上周在翻老帖子的时候,看到了2011年美国权威交易系统排名杂志【Futures Truth Magazine】(我也是抄的,不知道是不是权威)在2011年10月的排名发布,于是顺手去对这些入榜的系统进行搜索。对于刚入榜的前几名,只能找到 介绍网站,没有源码。但是对于历史上稳定性排名的,倒是找到了一个:Aberration Trading System。
网上公开传播的代码相当的简单。我也去它的官网看了,从他的描述来看,有一段费解的话:
I sought to find an answer to commodity futures trading in the new, more volatile environment and focused on risk throughout a signaled trade. The answer I found was relatively simple: if risk is outside normal bounds when the trade is signaled, the trade should be bypassed. Or, if risk gets outside of normal bounds during a trade, the trade should be exited. The original Aberration Trading System was augmented with rules to implement this logic, and the result is THE ABERRATION STRATEGY.