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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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EMA交叉报警
说明： 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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价格振幅指标
说明： 计算20天平均价，高开低收价，一个单独的方框表示(Calculate the average price of 20 balances, raise the price lower and lower the price.)
- 2020-06-21 00:00:02下载
- 积分：1
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FXunion.com_BeiLiZhiBiao
判断K线走势的顶底用MCAD RSI背离效果最佳，而大部分人无法准备把我顶顶背离的用法，这个指标直接标记处背离位置。效果很好。很值钱的指标。(The top and bottom to judge the trend of the K line MCAD RSI departure from the effect, and most people can not prepare my the Dingding departure from the use of this indicator directly mark departure from the position. Good results. Very valuable indicators.)
- 2020-06-30 23:40:02下载
- 积分：1
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pufabank
浦发银行应用微软MOSS的项目案例，做MOSS必看(Shanghai Pudong Development Bank project with Microsoft MOSS case, must see to do MOSS)
- 2010-10-25 13:57:43下载
- 积分：1
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子时盈亏统计指标v1.11_release
统计MT4中外汇的交易信息，每日、周、月、年开单情况及盈亏结果(Statistics of foreign exchange transactions in MT4, daily, weekly, monthly, annual billing and profit and loss results.)
- 2018-07-18 00:05:08下载
- 积分：1
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带MYSQL数据库的ctp-wxzb-CTP-TradeServer-master
说明： ctp c++ 交易主机 宽客程序员福音(ctp trade main machine c++ source code with a mysql database)
- 2020-10-27 09:35:16下载
- 积分：1
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VPIN
本段代码用于计算股指期货数据的VPIN值。(calculate value of VPIN)
- 2020-12-12 11:19:17下载
- 积分：1
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双线MACD 背离
MACD背离智能，非常好用的一个辅助指标(MACD deviates from intelligence and is a very good auxiliary indicator)
- 2018-01-15 13:17:12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
