1SSSSSSSSSSSSSSS http://www.wealth-lab.cn/download.php?file=abe4472cbfbdb9d094a4ce19c92d2237 http://www.wealth-lab.cn/download.php?file=f570c278ebac0cd282eee857622f1550
以前有两位先行者用trading recipes,搞得系统都崩溃了,不知道是不是这个版本的? 呵呵,好像是joes兄和strikes兄,能不能请两位鉴别一下? 另外amkr1015兄能不能也说说看,在你的电脑上能否正常使用?
这里是官方网站: www.tradingrecipes.com 下载的demo,这个demo说的很清楚了,如何使用,以及语法 但是,demo中没有讲清楚的是关于股价如何处理split,dividends的问题 只提到了future中是用contineous price, rollover price gap已经处理掉了 感觉软件在数据上可能不做处理,数据要求是连续的 那么我们就只能拿复权价来做了?
Back-Adjusting futures contracts (by Bob Fulks) To backtest a trading system for trading futures contracts, we would like to have a long duration of price data on which to test our trading system. The problem is that futures contracts expire periodically and the data for each contract lasts only a few weeks or months. So we need some way to create a long series of price data from a sequence of contract prices. This paper discusses the various ways it can be done and explores the advantages and disadvantages of each method. (11-May-2000) Download the entire article in PDF format [38KB] http://www.tradingrecipes.com/resources.html