New Drovasek EA

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

说明：  MT4交易统计,自动分析交易数据及历史统计(MT4 transaction statistics)

说明：  MT4版本的多周期K线指标，很实用的指标(MT4 version of the multi-cycle K-line index, very practical indicators)

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：  一款小资金账户EA,3000美金一月已盈利1642美金(EA, a small capital account, $3000, has made a profit of $1642 in January)

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)

ISO8583包（简称8583包）是一个国际标准的包格式，最多由128个字段域组成，每个域都有统一的规定，并有定长与变长之分。8583包前面一段为位图，用来确定包的字段域组成情况。(The ISO8583 package (8583 pack) is an international standard format, and up to 128 field domain, each domain has a unified, and the fixed length and variable length of. 8583 package in front of a bitmap, used to determine the composition of the field.)

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!!)

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.)

说明：  在EVIEWS中用GARCH模型算VaR(在值风险)，计算failure rate，和做LRuc检测。(Var failure rate LRuc)