搜索资源列表
e4
- state space时间序列分析工具包,包含有Kalman filter, Extended Kalman filter.
Captain_for_matlab7_0
- 动态时间序列分析工具包.包括有ARMA,harmonic model,kalman filter等方法
Gordon-paper-program 金融经济学中最常用经济算法模型的粒子滤波程序
- Gordon, Salmond, and Smith 于1993年的论文中一个关于金融经济学中最常用经济算法模型的粒子滤波程序。-Gordon, Salmond, and Smith in a 1993 paper on financial economics, the most commonly used economic models of particle filter algorithm program
beta_estimation
- Implements Maximum likelihood estimation of beta and other parameters for model of stock portfolio vs. index using kalman filter
First-hour-breakout-system
- C#实现的日内突破交易策略,可在Wealth-lab及其他C#策略平台下应用。-First hour breakout system The system takes positions if the price exceeds the range determined in the first hour of the day, using a moving average as a filter. Entry rules Buy at breakout of fi
kalman
- 利用kalman滤波进行股票预测,并与灰色预测,及神经网络算法的预测结果进行比较。-Use kalman filter for stock forecasting, and with gray prediction, and neural network algorithm to predict the results were compared.
BKD
- 一个帮助外汇交易者判断交易方向的信号,思路是进行突破交易,结合布林带通道和KD指标,KD上涨过程中过滤做空信号,KD下跌过程中,过滤做多信号。-A signal to help foreign exchange traders to judge the transaction direction, train of thought is a breakthrough deal with Bollinger channel and KD index, filter the short signal
State_Space_Models_FEX
- State Space/ Kalman Filter Toolbox,Author: Marcelo Perlin / (PhD Student) / ICMA – Reading University,This toolbox was designed to simulate and fit linear state space models with the kalman filter approach. The main literature I used for this parti
Combo-System-5M
- 這是屬於順勢剝頭皮類的交易軟件,透過多指標來過濾進場點,跑在歐美兌的五分鐘圖上,一年可翻倍-This is belongs to scalping trading system, via muti-indicator to filter the open position, runs on RU with M5 chart.
bp_filter
- bp filter in use in geophysics program write in matlab code
PipMakerV10
- 经典的马丁套路交易系统,过滤性强,加上人工一点点时间的盯盘,还是很强劲的。-Classic Martin routines trading system, filter strong, coupled with a little bit of time manual stare, or very strong.
FXunion.com_BBQ_EA_v1.0.6
- 策略:多指标过滤,趋势型外汇EA,带跟踪止损,大大确保盈利,成功率蛮高。 此EA有些类似Aladdin FX,趋势型,短线盈利,多指标过滤提高准确率,下单量少,需要重单博弈,有止损,风险控制得到一定的保证,再加上跟踪止损。交易策略可以用于学习的,对于正在写多指标过滤的EA的朋友可能有帮助。-Strategy: the multi-target filtering, trend of foreign exchange EA, with trailing stops, greatly en
Filtering-of-the-classic-algorithm
- 10种滤波算法,递归平均滤波法,算术平均滤波法,极限平均滤波法,罕见信息。-10 kinds of filtering algorithms, recursive average filtering method, arithmetic mean filtering method, limiting average filter method, rare information.
OrderTimeAlert
- 该 EA 跟踪市价单的存在时间。 可设置过滤器: 通过 EA 的"魔幻" 数字或品种。 每笔订单只生成一次信号。 可应对终端重启。 可以在日志里打印消息。 可以选择声音文件的名字。文件必须保存在 <终端文件夹>/Sounds 文件夹并具有 .wav 扩展名。(The EA tracks the existence time of the market price list. The filter can be set: "magic"