Research Article
Effective Application of Improved Profit-Mining Algorithm for the Interday Trading Model
Table 8
Mining results of using various maxRisks.
| | maxRisk | minWinRate | Max. ROI | Avg. ROI | Min. ROI | No. of Profit Rules | No. of profit rules/no. of total rules |
| | 3000 | 0% | 16.01 | 3.02 | 1.22 | 6700 | 0.0206% | | 2500 | 0% | 16.01 | 3.45 | 1.43 | 4904 | 0.0151% | | 2000 | 0% | 16.01 | 3.91 | 1.79 | 3289 | 0.0101% | | 1500 | 0% | 16.01 | 4.47 | 2.52 | 1949 | 0.0060% | | 1000 | 0% | 16.01 | 5.12 | 3.32 | 670 | 0.0021% |
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