VPIN

算法交易中的VWAP方法，附件中还有10个excel表格，用10天股指期货数据进行实验(Algorithmic Trading—VWAP)

外汇MT4中 。利用平台差类盈利的EA ，天下EA(Forex MT4 in. Use platform poor class profitable EA, EA world)

建议参数调成10，我主要用这个指标配合MAcD和均线做恒指，效果挺好。(It is suggested that the parameter be adjusted to 10. I mainly use this index with MAcD and mean line as the constant finger. The effect is good.)

说明：  操盘手交易 v 7.51 MACD 是基于多手数剥头皮算法的 EA。该 EA 已经在实盘账户里反复测试过。 开仓方向的选择根据标准 MACD 指标。EA 持续开仓, 每次都是大于之前的 1.5 或 2 倍。在设置里选择参数。开仓间隔为点数, 可在 EA 参数里设置。当最后最大交易量的仓位达到正面结果 (以止盈或尾随停止平仓), 整体订单批量平仓, 无论以前的开仓盈利与否。 作为规则, 最后一笔订单的盈利覆盖了之前已开仓位的亏损 (如果有的话), 且一般会盈余。此 EA 可以工作于任何时间帧, 最好是为各货币对选择参数。实盘测试结果的报告附上。(Trader's hand trading V 7.51 MACD is based on multi hand scalping algorithm EA. The EA has been repeatedly tested in the real - time account. The selection of the opening direction is based on the standard MACD index. EA keeps on opening, each time is bigger than before 1.5 or 2 times. Select parameters in the settings. The opening interval can be set in EA parameter. When the position of the last largest trading volume reaches the positive result (by stopping profits or stopping by closing), the whole order will be closed in batches, regardless of the profit of the previous opening. As a rule, the profit of the last order covers the loss (if any) of the previously opened position and usually surpluses. This EA can work at any time frame, preferably with parameters for each currency pair. A report on the results of the actual test is attached.)

使用R语言进行股票数据时间序列分析，为《R and Data Mining》一书中Time Series一章的代码编写与分析(Using the R language to analyze stock time series data,R and Data Mining-Chapter Time Series code writing and analysis)

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)

说明：  很出名的交易系统，原理是利用价格超卖超买和最近最高最低价格来进行判断交易信号，同时再入场的信息也可以自己设置，我附上了源码，大家也可以在源码中增加自己的交易筛选信号提高正确率和盈利率。(Well-known trading system, the principle is to use price oversold and overbought and the latest highest and lowest price to judge the trading signal, while re-entry information can also be set by itself, I attached the source code, you can also add their own trading screening signal in the source code to improve the accuracy and profitability.)

说明：  mt4 ea, trade good, fast connection

FAMAfrench1992的程序代码，论文的实现，仅供参考(FAMAfrench 1992 program code, the realization of the paper, for reference only)

双货币对冲，有兴趣可以下来研究，EURUSDvsGBPUSD(Double currency hedging, interested can come down to study)