登录
首页 » matlab » Strategy_GFTD_V2

Strategy_GFTD_V2

于 2013-07-05 发布 文件大小:4KB
0 193
下载积分: 1 下载次数: 260

代码说明:

  广发TD股指期货高频交易策略,matlab实现(GF TD index futures high frequency trading strategies using matlab )

文件列表:

Strategy_GFTD_V2.m,15014,2013-04-10

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • MT4ExpertAdvisor
    MT4智能交易系统 学习指导教程,中文版本。(MT4 Expert Advisors learning tutorials, the Chinese version.)
    2020-07-23 21:38:44下载
    积分:1
  • 期货CTP接口SFIT_CTP_6.3.11_20180109_tradeapi
    上期所最新期货ctp文档,适合对交易有兴趣的研究者使用。(The latest CTP document of the latest issue is suitable for researchers interested in trading.)
    2018-09-20 16:04:28下载
    积分:1
  • 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
  • mt4api开发包[1.0.0.1]
    简介 mt4api接口,是用于直接连接mt4服务器,获取实时行情报价,交易执行,以及历史行情和历史订单的查询等功能的dll接口, 适合开发行情展示或者订单管理,交易策略等,如果可以,你甚至可以用他开发一个mt4客户端!该api比使用mt4终端进行报价和交易要快得多; 提供实时开仓、平仓等多种功能。 功能特点 报价连接:提供直连服务器获取数据功能。 实时报价: 可以获取每个证券代码的实时报价。 证券/组: 提供获取所有证券代码和用户所在组信息。 交易连接:直连服务器进行交易,不需要mt4终端客户端。 交易类型:支持所有交易类型 订单反馈:提供实时平仓开仓反馈。 盈亏状态:实时的盈亏状态。(brief introduction MT4 API interface is a DLL interface used to connect MT4 server directly, obtain real-time information price, transaction execution, query historical quotation and historical order, etc. Suitable for the development of market display or order management, trading strategies, etc., if you can, you can even use him to develop a MT4 client! The API is much faster than quoting and trading with MT4 terminals. Provide real-time warehouse opening, closing and other functions.)
    2019-06-12 17:35:18下载
    积分:1
  • MT4画出趋势线自动成交EA
    MT4画出趋势线自动成交EA,内含源码!(MT4 draw the trend line automatic transaction EA, containing source code!)
    2020-07-01 00:00:02下载
    积分:1
  • 155
    说明:  本EA交易使用两个MACD指标. 第一个 MACD 用于寻找交易入口, 第二个用于确定趋势. 资金管理系统基于固定对赌加倍系统, 倍数为两倍.(This EA transaction uses two MACD indicators. The first one is used to find trading entries, and the second one is used to determine trends. The fund management system is based on the fixed bet doubling system, which doubles.)
    2019-04-20 21:53:51下载
    积分:1
  • [EA]海豚小弟带SAR跟损
    [EA]海豚小弟带SAR跟损,带止损的ea,大家可以下载测试(Dolphin brother with a loss)
    2019-07-04 19:13:32下载
    积分:1
  • 疯狂暴力EA
    说明:  刷单EA对点差和平台没有要求,单量大单货币月平均刷单20收左右,7x24小时交易,EA自带止损止盈。现在免费分享出来,喜欢刷单的朋友自己下载(Super single swiping EA has no requirements for point difference and platform. A large amount of single currency swipes 20 or so orders on average every month, trades for 7x24 hours, and EA has its own stop loss and stop gain. Now free to share out, like to brush the list of friends to download their own.)
    2020-04-04 01:53:25下载
    积分:1
  • shandian
    MT4源程序,两年收益1万做到20万(MT4 for mq4 MT4 for mq4MT4 for mq4)
    2013-11-26 09:05:04下载
    积分:1
  • EasyWolfeWave
    Indicator for Metatrade 4 used in Forex
    2019-06-20 23:23:09下载
    积分:1
  • 696516资源总数
  • 106914会员总数
  • 0今日下载