(T_S_R)range2-

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.)

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

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.)

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.)

stata命令，一般主成分分析均使用SPSS，很少有人使用功能更为强大的stata进行，主要是因为对于经管类学生来说，编程是一件不太容易的事情，本文档可以直接替换研究所使用的变量，即可得到主成分分析结果。(Stata command, general principal component analysis using SPSS, few people use a more powerful Stata, mainly because for the management class, programming is a difficult thing, this document can directly replace the variable used by the research, can get the result of the principal component analysis.)

用vb开发的股票应用程序,很有用,可以查看股票市场的最新行情.(with vb development of the stock application, very useful, can check the latest stock market prices.)

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!)

说明：  非常好的MT4软件的 MQL语言教程 学会自动交易 解放双手 这是高级阶段(MQL4 primary training course very good MT4 software MQL language tutorial learn to automatically trade hands free)

Trend Trading is an indicator designed to profit as much as possible from trends taking place in the market, by timing pullbacks and breakouts. It finds trading opportunities by analyzing what the price is doing during established trends.

CTP期货接口 c++ 行情和定义demo(CTP futures interface c++ quotations and definition demo)