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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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7105
说明： 操盘手交易 v 7.51 MACD 是基于多手数剥头皮算法的 EA。该 EA 已经在实盘账户里反复测试过。
开仓方向的选择根据标准 MACD 指标。EA 持续开仓, 每次都是大于之前的 1.5 或 2 倍。在设置里选择参数。开仓间隔为点数, 可在 EA 参数里设置。当最后最大交易量的仓位达到正面结果 (以止盈或尾随停止平仓), 整体订单批量平仓, 无论以前的开仓盈利与否。
作为规则, 最后一笔订单的盈利覆盖了之前已开仓位的亏损 (如果有的话), 且一般会盈余。此 EA 可以工作于任何时间帧, 最好是为各货币对选择参数。实盘测试结果的报告附上。(Trader's hand trading V 7.51 MACD is based on multi hand scalping algorithm EA. The EA has been repeatedly tested in the real - time account.
The selection of the opening direction is based on the standard MACD index. EA keeps on opening, each time is bigger than before 1.5 or 2 times. Select parameters in the settings. The opening interval can be set in EA parameter. When the position of the last largest trading volume reaches the positive result (by stopping profits or stopping by closing), the whole order will be closed in batches, regardless of the profit of the previous opening.
As a rule, the profit of the last order covers the loss (if any) of the previously opened position and usually surpluses. This EA can work at any time frame, preferably with parameters for each currency pair. A report on the results of the actual test is attached.)
- 2018-04-25 18:01:25下载
- 积分：1
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Multiple-MAs_VaR-V2
多均线类型的MT4程序EA，实战效果检验不错(More average type of MT4 program EA, the actual effect test well)
- 2015-11-17 17:55:52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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asian_option
美亚式期权定价 使用蒙特卡洛数值模拟方法，对美亚式期权进行定价(Asian option pricing)
- 2021-04-01 23:29:07下载
- 积分：1
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横扫千军（无限）
说明： 外汇ea交易系统，自动交易，马丁ea，可以测试一下(Exchange EA trading system, automatic trading, Martin EA, can test it)
- 2020-02-01 22:22:10下载
- 积分：1
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Bank_Account_Management
实现银行账号管理，实现账号的注册、修改密码、资金管理、销户等功能(Realization of bank account management, account registration, change passwords, financial management, marketing and other functions households)
- 2014-08-06 05:26:21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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Sinproot
股票投资管理系统，K線線图，添加功能
(Stock investment management system, the K line line chart, add functionality)
- 2012-07-29 00:32:38下载
- 积分：1
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缠论
说明： 缠论分笔MT4公式，给广大缠友提供一个合适的指标公式。祝愿天下缠友早日破缠得禅(On the MT4 wrapped formula tied to the majority of Friends provide a suitable index formula. Friends wish the world wrapped early break Zen Chande)
- 2019-05-16 19:10:42下载
- 积分：1
