Research Article
Effective Application of Improved Profit-Mining Algorithm for the Interday Trading Model
Table 7
Mining results of using various minWinRates.
| maxRisk | minWinRate | Max. ROI | Avg. ROI | Min. ROI | No. of profit rules | No. of profit rules/no. of total rules |
| 999999 | 60% | 16.01 | 2.85 | 0.67 | 4027 | 0.0124% | 999999 | 70% | 16.01 | 3.01 | 0.76 | 1639 | 0.0050% | 999999 | 80% | 16.01 | 3.59 | 0.78 | 807 | 0.0025% | 999999 | 90% | 9.88 | 3.04 | 0.82 | 166 | 0.0005% | 999999 | 100% | 9.88 | 3.2 | 1.06 | 154 | 0.0005% |
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