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[Matlab]
[源码]
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- Update:
- 2015-11-08
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- 谭杰仁
Description: 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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BOLL_SYSTEM.m
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