pricepatternprot

MT4画出趋势线自动成交EA，内含源码！(MT4 draw the trend line automatic transaction EA, containing source code!)

说明：  MT4 expert advisors 3

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.)

说明：  1、 版本更新说明： 强化了风控功能。 2名称说明： 35B是指EA只需加载任意一个货币对即可同时交易35个品种（34个货币对+黄金）。 多策略是指一个EA多种独立的策略，（目前共有6种：波段、波浪、逆向、突破、形态、对冲），除对冲策略外其他策略都采用最近5年多的历史图形对比算法并经严格优化后形成。行情只有符合其中的任意一个策略才会开单，开单后鼠标指向所开的单子或在注释中会有策略显示。 全能型是因为本EA集自动交易、手工交易（挂单、即时单）为一体的全功能、高智能的“双能”EA。(35b means that EA only needs to load any currency pair to trade 35 varieties (34 currency pairs + gold) at the same time. Multi Strategy refers to a variety of independent EA strategies (at present, there are six kinds: band, wave, reverse, breakthrough, form, hedging). Except hedging strategies, other strategies are formed by using the historical graph comparison algorithm of the last five years and after strict optimization. The quotation will only be issued if it conforms to any one of the strategies. After the opening, the mouse will point to the opened list or there will be a strategy display in the annotation. The omnipotent EA is a full-featured and highly intelligent "dual energy" EA integrating automatic transaction and manual transaction (hanging order and instant order).)

说明：  一个资金管理系统的成品 开发环境：VB(a funds management system product development environment : VB)

课堂作业boxcox变换。在金融中应用广泛。提供给大家参考。(Classwork boxcox transformations. Widely used in finance. Provided for your reference.)

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.)

说明：  利用中国A股数据实现Fama-French三因子模型，stata代码(Using Chinese A-share data to realize Fama French three factor model, Stata code)

统计工具软件，用于金融，保险，银行等领域进行VAR风险估计计算(statistical tools software for the financial, insurance, banking and other fields, the risk estimates calculated VAR)

美亚式期权定价 使用蒙特卡洛数值模拟方法，对美亚式期权进行定价(Asian option pricing)