搜索资源列表
algorithmictradingstrategy
- algorithmic trading strategy backtesting for MATLAB
fbacktesto
- Backtesting Code for Algorithmic Trading Strategy
fbacktestasas
- Backtesting Code for Algorithmic Trading Strategy
ForexInvestBot_edu
- ForexInvestBot 外汇剥头皮EA,回测效果较好-The Backtesting better ForexInvestBot foreign exchange scalping EA
macdh_demo
- 传统金融对冲交易策略MACDH回测程序backtesting-backtesting of MACD trading strategy
Long_parallel
- matlab做股票历史回测,满足条件开仓,满足条件平仓-historical backtesting matlab regular activity, opening to meet the conditions to meet the closing conditions
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 。实际验中,在对 。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 2,夏普比率为 2.05。-One u
huice2
- matlab量化择时模型回测代码,matlab量化择时模型回测代码-Optional model to quantify when backtesting matlab code
matlab-code-example
- 基于算法设计的量化投资策略案例 及策略回测代码案例-quantitative Investment stragtgy backtesting example
BOLL_SYSTEM
- MACD量化趋势交易的MATLAB编程,回测各指标的代码以及Excel输出-MACD quantify trends transaction MATLAB programming, backtesting of each index code, and Excel output
matlab-code
- 多因子量化选股策略,包括数据导入,分组,回测分析-Multi-factor stock selection strategies to quantify, including data import, grouping, backtesting analysis
sd
- 使用须知: 1.本EA适合低点差平台使用 2.测试版本只能用于回测 不能用于模拟和实盘 3.测试货币周期请使用日线图 4.适合GBPUSD ERUUSD 其它货币效果不好 5.如果不能开单 请安装使用压缩包自带的平台 6.测试时间限制2015年以前的数据-Instructions: 1. The EA platform for low spreads 2. The test version can only be used for analog and bac
ctp-qiquanHUICE
- 期权策略回测,里面包含有部分策略,里面包含有部分策略-Option strategy backtesting, which contains part of the strategy
PITCHING
- 利用WIND,根据选定因素筛选打分选股。并对策略进行回测-Use WIND, according to the selected stock screening scoring factor. And strategies backtesting
trend-follower-strategy-backtesting
- 一个用R语言写的trend follower strategy的案例,运行时将demoData.R放在工作目录下或者设置读取路径-The indicator will be generated by R’s lag() function. The signal will be to go long(short) if the price is higher(lower) than it was a year ago. In order to equalize risk across instru
ATS
- 期货高频交易策略的Backtesting程序C++源代码-Futures high-frequency trading strategy Backtesting program C++ source code
qrs_detect2
- R波检测算法。不是在线算法,计算量较大,但是检测准确度较高,参数可调,有回溯检验过程。-R-wave detection algorithm. Not an online algorithm, the large amount of calculation, but a higher detection accuracy, adjustable parameters, there are backtesting process.
backtester
- python搭建的外汇量化回测平台,简单易用-python-builded foreign exchange quantified backtesting platform
Forex_tester 1.0 build 9 + keygen
- backtesting software
backtesting
- 用于进行回测的例子 历史回溯测试,也称为“回溯测试”,是用来测试一个策略的盈利能力和风险属性的方法。其工作原理是,把某段时间的全市场历史行情数据喂给被测试策略,并让其在一个模拟交易环境中自动运行,最后根据策略的交易记录对策略进行评估。(Backtesting is the process of applying a trading strategy or analytical method to historical data to see how accurately the strateg