Fxmagic_1170

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.)

计算股票MACD技术指标的相关函数并作图。。。。(Stock Technical indicators MACD computing correlation functions and plotted. . . .)

说明：  股票期货外汇等证券投资趋势指标，能够在行情软件中显示趋势(Investment)

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)

做一个简单的atm界面，文档里含有设计思路，执行成功后的界面和源代码(Do a simple atm interface, document containing design ideas, the implementation of the interface and the source code after the success of)

玩股票的人，没有不认识巴菲特的，他被誉为股神，一位传奇人物(buffett is a legendary figure,he is regarded as god.)

股市方面的源程序，喜欢的人可以研究一下，希望对你有用(Stock market, the source, people can look like)

刷单EA，适合IB刷单使用，单量超大，收益稳定(Brush single EA, suitable for IB brush single use, single quantity super large, stable income)

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)

简单银行系统,开户取款存款转账修改用户密码(待完善)(a bank management system)