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Technical-indicators-by-Matlab
用matlab编写了20几个常见的技术指标,方便大家开发策略时候,直接调用。
1)编写这些函数不是技术活,完全是体力活
2)之所以编写这些函数,一来是自己研究所需,二来自己编写过程中能够感悟到蕴含在公式中的思想
3)几乎所有函数,我都用数据测试过,并和交易开拓者、同花顺等计算的值进行了比对,最大程度
上保证指标算法的准确性。虽然已近极力避免错误,但是还是可能出现一些这样那样的错误,所以
请批判性使用这些函数
4)如果对这些函数有疑问(比如有些指标可能会有不同的处理方法),请参见函数中的参考文献部分
5)如果您的策略用到了这些函数,请一定研究这些函数的编写过程,避免未来函数、偷价漏价对你造成的干扰。(20 using matlab few common technical indicators, to facilitate the development of strategies when called directly.
1) preparation of these functions are not technology live, is completely manual labor
2 thoughts) reason to write these functions, one is required for their own research, and secondly to be able to comprehend the process of writing their own inherent in the formula
3) Almost all of the functions that I have tested with the data, and the Trail Blazers and trading, such as flush with the calculated values were compared right, the greatest degree of
On indicators to ensure the accuracy of the algorithm. Although almost try to avoid mistakes, but still may be some kind or another error,
Please use these critical functions
4) If you have questions about these functions (for example, some indicators may have different processing methods), see the References section function
5) If your policy to use these functions, be sure to study the process of)
- 2021-04-25 10:08:46下载
- 积分:1
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compair-window
this file is matlab code that compare several window such as hamming, rectangle ...
- 2011-12-05 17:59:52下载
- 积分:1
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AdaptAOA
matlab code for adaptive angle of arrival detection
- 2007-12-18 12:44:25下载
- 积分:1
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RLS
RLS自适应滤波器程序做系统辨识,输入为高斯白噪声,内有详细注释,可运行(RLS adaptive filter program to do system identification, the input is Gaussian white noise, with detailed notes, you can run)
- 2020-11-24 19:09:37下载
- 积分:1
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matlab
实验名称:投资组合分析
实验性质:综合性和研究探索性
实验目的:熟练运用投资组合工具箱,学会构造有效前沿组合的方法,掌握最优投资组合的计算方法;给出投资组合VaR 的值。
实验任务:选择股票并从万得下载数据,计算证券的预期收益率、标准差和协方差,设定一组约束条件,构造最优投资组合并计算该组合的Var值。
实验设备:计算机
实验软件:Matlab2013 Wind数据库
选择一组股票作为投资标的,构造投资组合,通过估计收益率均值、计算方差、协方差,计算该投资组合权重、在险价值、画出有效前沿。(Experimental Name: Portfolio Analysis
Experimental nature: comprehensiveness and research exploration
The purpose of the experiment is to skillfully use the portfolio toolbox, learn to construct effective frontier portfolio method, grasp the best investment portfolio calculation method, and give the value of portfolio VaR.
Experimental tasks: select stock and download data from Wan De, calculate the expected return, standard deviation and covariance of securities, set up a set of constraints, construct the optimal portfolio and calculate the Var value of the portfolio.
Experimental equipment: computer
Experimental software: Matlab2013 Wind database
A group of stocks is selected as investment target, and a portfolio is constructed. By estimating the mean value, variance and covariance of the yield, we calculate the portfolio weight, value at risk and draw effective frontier.)
- 2017-12-27 13:31:24下载
- 积分:1
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top110
说明: 3维拓扑优化计算算法,可用于初级拓扑优化学习和在此基础上进行拓展(3 d topology optimization algorithm can be used for primary topology optimization learning and expansion on this basis)
- 2019-03-25 19:27:09下载
- 积分:1
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SHEPWM_2lvl_3ph_7ang
说明: 通过对比两电平,五电平,我们设计一种7电平切换,得到更平滑切换(By comparing two levels and five levels, we design a kind of 7-level switching to get smoother switching)
- 2020-06-30 18:00:34下载
- 积分:1
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GRAFICAS_SEGUIDOR_LINEA
Graficas de circuitos para un seguidor de Linea
- 2010-08-19 04:08:50下载
- 积分:1
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chap11
《智能控制》第二版(刘金琨著)程序源码第十一章(" Intelligent control" , Second Edition (Liu Jinkun a) program source code Chapter)
- 2011-04-26 09:46:07下载
- 积分:1
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pack11_emd
HHT是历史上首次对Fourier变换的基本信号和频率定义作的创造性的改进。他们不再认为组成信号的基本信号是正弦信号,而是一种称为固有模态函数的信号(HHT is the first time in the history of the Fourier transform basic definition signals and frequencies for creative change Progressive. They will no longer signal that the basic component signal is sinusoidal signal, but as an intrinsic mode function signals)
- 2007-06-16 21:23:33下载
- 积分:1