Empirical Technical Trading Systems
バージョン 1.1.0.0 (8.24 KB) 作成者:
Champ Mendis
Technical Trading System
'A technical trading system comprises a set of trading rules that can be used to generate trading signals. In general, a simple trading system has one or two parameters that determine the timing of trading signals. Each rule contained in a trading system is the results of parameterizations.'
(Source: The Profitability of Technical Analysis: A Review by Cheol-Ho Park and Scott H. Irwin)
引用
Champ Mendis (2024). Empirical Technical Trading Systems (https://www.mathworks.com/matlabcentral/fileexchange/12925-empirical-technical-trading-systems), MATLAB Central File Exchange. 取得済み .
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