Automated_Trading

代码说明：

  基于matlab2012的自动化交易程序 (Automated Trading with MATLAB- 2012 )

文件列表：

AutomatedTrading.pdf,1341277,2012-08-27
AutomatedTrading.ppsx,1141085,2012-08-27
banzai.cfg,596,2012-08-20
CalibrateModels.m,1824,2012-08-29
Charts
......\indicatorChartALL.m,883,2012-08-29
......\indicatorChartMA.m,751,2012-08-24
......\indicatorChartWPR.m,687,2011-03-29
......\isoplot.m,1344,2012-08-29
......\pairsChart.m,335,2012-08-29
......\ruleChartALL.m,657,2012-08-29
......\ruleChartMA.m,1477,2011-03-16
......\sweepPlotMA.m,1355,2012-08-29
Data
....\brent_1D.xlsx,105223,2011-03-29
....\brent_1D_backtest.xlsx,222972,2012-08-24
....\dsample.m,428,2012-08-29
....\generateSpacedInts.m,463,2012-08-29
....\getMinuteDataFromDB.m,821,2012-08-29
....\oilData.mat,5344555,2011-04-01
Demo1_Intro.m,1613,2012-08-29
Demo2_MA_Rule.m,2827,2012-08-29
Demo3_Intraday.m,2602,2012-08-29
Demo4_Rule_Selection.m,3756,2012-08-29
Demo5_Pairs_Trading.m,3597,2012-08-29
Demo6a_TTPriceUpdateExample.m,1274,2012-08-27
Demo6b_TTPriceUpdateDepthExample.m,3051,2012-08-27
Demo6c_TTOrderSubmitExample.m,3247,2012-08-27
Demo7a_helloWorldNET.m,574,2012-08-29
Demo7b_QuickFIXExample.m,2636,2012-08-27
gaFiles
.......\crossover.m,3220,2012-08-29
.......\fitness.m,659,2012-08-29
.......\initializePopulation.m,3783,2012-08-29
.......\locateConnectors.m,1148,2012-08-29
.......\mutation.m,1846,2012-08-29
.......\plotRules.m,373,2012-08-29
.......\tradeSignal.m,2189,2012-08-29
.......\validRule.m,1195,2012-08-29
html
....\CalibrateModels.html,8993,2012-08-27





....\Demo1_Intro.html,7792,2012-08-27
....\Demo1_Intro.png,4865,2012-08-27
....\Demo1_Intro_01.png,11507,2012-08-27
....\Demo1_Intro_02.png,12078,2012-08-27
....\Demo2_MA_Rule.html,11109,2012-08-27
....\Demo2_MA_Rule.png,4890,2012-08-27
....\Demo2_MA_Rule_01.png,11922,2012-08-27
....\Demo2_MA_Rule_02.png,11306,2012-08-27
....\Demo2_MA_Rule_03.png,60141,2012-08-27
....\Demo2_MA_Rule_04.png,12049,2012-08-27
....\Demo2_MA_Rule_05.png,55946,2012-08-27
....\Demo2_MA_Rule_06.png,12011,2012-08-27
....\Demo3_Intraday.html,10155,2012-08-27
....\Demo3_Intraday.png,6600,2012-08-27
....\Demo3_Intraday_01.png,9677,2012-08-27
....\Demo3_Intraday_02.png,127776,2012-08-27
....\Demo4_Rule_Selection.html,13847,2012-08-27
....\Demo4_Rule_Selection.png,4084,2012-08-27
....\Demo4_Rule_Selection_01.png,6353,2012-08-27
....\Demo4_Rule_Selection_02.png,10643,2012-08-27
....\Demo4_Rule_Selection_03.png,10889,2012-08-27
....\Demo4_Rule_Selection_04.png,7677,2012-08-27
....\Demo4_Rule_Selection_05.png,5331,2012-08-27
....\Demo4_Rule_Selection_06.png,5477,2012-08-27
....\Demo4_Rule_Selection_07.png,8247,2012-08-27
....\Demo5_Pairs_Trading.html,13122,2012-08-27
....\Demo5_Pairs_Trading.png,5558,2012-08-27
....\Demo5_Pairs_Trading_01.png,8190,2012-08-27
....\Demo5_Pairs_Trading_02.png,9910,2012-08-27
....\Demo5_Pairs_Trading_03.png,9601,2012-08-27
....\Demo6a_TTPriceUpdateExample.html,10488,2012-08-27
....\Demo6b_TTPriceUpdateDepthExample.html,14203,2012-08-27
....\Demo6b_TTPriceUpdateDepthExample.png,4132,2012-08-27
....\Demo6b_TTPriceUpdateDepthExample_01.png,6875,2012-08-27
....\Demo6b_TTPriceUpdateDepthExample_02.png,15515,2012-08-27
....\Demo6b_TTPriceUpdateDepthExample_03.png,15816,2012-08-27
....\Demo6c_TTOrderSubmitExample.html,13201,2012-08-27
....\Demo7a_helloWorldNET.html,5312,2012-08-27
....\Demo7b_QuickFIXExample.html,77648,2012-08-27
license.txt,1551,2012-09-01
Models
......\leadlag.m,5380,2012-08-29
......\leadlagFun.m,872,2012-08-29
......\pairs.m,4232,2012-08-29
......\pairsFun.m,546,2012-08-29
......\parameterSweep.m,2970,2012-08-29
......\rsi.m,4346,2012-08-29
......\rsiFun.m,652,2012-08-29
......\wpr.m,2905,2012-08-29
......\wprFun.m,628,2012-08-29
readMe.pdf,401296,2012-08-29
TradingSystem
.............\banzai.cfg,596,2012-08-20
.............\BRENT,1068417,2011-04-01