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离散交易源码
很出名的交易系统,原理是利用价格超卖超买和最近最高最低价格来进行判断交易信号,同时再入场的信息也可以自己设置,我附上了源码,大家也可以在源码中增加自己的交易筛选信号提高正确率和盈利率。(Well-known trading system, the principle is to use price oversold and overbought and the latest highest and lowest price to judge the trading signal, while re-entry information can also be set by itself, I attached the source code, you can also add their own trading screening signal in the source code to improve the accuracy and profitability.)
- 2020-06-30 17:00:02下载
- 积分:1
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MATLAB
由浅入深地进行金融数量分析的讲解。首先,讲解金融数量分析的主要对象——金融市场与金融产品。接着,简要概述数量分析的基本概念,例如资产估值与定价、投资组合管理、风险测量与管理以及相应MATLAB函数使用与计算实例。然后,以银行按揭贷款、商业养老保险、股票挂钩结构产品与组合保险策略为实际分析对象,利用金融数量分析与MATLAB编程对其进行深入的数量分析,展示金融数量分析的基本步骤:理论分析、数学建模、编程计算。(Deep and financial quantitative analysis to explain. First, to explain the main target for financial quantitative analysis- financial markets and financial products. Then, a brief overview of the basic concepts of quantitative analysis, such as asset valuation and pricing, portfolio management, risk measurement and management, and the use and calculation of the corresponding MATLAB function instance. Then to the bank mortgage loans, commercial pension insurance, equity-linked structured products and portfolio insurance strategies for the actual analysis of objects, the number of the use of the financial analysis with MATLAB Programming theoretical analysis of its number of in-depth analysis, demonstrate financial quantitative analysis of the basic steps: mathematical modeling, programming calculation.)
- 2012-12-20 17:00:37下载
- 积分:1
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celue
螺纹钢期货小波区间突破策略MATLAB代码,策略最优化,样本外测试,给出了年化收益,平均胜率,最大回撤等指标(RB trading strategy)
- 2013-08-02 00:33:21下载
- 积分:1
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Lab1_10022012
R语言的入门源码.基本的介绍了R语言的最基本的功能,如何建立文件,导入文件等等(The basic code for R language)
- 2013-07-10 05:46:39下载
- 积分:1
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code
一个利用MATLAB编写的螺纹钢期货高频交易套利策略。本策略主要使用移动平均(Moving Average)+RSI 指数策略进行交易判定。其基本思想是 MA 策略对 于明显 趋势走效果较好,而 RSI 策略适用于震荡的行情 ,对两种策略 产生的信号合成之后具有较强抵抗风险的能力 。实际验中,在对初始价格信号进行处理并 通过以往数据回测,得到最佳据回测,得到最佳参数组合之后,策略的年均收益率 达到了23.6,夏普比率为 2.05。(One using MATLAB rebar futures arbitrage high frequency trading strategies. This strategy is mainly used moving average (Moving Average)+ RSI index trading strategy determination. The basic idea is a clear trend to go for MA strategy is better, while RSI strategy for market shocks, the two signals generated after synthesis strategy has a strong ability to resist risks. Practical experience, in the pair. Practical experience, in the pair. Actual experiment, in the initial price signals to be processed and the data back through the previous test, get the best according to backtesting, get the best combination of parameters, the strategy to achieve an average annual rate of return of 23.6 2, the Sharpe ratio of 2.05.)
- 2013-10-09 14:14:53下载
- 积分:1
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缠论
说明: 缠论分笔MT4公式,给广大缠友提供一个合适的指标公式。祝愿天下缠友早日破缠得禅(On the MT4 wrapped formula tied to the majority of Friends provide a suitable index formula. Friends wish the world wrapped early break Zen Chande)
- 2019-05-16 19:10:42下载
- 积分:1
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Trix
外汇指标TRIX.MQ4外汇指标TRIX.MQ4外汇指标TRIX.MQ4(MT4 Forex indicatorsMT4 Forex indicatorsMT4 Forex indicators)
- 2014-10-14 11:55:04下载
- 积分:1
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聪明的剥头皮EA
说明: MT4一款头i皮EA,单量大准确率高,不存在爆仓!!(MT4 is a scalp EA, with high accuracy and large volume, and no explosion!!)
- 2020-06-24 05:00:01下载
- 积分:1
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FXunion.com_BeiLiZhiBiao
判断K线走势的顶底用MCAD RSI背离效果最佳,而大部分人无法准备把我顶顶背离的用法,这个指标直接标记处背离位置。效果很好。很值钱的指标。(The top and bottom to judge the trend of the K line MCAD RSI departure from the effect, and most people can not prepare my the Dingding departure from the use of this indicator directly mark departure from the position. Good results. Very valuable indicators.)
- 2020-06-30 23:40:02下载
- 积分:1
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0
说明: 金长江指标,博易大师指标金长江指标,博易大师指标(Jin Changjiang indicators, Master Yi Bo)
- 2013-05-21 07:44:42下载
- 积分:1