波动率放大+均线突破+日历过滤+滚动止损止盈 Quantitative investment str

Title: 波动率放大+均线突破+日历过滤+滚动止损止盈

Description: Quantitative investment strategy can be used in futures stock quantitative trading

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波动率放大+均线突破+日历过滤+滚动止损止盈\RunBackTest.m
波动率放大+均线突破+日历过滤+滚动止损止盈\test.m
波动率放大+均线突破+日历过滤+滚动止损止盈

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