这些文件旨在使用Bollinger带对对交易策略的前进分析as entry and exit rules. In this example, you will see 5 pair of stocks tested over the period of 3 years. Performance analytic part includes profit/loss, Sharpe ratio, and maximum drawdown. I really hope that you will find this file as a starting point for backtesting your investment ideas. Definitely, you need to customize the file if you would like to add new rules, trading strategies, or market data. I would also recommend to watch the webinar on this topic.
引用
MathWorks量轮(2022)。前瞻性分析(WFA) - WFA网络研讨会的文件(//www.tatmou.com/matlabcentral/fileexchange/58316-walk-forward-analysis-wfa-files-for-wfa-webinar),matlab中央文件exchange。检索到。
马铃薯草Release Compatibility
平台兼容性
Windows 苹果系统 Linux.标签
致谢
灵感来自:从谷歌和雅虎下载日常数据金融