文件名称:BOLL_SYSTEM
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简介：系统基于布林通道原理，是一个趋势追踪系统。
入场条件：
ROC大于0且价格突破布林带上轨就开多仓；
ROC小于0且价格跌破布林带下轨就开空仓；
关键参数：
买卖滑点参数Slip
布林带的周期数BollLength；
布林带标准差的倍数Offset
ROC的周期数ROCLength；
跟踪止损算法的周期数ExitLength - Summary: Bollinger principle-based system, is a trend-tracking system. Admission conditions: ROC price break is greater than 0 and Brin bring rail to open long positions ROC less than 0 and the price fell below Brin track to open short positions key parameters: trading slippage parameter Slip Bollinger Bands the number of cycles BollLength standard deviation Bollinger band multiple Offset Number ROC cycles ROCLength period trailing stop algorithm number ExitLength
入场条件：
ROC大于0且价格突破布林带上轨就开多仓；
ROC小于0且价格跌破布林带下轨就开空仓；
关键参数：
买卖滑点参数Slip
布林带的周期数BollLength；
布林带标准差的倍数Offset
ROC的周期数ROCLength；
跟踪止损算法的周期数ExitLength - Summary: Bollinger principle-based system, is a trend-tracking system. Admission conditions: ROC price break is greater than 0 and Brin bring rail to open long positions ROC less than 0 and the price fell below Brin track to open short positions key parameters: trading slippage parameter Slip Bollinger Bands the number of cycles BollLength standard deviation Bollinger band multiple Offset Number ROC cycles ROCLength period trailing stop algorithm number ExitLength
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下载文件列表
BOLL_SYSTEM.m
data.mat