Effective Application of Improved Profit-Mining Algorithm for the Interday Trading Model

Table 2

The simulated trading of the rule {BF,𝑎(0)𝑐(−1),𝑏(0)}.

No	Trading order			TID	Hold position			NP	CLoss	DD	RU	Trading result
	tc	qty	price		mp	hqty	hprice					Profit	Risk	WinRate
0					None	0	0	0	0	0	0	0	0	0%
1	Buy	1	500	3	Long	1	500	−12	−12	−10	0	−12	12	0%
2	Sell	1	490	5	Short	1	490	−22	−34	0	−32	−34	34	0%
3	Buy	1	510	7	Long	1	510	58	0	−34	0	24	34	33%
4	Sell	1	570	9	Short	1	570			0	−40		40