网站首页

登录

code

于 2013-10-09 发布文件大小:506KB

 0  387

下载积分: 1 下载次数: 395

我要下载

代码说明：

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.)

文件列表：

RB MATLAB CODE
..............\analysis.m,1036,2013-08-18
..............\Demo2.m,869,2013-08-18
..............\Drawdown.m,328,2013-08-17
..............\greturn.m,885,2013-08-18
..............\importfile.m,982,2010-11-22
..............\isoplot.m,865,2010-11-22
..............\leadlag.m,1810,2013-08-16
..............\leadlagFun.m,853,2010-11-22
..............\marsi.m,1736,2013-08-18
..............\marsiFun.m,418,2013-08-15
..............\movavg2.m,585,2010-11-22
..............\parameterSweep.m,1947,2013-08-18
..............\publishall.m,221,2010-11-22
..............\RBMAIN.m,553,2013-08-18
..............\rsi.m,3038,2013-08-18
..............\rsiFun.m,306,2010-11-22
..............\RU1mindata.mat,508966,2013-08-11

下载说明：请别用迅雷下载，失败请重下，重下不扣分！

发表评论

0 个回复

欧美知名ea_ForexComboSystem2.42
欧美知名ea，现在回测欧美还能盈利，带mt4源码，内含dll(Europe and the United States known EA, now returned to Europe and the United States can also be profitable, with MT4 source code, containing DLL)

2018-07-01 20:41:44下载

积分：1
FXOxygen
说明： MT4 expert advisors 3

2019-04-19 21:34:24下载

积分：1
MT4Common-function
mt4常用函数，不包括所有，但全部是常用的，不看后悔！(Common function)

2015-10-26 05:35:06下载

积分：1
Automated_Trading
基于matlab2012的自动化交易程序 (Automated Trading with MATLAB- 2012 )

2013-02-26 11:18:28下载

积分：1
Lab1_10022012
R语言的入门源码.基本的介绍了R语言的最基本的功能，如何建立文件，导入文件等等(The basic code for R language)

2013-07-10 05:46:39下载

积分：1
推荐-（永久免费）太极战法套利EA 5.23已更新
说明： MT4 EA （外汇自动交易程序）大全，由网友及本人从网上收集而来。收录EA源代码438个，策略上包含了从基本的MA穿越到网格交易，时间上覆盖拨头皮到日周甚至月线交易, 可谓应有尽有。其中有些已经可以用于实战。有志于自动交易的同志们可不能错过！(This is a large collection of MT4 EA automated trading strategy including source code of 438 EAs which would cover any strategy that you ve ever heard of)

2019-05-08 14:04:39下载

积分：1
Dolly交易系统
说明： Dolly买卖规则：货币对：任何货币对买：buysotp 1. GMACD——主趋势H4和大趋势D1一致，为绿色且向上。 2. 顾比线——蓝色线在红色线上方。 3. 下买单： 3.1即时成交单：价格在蓝色区域/买入1，买入 3.1挂单交易单：价格：买入1，止赢：+20，止损：-40. 卖：sellsotp1. GMACD——主趋势H4和大趋势D1一致，为红色且向下。 2. 顾比线——蓝色线在红色线下方。 3. 下买单： 3.1即时成交单：价格在红色区域/卖出1，卖出 3.1挂单交易单：卖出1，止赢：-20，止损：+40　　　　　　　　　　　 Dolly 0%&100%斐波那契线货币对：任何货币对（使用前先设置斐波那契线是否正确）这个技巧可以带为挂单交易单带来99.9%的成绩和非常低的风险（北京时间早上8点开始挂单）。买：buysotp 1. 挂止损买入：斐波那100% + 2点+点差 2. 设置止赢：5-10点或0.000 （使用跟踪止损效果更好） 3. 设置止损：100%价格- 20-30 点(The Dolly trading system is easy to use and very comprehensive. This works best on a 15 or 30-minute timeframe. This is applicable to any currency pairs. Dolly Forex Trading System provides an opportunity to detect various peculiarities and patterns in price dynamics which are invisible to the naked eye. Based on this information, traders can assume further price movement and adjust this system accordingly.)

2020-06-20 21:20:02下载

积分：1
Grid Trader (2)
MT4 Expert Advisor for auto trading

2017-10-26 05:04:26下载

积分：1
全盘对冲套利
说明：一款小资金账户EA,3000美金一月已盈利1642美金(EA, a small capital account, $3000, has made a profit of $1642 in January)

2020-02-18 22:13:00下载

积分：1
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

696516资源总数
106442会员总数
11今日下载