MT4编程模版[2016.02]

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.)

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.)

通过网络获取股票F10的数据，通过网络获取股票F10的数据(Get the basic infomation of stocks)

先测试下，通达信公式学习教程，初学者很有用，建议收藏，谢谢！！(Fourthly early rising gives us enough time to get ready for our worksuch as to wash our faces and hands and eat our breakfast properly.)

说明：  布林轨，做外汇必用的指标，这个带买卖信号的，方便。(Brin Rail, as a necessary indicator of foreign exchange, this with trading signals, convenient.)

说明：  MT4 expert advisors 3

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：  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.)

大智慧数据读取程序源码，可供证券分析人士对数据进行盘后二次加工与分析。有详细的文档和例子说明。(Data reader source of great wisdom, for securities analysts late secondary processing of data and analysis. Detailed documentation and examples.)

猎鹰35货币EA同时可交易35个货币对，简称猎鹰35B,这款EA可以满足不同类型交易者的需求，同时也是真正的低风险，高收益EA（月盈利率30%左右）。 策略原理：采用了低买高卖、高空低多和顺势开单两个策略。高空低多是在在动态中深度计算识别价格高低点，并且在单边行情只做趋势方向，振荡行情多空皆做；顺势策略是在回调时顺势开单,两个策略可同时开启也可单独使用（推荐使用双策略）。(Falcon 35 EA can trade 35 pairs of currencies at the same time, referred to as Falcon 35B, this EA can meet the needs of different types of traders, but also a real low-risk, high-yield EA (about 30% monthly profit). Strategic Principle: Two strategies are adopted: low-buy, high-sell, high-altitude, low-many and homeopathic billing. High-altitude and low-altitude are mostly used to identify high and low price points by deep calculation in dynamic state, and only do trend direction in one-sided market, while oscillating market is done in many empty places. Homeopathic strategy is to open orders in the callback, and both strategies can be opened at the same time or used separately (double strategy is recommended).)