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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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tdxsetup
股票软件非本人创作，请随便下载(I create non-software stocks, Please feel free to download)
- 2007-09-06 20:03:37下载
- 积分：1
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Warren-E.-Buffett
玩股票的人，没有不认识巴菲特的，他被誉为股神，一位传奇人物(buffett is a legendary figure,he is regarded as god.)
- 2013-05-21 09:13:02下载
- 积分：1
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Fxmagic_1170
说明： 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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Camarilla
有提示，提示斐波纳契回撤在哪个位置，和当时的价格(There prompts, tips Fibonacci Retracement in which position, and the prevailing price)
- 2013-08-24 02:44:04下载
- 积分：1
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EMA交叉报警
任意均线金叉死叉报警，均线周期自己可以调整，均线类型也可以自己调整。(Any average golden fork dead fork alarm, average cycle can be adjusted by itself, average type can also be adjusted by itself.)
- 2020-06-21 13:20:06下载
- 积分：1
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pricepatternprot
股票价格预算Stock Prediction Based on Price Patterns （国外原程序包）(Stock price budget Stock Prediction Based on Price Patterns (outside the original package))
- 2008-04-18 16:47:09下载
- 积分：1
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MAcrosses
一个很好的EA，MT4平台的应用，对美元和黄金，尤其是15分钟和30分钟图上，准确率60-80％(A good EA, the MT4 platform application, against the dollar and gold, especially 15 minutes and 30 minutes chart, accuracy rate of 60-80 )
- 2013-11-17 23:01:20下载
- 积分：1
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gp
对自己曾经操作过的股票进行分类总结，以便日后再扣操作(Their stocks have been classified operation summary for the days trip operation)
- 2013-11-20 08:07:46下载
- 积分：1
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FinDataVS2005
大智慧数据读取程序源码，可供证券分析人士对数据进行盘后二次加工与分析。有详细的文档和例子说明。(Data reader source of great wisdom, for securities analysts late secondary processing of data and analysis. Detailed documentation and examples.)
- 2011-09-16 01:44:51下载
- 积分：1
