celue

代码说明：

  螺纹钢期货小波区间突破策略MATLAB代码,策略最优化，样本外测试，给出了年化收益，平均胜率，最大回撤等指标(RB trading strategy)

文件列表：

celue
.....\111.mat,238,2013-07-31
.....\opt1.mat,590378,2013-07-31
.....\opt2.mat,590327,2013-07-31
.....\optfre.m,485,2013-07-31
.....\outtest.m,9560,2013-07-31
.....\RB_1M.csv,11110528,2013-01-29
.....\robustOWstra.m,965,2013-07-31
.....\strategyresult.m,1497,2013-07-31
.....\teststrategy.m,6043,2013-07-30
.....\waveletOWs.m,1244,2013-07-31
.....\waveletteststr.m,6035,2013-07-30
.....\waveopt1.mat,4095656,2013-07-30
.....\waveopt2.mat,4095648,2013-07-31
.....\waveoptfre.m,485,2013-07-31
.....\wavestrategyresult.m,1944,2013-07-31
.....\文档说明.txt,613,2013-07-31