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MACD 背离EA
说明: 用于外汇MT4平台使用的一款自动交易程序。其中引用了mt4里自带的MACD指标数值。灰常牛鼻。(An automatic trading program for foreign exchange MT4 platform. The value of MACD index in MT4 is quoted. Grey nose often cattle nose.)
- 2019-03-29 11:34:29下载
- 积分:1
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量化投资模型
量化投资模型,期货品种量化策略源码.1.海龟图,2.机器学习(股票) 量化策略源码.3.做市商交易(期货) 量化策略源码.4.跨期套利(期货) 量化策略源码.5.跨品种套利(期货)量化策略源码.6.网格交易(期货) 量化策略源码. 7.alpha对冲(股票+期货) 量化策略源码(Quantitative investment model)
- 2019-03-26 05:47:39下载
- 积分:1
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CppExPythonsrc
说明: python c扩展编写例子,学习如何用c编写python的扩展应用(python c extension of the preparation of examples, learn how to prepare c expansion python application)
- 2008-11-26 14:50:20下载
- 积分:1
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code
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.)
- 2013-10-09 14:14:53下载
- 积分:1
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MT4跟单软件发射和接收端
本地MT4的EA跟单软件,一个发射端,一个接收端,可以设置比例,货币修正,风控等,目前是EX4的,大神看看能不能搞成MQ4。(Local MT4 EA documentary software, a transmitter, a receiver, can set the proportion, currency correction, wind control, etc., is currently EX4, God to see if we can achieve MQ4.)
- 2020-06-21 04:20:02下载
- 积分:1
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全盘对冲套利EA
说明: 加载到欧美一分钟图上,每天大概20单左右,单单止盈止损,一单一开,不盲目加仓,一个月已收益50%(Loaded on the one minute chart of Europe and the United States, about 20 orders a day, only stop profit and stop loss, a single open, not blindly add positions, a month has earned 50%)
- 2020-02-18 21:55:56下载
- 积分:1
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TrinomialAmerican
三叉树方法计算美式期权定价,更加精确而且计算速度增加。有关说明在文件中。(tree method trigeminal American option pricing, and more accurate calculation of the speed increase. The note in the document.)
- 2005-07-25 23:26:01下载
- 积分:1
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双货币对冲套利策略
双货币对冲,有兴趣可以下来研究,EURUSDvsGBPUSD(Double currency hedging, interested can come down to study)
- 2020-06-18 01:40:01下载
- 积分:1
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EasyWolfeWave
说明: Indicator for Metatrade 4 used in Forex
- 2019-06-20 23:23:09下载
- 积分:1
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RISKPARITY
风险平价模型 大类配置的工具,主要以股票、债券、现金、商品为基础资产(risk parity method)
- 2020-09-21 19:47:50下载
- 积分:1