dual station

所属分类:金融证券系统
开发工具:matlab
文件大小:10464KB
下载次数:2
上传日期:2020-06-13 01:51:00
上 传 者米饭盒子
说明:  Chalek 在80 年代开发的 Dual Thrust。在自动化交易排名中,目前为止,仍然排名第二左右。详细资料,大家可以搜索网络对这方面的介绍。 基本原理很简单,描述出来如下,这样不懂编程的人都可以明白: 1. 在今天的收盘,计算两个值: 最高价-收盘价, 和 收盘价-最低价。然后取这两个值较大的那个,乘以k值0.7。把结果称为 触发值。 2. 在明天的开盘,记录开盘价,然后在价格超过(开盘+触发值)时马上买入,或者价格低于(开盘-触发值)时马上卖空。 3. 没有明确止损。这个系统是反转系统,也就是说,如果在价格超过(开盘+触发值)时手头有一口空单,则买入两口。
(Chalek developed dual thrust in the 1980s. In the ranking of automated transactions, so far, it still ranks the second or so. Detailed information, you can search the network on this aspect of the introduction. The basic principle is very simple, described as follows, so that people who do not know programming can understand: 1. At today's closing, calculate two values: the highest price - the closing price, and the closing price - the lowest price. Then take the larger of these two values and multiply by the K value of 0.7. Call the result the trigger value. 2. At the opening of tomorrow, record the opening price, and then buy when the price exceeds (opening + trigger value), or sell short when the price is lower than (opening trigger value). 3. There is no clear stop loss. This system is a reverse system. That is to say, if there is an empty order on hand when the price exceeds (opening + trigger value), two will be bought.)

文件列表:
dual station\1.jpg (66741, 2010-02-18)
dual station\2.jpg (150974, 2010-02-18)
dual station\B_S_Plot.m (10459, 2010-02-18)
dual station\continuous.xls (10933598, 2010-02-18)
dual station\dual station.txt (765, 2010-02-19)
dual station\dualstation.m (8849, 2010-02-18)
dual station\operate_plot.m (1614, 2010-02-17)
dual station\point_report.m (10355, 2010-02-18)
dual station\rate_report.m (10569, 2010-02-18)
dual station\test.m (1996, 2010-02-18)
dual station\打分排序工作簿.xlsx (226652, 2010-02-18)
dual station (0, 2010-02-19)

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