Buy and Hold购买和持有

The next couple of weeks, I'm going to try to put the spotlight on backtesting similar to what I did with money management a couple of weeks ago.  I'm going to bounce around the subject in no particular order but hopefully we'll all get something out of it.在接下来的几个星期，我要尝试把焦点backtesting类似我就是这样做的资金管理与几个星期前。我要跳出围绕这一主题在任何特定的顺序，但希望我们会所有得到的东西了。

No matter what anyone says, I feel that backtesting is a very important part of trading.  I'd be very hesitant to jump into the market with a system that was never backtested and even though profitable backtested results don't guarantee future profitable results, backtesting will also help you become more familiarized with your system.不管任何人说，我觉得backtesting是一个非常重要的一部分交易。我会非常犹豫跳进市场，一个制度，从来没有backtested即使有利可图backtested结果并不保证未来盈利的结果， backtesting也将帮助您更加熟悉您的系统。

Most trading software contains backtesting functionality built in and I've checked most of them out including eSignal, Metastock, Metatrader, Intellichart, and Amibroker.大多数交易软件包含backtesting功能，内置，我已经选中其中大部分了包括eSignal ， Metastock ， Metatrader ， Intellichart ，并Amibroker 。   Getting into detail is for another time but I just wanted you to see that you have a lot of options.  Most of these require some programming knowledge which is a limitation that some of you may have but you always have the option to manually backtest.  Unfortunately, manually going back in your charts is a very arduous and monotonous task.  In addition, sometimes you become very biased towards your system where you see only what you want to see.进入细节是另一个时间，但我只是想看看你，你有很多的选择。大多数这些需要一些编程知识这是一个限制，有些则可能但你总是可以选择手动backtest 。不幸的是手动回去在您的图表是一个非常艰巨性和单调的工作。此外，有时候你会变得非常偏向你的系统，您只看到你想要看到的。

In its most simplistic form, backtesting is the process of going back in time and finding each and every trade signal that your system would have generated.  Using your profit target, stop loss, and additional money management rules, you will compile a list of both your profitable and unprofitable trades.  These can be further broken down into profitable long trades, profitable short trades, unprofitable long trades, and unprofitable short trades.在其最简单的形式，是backtesting的过程中回去的时间和发现的每一个交易信号，你的系统将产生。使用您的利润目标，停止亏损，并额外资金管理规则，您将编制一份名单都您的盈利和亏损行业。这些可以进一步细分为有利可图的长期交易，短期有利可图的行业，长期无利可图的行业，短期无利可图的行业。

This brings me to a backtesting component that maybe some of you have or have not heard of which is the buy and hold strategy.  A buy and hold strategy assumes that you buy at the beginning date of your backtesting and hold the position until the last date of your backtesting.  The buy and hold profit is calculated by using the price on the first day and the price on the last day.  This will tell you how much you would have made or lost if you made one trade, opening it on the first day and closing it on the last.  What does this have to do with your trading systems backtesting results?  Ideally, your trading system backtesting should produce higher profits than the buy and hold strategy would have.  If this is not the case, trading your system would not have been worth the time or effort.  This is just one minor way to gauge how good your trading system was in the past and it's worth calculating because it's very simple to do.这使我想到一个backtesting组成部分，也许你们当中的某些人有或没有听到的是购买和持有策略。购买和持有策略假设您购买之日起开始您的backtesting举行的立场，直到最后日期您的backtesting 。的购买和持有的利润计算方法是利用价格的第一天和价格的最后一天。这会告诉你，多少你这样做或丢失了，如果你是贸易，开放的第一一天和闭幕式上最后一次。这是什么都与你的交易系统backtesting的结果吗？最理想的是，您的交易系统backtesting应该产生更高的利润比购买和持有策略会。如果不是这种情况下，交易你的系统本来是值得的时间或努力。这只是一个次要的方式来衡量有多好您的交易系统是在过去，它的价值计算，因为它很简单的事。

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