Strategy_GFTD_V2

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.)

说明：  90高胜率EA,利用货币之间的利差关系进行对冲，收益稳定。(90 high winning rate EA, using the spread between currencies to hedge, the return is stable.)

MT4源程序，两年收益1万做到20万(MT4 for mq4 MT4 for mq4MT4 for mq4)

通过网络爬虫，获取股票数据，主要通过的是凤凰财经的数据接口(Through the crawler, to acquire stock data, mainly through the Phoenix Financial Data Interface)

一个综合性模型，含有最大最小博弈模型，基因表达式编程模型，最终产生股票指数模拟结果(a comprehensive model together with minority game, majority game, genatic programing, and finally produce a simulated result of stock index.)

金融风险量化分析 通过已有金融数据分析近期金融市场风险(Financial risk quantitative analysis of the recent financial market risk through existing financial data analysis)

股票信息显示系统 可以通过打开本地文件显示股票价格(Stock information display system can display stock prices by opening local files)

说明：  金融时间序列分析上证指数的GARCH模型R语言代码，可用于研究股票的波动性和预测。(The GARCH model R language code of the Shanghai Stock Exchange Index for financial time series analysis can be used to study the volatility and prediction of stocks.)

这款EA本身准确率高，并且操作手法很科学，包含海龟交易，布林线等八种交易策略。(This EA has high accuracy and scientific operation, including eight trading strategies, such as Turtle trading and Brin Line.)

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.)