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MA_SYSTEM

于 2014-10-21 发布 文件大小:1KB
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  一个非常简易的均线策略,仅作展示用,高手绕行。 5日均线上穿20日均线,做多1手;5日均线下穿20日均线,做空1手; 其中这里上穿、下穿如下定义: 上穿定义:MA5当天大于MA20,前一天MA5位于MA20之下 下穿定义:MA5当天小于于MA20,前一天MA5位于MA20之上 测试数据:IF1112 (2011/5/3-2011/12/8)每日收盘价。 初始资金 50万(a sample back testing matlab code based on ma)

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