3.5 Example of the inspection process

The following is an example of a strategy check for a virtual company: Lido Machinery.

• Sample: Lido Machinery (virtual)
• Trading strategy: buy when MACD>0, sell when MACD<0
• Sample data time period: 2017 (limited to the length of the article, the sample only collects one year of transaction data, in actual applications, the trader will take a longer period of time)

During this period, Lido Machinery's stock price fluctuations and MACD changes are shown below.

Its sample data (too much data, only partial data is shown here) as shown below:

After the data is collected, the trader uses the MACD data near the closing time as the basis for buying and selling. After the data is sorted out, the time points for buying and selling are judged by the self-programming rules, as shown in the following figure:

In the "Operation" column, the calculation and judgment function of the spreadsheet software automatically obtains the time period during which the trading strategy needs to be operated.

On this basis, through the simulation operation, the comprehensive changes of funds at various stages are obtained, and the investment results of the strategy in 2017 on the sample of Lido Machinery are obtained. As shown below (too much data, only partial data is shown here):

As can be seen in the above figure, the trader can track the change of the simulated assets by adding a field similar to “Funds” to understand the actual application effect of the strategy.

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