High-FrequencyTradingPracticalGuide

用java编写的算法交易软件。包括获取股票数据、分析、下单等全部功能。(AlgoTrader is an automated trading system (ATS) that can trade any type of security on any market available through InteractiveBrokers or FIX. All aspects of trading like getting market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated. Employing automated trading strategies, AlgoTrader eliminates all influences from emotion driven human trading and allows a pure systematic trading approach. Available features of the system¶ • Automate Trading Strategies based on Trading Rules (using Esper EQL) • Automated Execution via different Broker Interfaces • Simulate and run several strategies in parallel • Backtest strategies based on Historical Data • Portfolio Tracking & Performance Measurement • Different Numerical and Statistical Libraries are available to analyze trend and produce Trading Signals AlgoTrader is based on the following Frameworks and Methodologies¶ • Java SE 6 )

极值理论POT模型阈值选取的hill方法，meplot图绘制，研究极端风险，(Extreme Value Thoery,PeakOver Threshold)

非常好用的股票数据接口，支持目前主流的多种股软(Very easy to use interface to share data to support a variety of stock soft current mainstream)

应用于MT4交易的EA系统，挂在M15 EURUSD(EA system for MT4, hanging on M15 EURUSD))

说明：  美亚式期权定价 使用蒙特卡洛数值模拟方法，对美亚式期权进行定价(Asian option pricing)

可以查看多只股票实时行情，并按涨幅自动排序，如“股票编码 股票名称 当前价 涨跌 涨幅％ 成交量（手） 成交额（万） 开盘价 最高价 最低价 昨日收盘" 等，绿色软件方便应用。(You can view the real-time quotations of several stocks and sort them automatically according to the increase, such as "the current price of the stock coded stock name increases or decreases% of the turnover (hand) turnover (10,000), the opening price of the highest price and the lowest price yesterday closing" and so on. Green software is easy to use.)

说明：  这个ea应该都听说过吧，卖的挺贵的，mt5平台的。(This EA should have heard about it. It sells very expensive, MT5 platform.)

简单银行系统,开户取款存款转账修改用户密码(待完善)(a bank management system)

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!!)

这Renkolive的EA是跟单类外汇交易系统，不像其他头皮EA。这种EA会自动计算进仓，平仓，止损位。(This EA attaches to a chart (1M chart is best) and then builds a new offline chart with Renko boxes Added a startup option (BuildChartsWhenMarketOffline) to build the offline charts when inside of the OnInit() for times when the market is closed Changed the RenkoBoxSize variable from an INT to a DOUBLE for 5 digit currency accuracy (i.e. 5.5 == 55 pipettes))