分类
技術分析

交易系统

程序化交易系统是一种个性期货程序化交易软件,每个普通投资者或机构投资者都可以根据自己的投资经验和智慧,编写自己的交易模型,进行电脑自动交易。

据美国权威交易系统评选杂志《Futures Truth Magazine》2011 年10 月 最新发布的交易系统排名,NatGator、Catscan、DCS II 等模型的业绩。在过去一年进入了前十名榜单,前三名模型年收益率均在200%以上。

ridikuius/Trade

This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.

Use Git or checkout with SVN using the web URL.

Work fast with our official CLI. Learn more.

Launching 交易系统 GitHub Desktop

If nothing happens, download GitHub Desktop and try again.

Launching GitHub Desktop

If nothing happens, download GitHub Desktop and try again.

Launching Xcode

If nothing happens, download Xcode and try again.

Launching Visual Studio Code

Your codespace will open once ready.

There was a problem preparing your codespace, please try again.

Latest commit

Git stats

Files

Failed to load latest commit information.

README.md

项目使用Spring4.1.交易系统 2.RELEASE + SpringMVC4.1.2.RELEASE + Mybatis3.3.0

About

Resources

Stars

Watchers

Forks

Releases

Packages 0

Languages

Footer

© 2022 GitHub, Inc.

You can’t perform that action at this time.

You signed in with another tab or window. Reload to refresh your session. You signed out in another tab or window. Reload to refresh your session.

ridikuius/Trade

This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.

Use Git or checkout with SVN using the web URL.

Work fast with our official CLI. Learn more.

Launching GitHub Desktop

If nothing happens, download GitHub Desktop and try again.

Launching GitHub Desktop

If nothing happens, download GitHub Desktop and try again.

Launching Xcode

If nothing happens, download Xcode and try again.

Launching Visual Studio Code

Your codespace will open once ready.

There was a problem preparing your codespace, please try again.

Latest commit

Git stats

Files

Failed to load latest commit information.

README.md

项目使用Spring4.1.2.RELEASE + SpringMVC4.1.2.RELEASE + Mybatis3.3.0

About

Resources

Stars

Watchers

Forks

Releases

Packages 0

Languages

Footer

© 2022 GitHub, Inc.

You can’t perform that action at this time.

You signed in with another tab or window. Reload to refresh your session. You signed out in another tab or window. Reload to refresh your session.

全球十大程序化交易系统 ( 有源码 )

程序化交易系统是一种个性期货程序化交易软件,每个普通投资者或机构投资者都可以根据自己的投资经验和智慧,编写自己的交易模型,进行电脑自动交易。

据美国权威交易系统评选杂志《Futures Truth Magazine》2011 年10 月 最新发布的交易系统排名,NatGator、Catscan、DCS II 等模型的业绩。在过去一年进入了前十名榜单,前三名模型年收益率均在200%以上。

Delphi II Aggressive、Trend Finder Tiger、TSL_CEL_NG_1.1等模型 进入了发布超过18个月的交易系统业绩排名榜单,前十名模型的年收益率介于74.6%-170.5%之间。

前十大交易系统排名(过去1 年)

排名交易系统名称 交易系统 年收益率%

1 NatGator 237.80%

2 Catscan 222.10%

4 Strategic 173.50%

5 Sidewinder 169.90%

6 ATS 6400 169.00%

7 Aberration 167.90%

8 Waverider 166.30%

9 Reversal 164.40%

10 Top Ten System 162.60%

注:收益截至2011 年7 月31 日,收益率计算基于3 倍保证金。

1 Delphi II Agressive 170.50%

2 Trend Finder Tiger 162.50%

3 TSL_CEL_NG_1.1 161.90%

4 Natural Gas Offense 157.60%

5 Trend Finder Lion 2 141.90%

6 Auto Core Duo 90.10%

7 Propero ES 81.80%

8 Dual Thrust 81.70%

9 TSL_SP_1.0Z 76.90%

10 Trend Weaver 74.60%

注:交易系统必须发布18 个月以上,收益截至2011 年7 月31日,收益率计算基于3 倍保证金。

FT Classic、TSL_SP_1.0Z、TSL_CEL_SP1 等模型进入了前十名榜单,前十大模型的年收益率介于36.3%-107.3%之间。

前十大S&P 交易系统排名

排名交易系统名称 年收益率%

1 FT Classic 107.30%

2 TSL_SP_1.0Z 76.90%

3 TSL_CEL_SP1 74.50%

4 Keystone 54.10%

5 Impetus SP 50.50%

6 Big Blue 2 49.60%

7 Strategic 500 45.50%

8 STC SP Daytrader 42.00%

9 R-Breaker 37.10%

10 %C Daybreaker 36.30%

注:排名基于系统发布以来业绩,收益截至2011 年7 月31 日,收益率计算基于3 倍保证金。

前十大一致性最好的交易系统

Aberration Keith Fitschen

Andromeda Petros Development Corp.

Brix Alfaranda CTA

Checkmate Strategic Trading Systems

Dollar Trader for

Golden SX Randy Stuckey

R-Breaker Richard Saidenberg

STC S&P Daytrade Stafford Trading Company

Trendchannel John Tolan

交易系统类别

交易系统名称 按周期分 策略类别 使用市场

Aberration 长线 趋势 多市场

Andromeda 长线 趋势 多市场

Checkmate 中线 趋势 多市场

Dollar Trader 长线 趋势 外汇

Golden SX 长线 趋势 多市场

R-Breaker 日内 趋势+反转 股票指数

Ready-Set-Go 长线 趋势 多市场

STC S&P Daytrade 日内 趋势+反转 股票指数

Trendchannel 长线 趋势 外汇、国债

Aberration trading system

Aberration 交易系统由Keith Fitschen 于1986发明,1993年Keith Fitschen 将该系统商业化发布,自发布之日起,该系统业绩一直名列前茅,在1997 年、2001 年、2005 年已发布交易系统的业绩排名中该系统均排名前十。

该交易系统的特点是同时交易在8 种不同的品种上,包括物、肉类、金属、能源、外汇、金融以及股指期货等。Aberration交易系统的交易频率常常是每年交易某一品种3-4 次,60%的时间都持有仓位,平均每笔交易持仓60 天。它通过长线交易捕捉趋势来获取巨额利润。那它如何来弥补亏损呢?因为它同时交易在多个不相关的市场,当某一品种损失时,另一品种可能获利。在一年的时间里,总是有某一种或者多种品种能获得巨额利润。这些大的利润弥补了那些没趋势市场的小额亏损。Aberration 交易系统对资金进行组合管理,因此可以接受比较大的资金量。

csfreebird/pixiu

This commit does not belong to any branch on this repository, 交易系统 and may belong to a fork outside of the repository.

Use Git or checkout with SVN using the web URL.

Work 交易系统 fast with our official CLI. Learn more.

Launching GitHub Desktop

If nothing happens, download GitHub Desktop and try again.

Launching GitHub Desktop

If nothing happens, download GitHub Desktop and try again.

Launching Xcode

If nothing happens, download Xcode and try again.

Launching Visual Studio Code

Your codespace will open once ready.

There was a problem preparing your codespace, please try again.

Latest commit

Git stats

Files

Failed to load latest commit information.

README.org

About

Resources

Stars

Watchers

Forks

Releases

Packages 0

Languages

Footer

© 2022 GitHub, Inc.

You can’t perform that action at 交易系统 this time.

You signed in with another tab or window. Reload to refresh your session. You signed out in another tab or window. Reload to refresh your session.