%%?Algorithmic?Trading?with?MATLAB（R）:?Simple?Lead/Lag?EMA
%?This?demo?is?an?introduction?to?using?MATLAB?to?develop?and?test?a?simple
%?trading?strategy?using?an?exponential?moving?average.
%
%?Copyright?2010?The?MathWorks?Inc.
%?All?rights?reserved.

%%?Hey?You:?You?should?read?||?before?proceeding

%%?Load?in?some?data?（Excel）
%?Bund?is?a?German?bond?future?and?data?is?sampled?daily
data?=?xlsread（‘BundDaily.xls‘）;
testPts?=?floor（0.8*length（data（:5）））;
BundClose?=?data（1:testPts5）;
BundCloseV?=?data（testPts+1:end5）;

%%?Develop?a?simple?lead/lag?technical?indicator
%?We‘ll?use?two?exponentially?weighted?moving?averages
[leadlag]=movavg（BundClose520‘e‘）;
plot（[BundCloseleadlag]）?grid?on
legend（‘Close‘‘Lead‘‘Lag‘‘Location‘‘Best‘）

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2010-11-23?01:58??AlgoTrading2010\
?????文件????????6035??2010-11-23?01:58??AlgoTrading2010\AlgoTradingDemo1.m
?????文件????????3931??2010-11-23?01:58??AlgoTrading2010\AlgoTradingDemo2.m
?????文件????????4209??2010-11-23?01:58??AlgoTrading2010\AlgoTradingDemo3.m
?????文件????????4458??2010-11-23?01:58??AlgoTrading2010\AlgoTradingDemo4.m
?????文件????????2455??2010-11-23?01:58??AlgoTrading2010\AlgoTradingDemo5.m
?????文件?????1285619??2010-11-23?01:58??AlgoTrading2010\bund1min.mat
?????文件???????67072??2010-11-23?01:58??AlgoTrading2010\BundDaily.xls
?????目錄???????????0??2010-11-23?01:58??AlgoTrading2010\gaFiles\
?????文件????????3237??2010-11-23?01:58??AlgoTrading2010\gaFiles\crossover.m
?????文件?????????437??2010-11-23?01:58??AlgoTrading2010\gaFiles\fitness.m
?????文件????????3800??2010-11-23?01:58??AlgoTrading2010\gaFiles\initializePopulation.m
?????文件????????1165??2010-11-23?01:58??AlgoTrading2010\gaFiles\locateConnectors.m
?????文件????????1863??2010-11-23?01:58??AlgoTrading2010\gaFiles\mutation.m
?????文件?????????286??2010-11-23?01:58??AlgoTrading2010\gaFiles\plotRules.m
?????文件????????1964??2010-11-23?01:58??AlgoTrading2010\gaFiles\tradeSignal.m
?????文件????????1212??2010-11-23?01:58??AlgoTrading2010\gaFiles\validRule.m
?????目錄???????????0??2010-11-23?01:58??AlgoTrading2010\html\
?????文件???????19413??2010-11-23?01:58??AlgoTrading2010\html\AlgoTradingDemo1.html
?????文件????????5026??2010-11-23?01:58??AlgoTrading2010\html\AlgoTradingDemo1.png
?????文件???????10295??2010-11-23?01:58??AlgoTrading2010\html\AlgoTradingDemo1_01.png
?????文件???????10708??2010-11-23?01:58??AlgoTrading2010\html\AlgoTradingDemo1_02.png
?????文件???????11054??2010-11-23?01:58??AlgoTrading2010\html\AlgoTradingDemo1_03.png
?????文件???????10432??2010-11-23?01:58??AlgoTrading2010\html\AlgoTradingDemo1_04.png
?????文件???????59217??2010-11-23?01:58??AlgoTrading2010\html\AlgoTradingDemo1_05.png
?????文件???????11070??2010-11-23?01:58??AlgoTrading2010\html\AlgoTradingDemo1_06.png
?????文件???????10027??2010-11-23?01:58??AlgoTrading2010\html\AlgoTradingDemo1_07.png
?????文件???????56120??2010-11-23?01:58??AlgoTrading2010\html\AlgoTradingDemo1_08.png
?????文件???????10000??2010-11-23?01:58??AlgoTrading2010\html\AlgoTradingDemo1_09.png
?????文件???????10201??2010-11-23?01:58??AlgoTrading2010\html\AlgoTradingDemo1_10.png
?????文件???????76768??2010-11-23?01:58??AlgoTrading2010\html\AlgoTradingDemo1_11.png
............此處省略72個文件信息