MACD

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.)

有提示，提示斐波纳契回撤在哪个位置，和当时的价格(There prompts, tips Fibonacci Retracement in which position, and the prevailing price)

GARCH模型的matlab程序，使用最大似然估计方法进行参数估计(The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.)

一个模拟银行账户管理的软件，实现账户创建，修改，查询，清理的功能(A simulated bank account management software, the realization of accounts to create, modify, query, clean-up function)

疯狂刷单，一秒一单，自动设止盈，不适合小资金，默认0.01手。(Crazy billing, one second a single, automatic stop earnings, not suitable for small funds, default 0.01 hands.)

ea源码汉化1.1版,去垃圾代码,精简代码流程,后续添加组合交易策略,(Chinese version 1.1 of EA source code, eliminating spam code, streamlining code flow, and subsequently adding portfolio trading strategy.)

说明：  ctp c++ 交易主机 宽客程序员福音(ctp trade main machine c++ source code with a mysql database)

一款很好的EA，在MT4平台应用，针对美元和黄金，尤其是15分钟和30分钟图表，准确率达到60-80 (A good EA, the MT4 platform application, against the dollar and gold, especially 15 minutes and 30 minutes chart, accuracy rate of 60-80 )

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

PBOC电子钱包交易工具--金融IC卡、双界面卡好用的测试工具。(EWallet trading tools for PBOC)