An Empirical Study on Trading Rules of Taiwan Index Futures－Application of Week-Based Channels Breakout Strategies.
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 104 === We designed a simple model belonging channel trading strategy of breakout concept and combined with trading strategy evaluation which can implement program trading using real-time data and process back-testing simulation by historical trading data. The daily t...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/5qjtcd |