Description: Types of investment: Stock Index Futures
Type of investment: timing
Position type: overnight
Investment varieties: IF0000
Time to check: 20100101 to 20160410
Location frequency: 1 days
Policy Description: this strategy is a trend line timing strategy, which consists mainly of the test execution part A, the location strategy section B, and the external factor part C, wherein the A part is the main program, and the B part and the C part are the functional bodies.
(1) external factor part C
This part is a group SSA trend to use multi window terminal changes, so as to get the bullish bearish signal signal. Specifically, the trend line m for the window parameter
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File list (Check if you may need any files):
alpha001.m
TestAlpha001.m
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