hzg1.rar_matlab 择时_matlab 择时_交易择时 MATLAB_择时_股

tic clear,clc load dijiagu; %%计算持仓 zhouqi1=20; zhouqi2=10; length1=length(dijiagu); cc(:,1)=dijiagu(:,2); chicang=zeros(length1,1); for i=zhouqi1:length1 if cc(i,1)==max(cc(i-zhouqi1+1:i,1)) && chicang(i-1)==0 chicang(i,1)=1; elseif cc(i,1)==min(cc(i-zhouqi2+1:i,1)) && chicang(i-1)==1 chicang(i,1)=0; else chicang(i,1)= chicang(i-1,1); end end % 计算交易 benjin=100; profit=zeros(length1,1); k=0; for i=4:length1 % 多头 if chicang(i-2,1)==0 && chicang(i-1,1)==1 k=k+1; buyprice=cc(i-1,1)+0.2; profit(i,1)=(cc(i,1)-buyprice); end if chicang(i-2,1)==1 && chicang(i-1,1)==1 profit(i,1)=(cc(i,1)-cc(i-1,1)); end end %计算收益 benjin=100; shouyilv1=zeros(length1,1); hcb=zeros(length1,1); for i=1:length1 shouyilv1(i,1)=sum(profit(1:i,1))+benjin; hcb(i,1)=(max(shouyilv1(1:i,1))-shouyilv1(i,1))/benjin; end subplot(2,1,1); plot(dijiagu(1:length1,1),shouyilv1(1:length1,1)); datetick('x','yyyymmdd'); subplot(2,1,2); plot(dijiagu(1:length1,1),hcb(1:length1,1)); datetick('x','yyyymmdd'); toc