{"id":612738,"date":"2024-01-19T14:00:37","date_gmt":"2024-01-19T13:00:37","guid":{"rendered":"https:\/\/ftmo.com\/?p=612738"},"modified":"2024-03-19T10:20:34","modified_gmt":"2024-03-19T09:20:34","slug":"nhung-sai-lam-toi-te-nhat-cua-backtesting-la-gi","status":"publish","type":"post","link":"https:\/\/ftmo.com\/vi\/nhung-sai-lam-toi-te-nhat-cua-backtesting-la-gi\/","title":{"rendered":"Nh\u1eefng sai l\u1ea7m t\u1ed3i t\u1ec7 nh\u1ea5t c\u1ee7a backtesting l\u00e0 g\u00ec?"},"content":{"rendered":"
Backtesting l\u00e0 m\u1ed9t ph\u1ea7n kh\u00f4ng th\u1ec3 thi\u1ebfu trong qu\u00e1 tr\u00ecnh t\u1ea1o chi\u1ebfn l\u01b0\u1ee3c giao d\u1ecbch hi\u1ec7u qu\u1ea3 cho m\u1ecdi nh\u00e0 giao d\u1ecbch. M\u1eb7c d\u00f9 n\u00f3 c\u00f3 v\u1ebb gi\u1ed1ng nh\u01b0 m\u1ed9t c\u00f4ng c\u1ee5 \u0111\u01a1n gi\u1ea3n m\u00e0 b\u1ea5t c\u1ee9 ai c\u0169ng c\u00f3 th\u1ec3 s\u1eed d\u1ee5ng th\u00e0nh th\u1ea1o, nh\u01b0ng nhi\u1ec1u nh\u00e0 giao d\u1ecbch \u0111\u00e3 m\u1eafc sai l\u1ea7m khi ki\u1ec3m tra l\u1ea1i d\u1eabn \u0111\u1ebfn k\u1ebft qu\u1ea3 sai l\u1ec7ch v\u00e0 thua l\u1ed7 sau \u0111\u00f3 trong giao d\u1ecbch th\u1ef1c.<\/em><\/p>\n Ch\u00fang t\u00f4i \u0111\u00e3 nhi\u1ec1u l\u1ea7n vi\u1ebft v\u1ec1 backtesting<\/a>, c\u00e1c c\u00e1ch s\u1eed d\u1ee5ng n\u00f3 v\u00e0 c\u00e1ch b\u1ea1n c\u00f3 th\u1ec3 d\u00f9ng n\u00f3 \u0111\u1ec3 c\u1ea3i thi\u1ec7n \u0111\u1ea7u v\u00e0o v\u00e0 \u0111\u1ea7u ra c\u1ee7a chi\u1ebfn l\u01b0\u1ee3c hi\u1ec7n t\u1ea1i c\u1ee7a m\u00ecnh. Nh\u01b0ng h\u00f4m nay ch\u00fang ta s\u1ebd xem x\u00e9t nh\u1eefng \u0111i\u1ec1u b\u1ea1n n\u00ean tr\u00e1nh khi th\u1ef1c hi\u1ec7n backtesting \u0111\u1ec3 chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a b\u1ea1n kh\u00f4ng tr\u1edf th\u00e0nh “l\u1ed7 \u0111en” cho t\u00e0i kho\u1ea3n FTMO \u0111\u01b0\u1ee3c c\u1ea5p v\u1ed1n c\u1ee7a b\u1ea1n<\/a>.<\/p>\n Tr\u01b0\u1edbc khi b\u1eaft \u0111\u1ea7u backtesting, b\u1ea1n n\u00ean n\u1eafm r\u00f5 m\u1ed9t s\u1ed1 quy t\u1eafc c\u01a1 b\u1ea3n. Backtesting ph\u1ea3i \u0111\u01b0\u1ee3c th\u1ef1c hi\u1ec7n tr\u00ean m\u1eabu d\u1eef li\u1ec7u c\u00e0ng l\u1edbn c\u00e0ng t\u1ed1t, b\u1ea1n n\u00ean c\u00f3 m\u1ed9t k\u1ebf ho\u1ea1ch giao d\u1ecbch \u0111\u01b0\u1ee3c x\u00e1c \u0111\u1ecbnh cho m\u1ed9t backtesting th\u1eadt s\u1ef1 v\u00e0 b\u1ea1n c\u0169ng n\u00ean c\u00f3 c\u00e1c quy t\u1eafc qu\u1ea3n l\u00fd r\u1ee7i ro r\u00f5 r\u00e0ng trong chi\u1ebfn l\u01b0\u1ee3c m\u00e0 b\u1ea1n s\u1ebd tu\u00e2n theo.<\/p>\n Ho\u1ea1t \u0111\u1ed9ng gi\u1ed1ng nh\u01b0 m\u1ed9t nh\u1eadt k\u00fd giao d\u1ecbch, b\u1ea1n n\u00ean l\u01b0u gi\u1eef c\u00e1c th\u00f4ng tin chi ti\u1ebft v\u1ec1 c\u00e1c k\u1ebft qu\u1ea3 c\u1ee7a backtesting v\u00e0 sau \u0111\u00f3 b\u1ea1n c\u0169ng n\u00ean th\u1ef1c hi\u1ec7n ph\u00e2n t\u00edch th\u00edch h\u1ee3p \u0111\u1ec3 x\u00e1c \u0111\u1ecbnh ho\u1eb7c c\u1ea3i thi\u1ec7n c\u00e1c th\u00f4ng s\u1ed1 c\u01a1 b\u1ea3n c\u1ee7a chi\u1ebfn l\u01b0\u1ee3c v\u00ed d\u1ee5 nh\u01b0 RRR, MAE, MFE<\/a>, t\u1ef7 l\u1ec7 th\u00e0nh c\u00f4ng, chu\u1ed7i l\u00e3i v\u00e0 l\u1ed7, m\u1ee9c s\u1ee5t gi\u1ea3m v\u1ed1n t\u1ed1i \u0111a, v.v.<\/p>\n Khi \u0111\u00e3 bi\u1ebft ph\u1ea3i l\u00e0m g\u00ec v\u00e0 b\u1eaft \u0111\u1ea7u th\u1ef1c hi\u1ec7n backtesting, b\u1ea1n n\u00ean tr\u00e1nh m\u1ed9t s\u1ed1 l\u1ed7i c\u01a1 b\u1ea3n m\u00e0 c\u1ea3 nh\u1eefng ng\u01b0\u1eddi m\u1edbi giao d\u1ecbch v\u00e0 nh\u1eefng nh\u00e0 giao d\u1ecbch chuy\u00ean nghi\u1ec7p \u0111\u1ec1u m\u1eafc ph\u1ea3i khi s\u1eed d\u1ee5ng c\u00e1c c\u00f4ng c\u1ee5 ph\u1ee9c t\u1ea1p cho backtesting.<\/p>\n M\u1ed9t trong nh\u1eefng sai l\u1ea7m c\u01a1 b\u1ea3n c\u1ee7a backtesting l\u00e0 s\u1eed d\u1ee5ng d\u1eef li\u1ec7u m\u00e0 b\u1ea1n c\u00f3 th\u1ec3 ch\u01b0a c\u00f3 trong giao d\u1ecbch th\u00f4ng th\u01b0\u1eddng. \u0110i\u1ec1u n\u00e0y c\u0169ng gi\u1ed1ng nh\u01b0 vi\u1ec7c s\u1eed d\u1ee5ng gi\u00e1 ng\u00e0y mai tr\u00ean th\u1ecb tr\u01b0\u1eddng th\u1ef1c ng\u00e0y h\u00f4m nay \u0111\u1ec3 \u0111\u01b0a ra quy\u1ebft \u0111\u1ecbnh v\u00e0o l\u1ec7nh c\u1ee7a b\u1ea1n. \u0110i\u1ec1u n\u00e0y sau \u0111\u00f3 c\u00f3 th\u1ec3 d\u1eabn \u0111\u1ebfn c\u00e1c k\u1ebft qu\u1ea3 sai l\u1ec7ch v\u00e0 c\u00e1c k\u1ebft lu\u1eadn kh\u00f4ng ch\u00ednh x\u00e1c.<\/p>\n L\u1ed7i n\u00e0y c\u00f3 th\u1ec3 x\u1ea3y ra khi b\u1ea1n v\u00f4 t\u00ecnh \u0111\u01b0a m\u1ed9t c\u00f4ng c\u1ee5 \u0111\u1ea7u t\u01b0 \u0111ang ho\u1ea1t \u0111\u1ed9ng r\u1ea5t t\u1ed1t v\u00e0o chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a m\u00ecnh (v\u00ed d\u1ee5: ch\u1ec9 s\u1ed1 ch\u1ee9ng kho\u00e1n tr\u01b0\u1edbc khi tr\u1ea1ng th\u00e1i th\u1ecb tr\u01b0\u1eddng t\u0103ng gi\u00e1 b\u1eaft \u0111\u1ea7u ho\u1eb7c m\u1ed9t c\u1eb7p ti\u1ec1n t\u1ec7 c\u00f3 xu h\u01b0\u1edbng d\u00e0i v\u00e0 m\u1ea1nh trong th\u1eddi gian qua). m\u1ed9t kho\u1ea3ng th\u1eddi gian). Tuy nhi\u00ean, tr\u00ean th\u1ef1c t\u1ebf, ngay t\u1eeb \u0111\u1ea7u b\u1ea1n \u0111\u00e3 kh\u00f4ng bi\u1ebft r\u1eb1ng n\u00f3 s\u1ebd ho\u1ea1t \u0111\u1ed9ng t\u1ed1t nh\u01b0 v\u1eady trong t\u01b0\u01a1ng lai v\u00e0 chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a b\u1ea1n c\u00f3 th\u1ec3 kh\u00f4ng hi\u1ec7u qu\u1ea3 tr\u00ean th\u1ecb tr\u01b0\u1eddng th\u1ef1c. V\u00ec v\u1eady, b\u1ea1n c\u1ea7n t\u00ednh \u0111\u1ebfn kh\u1ea3 n\u0103ng n\u00e0y khi x\u00e2y d\u1ef1ng chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a m\u00ecnh<\/a> v\u00e0 b\u1ea1n c\u00f3 th\u1ec3 tr\u00e1nh n\u00f3 b\u1eb1ng c\u00e1ch k\u00e9o d\u00e0i th\u1eddi gian th\u1eed nghi\u1ec7m chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a m\u00ecnh.<\/p>\n \u0110\u00e2y l\u00e0 m\u1ed9t sai l\u1ea7m b\u1ea1n c\u00f3 th\u1ec3 m\u1eafc ph\u1ea3i khi c\u1ed1 g\u1eafng t\u1ed1i \u01b0u h\u00f3a v\u00e0 tinh ch\u1ec9nh chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a m\u00ecnh d\u1ef1a tr\u00ean d\u1eef li\u1ec7u trong qu\u00e1 kh\u1ee9 cho \u0111\u1ebfn khi n\u00f3 ho\u1ea1t \u0111\u1ed9ng nh\u01b0 b\u1ea1n mong mu\u1ed1n tr\u00ean m\u1ed9t m\u1eabu d\u1eef li\u1ec7u nh\u1ea5t \u0111\u1ecbnh. Khi th\u1ef1c hi\u1ec7n backtesting cho chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a m\u00ecnh, b\u1ea1n c\u00f3 th\u1ec3 ph\u1ea1m l\u1ed7i n\u00e0y c\u00f9ng v\u1edbi l\u1ed7i tr\u01b0\u1edbc \u0111\u00f3. Tho\u1ea1t nh\u00ecn, \u0111\u00e2y l\u00e0 m\u1ed9t b\u01b0\u1edbc h\u1ee3p l\u00fd \u0111\u1ec3 c\u1ea3i thi\u1ec7n chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a b\u1ea1n, nh\u01b0ng tr\u00ean th\u1ef1c t\u1ebf, n\u00f3 ch\u1ec9 l\u00e0 \u0111i\u1ec1u ch\u1ec9nh chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a b\u1ea1n cho ph\u00f9 h\u1ee3p v\u1edbi m\u1ed9t m\u1eabu d\u1eef li\u1ec7u cho tr\u01b0\u1edbc.<\/p>\n Gi\u1ea3i ph\u00e1p c\u00f3 th\u1ec3 l\u00e0 \u0111\u01a1n gi\u1ea3n h\u00f3a chi\u1ebfn l\u01b0\u1ee3c v\u00e0 sau \u0111\u00f3 th\u1eed nghi\u1ec7m n\u00f3 trong m\u1ed9t “thi\u1ebft l\u1eadp c\u01a1 b\u1ea3n – basic setup” tr\u00ean m\u1ed9t s\u1ed1 l\u01b0\u1ee3ng c\u00f4ng c\u1ee5 l\u1edbn h\u01a1n. N\u1ebfu b\u1ea1n kh\u00f4ng mu\u1ed1n th\u1eed nghi\u1ec7m chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a m\u00ecnh tr\u00ean c\u00e1c c\u00f4ng c\u1ee5 kh\u00e1c nhau, gi\u1ea3i ph\u00e1p t\u1ed1t nh\u1ea5t l\u00e0 th\u00eam m\u1ed9t kho\u1ea3ng th\u1eddi gian \u0111\u1ec3 b\u1ea1n th\u1eed nghi\u1ec7m chi\u1ebfn l\u01b0\u1ee3c. V\u00ed d\u1ee5: n\u1ebfu chi\u1ebfn l\u01b0\u1ee3c \u0111\u00e3 ho\u1ea1t \u0111\u1ed9ng trong hai n\u0103m qua v\u00e0 s\u1ebd ti\u1ebfp t\u1ee5c ho\u1ea1t \u0111\u1ed9ng sau khi k\u00e9o d\u00e0i kho\u1ea3ng th\u1eddi gian l\u00ean 5 n\u0103m tr\u1edf l\u00ean, b\u1ea1n s\u1ebd c\u00f3 m\u1ed9t c\u01a1 h\u1ed9i th\u00e0nh c\u00f4ng l\u1edbn h\u01a1n trong c\u00e1c \u0111i\u1ec1u ki\u1ec7n th\u1ef1c t\u1ebf.<\/p>\nT\u00ednh nh\u1ea5t qu\u00e1n s\u1ebd mang l\u1ea1i k\u1ebft qu\u1ea3<\/h2>\n
<\/a><\/p>\n
S\u1eed d\u1ee5ng d\u1eef li\u1ec7u trong t\u01b0\u01a1ng lai<\/h2>\n
Thi\u00ean h\u01b0\u1edbng t\u1ed1i \u01b0u h\u00f3a<\/h2>\n