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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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MQL4
MT4系统的自动交易编程平台,MQL 4版本,语言设计参考。已经为中文的。(MT4 automated trading systems programming platform, MQL 4 version, the language design. Has Chinese. version.)
- 2021-03-22 09:59:16下载
- 积分:1
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1
说明: 以红白黄色为股票的价格支撑,四线计算方式与均线方式有些差异。(To red, white and yellow for the share price support, four-lane between the formula and the average difference in some way.)
- 2008-01-11 20:47:53下载
- 积分:1
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通达信公式教程
说明: 先测试下,通达信公式学习教程,初学者很有用,建议收藏,谢谢!!(Fourthly early rising gives us enough time to get ready for our worksuch as to wash our faces and hands and eat our breakfast properly.)
- 2020-06-21 12:40:01下载
- 积分:1
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推荐-(永久免费)太极战法套利EA 5.23已更新
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
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yint
运用c++编程,满足银行排队取票的功能,让这一行为能够更加自动化(Using c++ programming, satisfy the function of the Banks lined up to collect the tickets, let this behavior can more automation)
- 2015-06-01 01:27:38下载
- 积分:1
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FxSignalerv1.5
MT4交易系统,FxSignaler v1.5.2 ,用于EURGBP m5,官方价格:2500$,官方网址:http://www.fxsignaler.com
请确保H1-MN都有k线数据,因为ea需要跨周期调用数据,如果没数据自然不能测试(MT4 trading system, FxSignaler v1.5.2, for EURGBP m5, the official price: 2500 $, the official website: http://www.fxsignaler.com
Make sure that H1-MN has k-line data because ea need to call the data across the cycle, if no data is natural can not be tested)
- 2013-09-26 01:48:15下载
- 积分:1
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Fxmagic_1170
Fx Magic Robot is Best Robot In forex Market We Hope You Make A Good Money With Fx Magic Robot.
- 2019-05-16 05:23:56下载
- 积分:1
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对冲套利EA
可以用来对冲和套利交易欧美和磅美货币对,还可以自定其它货币对交易(It can be used for hedging and arbitrage transactions between European and American and pound-dollar currencies, as well as other currency pair transactions.)
- 2020-06-24 05:20:02下载
- 积分:1
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7641_zh
非常好用的一个外汇EA插件,希望大家喜欢,我测试了一部分,感觉能给大家一些帮助,谢谢(A foreign exchange EA plug-in is very nice, hope you like them, I tested part of feeling can give you some help, thank you
)
- 2016-05-10 19:34:05下载
- 积分:1