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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编程参考
说明: MT4编程教程,讲的比较细致可以参考一下(MT4 programming tutorial)
- 2020-07-23 21:18:44下载
- 积分:1
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疯狂刷单.ex4
ea自动化交易,博头皮,可以试试,需要调整参数,稳定后可以实盘(EA automated trading, blog scalp, you can try, need to adjust parameters, stable can be firm offer)
- 2020-07-01 16:40:02下载
- 积分:1
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Fxmagic_1170
Fx Magic Robot is Best Robot In forex Market We Hope You Make A Good Money With Fx Magic Robot.
- 2019-05-16 05:23:56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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风险价值Var计算
金融计算小程序,用于VaR计算等,可以在matlab下运行。(Financial computing applet)
- 2017-10-17 09:55:15下载
- 积分:1
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(T_S_R)range2-
mt4ea,,自动交易程序,使用vps可以实现24小时不间断交易.(Mt4ea, automated trading program, use the VPS can realize 24-hour trading.)
- 2016-03-26 10:13:10下载
- 积分:1
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jj2mmestocck2
j2me构建股票系统,虽然不是纯粹的源码,但里边阐述了源码与说明,相当于带有有解释的程序源码,对初学入门j2me的开发者来说,具有相当的作用。 可直接使用。
(j2me build a stock system, although not a pure source, but the inside explained the source and explanation, which is equivalent with the interpretation of program source code, beginner entry j2me developer, has a considerable role. Can be used directly.)
- 2012-07-29 00:32:59下载
- 积分:1
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Calculate
说明: 证券交易计算器,用于深市和沪市各种证券交易的计算,不包括指数期货。(Calculate)
- 2010-04-17 20:59:29下载
- 积分:1
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stock_kline
PB划K线图,可用于股票行情软件实时K线图绘制(PB zoned K Line can be used for real-time stock quotes software mapping K Line)
- 2008-12-18 22:47:46下载
- 积分:1