{"id":30991,"date":"2023-12-07T10:13:41","date_gmt":"2023-12-07T10:13:41","guid":{"rendered":"https:\/\/masterskills.org\/blog\/backtesting-la-gi-noi-dung-va-y-nghia.html"},"modified":"2023-12-23T07:24:23","modified_gmt":"2023-12-23T00:24:23","slug":"backtesting-la-gi-noi-dung-va-y-nghia","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/backtesting-la-gi-noi-dung-va-y-nghia.html","title":{"rendered":"Backtesting l\u00e0 g\u00ec? N\u1ed9i dung v\u00e0 \u00fd ngh\u0129a"},"content":{"rendered":"
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H\u00ecnh minh h\u1ecda. Ngu\u1ed3n: Market Traders Institute<\/p>\n<\/div>\n<\/div>\n

Backtesting<\/font><\/h2>\n

\u0110\u1ecbnh ngh\u0129a<\/b><\/p>\n

Backtesting<\/b> l\u00e0 m\u1ed9t qu\u00e1 tr\u00ecnh ki\u1ec3m nghi\u1ec7m l\u1ea1i c\u00e1c qui t\u1eafc giao d\u1ecbch c\u1ee7a nh\u00e0 \u0111\u1ea7u t\u01b0 d\u1ef1a tr\u00ean d\u1eef li\u1ec7u qu\u00e1 kh\u1ee9, t\u1ea1o ra c\u00e1c m\u00f4 ph\u1ecfng giao d\u1ecbch trong qu\u00e1 kh\u1ee9.<\/p>\n

B\u1eb1ng c\u00e1ch n\u00e0y, nh\u00e0 \u0111\u1ea7u t\u01b0 c\u00f3 th\u1ec3 \u0111\u00e1nh gi\u00e1 v\u00e0 ki\u1ec3m tra xem li\u1ec7u chi\u1ebfn l\u01b0\u1ee3c \u0111\u1ea7u t\u01b0 c\u1ee7a m\u00ecnh c\u00f3 th\u1eadt s\u1ef1 hi\u1ec7u qu\u1ea3 hay kh\u00f4ng, d\u1ef1a v\u00e0o c\u00e1c k\u1ebft qu\u1ea3 th\u1ed1ng k\u00ea.<\/p>\n

N\u1ed9i dung<\/font><\/h3>\n

– L\u00ed thuy\u1ebft ti\u1ec1n \u0111\u1ec1 cho ph\u01b0\u01a1ng ph\u00e1p\u00a0Backtesting<\/b> ch\u00ednh l\u00e0:<\/p>\n

B\u1ea5t k\u00ec<\/span> chi\u1ebfn l\u01b0\u1ee3c n\u00e0o ho\u1ea1t \u0111\u1ed9ng t\u1ed1t trong qu\u00e1 kh\u1ee9 th\u00ec s\u1ebd c\u00f3 kh\u1ea3 n\u0103ng ho\u1ea1t \u0111\u1ed9ng t\u1ed1t trong t\u01b0\u01a1ng lai. B\u1ea5t k\u00ec<\/span> chi\u1ebfn l\u01b0\u1ee3c n\u00e0o ho\u1ea1t \u0111\u1ed9ng k\u00e9m trong qu\u00e1 kh\u1ee9 th\u00ec kh\u1ea3 n\u0103ng cao l\u00e0 s\u1ebd th\u1ef1c hi\u1ec7n k\u00e9m trong t\u01b0\u01a1ng lai.<\/p>\n

– Backtesting<\/i> c\u00f3 th\u1ec3 cung c\u1ea5p c\u00e1c th\u1ed1ng k\u00ea c\u00f3 gi\u00e1 tr\u1ecb \u0111\u1ed1i v\u1edbi h\u1ec7 th\u1ed1ng giao d\u1ecbch. M\u1ed9t s\u1ed1 th\u1ed1ng k\u00ea backtesting ph\u1ed5 bi\u1ebfn bao g\u1ed3m:<\/p>\n

+ L\u00e3i l\u1ed7 r\u00f2ng: Ph\u1ea7n tr\u0103m l\u1ee3i nhu\u1eadn t\u0103ng r\u00f2ng hay gi\u1ea3m r\u00f2ng<\/p>\n

+ \u0110o l\u01b0\u1eddng bi\u1ebfn \u0111\u1ed9ng: T\u1ec9<\/span> l\u1ec7 ph\u1ea7n tr\u0103m m\u1ee9c t\u0103ng t\u00e0i kho\u1ea3n t\u1ed1i \u0111a v\u00e0 gi\u1ea3m t\u1ed1i \u0111a<\/p>\n

+ M\u1ee9c trung b\u00ecnh: T\u1ec9<\/span> l\u1ec7 ph\u1ea7n tr\u0103m l\u1eddi l\u1ed7 trung b\u00ecnh<\/p>\n

+ \u0110\u00f2n b\u1ea9y: T\u1ec9<\/span> l\u1ec7 v\u1ed1n \u0111\u1ea7u t\u01b0\u00a0<\/p>\n

+\u00a0T\u1ec9<\/span> l\u1ec7:\u00a0T\u1ec9<\/span> l\u1ec7 thua l\u1ed7<\/p>\n

+ L\u1ee3i nhu\u1eadn h\u00e0ng n\u0103m: T\u1ec9<\/span> l\u1ec7 ho\u00e0n v\u1ed1n trong m\u1ed9t n\u0103m<\/p>\n

+ L\u1ee3i nhu\u1eadn \u0111\u01b0\u1ee3c \u0111i\u1ec1u ch\u1ec9nh theo r\u1ee7i ro: T\u1ec9<\/span> l\u1ec7 ph\u1ea7n tr\u0103m l\u1ee3i nhu\u1eadn \u0111\u1eb7t trong\u00a0b\u1ed1i c\u1ea3nh r\u1ee7i ro<\/p>\n

\u00dd ngh\u0129a c\u1ee7a qu\u00e1 tr\u00ecnh backtest<\/font><\/h3>\n

– Backtesting<\/b> cho ph\u00e9p m\u1ed9t nh\u00e0 giao d\u1ecbch m\u00f4 ph\u1ecfng chi\u1ebfn l\u01b0\u1ee3c giao d\u1ecbch b\u1eb1ng c\u00e1ch s\u1eed d\u1ee5ng\u00a0d\u1eef li\u1ec7u l\u1ecbch s\u1eed\u00a0\u0111\u1ec3 t\u1ea1o k\u1ebft qu\u1ea3, \u0111\u1ed3ng th\u1eddi ph\u00e2n t\u00edch r\u1ee7i ro v\u00e0 l\u1ee3i nhu\u1eadn tr\u01b0\u1edbc khi m\u1ea1o hi\u1ec3m b\u1ecf v\u1ed1n \u0111\u1ea7u t\u01b0.<\/p>\n

– “Backtest” \u0111\u01b0\u1ee3c ti\u1ebfn h\u00e0nh t\u1ed1t mang l\u1ea1i k\u1ebft qu\u1ea3 t\u00edch c\u1ef1c \u0111\u1ea3m b\u1ea3o cho c\u00e1c “trader” r\u1eb1ng chi\u1ebfn l\u01b0\u1ee3c n\u00e0y v\u1ec1 c\u01a1 b\u1ea3n l\u00e0 c\u00f3 c\u01a1 h\u1ed9i v\u00e0 c\u00f3 kh\u1ea3 n\u0103ng mang l\u1ea1i l\u1ee3i nhu\u1eadn khi \u0111\u01b0\u1ee3c th\u1ef1c hi\u1ec7n trong th\u1ef1c t\u1ebf. Ng\u01b0\u1ee3c l\u1ea1i, backtest mang l\u1ea1i k\u1ebft qu\u1ea3 d\u01b0\u1edbi m\u1ee9c t\u1ed1i \u01b0u s\u1ebd khi\u1ebfn c\u00e1c nh\u00e0 giao d\u1ecbch thay \u0111\u1ed5i ho\u1eb7c t\u1eeb ch\u1ed1i th\u1ef1c hi\u1ec7n chi\u1ebfn l\u01b0\u1ee3c.<\/p>\n

– C\u00e1c chi\u1ebfn l\u01b0\u1ee3c giao d\u1ecbch \u0111\u1eb7c bi\u1ec7t ph\u1ee9c t\u1ea1p, ch\u1eb3ng h\u1ea1n nh\u01b0 c\u00e1c chi\u1ebfn l\u01b0\u1ee3c \u0111\u01b0\u1ee3c th\u1ef1c hi\u1ec7n b\u1edfi c\u00e1c h\u1ec7 th\u1ed1ng giao d\u1ecbch t\u1ef1 \u0111\u1ed9ng, ph\u1ee5 thu\u1ed9c r\u1ea5t nhi\u1ec1u v\u00e0o vi\u1ec7c “backtesting” l\u1ea1i \u0111\u1ec3 ch\u1ee9ng minh gi\u00e1 tr\u1ecb c\u1ee7a ch\u00fang.<\/p>\n

K\u1ebft lu\u1eadn<\/b><\/p>\n

– Backtesting<\/b> l\u00e0 m\u1ed9t trong nh\u1eefng kh\u00eda c\u1ea1nh quan tr\u1ecdng nh\u1ea5t khi ph\u00e1t tri\u1ec3n h\u1ec7 th\u1ed1ng giao d\u1ecbch.\u00a0<\/p>\n

– N\u1ebfu \u0111\u01b0\u1ee3c th\u1ef1c hi\u1ec7n v\u00e0 gi\u1ea3i th\u00edch h\u1ee3p l\u00ed, backtesting<\/i> c\u00f3 th\u1ec3 gi\u00fap c\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0 t\u1ed1i \u01b0u h\u00f3a v\u00e0 c\u1ea3i thi\u1ec7n chi\u1ebfn l\u01b0\u1ee3c giao d\u1ecbch c\u1ee7a m\u00ecnh c\u0169ng nh\u01b0 c\u00f3 th\u1ec3 t\u1ea1o \u0111\u01b0\u1ee3c th\u00eam ni\u1ec1m tin tr\u01b0\u1edbc khi b\u01b0\u1edbc v\u00e0o th\u1ebf gi\u1edbi giao d\u1ecbch th\u1eadt.<\/p>\n

(T\u00e0i li\u1ec7u tham kh\u1ea3o: Theo Vnrebates, Backtesting l\u00e0 g\u00ec?; Investopedia, Backtesting)<\/i><\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n Backtesting l\u00e0 m\u1ed9t qu\u00e1 tr\u00ecnh ki\u1ec3m nghi\u1ec7m l\u1ea1i c\u00e1c qui t\u1eafc giao d\u1ecbch c\u1ee7a nh\u00e0 \u0111\u1ea7u t\u01b0 d\u1ef1a tr\u00ean d\u1eef li\u1ec7u qu\u00e1 kh\u1ee9, t\u1ea1o ra c\u00e1c m\u00f4 ph\u1ecfng giao d\u1ecbch trong qu\u00e1 kh\u1ee9. Qua \u0111\u00f3, nh\u00e0 \u0111\u1ea7u t\u01b0 c\u00f3 th\u1ec3 \u0111\u00e1nh gi\u00e1 v\u00e0 ki\u1ec3m tra t\u00ednh hi\u1ec7u qu\u1ea3 c\u1ee7a chi\u1ebfn l\u01b0\u1ee3c \u0111\u1ea7u t\u01b0.\n <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[417],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/30991"}],"collection":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/comments?post=30991"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/30991\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=30991"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=30991"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=30991"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}