strategy 101 从今天开始 逐步开放101个基础策略的QA实现 包含5个大类
License: MIT License
strategy 101 从今天开始 逐步开放101个基础策略的QA实现 包含5个大类
总共分5个大类:
s001 -s017 趋势跟踪策略
s018 - s066 技术分析型
s067 - s069 套利策略
s070 - s081 数理统计策略
s082 - s101 其他策略
链接逐步更新
能不能把101策略写个大纲让其他各位大神来一起完善、维护
比如写明下策略名、指标、相关简单介绍。我是刚入坑的量化小白，从各个渠道了解到了这这个框架目前也在学习中，尤其是对基础策略这些不清楚。所以非常希望大家能提供帮助！
def strategy001(data, N=40, mu=1):
MP = QA.MA((data.high+data.low+data.close)/3, N)
TR = pd.concat([abs(data.high - data.low), abs(data.high - data.close.shift(1)),
abs(data.low - data.close.shift(1))], axis=1).max(axis=1)
upBand = MP + muQA.MA(TR, N)
dnBand = MP + muQA.MA(TR, 40)
FP = MP
上面函数,第二个40应该是N
两个地方要改
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