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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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gp
说明: 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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聪明的剥头皮EA
MT4一款头i皮EA,单量大准确率高,不存在爆仓!!(MT4 is a scalp EA, with high accuracy and large volume, and no explosion!!)
- 2020-06-24 05:00:01下载
- 积分:1
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ExpertP10
一款很好的EA,在MT4平台应用,针对美元和黄金,尤其是15分钟和30分钟图表,准确率达到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 22:48:41下载
- 积分:1
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三数浪经典指标3
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
- 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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vnpy6.3.13
说明: 穿透式CTP—API,python可直接调用进行穿透式测试!(Penetrating CTP - API, Python can be directly called for penetrating testing!)
- 2019-05-18 10:24:41下载
- 积分:1
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genetic-algorithm
文章利用支持向量机进行财务危机模型类别化设定及样本类别化训练,获得基于SVM的财务危机
在风险程度差异化基础上的检验样本,由对应的检验样本形成分类别预警。研究基于风险预测类别化的线性
转化获得各类型层的训练样本支持向量,并向样本集进行基于遗传算法粗糙集属性约简的决策知识表达系统
预测层级化处理和最小二乘SVM(LS-SVM)的财务危机预测(Using genetic algorithm and support vector machine for financial analysis)
- 2017-05-31 22:16:24下载
- 积分:1
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SStOCKSTooolo
股票分析工具源码,提供各种基金金的股票数据分析结果
(Stock analysis tool source, offers a variety of fund gold stock data analysis)
- 2012-08-25 17:01:14下载
- 积分:1
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90%准确率黄金外汇香港欧美平台通用
说明: 90高胜率EA,利用货币之间的利差关系进行对冲,收益稳定。(90 high winning rate EA, using the spread between currencies to hedge, the return is stable.)
- 2020-06-24 04:40:02下载
- 积分:1