8207\u5176\u82b1\u4e00\u5806\u7cbe\u795e\u5728\u7578\u5f62\u7684\u53f0\u6307\u74b0\u5883\u88e1\u641e\u4e00\u5806\u8907\u96dc\u7684\u55ae\u53e3\u591a\u7b56\u7565\u8cbc\u8457\u76e4\u9762\u8d70\uff0c\u53c8\u662f\u76f8\u95dc\u6027\u53c8\u662f\u4ec0\u9ebc\u7684\uff08\u4e0a\u6b21\u6709\u67d0\u4e00\u500b\u5f71\u7247\u88e1\u6709\u8b1b\u5230\u6211\u5fc3\u88e1\u60f3\u8868\u9054\u7684\uff0c\u5728\u55ae\u4e00\u5546\u54c1\u6216\u53f0\u6307\u671f\u88e1\u9762\u7684\u591a\u7b56\u7565\u8b1b\u76f8\u95dc\u6027\u57fa\u672c\u4e0a\u6c92\u4ec0\u9ebc\u610f\u7fa9\uff0c\u8868\u9762\u4e0a\u662f\u5f88\u591a\u9846\u96de\u86cb\uff0c\u4f46\u5176\u5be6\u662f\u540c\u4e00\u96bb\u96de\u751f\u7684\uff0c\u6709\u53ef\u80fd\u96de\u751f\u75c5\u4e86\uff08\u6c92\u884c\u60c5\uff09\uff0c\u90a3\u4e00\u6a23\u662f\u4e00\u6574\u7c43\u58de\u86cb\uff09\uff0c\u4e0d\u5982\u7528\u4e00\u4e9b\u7c21\u55ae\u7684\u6771\u897f\uff08simple \u8ddf\u65e5\u5f8c\u7684\u7a69\u56fa\u6027\u5176\u5be6\u6709\u5f88\u5927\u7684\u95dc\u4fc2\uff09\uff0c\u4f8b\u5982\u9019\u5e7e\u7bc7\u7684\u7121\u8166\u5747\u7dda\u7b56\u7565\u914d\u4e0a\u4e00\u4e9b\u7ba1\u7406\u624b\u6bb5\u5982\u9019\u5e7e\u7bc7\u8b1b\u7684\u591a\u7a7a\u5206\u62c6\u3001\u907f\u958bDD\uff08\u865b\u64ec\uff09\u6bb5\u7684\u65b9\u6cd5\uff0c\u5957\u7528\u5728\u4e0d\u540c\u5546\u54c1\u4e0a\uff0c\u6211\u500b\u4eba\u662f\u8a8d\u70ba\u5c31\u7b97\u6211\u5011\u53ea\u6709\u9019\u4e00\u5343\u96f6\u4e00\u96bb\u7b56\u7565\u5957\u7528\u5728\u591a\u5546\u54c1\u4e0a\uff0c\u4e5f\u6703\u6bd4\u5728\u55ae\u4e00\u5546\u54c1\u4e0a\u641e\u591a\u7b56\u7565\u6703\u7a69\u56fa\u4e9b\uff08\u641e\u55ae\u5546\u54c1\u591a\u7b56\u7565\uff0c\u4e00\u500b\u7b56\u7565\u5c31\u662f\u4e00\u500b\u53c3\u6578\uff0c\u55ae\u4e00\u5546\u54c1\u88e1\u505a\u5341\u500b\u55ae\u53e3\u7b56\u7565\u8cbc\u8457\u6b77\u53f2\u76e4\u9762\u8d70\u5176\u5be6\u662f\uff11\uff10\u500b\u53c3\u6578\uff0c\u53c3\u6578\u8d8a\u591a\u5176\u5be6\u672a\u4f86\u7a69\u56fa\u6027\u5c31\u8d8a\u5dee\uff0c\u4e09\u4e0d\u4e94\u6642\u5c31\u8981\u505a\u8abf\u6574\u505a\u8ffd\u8e64\uff0c\u6709\u9ede\u7d2f\uff09\u3002<\/p>\n\n\n\n

#\u52d5\u614b\u8cc7\u91d1\u7ba1\u7406<\/p>\n\n\n\n

#\u91cf\u5316\u601d\u7dad\u6230\u7565\u4ea4\u6613\u5e73\u53f0<\/p>\n\n\n\n

<\/p>\n\n\n\n

\u7b56\u7565\u8207\u8cc7\u91d1\u7ba1\u7406\u6d41\u7a0b — \u9023\u8f09(\u4e00) \u8cc7\u91d1\u6a19\u6e96\u5316\u51fd\u6578<\/a><\/p>\n\n\n\n

\u7b56\u7565\u8207\u8cc7\u91d1\u7ba1\u7406\u6d41\u7a0b — \u9023\u8f09(\u4e8c) \u8a55\u50f9\u51fd\u6578<\/a><\/p>\n\n\n\n

\u7b56\u7565\u8207\u8cc7\u91d1\u7ba1\u7406\u6d41\u7a0b\uff08\u4e8c\uff09\u5be6\u52d9\u88dc\u5145<\/a><\/p>\n\n\n\n

<\/p>\n\n\n

粉絲專頁<\/a><\/sup><\/h2>\n\n\n

進化特區<\/a><\/h2>\n","protected":false},"excerpt":{"rendered":"

策略與&#3603…<\/p>\n","protected":false},"author":1,"featured_media":1694,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-1691","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-uncategorized","wpcat-1-id"],"_links":{"self":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/1691","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/comments?post=1691"}],"version-history":[{"count":35,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/1691\/revisions"}],"predecessor-version":[{"id":1733,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/1691\/revisions\/1733"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/media\/1694"}],"wp:attachment":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/media?parent=1691"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/categories?post=1691"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/tags?post=1691"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}