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一個多重時間架構與多交易策略的當沖交易系統應用於台指期貨之研究

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圖 1- 1 臺灣期交所交易量與大盤指數之變動表
表 2- 4 開盤開盤價格突破策略績效報告
表 3- 3 開盤價格當沖策略績效(交易成本為 1,000)
表 3- 4 開盤價格的固定百分比與平均獲利
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