Zeziphi ezona zenzo zilungileyo zeendlela zokurhweba zokubuyela umva?

1. Ukuqonda Ukubaluleka Kokubuyela Umva

Kwihlabathi elikumgangatho ophezulu we forex, crypto, yaye CFD ukurhweba, umntu akanako ukujongela phantsi amandla esicwangciso sokurhweba esakhiwe kakuhle kwaye sivavanywa ngokucokisekileyo. Iyafana neplani yommangaliso oyilwe ngobuchule, impumelelo yawo exhomekeke kakhulu kumhlaba owenziweyo ngexesha lokuqaliswa kwawo. Kulapho ubuyela umva ingena kumdlalo, isebenza njengesixhobo esibalulekileyo traders ukuqinisekisa zabo izicwangciso zorhwebo phambi kokuntywila kumanzi ashwabeneyo kwiimarike zezimali.

Ukubuyisela umva, eyona ndlela, yindlela apho usebenzisa isicwangciso sakho sokurhweba kwidatha yembali ukuze ubone ukuba ngekwenze njani. Ngokwenza oku, unokufumana ulwazi malunga nenzuzo enokwenzeka, umngcipheko obandakanyekayo, kunye nokusebenza ngokubanzi kwesicwangciso sakho. Kufana nomatshini wexesha okuvumela ukuba uhambe umva ngexesha, indawo trades esekelwe kwisicwangciso sakho, kwaye emva koko ukhawuleze ukubona iziphumo.

• Inzuzo: Enye yezona zinto zibalulekileyo ezivezwa yi-backtesting yinzuzo enokubakho yesicwangciso sakho. Inika isishwankathelo esibanzi sendlela isicwangciso sakho ebesiya kusebenza ngayo phantsi kweemeko ezahlukeneyo zentengiso.
• risk U vavanyo: Ukubuyisela umva kwakhona kukuvumela ukuba uqonde iingozi ezinokuthi zibandakanyeke kwisicwangciso sakho. Ikunceda ukuba uchonge owona mngcipheko mkhulu, umlinganiselo womngcipheko/umvuzo, kunye nezinye iimetrikhi zomngcipheko obalulekileyo.
• Ukusebenza kweQhinga: Ngokubuyisela umva, unokujonga ukusebenza kwesicwangciso sakho. Ikunceda ukuba uqonde ukuba isicwangciso sakho sinokumelana na okungazinzi kweemalike kwaye unikeze imbuyekezo engatshintshiyo.

Nangona kunjalo, kubalulekile ukukhumbula ukuba ngelixa i-backtesting ibonelela ngeqonga elomeleleyo lovavanyo lwesicwangciso, alunakusilela. Iimalike zemali ziphenjelelwa zizinto ezininzi, kwaye ukusebenza kwexesha elidlulileyo akusoloko kubonisa iziphumo zexesha elizayo. Ke ngoko, kubalulekile ukusebenzisa i-backtesting njengenye yezixhobo ezininzi kwi-arsenal yakho yokurhweba, endaweni yebhola yekristale eqikelela iziphumo zekamva.

Ekugqibeleni, ukubaluleka kokubuyisela umva kukukwazi ukubonelela ngomnatha wokhuseleko, ovumela traders ukuvavanya amanzi ngaphambi kokungena entloko kwihlabathi elingalindelekanga lorhwebo. Sisixhobo esinamandla esithi, xa sisetyenziswe ngokuchanekileyo, sinokwandisa kakhulu amathuba akho okuphumelela kwihlabathi eliguquguqukayo forex, crypto kunye CFD zorhwebo.

1.1. Inkcazo yeBacktesting

Ukubuyela umva kuyafana nesilingisi senqwelomoya ye traders. Ibavumela ukuba bavavanye izicwangciso zabo ngaphandle kokufaka imali eyinkunzi yokwenene, kanye njengokuba abaqhubi beenqwelo-moya benokuphucula izakhono zabo ngaphandle kwengozi yenqwelomoya yokwenyani. Ngokudlala kwakhona ukusebenza kwemarike yangaphambili, traders inokufumana ulwazi kwiziphumo ezinokuthi zibe kho kwixesha elizayo.

Ubuhle be-backtesting busekukwazini kwayo ukunika ubutyebi bolwazi. Inokutyhila ukutsalwa phantsi okunokwenzeka, imiba yenzuzo, kunye nomlinganiselo womngcipheko womvuzo wesicwangciso esithile. Isenokude incede traders chonga elona xesha lilungileyo lokungena kunye nokuphuma trades.

Nangona kunjalo, kubalulekile ukuba uqaphele ukuba i-backtesting ayiyobhola yekristale. Isekelwe kwidatha yembali, kwaye njengoko ilizwi lihamba, ukusebenza kwangaphambili akubonisi iziphumo ezizayo.

Xa uqalisa uhambo lokubuyela umva, kubalulekile ukugcina amanqaku ambalwa abalulekileyo engqondweni:

• Umgangatho weDatha: Ukuchaneka kweziphumo zakho ze-backtesting kuhambelana ngokuthe ngqo nomgangatho wedatha yakho. Qinisekisa ukuba usebenzisa idatha ethembekileyo, ekumgangatho ophezulu kwiziphumo ezichanekileyo.
• Iintelekelelo eziyinyani: Kulula ukuwela kumgibe wokuphucula kakhulu isicwangciso sakho esekwe kwidatha yembali. Khumbula ukwenza uqikelelo oluyinyani malunga nokutyibilika, iindleko zentengiselwano, kunye nezinye izinto ezinokuchaphazela iziphumo zakho kurhwebo lwexesha lokwenyani.
• Ukomelela: Isicwangciso esisebenza kakuhle kwenye imeko yemarike sisenokungasebenzi kakuhle kwenye. Vavanya isicwangciso sakho kuzo zonke iimeko zeemarike ezahlukeneyo ukuqinisekisa ukomelela kwayo.

Ngokuqonda inkcazo kunye nokubaluleka kokubuyisela umva, traders banokuhamba ngcono kumanzi aziphithizelayo kwiimarike zezemali kwaye bandise amathuba abo okuphumelela.

1.2. Indima yeBacktesting kuRhwebo

I-Backtesting ligorha elingachazwanga lezicwangciso eziphumelelayo zokurhweba. Linyathelo elibalulekileyo elahlula umntu ofundayo traders kwiingcali ezinamava kwihlabathi le forex, crypto, okanye CFD ukurhweba. Ngokulinganisa isicwangciso esinedatha yembali, i-backtesting ibonelela ngokukroba kwimpumelelo okanye ukusilela cwangciso so shishino.

Kutheni kubalulekile ukubuyisela umva? Ibonelela ngetshekhi yokwenyani yezicwangciso zakho zokurhweba. Kulula ukubanjwa kulonwabo lokudala isicwangciso esitsha, kodwa ngaphandle kokubuyisela umva, uthengisa iimfama. Ukubuyela umva kukunika ithuba lokuhlengahlengisa isicwangciso sakho, uchonge imigibe enokubakho, kwaye uhlengahlengise indlela yakho ngaphambi kokuba ubeke umngcipheko wemali yokwenyani.

Ukubuyisela umva kwakhona kwenza ukuzithemba. Ngokubona isicwangciso sakho siphumelela kwindawo efanisiweyo, uya kwakha ukuzithemba okufunekayo ukunamathela kwisicwangciso sakho xa imakethi iba nzima. Le ntengiso ngokwasengqondwenivantage ayinakubaxa.

Nangona kunjalo, ukuphumelela ukubuyisela umva akukona nje ukuqhuba ukulinganisa. Imalunga nokuqonda kunye nokutolika iziphumo. Oku kubandakanya ukuntywila nzulu kwidatha, ukukhangela iipateni, ukuvavanya umngcipheko kunye nomvuzo ulungelelwaniso, kunye nokuqonda iimeko zemarike ngexesha le-backtesting.

• Uqwalaselo lwepateni: Ukuphumelela ukubuyisela umva kukuvumela ukuba uchonge iipateni eziphindaphindiweyo ezinokubonisa amathuba okurhweba okunenzuzo.
• Umngcipheko kunye noVavanyo lweMvuzo: Akukhona nje malunga nokuchonga inzuzo trades imalunga nokuqonda ingozi enxulumene nezo trades. Ukubuyela umva kukunceda ukuba ulawule umngcipheko wakho ngokubonelela ngomfanekiso ocacileyo welahleko enokubakho kunye neenzuzo.
• Uhlalutyo lwemeko yeMarike: Imarike ayimi ndawonye; iyatshintsha rhoqo. Ukuqonda iimeko zemarike ngexesha lakho lokubuyisela umva kunokukunika ulwazi malunga nendlela isicwangciso sakho esinokuthi sisebenze ngayo phantsi kweemeko ezahlukeneyo.

Khumbula, ukubuyisela umva ayisosiqinisekiso sempumelelo yexesha elizayo, kodwa sisixhobo esinamandla esinokuwandisa kakhulu amathuba akho orhwebo olunenzuzo. Ngokusebenzisa amandla okubuyisela umva, unokuthatha urhwebo lwakho ukuya kwinqanaba elilandelayo.

1.3. Iingenelo zokuBacktesting

Ukuntywila kwiinzuzo zokubuyela umva, kuyafana nokuba nebhola yekristale enokuthi iqikelele ikamva lesicwangciso sakho sokurhweba. Intengiso yokuqala nebonakalayovantage Ingaba i ukukwazi ukuvavanya ukusebenza kwesicwangciso sakho ngaphandle kokufaka imali eyinkunzi yokwenene. Ukubuyela umva kuyakuvumela traders ukulinganisa isicwangciso sabo sokurhweba kwidatha yemalike yembali, ngokubonelela ukuqonda okubanzi malunga nendlela ebeya kwenza ngayo phantsi kweemeko ezifanayo zemarike.

Backtesting ibonelela ithuba lokwandisa isicwangciso sakho. Ngokuvavanya iiparamitha ezahlukeneyo, traders banokulungisa iqhinga labo ukuze bafezekise imbuyekezo ephezulu enokwenzeka. Ngokomzekelo, unokufumanisa ukuba isicwangciso sakho sisebenza ngcono kwisibini semali okanye ngexesha elithile losuku.

• Ukuphucula ulawulo lomngcipheko yenye inzuzo ebalulekileyo yokubuyela umva. Ngokuqonda ukutsalwa kwembali yesicwangciso sakho, unokuzilungiselela ngcono ilahleko enokwenzeka kwaye uhlengahlengise iiparamitha zakho zomngcipheko ngokufanelekileyo. Oku kunokuba luncedo ekugcineni inkunzi yakho yokurhweba ngexesha leemeko zemarike ezimbi.
• Ukubuyisela umva kwakhona khulisa ukuzithemba kwakho kwisicwangciso sakho sokurhweba. Ukubona isicwangciso sakho siphumelela kwindawo efanisiweyo kunokunika ukomelela ngokwasengqondweni okufunekayo ukuze ubambelele kwisicwangciso sakho, nangamaxesha okungaqiniseki kwemarike.

Ekugqibeleni, ukubuyisela umva kunceda chonga iziphene ezinokubakho kwiqhinga lakho. Akukho sicwangciso sigqibeleleyo, kwaye ukubuyisela umva kunokuveza ubuthathaka obunokuthi bungabonakali kwindawo yokurhweba ephilayo. Ngokuchonga ezi mpazamo kwangethuba, traders banokwenza uhlengahlengiso oluyimfuneko ukuphucula ukomelela kwesicwangciso sabo. Le nkqubo yokubuyisela umva, ukuchonga ubuthathaka, kunye nokucokisa isicwangciso kunokuphucula kakhulu ukusebenza kwakho kwezorhwebo ekuhambeni kwexesha.

2. IiNdlela eziGqwesileyo zoBuchule bokuRhweba ngeBacktesting

Xa untywila kwihlabathi le forex, crypto, okanye CFD ukurhweba, isixhobo esinye esibalulekileyo kwi-arsenal yakho kufuneka ibe luqheliselo lweendlela zokurhweba zokubuyela umva. Le nkqubo inikezela ngolwazi oluxabisekileyo ekusebenzeni okunokubakho kwesicwangciso sakho sokurhweba, ikuvumela ukuba usulungekise kwaye uphucule ngaphambi kokubeka umngcipheko kuyo nayiphi na inkunzi yokwenyani.

Kubalulekile ukuba qinisekisa umgangatho wedatha yakho. Ukuchaneka kweziphumo zakho ze-backtest kuxhomekeke ngokuthe ngqo kumgangatho wedatha yembali esetyenzisiweyo. Yiba njalo forex, cryptocurrency, okanye CFDs, soloko ufumana idatha yakho kubaboneleli abathembekileyo kwaye uqinisekise ukuba igubungela ixesha elaneleyo lesicwangciso sakho sokurhweba.

Okulandelayo, akhawunti ngeendleko zentengiselwano. Oku kunokubandakanya ukusasazeka, iikhomishini, ukutyibilika, kunye neendleko zezimali. Ukungahoyi ezi ndleko kunokukhokelela kwi-backtest enethemba elingaphezulu, elinokuthi lilahlekise xa lisetyenziswa kurhwebo lwehlabathi lokwenyani.

Olunye uqheliselo olungcono ku kuphephe ukugqithisa. Ukugqithisa kwenzeka xa isicwangciso sakho sisondelelene kakhulu nedatha yangaphambili, ukunciphisa ukusebenza kwayo kwidatha entsha. Ukuze ugweme oku, kufuneka usebenzise uvavanyo olungaphandle kwesampulu, oko kukuthi, ukuvavanya isicwangciso sakho kwidatha engabonakaliyo.

• Uvavanyo olungaphandle kwesampulu: Oku kubandakanya ukwahlula idatha yakho kwiiseti ezimbini: enye yokudala isicwangciso sakho (kwisampulu) kunye nenye yokuvavanya (ngaphandle kwesampulu). Idatha ye-sample isetyenziselwa ukwandisa isicwangciso, ngelixa idatha ephuma ngaphandle kwesampuli isetyenziselwa ukuvavanya ukusebenza kwayo.
• Uvavanyo lokuya phambili: Olu luhlobo oluphambili lovavanyo olungaphandle kwesampulu. Kubandakanya ukuqhubeka nokwenza ngcono isicwangciso sakho ngokuqhubekayo, ukulinganisa indlela onokuthi usebenzise ngayo isicwangciso kubomi bokwenyani.

Gqi beleni, soloko uqinisekisa iziphumo zakho. Emva kokwenza uvavanyo lokubuyela umva, sukuthatha iziphumo ngokwexabiso lobuso. Endaweni yoko, ziqinisekise ngokuqhuba ii-backtests ezininzi ngeeparamitha ezahlukeneyo okanye iiseti zedatha. Oku kuya kunceda ukuchonga ukuba impumelelo yesicwangciso sakho kungenxa yesakhono okanye ithamsanqa nje.

Khumbula, ukubuyisela umva ayisosiqinisekiso sokusebenza kwexesha elizayo. Nangona kunjalo, ukulandela ezi ndlela zilungileyo kunokukunceda uphuhlise amaqhinga orhwebo asebenzayo kwaye wonyuse amathuba akho okuphumelela kwihlabathi eliguqukayo forex, crypto, kunye CFD zorhwebo.

2.1. Ukusebenzisa iDatha esemgangathweni

Kwindawo yezicwangciso zokurhweba ukubuyisela umva, ukubaluleka kokusebenzisa idatha esemgangathweni akunakugqithiswa. Isebenza njengomqolo wesicwangciso sakho sonke, ichaphazela iziphumo ze-backtest yakho kwaye, ekugqibeleni, impumelelo yekamva lakho. trades.

Idatha esemgangathweni inokwethenjelwa, ichanekile kwaye ibanzi. Ifanele ukugubungela ixesha elininzi lokubonelela ngedatha eyomeleleyo yokubuyela umva. Oku kuvumela uhlolo oluchaneke ngakumbi nolwenyani lwentsebenzo yesicwangciso kwimijikelo eyahlukeneyo yemarike.

Thatha umzekelo, ukuba ukummandla we forex okanye ukurhweba nge-crypto, idatha yakho kufuneka ibandakanye iinkcukacha ezinjengokuvulwa, ukuvala, amaxabiso aphezulu, kunye namaxabiso aphantsi, kunye nomthamo wokurhweba. Oku kuqinisekisa ukuba usebenza ngomfanekiso opheleleyo womsebenzi wemarike, kunombono ocandekileyo onokujija iziphumo zakho.

Ngelixa ukhangela idatha esemgangathweni, qwalasela oku kulandelayo:

1. Qinisekisa ukuba idatha i acocekileyo: Oku kuthetha ukuba kufuneka kungabi nazimposiso, kushiyiwe, okanye ukungangqinelani okunokuphazamisa iziphumo zakho zokungasemva.
2. Qinisekisa ukuba idatha i epheleleyo: Idatha engaphelelanga ingakhokelela kwiziphumo ezingachanekanga kunye nezicwangciso eziphosakeleyo. Qinisekisa ukuba zonke iindawo eziyimfuneko zizaliswe kwaye idatha igubungela ixesha elifunekayo.
3. Qinisekisa ukuba idatha i ezifanelekileyo: Idatha kufuneka ihambelane nesicwangciso sakho sokurhweba esithile. Umzekelo, ukuba isicwangciso sakho sisekwe kutshintsho lweyure, idatha yemihla ngemihla ayinakwanela.

Khumbula, idatha ngaphakathi, inkunkuma ngaphandle. Umgangatho wedatha yakho uchaphazela ngokuthe ngqo ukuthembeka kweziphumo zakho ze-backtest. Ke ngoko, ixesha lokutyala kunye nomgudu ekufumaneni nasekuqinisekiseni idatha esemgangathweni linyathelo elibalulekileyo kwinkqubo yokubuyisela umva.

2.2. Ukumisela iiParameters ezingokoqobo

Ukuhamba kulwandle oluxokozelayo lwe forex, crypto, kunye CFD urhwebo alufuni nje iliso elibukhali kwiindlela zemarike, kodwa kunye nesicwangciso esiqinileyo. Isiseko saso nasiphi na isicwangciso sorhwebo esiyimpumelelo ukusetwa kweparameter eyinyani. Eli linyathelo elibalulekileyo lokubuyisela umva izicwangciso zakho zokurhweba kunye nelinye traders zihlala zingahoywa, ezikhokelela kwiziphumo ezigwenxa kunye nolindelo olugwenxa.

Iiparamitha ezingokoqobo yimida apho isicwangciso sakho sokurhweba sisebenza. Zizikhokelo eziyalela ukuba ungene okanye uphume nini na trade, inqanaba lomngcipheko ozimisele ukuwuthatha, kunye nokuba yimalini eyinkunzi olungele ukuyityala. Ukuseta ezi parameters ziphezulu kakhulu okanye ziphantsi kakhulu kunokukhokelela kwiziphumo eziyingozi, ngelixa ukuseta ngokufanelekileyo kunokuvula indlela eya kwingeniso engaguqukiyo.

2.3. Ukubandakanya Iindleko zeNtengiselwano

Kwindawo yokurhweba, umtyholi uhlala kwiinkcukacha. Enye yezo nkcukacha ezinokuchaphazela kakhulu ukusebenza kwesicwangciso sakho sokurhweba yile iindleko zentengiselwano. Ngelixa ubuyisela umva isicwangciso sakho sokurhweba, kubalulekile ukubandakanya iindleko zentengiselwano ukufumana uvavanyo oluyinyani lwenzuzo yesicwangciso.

Iindleko zentengiselwano zibandakanya broker iikhomishini, iindleko zokusasaza, kunye nokutyibilika. Broker iikhomishini ziintlawulo ezibizwa nguwe broker ukwenza trades. Ukusasaza iindleko bhekisa kumahluko phakathi kwebhidi kunye nokubuza amaxabiso, kwaye ukuhluma kwenzeka xa elona xabiso lokwenziwa lahluka kwixabiso elilindelekileyo ngenxa yokuguquguquka kweemarike.

• Ukungahoyi iindleko zentengiselwano kunokukhokelela kwisiphumo esinethemba elingaphezulu le-backtest, esinokuseta ukuba uphoxeke xa uphumeza isicwangciso kurhwebo lwexesha lokwenyani.
• Kukwabalulekile ukukhumbula ukuba iindleko zentengiselwano zinokwahluka ngokuhamba kwexesha naphakathi kokwahluka brokers. Ke ngoko, ukusebenzisa i-avareji yoqikelelo isenokungasoloko iyeyona ndlela ilungileyo.
• Cinga ukusebenzisa uluhlu lweendleko zentengiselwano kwi-backtesting yakho ukuze uphendule ezi yantlukwano kunye novavanyo loxinzelelo lwesicwangciso sakho phantsi kweemeko ezahlukeneyo.

Ukubalwa kweendleko zentengiselwano kwi-backtesting yakho ayinikezeli kuphela umboniso ochaneke ngakumbi wengeniso enokubakho kodwa ikwatyhila ukuba isicwangciso sakho sinobuthathaka kangakanani kwiinguqu kwezi ndleko. Isicwangciso esihlala sinenzuzo kuluhlu lweendleko zentengiselwano kusenokwenzeka ukuba somelele kwaye sithembeke kwihlabathi lenene.

2.4. Uvavanyo kuyo yonke iMeko yeMarike eyahlukeneyo

Kwilizwe lorhwebo, kubalulekile ukuqinisekisa ukuba isicwangciso sakho sinokuhlangabezana nazo zonke iintlobo zeemeko zentengiso. Kulapho uvavanyo kuzo zonke iimeko zemarike ezahlukeneyo uyadlala. Olu qheliselo lubandakanya ukuqhuba isicwangciso sakho ngokusebenzisa iiseti zedatha ezahlukeneyo zembali ezimele iimeko ezahlukeneyo zemarike. Akwanelanga ukuvavanya isicwangciso sakho kwimarike yenkomo wedwa; idinga ukubonisa ubungqina bayo kwi-bearish, ecaleni, kunye neemarike eziguquguqukayo kakhulu.

1. Imarike yeBullish: Le yimeko yemarike apho amaxabiso enyuka okanye kulindeleke ukuba anyuke. Igama elithi "imarike yenkomo" lidla ngokusetyenziswa ukubhekisa kwimarike yemasheya kodwa linokusetyenziswa kuyo nantoni na traded, ezifana neebhondi, izindlu nomhlaba, iimali, kunye nempahla yorhwebo.
2. Imarike yeBearish: Imarike yeebhere ichasene nemarike yenkunzi. Yimeko yemarike apho amaxabiso ehla okanye kulindeleke ukuba ehle.
3. Ecaleni/Imarike ebotshelelwe kuluhlu: Le yimarike enganyukiyo okanye enciphayo kwixabiso kodwa igcina inqanaba elizinzile. Ezi meko zinokuhlala iiveki ezininzi okanye nangaphezulu.
4. Imarike eguquguqukayo: Imakethi eguquguqukayo isoloko iguquguquka kakhulu kumaxabiso. Olu tshintsho lunokuba ngumphumo weziganeko zoqoqosho, iindaba zemarike, okanye ezinye izinto.

Ngokuvavanya isicwangciso sakho kuzo zonke iimeko zemarike ezahlukeneyo, uya kufumana ukuqonda okubanzi kwamandla kunye nobuthathaka. Ngenxa yoko, uya kulungela ngcono ukwenza uhlengahlengiso oluyimfuneko kunye nokuphucula ukusebenza kwayo kukonke. Khumbula, isicwangciso esisebenza kakuhle kwimeko yemalike enye asinakukwenza oko kwenye. Ngoko, uvavanyo olwahlukeneyo linyathelo elibalulekileyo ekusulungekiseni isicwangciso sakho sokurhweba. Kufana novavanyo lwe-litmus olwahlula i ngqolowa kumququ, kukunceda ukuba uchonge amacebo anokumelana ngokwenene novavanyo lwexesha.

3. IiNdlela zokuSebenza eziNgqongileyo zoBacktesting

Ukuntywila nzulu kwindawo yokubuyela umva, kubalulekile ukuqonda iindlela eziphambili ezinokuphucula kakhulu ukusebenza kwesicwangciso sakho sokurhweba. Obunye ubuchule obunjalo bu**Hamba-Phambili uPhuculo (WFO)**. Le nkqubo ibandakanya ukulungelelanisa isicwangciso kwidatha yexesha elidlulileyo, emva koko 'uyihambe' phambili kwidatha engabonakaliyo ukuqinisekisa iziphumo. Yinkqubo ephindaphindwayo enceda ukunqanda umngxunya wokulinganisa igophe kunye nokuqinisekisa ukuba isicwangciso sakho somelele ngokwaneleyo ukuba singamelana neemeko ezahlukeneyo zentengiso.

Obunye ubuchule obuphambili yi **Monte Carlo simulation**. Le ndlela ikuvumela ukuba usebenzise ukulinganisa okuninzi kwisicwangciso sakho sokurhweba, ixesha ngalinye uguqula ukulandelelana kwe trades. Iziphumo zibonelela ngokusasazwa kweziphumo, ukunika ulwazi malunga nomngcipheko onokwenzeka kunye nokubuyiswa kwesicwangciso sakho. Sisixhobo esinamandla esinceda ukuqonda ukungaqiniseki kunye nokungenamkhethe okukhoyo kurhwebo.

• Uvavanyo olungaphandle kweSample ngomnye umba obalulekileyo we-backtesting ephucukileyo. Ibandakanya ukugcina inxalenye yedatha yakho ngeenjongo zokuvavanya kuphela. Le datha ayisetyenziswanga ngexesha lenkqubo yokuphucula, iqinisekisa uvandlakanyo olungakhethi cala lokusebenza kwesicwangciso sakho.
• Uvavanyo lweeMarike ezininzi bubuchule obuvavanya isicwangciso sakho kwiimarike ezahlukeneyo. Oku kunokutyhila ukuba isicwangciso sakho singqale kwimarike okanye sinakho ukwenza inzuzo kwiimarike ezahlukeneyo.

Ubuchule bokubuyela umva obukwinqanaba eliphezulu ayisiyombumbulu yomlingo. Zizixhobo zokuncedisa ekuphuhliseni isicwangciso sorhwebo esomeleleyo. Into ephambili kukuzisebenzisa ngobulumko kwaye ngokubambisana nokuqonda okuqinileyo kokutshintsha kweemarike kunye neengqondo zokurhweba.

3.1. Hamba-Phambili Uhlalutyo

Kwihlabathi eliguquguqukayo le forex, crypto, kunye CFD ukurhweba, ukukwazi ukubuyisela ngokuchanekileyo izicwangciso zokurhweba ngumdlalo wokutshintsha. Indlela eyomeleleyo nesoloko ingahoywa kule nkqubo yi-Walk-Forward Analysis (WFA). IWFA luhlobo lovavanyo olungaphandle kwesampulu olujonge ukulinganisa indlela iqhinga eliya kwenza ngayo ukuba traded ngexesha lokwenyani. Yindlela ejonge phambili eyenzelwe ukuqinisekisa ukusebenza kwesicwangciso sakho sorhwebo kwiimeko ezahlukeneyo zeemarike.

Inkqubo ibandakanya amanyathelo amabini: Ukulungiswa kwaye ukuqinisekiswa. Ngethuba lesigaba sokuphucula, isicwangciso sokurhweba sihlengahlengiswa ukufezekisa ukusebenza kakuhle ngokusekelwe kwidatha yembali. Isigaba sokuqinisekisa, kwelinye icala, sivavanya isicwangciso esiphuculweyo kwiseti eyahlukileyo yedatha ukuvavanya ukusebenza kwayo.

Enye yeentengiso eziphambilivantageI-WFA kukukwazi kwayo ukunciphisa umngcipheko wokufakwa kwegophe. Ukufakwa kweCurve ngumgibe oqhelekileyo wokubuyela umva apho isicwangciso siphuculwe ngokugqithisileyo kwidatha yangaphambili, sisenza ukuba sisebenze ngaphantsi kurhwebo lokwenyani. Ngokusebenzisa idatha engabonakaliyo yokuqinisekisa, i-WFA iqinisekisa ukuba isicwangciso asikho nje ukulungelelaniswa kwedatha yangaphambili kodwa ihambelana neemeko zemarike zexesha elizayo.

• Inyathelo 1: Ukulungiselelwa -Lungisa kakuhle isicwangciso sakho sokurhweba usebenzisa idatha yembali.
• Inyathelo 2: Ukuqinisekiswa - Qinisekisa isicwangciso esiphuculweyo usebenzisa isethi eyahlukileyo yedatha.

I-WFA ifana nelokhwe yokuziqhelanisa nesicwangciso sakho sokurhweba, ibonelela ngovavanyo oluyinyani lwendlela enokwenziwa ngayo xa umkhusane uphakama kwimarike ephilayo. Yinkqubo ephindaphindwayo enokunceda traders bacokisa amaqhinga abo, bebenza bomelele ngakumbi kwaye baqhelane neemeko zemarike ezihlala zitshintsha.

3.2. Monte Carlo Ukulinganisa

Kwindawo yeendlela zokurhweba ezibuyela umva, enye indlela enamandla kunye neyomeleleyo ebonakala ngathi yiMonte Carlo simulation. Obu buchule, buthiywe ngegama ledolophu yekhasino edumileyo, bufana nokubeka ukubheja kwivili le-roulette kwiimarike zemali. Ivumela traders ukuqhuba izilingo ezininzi okanye 'ukulinganisa' kwesicwangciso sabo sokurhweba, ixesha ngalinye beguqula ukulandelelana trade iziphumo zokuvelisa uluhlu olubanzi lweziphumo ezinokubakho.

IMonte Carlo yokulinganisa yimodeli enokwenzeka esebenzisa ukungakhethi buso ukusombulula iingxaki ezinokuthi zibe deterministic ngokomgaqo. Isebenza ngokuchaza imodeli yeziphumo ezinokwenzeka zesiganeko esithile (njenge trade), emva koko kuqhutywe ukulinganisa kweso siganeko amaxesha amaninzi. Iziphumo zolu kulinganisa zisetyenziselwa ukwenza uqikelelo malunga nesiphumo sokwenyani.

Kwimeko ye- forex, crypto okanye CFD urhwebo, Monte Carlo simulation kunokuba luncedo ingakumbi. Ivumela traders ukuvavanya amaqhinga abo ngokuchasene noluhlu olubanzi lweemeko zemarike ezinokwenzeka, kunokuba nje iseti yedatha enye yembali. Oku kunokubonelela ngovavanyo olusengqiqweni ngakumbi nolubanzi lwemingcipheko enokubakho yesicwangciso kunye nembuyekezo.

Umzekelo, a trader usenokusebenzisa Monte Carlo ukulinganisa ukuvavanya a forex isicwangciso sokurhweba ngokuchasene neendibaniselwano ezahlukeneyo zeemeko zentengiso, ezinje ngamanqanaba ahlukeneyo okuguquguquka, utywala, kunye nezalathi zoqoqosho. Ngokuqhuba amawaka okanye izigidi zale milinganiso, i trader unokufumana ukuqonda okunzulu malunga nendlela isicwangciso sabo esinokuthi sisebenze phantsi kweemeko ezahlukeneyo zemarike.

3.3. Multi-System Backtesting

Xa kuziwa ekusulungekiseni izicwangciso zokurhweba, akukho nto idlula amandla Multi-System Backtesting. Le ndlela yokusebenza iyakuvumela traders ukuvavanya iinkqubo ezininzi zokurhweba ngaxeshanye, ukunika ukuqonda okubanzi kokusebenza kwazo phantsi kweemeko zemarike ezahlukeneyo.

Ubuhle be-multi-system backtesting buxhomekeke ekukwazini ukubonelela a umbono opheleleyo yezicwangciso zakho zokurhweba. Ngokuvavanya iinkqubo ezininzi ngaxeshanye, unokuchonga ukuba zeziphi izicwangciso ezisebenza kakuhle phantsi kweemeko ezithile zemarike. Oku kunokukunceda ukuba wakhe ipotifoliyo yorhwebo eyomeleleyo enokumelana neemeko ezahlukeneyo zemarike, ngaloo ndlela inokuphucula ukusebenza kwakho kokurhweba.

Kukho amanyathelo aphambili ambalwa okuphumeza ngempumelelo ukubuyisela umva kwenkqubo ezininzi:

1. Ukukhethwa kweeNkqubo zoRhwebo: Khetha iinkqubo ezahlukeneyo zokurhweba ukwenzela ukubuyisela umva. Oku kunokubandakanya izicwangciso ezisekelwe kwizalathi ezahlukeneyo, amaxesha, okanye iindidi zee-asethi.
2. Ukuqokelelwa kwedatha: Qokelela idatha yembali yeeklasi ze-asethi orhweba kuzo. Qinisekisa ukuba idatha ikumgangatho ophezulu kwaye ibandakanya iimeko ezahlukeneyo zemarike.
3. Ukuqhuba iBacktest: Sebenzisa iqonga elithembekileyo le-backtesting ukuqhuba iimvavanyo. Qinisekisa ukuba iqonga linokusingatha iisistim ezininzi kwaye libonelele ngeemetrikhi zokusebenza ezineenkcukacha.
4. Uhlalutyo lweziphumo: Vavanya ukusebenza kwenkqubo nganye. Jonga iipateni kwiziphumo ezibonisa ukuba zeziphi iimeko zemarike inkqubo nganye isebenza kakuhle.

Khumbula, injongo ye-multi-system backtesting ayikokufumana inkqubo 'egqibeleleyo' kodwa kukuqonda ukuba zisebenza njani iinkqubo ezahlukeneyo phantsi kweemeko ezahlukeneyo. Olu lwazi lunokukunceda yahlula izicwangciso zakho zokurhweba kwaye kunokwenzeka ukwandisa amathuba akho okuphumelela kwihlabathi elingalindelekanga le forex, crypto, okanye CFD zorhwebo.

4. Iimpazamo eziqhelekileyo zokuPhepha kwi-Backtesting

Izwe forex, crypto, kunye CFD ukurhweba yinto entsonkothileyo, egcwele imigibe enokubakho kwabo bangalumkanga. Omnye umgibe onjalo kukusetyenziswa kakubi kwe-backtesting ekuphuhlisweni kwezicwangciso zokurhweba. Ukubuyisela umva, inkqubo yokuvavanya isicwangciso sokurhweba kwiinkcukacha zembali, sisixhobo esibalulekileyo kwi-a trader's arsenal. Nangona kunjalo, xa isetyenziswe ngendlela engafanelekanga, inokukhokelela kwiziphumo ezingachanekanga kunye nezicwangciso eziphosakeleyo.

Okokuqala, ukugqithisa yimpazamo eqhelekileyo leyo traders yenza xa ubuyisela umva. Oku kwenzeka xa isicwangciso sisondelelene kakhulu nedatha yangaphambili, okwenza ukuba ingasebenzi kakuhle kwintengiso yexesha langempela. Isitshixo sokuphepha oku kukuqinisekisa ukuba isicwangciso sakho sinamandla kwaye siguquguqukayo, siyakwazi ukuziqhelanisa noluhlu lweemeko zemarike.

• Ukungahoyi impembelelo yemarike: Traders badla ngokulibala ukuchaphazela impembelelo yabo trades kwimarike. Enkulu trades inokuhambisa imakethi, ichaphazele amaxabiso kunye neziphumo ezinokuthi zenze i-backtest. Ngalo lonke ixesha ucinge ngefuthe lemarike elinokubakho leyakho trades xa ubuyisela umva.
• Iindleko zentengiselwano ezijongelwe phantsi: Iindleko zentengiselwano zinokutya kakhulu kwingeniso yakho. Ngalo lonke ixesha uziqwalasele kwi-backtesting yakho ukuze ufumane umfanekiso ochanekileyo wenzuzo enokubakho.
• Ayibaleli umngcipheko: Umngcipheko ngumba osisiseko worhwebo. Isicwangciso sinokubonakala sinenzuzo ekubuyiseleni umva, kodwa ukuba sikubeka emngciphekweni omkhulu, kunokukhokelela kwilahleko enkulu. Ngalo lonke ixesha ucinge ngomngcipheko ukuya kumvuzo wesicwangciso sakho.

Enye impazamo eqhelekileyo ijika elifanelekileyo. Oku kuxa isicwangciso siphuculwe kakhulu ukuze silingane idatha yembali, okwenza ukuba kungenzeki ukuba kusebenze kakuhle kurhwebo oluphilayo. Kuphephe oku ngokusebenzisa uvavanyo olungaphandle kwesampulu, olubandakanya ukuvavanya isicwangciso sakho kwidatha engakhange iphuculwe kuyo.

I-data snooping bias ngumba onokwenzeka. Oku kwenzeka xa a trader ngokuphindaphindiweyo backtess izicwangciso ezahlukeneyo kwisethi yedatha efanayo, ukwandisa amathuba okufumana iqhinga elibonakala inzuzo ngenxa ithuba kunokuba ukusebenza lokwenene. Ukunqanda oku, sebenzisa idatha entsha kwi-backtest nganye, kwaye ulumkele iziphumo ezibonakala zilunge kakhulu ukuba zibe yinyaniso.

4.1. IOngameleyo Outliers

Kwindawo yeendlela zokurhweba ezibuyela umva, i-pitfall enye traders ehlala ukhubeka kuyo kukungakhathaleli impembelelo yabangaphandle. La ngamanqaku edatha atenxa ngokuphawulekayo kolunye uqwalaselo kwaye anokugqwesa kakhulu iziphumo ze-backtesting yakho. Ubukho babo kwiimarike zezemali buyinto eqhelekileyo, edla ngokubangelwa ziziganeko ezingalindelekanga okanye iindaba zemarike.

Isizathu esiphambili sokuba kutheni abathengisi bangaphandle bahlala bengahoywa kungenxa yentelekelelo eqhelekileyo yokuba iintshukumo zexabiso lemarike zilandela ukuhanjiswa okuqhelekileyo. Nangona kunjalo, enyanisweni, iimarike zezimali ziyaziwa ngabo 'imisila etyebileyo', ebonisa ukuba nokwenzeka okuphezulu kotshintsho lwexabiso eligqithisileyo. Ukungahoyi aba bangaphandle kunokukhokelela kwisiphumo esinethemba eligqithileyo, ukujongela phantsi ukomelela kwesicwangciso sakho sokurhweba.

Ukuhlangabezana nalo mbandela, kubalulekile ukubandakanya iindlela ezibonisa abangaphandle kwinkqubo yakho yokubuyisela umva. Umzekelo, unga:

• Sebenzisa imilinganiselo yeenkcukacha-manani eyomeleleyo: Uluhlu lweMedi kunye ne-interquartile aluvakali kangako kwizinto zangaphandle xa kuthelekiswa nentsingiselo kunye nokutenxa okusemgangathweni.
• Sebenzisa iindlela zokujonga ngaphandle: Ubuchwephesha obufana ne-Z-score okanye indlela ye-IQR inokunceda ukuchonga nokuphatha izinto ezingaphandle.
• Qwalasela iindlela ezingezizo iparametric: Ezi ndlela azenzi iingqikelelo malunga nokuhanjiswa kwedatha, zenze ukuba zikwazi ukumelana nabangaphandle.

Ngokuvuma kunye nokujongana ngokufanelekileyo nabangaphandle, ulinyathelo elinye elisondeleyo ekuphuhliseni isicwangciso sokurhweba esime siqinile ebusweni bokuguquguquka kweemarike.

4.2. Ukutyeshela i-Slippage

Kwindawo yorhwebo, ukuhluma ligama elihlala lingaqatshelwa, kodwa impembelelo yalo kwiziphumo zorhwebo inokubaluleka. I-Slippage ibhekisa kumahluko phakathi kwexabiso elilindelekileyo le-a trade kunye nexabiso apho i trade iyenziwa ngokwenene. Lo mahluko unokuvela ngenxa yokuguquguquka kweemarike okanye imiba yokungabikho kwemali kwaye yinto ebalulekileyo ekufuneka iqwalaselwe xa ubuyisela umva izicwangciso zorhwebo.

Xa backtesting, kulula ukucinga ukuba trades iya kuphunyezwa ngokwawona manqaku achanekileyo isicwangciso sakho siyalela. Nangona kunjalo, le ngcinga inokukhokelela kwimbono egqwethekileyo yokusebenza kwesicwangciso. Inyani yokurhweba kukuba ukuguquguquka kweemarike kunokubangela ukuba ixabiso lakho lokwenene lokuphumeza libe phezulu okanye libe ngaphantsi kunexabiso elicetywayo. Lo mahluko unokubonakala ungabalulekanga kumntu omnye trade, kodwa xa zidityanisiwe ngaphaya kwamakhulu okanye amawaka trades, inokuchaphazela kakhulu inzuzo yakho iyonke.

Ukuphendula ngokutyibilika kwi-backtesting yakho, bandakanya intelekelelo yokutyibilika kwimodeli yakho. Oku kunokuba yipesenti emiselweyo okanye izinga eliguquguqukayo elisekelwe kwidatha ye-slippage yembali. Ngokwenza njalo, wongeza umaleko owongezelelekileyo wokwenyani kwinkqubo yakho yokubuyisela umva, ukuvumela umboniso ochanekileyo wendlela isicwangciso sakho esisebenza ngayo kwiimeko zorhwebo eziphilayo.

Qonda ukuba ukutyibilika yinxalenye yorhwebo kwaye kunokuchaphazela kakhulu ukusebenza kwesicwangciso sakho. Faka intelekelelo ye-slippage kwimodeli yakho yokubuyisela umva ukuze uphendule lo mahluko ungenakuthintelwa.

Ngokunika ingqwalaselo efanelekileyo ekutyibilikeni, unokuqinisekisa ukuba inkqubo yakho yokubuyisela umva ibanzi, ichanekile, kwaye ikulungele ukujongana nehlabathi eliguqukayo lorhwebo.

4.3. Ukungahoyi Imiba Yengqondo

Enye yezona ndawo zingahoywayo kwiindlela zokurhweba ezixhasayo yi into yomntu. Ngoxa i-algorithms kunye uhlalutyo yobugcisa inokubonelela ngembono yenjongo yeentsingiselo zemarike kunye nesakhono trades, bayasilela ukunika ingxelo ngemiba yezengqondo enokuthi ibe nempembelelo enkulu a tradeinkqubo yokwenza izigqibo.

Qwalasela ifuthe loloyiko kunye nokubawa kwizigqibo zakho zokurhweba. Uloyiko lunokubangela ukuba uphume kwisikhundla ngaphambi kwexesha, uphoswe yingeniso enokwenzeka, ngelixa ukubawa kunokukhokelela ekubeni ubambelele kwindawo ophulukene nayo ixesha elide, ngethemba lokuguqulwa okungasoze kufike. Zombini iimvakalelo zingakhokelela kwizigqibo zokurhweba ezimbi ezinokuchaphazela kakubi umgca wakho ophantsi.

• Ukoyika: Le mvakalelo inokubangela traders ukuthengisa izikhundla zabo kwangethuba, oko kubangele ukuphoswa kwamathuba engeniso enkulu. Izicwangciso zokubuyisela umva kufuneka ziphendule oku ngokubandakanya isicwangciso sokulawula umngcipheko esibeka ngokucacileyo stop-ilahleko kunye namanqanaba okuthatha inzuzo.
• U kuhaha: Kwelinye icala, ukubawa kunokukhokelela traders ukubambelela kwizikhundla ezilahlekileyo ngethemba lokuba imarike iya kujika. Ukubuyisela umva kufuneka kubandakanye isicwangciso sokuphuma a trade xa ilahleko ethile ifikelelwe ukuthintela ilahleko eyongezelelweyo.

Ngaphezu koko, ukuzithemba ngakumbi yenye into engokwengqondo enokukhokelela ekuziphatheni okuyingozi zorhwebo. Ukuzithemba ngokugqithiseleyo kunokukhokelela traders ukungazihoyi iimpawu ezilumkisayo kwaye bathathe izikhundla ezinkulu kunokuba banokuziphatha. Oku kunokubangela ilahleko ebalulekileyo ukuba imarike ihambela ngokuchasene nabo. Ukunciphisa oku, ukubuyisela umva kufuneka kubandakanye isicwangciso sobungakanani bendawo ehambelana ne trader ukunyamezela ingozi kunye nobungakanani akhawunti.

Isishwankathelo, ngelixa ukubuyisela umva kunokubonelela ngeembono ezixabisekileyo kwiindlela zemarike ezinokubakho kunye trades, kubalulekile ukubandakanya izinto zengqondo kwisicwangciso sakho sokuqinisekisa ukuba sihambelana nesimbo sakho sokurhweba kunye nokunyamezela umngcipheko. Oku akuyi kukunceda kuphela ukwenza izigqibo zokurhweba ezinolwazi ngakumbi kodwa nokuphucula ukusebenza kwakho kokurhweba.