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Strategy_GFTD_V2

于 2013-07-05 发布 文件大小:4KB
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下载积分: 1 下载次数: 260

代码说明:

  广发TD股指期货高频交易策略,matlab实现(GF TD index futures high frequency trading strategies using matlab )

文件列表:

Strategy_GFTD_V2.m,15014,2013-04-10

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  • Strategy_GFTD_V2
    广发TD股指期货高频交易策略,matlab实现(GF TD index futures high frequency trading strategies using matlab )
    2013-07-05 20:19:32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
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    简介 mt4api接口,是用于直接连接mt4服务器,获取实时行情报价,交易执行,以及历史行情和历史订单的查询等功能的dll接口, 适合开发行情展示或者订单管理,交易策略等,如果可以,你甚至可以用他开发一个mt4客户端!该api比使用mt4终端进行报价和交易要快得多; 提供实时开仓、平仓等多种功能。 功能特点 报价连接:提供直连服务器获取数据功能。 实时报价: 可以获取每个证券代码的实时报价。 证券/组: 提供获取所有证券代码和用户所在组信息。 交易连接:直连服务器进行交易,不需要mt4终端客户端。 交易类型:支持所有交易类型 订单反馈:提供实时平仓开仓反馈。 盈亏状态:实时的盈亏状态。 付费说明 api接口的使用需要license授权文件,在开发周期内,你可以通过license生成助手申请测试license进行测试。测试license有7天的有效期. 正式用户请选择生成按月付费或者永久有效的license. 可以通过微信或支付宝直接支付或者联系我们!(MT4 API interface is a DLL interface used to connect MT4 server directly, obtain real-time information price, transaction execution, query historical quotation and historical order, etc. Suitable for the development of market display or order management, trading strategies, etc., if you can, you can even use him to develop a MT4 client! The API is much faster than quoting and trading with MT4 terminals.)
    2019-06-12 17:30:49下载
    积分:1
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    2021-03-02 11:39:34下载
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    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).)
    2020-07-01 06:40:02下载
    积分:1
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    2019-02-06 03:16:08下载
    积分:1
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    2020-06-21 13:20:06下载
    积分:1
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    说明:  刷单EA对点差和平台没有要求,单量大单货币月平均刷单20收左右,7x24小时交易,EA自带止损止盈。现在免费分享出来,喜欢刷单的朋友自己下载(Super single swiping EA has no requirements for point difference and platform. A large amount of single currency swipes 20 or so orders on average every month, trades for 7x24 hours, and EA has its own stop loss and stop gain. Now free to share out, like to brush the list of friends to download their own.)
    2020-04-04 01:53:25下载
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    外汇交易mt4交易策略。自编ea。收益率40%。(Foreign exchange trading mt4 trading strategy. Self-made ea. Yield 40%.)
    2017-10-16 22:54:14下载
    积分:1
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    说明:  到转折点会自动显示数字,分3级,级数越大转折力度越强(The turning point will automatically display numbers, divided into three grades, the greater the series, the stronger the turning force to the turning point will automatically display numbers, divided into three grades, the greater the series, the stronger the turning force.)
    2020-06-20 08:20:02下载
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