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
core
- library of integrated trading research tools. Algo Quant is a lot more than just an application of backtesting. It is an actively developed and ever more comprehensive library of reusable components that you can use to build your own trading tools f
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.
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