検索結果表 Scan Database Table には、ＢＡ機能 Box Analyzer Function (BA) で算出された様々なＢＡ利益率が提供されています。
全期間利益率を最適化期間利益率で除した数値。２前後以上を可とする。
上図では、全期間利益率はＡ～Ｆまでの売買結果によりますが、最適化期間はＡ～Ｄまでとなります。
BA
% Yield Types
The
Scan
Database Table
has
various yield values generated by the Box Analyzer Function (BA). Each of them help provide
insight on the effectiveness of the BA buy and sell tags for any particular
stock. Which one you prefer to work with is entirely up to you.
BAYld(S) This is the
simple
yield
over
the entire graph.
Note that a Simulated Broker Fee can be implemented, at your
discretion.
BAYld(O) Similar to the BAYld(S), this is also a "simple"
yield calculation. However, it reports the yield for the range of boxes
processed by the File Scanner's BA Optimizer, the extent of
which is governed by the BA Mask
setting.
For instance, if a stock file has 600 entries and your BA Mask is
set to 25%, then BAYld(S) will report the yield for BA buy:sells
occuring over the entire 600 days, but BAYld(O) will report the yield
within the first 450 days (600 minus 25%).
BAYld(A) This is the annualized translation of the BAYld(S) value.
"BAYldS"
versus "BAYldO"
It
is desirable to have BAYld(S) > BAYld(O), because that shows that the
Box Analyzer settings are proving themselves profitable beyond the BA-optimized
range.
In
the above example, the optimized yield produced tags A, B, C, and D. Being
accurately placed, the resulting yield is favorable, say, 40%. The gray
boxes reflect data outside of what the BA Yield Optimizer processed. Here, we find tags
E and F which also produce a favorable yield. So the overall yield (A,B,C,D,E,F)
-- identified as "BAYld(S)" -- will be higher than the optimized
yield (A,B,C,D) -- identified as "BAYld(O)". This means the BA
Optimizer created an effective model for predicting price moves.
The Filter
Panel
has
a "BAYld(S)>BAYld(O)" checkbox that allows you to scan for
this valuable characteristic. The ratio BAYld(S) divided by BAYld(O) is
output to the Scan Database Table in the "" column.
Values greater than 1 are desirable, because that shows that BAYld(S) is
greater than BAYld(O).
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