Trading strategy back tester

バージョン 1.2.0.0 (5.5 MB) 作成者: Donny Lee
This program shows the profit and lost of using different trading strategies on Singapore stocks.
ダウンロード: 6.8K
更新 2011/3/30

ライセンスの表示

Directions to run the file.

1. Unzip the file "TradingStrat.zip" so that you'll get the folder "TradingStrat".
2. Set your working directory as "TradingStrat > CSV" (The CSV folder holds the comma separated values data which is required to use the back tester)
3. Run the file 'runCSV.mat' by typing runCSV at the Matlab prompt.
4. A new window will open. In the 'Input:' window, select the stock you want to backtest.
5. Click on 'Execute'. At the main Matlab prompt, you should see a percentage progress from 0% to 100%.
6. Once done, another window will open for you to select the time frame of data to back test. Click on 'Execute' again.
7. A main window opens showcasing the candlestick data of the stock and various indicators with buy and sell signals as according to the strategy implemented. Look at the Readme file for a description of the strategies used.
8. You are free to change the parameters of each individual strategy. The profit and loss will be changed accordingly.

Strategies used:
1. Simple and Exponential Moving Average Crossover.
2. Stochastic Oscillator.
3. Bollinger Band.
4. MACD Divergence.
5. RSI Strategy.

Stocks in the backtester:
DBS Bank (DBS), Genting (GENS), Kim Eng (KEH), Kep Corp (KEP), Osim (OSIM), Raffles Education Group (RLS), Singapore Airlines (SIA), Singapore Press Holdings (SPH), Singapore Technologies Engineering (STE), Starhub (STH), United Overseas Bank (UOB), UOL Group (UOL), Wilmar (WIL).

引用

Donny Lee (2024). Trading strategy back tester (https://www.mathworks.com/matlabcentral/fileexchange/30693-trading-strategy-back-tester), MATLAB Central File Exchange. 取得済み .

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バージョン 公開済み リリース ノート
1.2.0.0

Change title from "Algorithmic Trading strategy back tester" to "Trading strategy back tester"

1.0.0.0