tag:blogger.com,1999:blog-4273036215551394972026-10-13T23:35:31.070-07:00程式交易Excel VBA, C# , Metastock , MT4 程式交易教學程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.comBlogger373125tag:blogger.com,1999:blog-427303621555139497.post-78048948179617812122017-01-31T12:33:00.000-08:002014-11-24T09:43:53.589-08:00Metastock程式交易編程教程(1)Metastock程式交易編程教程<br /> <br /> - 3人或以上成班<br /> - 包講義PPT <br /> <br /> - 可網上教學<br /> - 課程約1-2小時<br /> - 歡迎經紀/機構合作機會<br /> <br /> 1. Metastock 程式語言(Formula Language)初階(1)<br /> -&nbsp; Formula language 語言要素<br /> -&nbsp; 分類及常用函數<br /> -&nbsp; 語言限制及解決方案<br /> -&nbsp; 實例解釋<br /> <br /> 費用 : 每位HKD 100<br /> <br /> 2. Metastock 交易系統開發工具簡介<br /> - 深入淺出介紹 交易系統開發原理及流程<br /> -&nbsp; 介紹Metastock 開發工具 - Indicator Builder , System Tester , Expert Advisor<br /> -&nbsp; 如何在不同格式數據導入/導出<br /> <br /> 費用 : 每位HKD100<br /> <br /> 3.&nbsp; Metastock 程式語言(Formula Language)進階(1) - Equis Trend Analysis 及 Volatility Analysis<br /> &nbsp;- 深入淺出介紹趨勢分析(Trend Analysis)及波幅分析(Volatility Analysis)要素及實現要點<br /> - 以Metastock 內附的EA Equis Trend Analysis 及 Equis Volatility Analysis 作範本解釋實作明細<br /> - 績效檢查<br /> <br /> 費用 : 每位HKD150<br /> <br /> <a name='more'></a><br /> <br /> 4.&nbsp; Metastock 程式語言(Formula Language)進階(2) -Angell LSS<br /> - 深入淺出介紹著名交易系統 LSS 要素及實現要點<br /> -&nbsp; 以Metastock 內附LSS版本作範本解釋實作明細<br /> - 補充 Metastock 內附LSS版本缺失部分<br /> - 績效檢查<br /> <br /> &nbsp;費用 : 每位HKD200<br /> <br /> 5.&nbsp; Metastock 程式語言(Formula Language)進階(3) - Turtle Trader<br /> - 深入淺出介紹著名海龜交易系統 Turtle Trader 要素及實現要點<br /> -&nbsp; 以Metastock 內附Turtle Trader版本作範本解釋實作明細<br /> - 績效檢查<br /> <br /> &nbsp;費用 : 每位HKD200<br /> <br /> 6.&nbsp; Metastock 程式語言(Formula Language)進階(4) - 一目均衡（ichimuku)<br /> <div style="background-color: white; color: #222222; font-family: arial, sans-serif; font-size: 14px;"> <div> - 深入淺出介紹著名技術指標 ichimuku 要素及實現要點</div> <div> - &nbsp;以Metastock formula language 撰寫 ichimuku 技術指標</div> <div> - &nbsp;以Metastock formula language 撰寫 ichimuku 交易信號</div> <div> - 績效檢查</div> <div> <br /></div> <div> </div> </div> &nbsp;費用 : 每位HKD200<br /> <br /><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com72tag:blogger.com,1999:blog-427303621555139497.post-89536853751381707952017-01-31T12:03:00.000-08:002014-11-24T09:44:08.417-08:00Excel VBA 程式交易編程教程(1)Excel VBA 程式交易編程教程<br /> <br /> - 3人或以上成班<br /> - 包講義PPT 及源碼模版 (source code and Excel Template)<br /> - 可配合SP Trader, Excel Realtime 或其他DDE / Web Service 價位導入 (e.g. Bloomberg , Telequote, MSN Money, MT4.) <br /> - 課程約1-2小時<br /> - 可網上教學 <br /> - 歡迎經紀/機構合作機會<br /> <br /> 1. 編程初階預備班 (1) - 學習技巧 : 針對未有編程基礎學員, 教授Excel 及VBA編程最基本<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 包括 : Excel&nbsp; 宏 , VBA 開發環境 , 編程基本 : 數據型態, 變量,運算式, 控<br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 制 , 自訂函數/過程, 常用Excel / VBA 內建函數<br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 課程包括1個月內免費電郵學習查詢<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 範例 : (1) 宏 (Macro)<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; (2) 簡單實例<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; <br /> 費用 : 每位HKD 80 <br /> <br /> 2. 編程初階預備班 (2) - 學習技巧 : 針對未有編程基礎學員, 教授Excel 及VBA編程最基本<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 包括 : Excel VBA 中的Application , Workbooks, Worksheets, Range&nbsp; ,<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cell 等對象, 屬性, 方法及事件 <br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 課程包括1個月內免費電郵學習查詢<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 範例 : (1) 計算股票 MACD 值<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; (2) 計算以MACD策略交易股票的回報統計分佈<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; <br /> 費用 : 每位HKD 80 <br /> <br /> 3. 編程初階預備班 (3) - 學習技巧 : 針對未有編程基礎學員, 教授Excel 及VBA編程最基本<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 包括 : Excel VBA 中的窗體控件運用, 簡單繪圖, 文字檔輸入/輸出/處理 <br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 課程包括1個月內免費電郵學習查詢<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 範例 : (1) 讀取股價檔並繪制股價圖<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; (2)用戶介面設計並記錄用戶動作(audit log)<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; <br /> 費用 : 每位HKD 80 <br /> <br /> <br /> 1. 編程初階 (1) - 學習技巧 : 針對程式交易的VBA編程簡單技巧<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 範例 : (1) 技巧展示模板<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; (2) 歐式期權即市理論價及風險參數計算<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; (3) 板塊股票52周新高/新低提示 <br /> 費用 : 每位HKD 80 <br /> <br /> <br /> 2. 編程進階 (1) - 學習技巧 : 抓取即市數據分析處理<br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 範例 : (1) 即市期指四度空間分析(Market Profile)<br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) 即市期指XO點數圖(Point &amp; Figure Chart)<br /> &nbsp;&nbsp; 費用 : 每位HKD 150 <br /> <br /> 3. 編程進階 (2) - 學習技巧 : 抓取即市數據存檔,整理及繪圖<br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 範例 : (1) 即市期指Tick數據抓取存檔<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; (2)&nbsp; 即市期指Tick數據轉1分鐘數據, 並據此繪畫陰陽燭圖<br /> &nbsp;費用 : 每位HKD 300<br /> <br /> 4.&nbsp; 編程進階 (3) - 學習技巧 : 簡單期指即市下單程式製作 , 針對單一合約單一下單量, 可配合SP Trader 以及部份網上交易平台<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 範例 : (1)&nbsp;SP Trader&nbsp;版簡單期指下單機<br /> <br /> 費用 : 每位HKD 150<br /> <br /> 5.&nbsp; 編程進階 (4) - 學習技巧 : SP Trader 簡易下單程式製作 , 可針對不同合約(股票,牛熊, 認股証, 期指, 指數期權)不同下單量<br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 範例 : (1) SP Trader 版進階下單機<br /> <br /> 費用 : 每位HKD 300<br /> <br /> <a name='more'></a><br /> <br /> <br /> 6.&nbsp; 編程進階 (5) - 學習技巧 :自動化抓取知名財經網站歷史數據資料作量化分析<br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 範例 : (1) 自動化抓取港交所指數期權數據, 以及繪製每日波幅微笑(IV Smile)的<br /> 變化<br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) 自動化抓取著名認股証數據, 並作不同分析 <br /> 費用 : 每位HKD 300<br /> <br /> <br /> <br /> 7.&nbsp; 編程高等 (1) - 學習技巧 : 簡易交易程式系統設計理論及實現 , 有機組合進階學習的技巧 ,&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 加入風險管理.&nbsp; 本課程假定學員已掌握進階課程的相關技巧<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 範例 : (1) 以3條移動平均及現價決定買賣的FATS 版簡單期指下單交易系統<br /> &nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br /> 費用 : 每位HKD 500<br /> <br /> <br /> 8.&nbsp; 編程高等 (2) - 學習技巧 : 簡易交易程式系統設計理論及實現 , 有機組合進階學習的技巧 ,&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 加入風險管理.&nbsp; 本課程假定學員已掌握進階課程的相關技巧<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 範例 : (1) 以區間突破決定買賣的FATS 版簡單期指下單交易系統<br /> &nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br /> 費用 : 每位HKD 500<br /> <br /> &nbsp;9. 編程高等 (3) - 學習技巧 : 簡易交易程式系統設計回測(Backtest)理論及實現 , 有機組合進階學習的技巧 , 本課程假定學員已掌握進階課程的相關技巧<br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 範例 : (1)以移動平均配合隨機指標買賣股票的勝率統計<br /> <br /> 費用 : 每位HKD 250<div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com95tag:blogger.com,1999:blog-427303621555139497.post-58548272841227030002016-11-24T09:41:00.000-08:002015-08-21T05:19:17.960-07:00有關課程安排注意事項(置頂)近日收到不少有關課程的查詢 , 因事務繁忙 , 未能一一回覆, 請見諒.<br /> <br /> 由於部分查詢事項大致相同, 故在此說明一下<br /> <br /> 1. 課程編排以博客最新通知為準. 置頂的課程帖子只為方便展示大概內容範圍, 並不表示同期有多個課程在辦. 簡單來說,包括(但不限於)Excel VBA, Metastock , C# , SP Trader API, Amibroker , MetaTrader 以及 量化基本/技術分析 (使用 R / SQL)<br /> <br /> 2. 查詢課程以範圍越精確越好. 如查詢某一VBA課程而非籠統表示對所有課程皆有偏好. 如近期課程編排未有閣下心水, 可具體提出要求敝人考慮安排.<br /> <br /> 3. 所有初步查詢請用電郵問答. 敝人花在社交上線時間不多, 請避免要求加入Linkedln, Wechat , QQ ....<br /> <br /> 4. 所以課程為網上會議形式教學.目前主要透過anymeeting.com 安排. 除非個別能自成小組(5人或以上)及有場地提供, 或可考慮課室教學.<br /> <br /> 5.請學員在上課前確保設備跟anymeeting.com兼容及運作正常. 可以透過該網站測試<br /> <br /> 6.務請準時上課, 如超過15分鐘沒有學員上課,課堂可能中止而不作另外補課<br /> <br /> <br /> <br /><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com12tag:blogger.com,1999:blog-427303621555139497.post-78582153927818162532016-05-04T10:06:00.000-07:002016-05-04T10:06:14.901-07:00六合彩的勝率數據分析(5)在彩票分析中有個分析點就是觀察中獎號碼和的趨勢,根據"彩票中獎指南"一書指示,這些數字和都有一定的規律, 趨和平均, 筆者再次以VBA和SQL 分析六合彩數據2000年1月-2016年4月的中獎數字和實證一下.<br /> <br /> 在分析和用於實戰上會有些差距,因為筆者把每期7個號碼都算在內,然而一注只有6個號,如果是複式買就問題不大.另外期間擴號問題也沒處理, 高和值機率會比實際略低.<br /> <br /> 這2319期的中獎和實證上也是有一定規律. 就以最近的200期為例, 有區間振盪然後幅度擴大幾期的影子.大區間近期以100及250附近為界. 事實上這些和值,最小不小於28, 最大不大於322.<br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEj9fDgwAfSkBXgbEAmb_-uP6aqKfoap_ompqeEOfYvL0j4iietxs04I9QMVAOiSPTDuVQ1E2PUmHRXDDJXvGYSrBUHobe6Q1JayQWTEPB2Wuv0rkyimERA0o-Ll7NZikBcbPdZBIClUEdQ/s1600/ScreenHunter_306+May.+05.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEj9fDgwAfSkBXgbEAmb_-uP6aqKfoap_ompqeEOfYvL0j4iietxs04I9QMVAOiSPTDuVQ1E2PUmHRXDDJXvGYSrBUHobe6Q1JayQWTEPB2Wuv0rkyimERA0o-Ll7NZikBcbPdZBIClUEdQ/s1600/ScreenHunter_306+May.+05.jpg" /></a></div> <br /> <a name='more'></a>&nbsp;近3個月的中獎和<br /> <br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjDbKr2RGTL3w9y5VIIawJWtTANxYdV-KZIQhsDjItLj8JAz-2-VC4We8zHZJnS2M1tf8DF0n3aLk6RSoWuC06fUX82a2dvR_ukoRSEUDlD2dxeU_Jzm16r4ZRW4p6BbMDXleTtX8MpiNU/s1600/ScreenHunter_307+May.+05.jpg" imageanchor="1" style="clear: left; float: left; margin-bottom: 1em; margin-right: 1em;"><img border="0" height="640" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjDbKr2RGTL3w9y5VIIawJWtTANxYdV-KZIQhsDjItLj8JAz-2-VC4We8zHZJnS2M1tf8DF0n3aLk6RSoWuC06fUX82a2dvR_ukoRSEUDlD2dxeU_Jzm16r4ZRW4p6BbMDXleTtX8MpiNU/s640/ScreenHunter_307+May.+05.jpg" width="132" /></a></div> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> 如果統計這2319期的中獎和趨勢, 得出以下結果<br /> <br /> <table border="0" cellpadding="0" cellspacing="0" style="border-collapse: collapse; width: 144px;"> <colgroup><col span="2" style="width: 54pt;" width="72"></col> </colgroup><tbody> <tr height="18" style="height: 13.5pt;"> <td class="xl64" height="18" style="height: 13.5pt; width: 54pt;" width="72">&nbsp; &nbsp;接收</td> <td class="xl64" style="width: 54pt;" width="72">&nbsp; &nbsp;频率</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">0</td> <td align="right">0</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">20</td> <td align="right">0</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">40</td> <td align="right">0</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">60</td> <td align="right">3</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">80</td> <td align="right">6</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">100</td> <td align="right">28</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">120</td> <td align="right">118</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">140</td> <td align="right">243</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">160</td> <td align="right">439</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">180</td> <td align="right">518</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">200</td> <td align="right">433</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">220</td> <td align="right">311</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">240</td> <td align="right">155</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">260</td> <td align="right">57</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">280</td> <td align="right">6</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">300</td> <td align="right">1</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">320</td> <td align="right">1</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">340</td> <td align="right">0</td> </tr> <tr height="18" style="height: 13.5pt;"> <td align="right" height="18" style="height: 13.5pt;">360</td> <td align="right">0</td> </tr> </tbody></table> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjL745SLVVms1shHSB-93L1fLJe_9bfrcy4ZGcjkMI0TXzK52isu6btTP9coPlU9BhkLO1-29hSgl6ShJsrrAbBnkyghTsYoM5DxP2C_Iw-QS4JNugMhAZal2AUVv8U2hzJFbFPGn5plyU/s1600/ScreenHunter_308+May.+05.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="631" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjL745SLVVms1shHSB-93L1fLJe_9bfrcy4ZGcjkMI0TXzK52isu6btTP9coPlU9BhkLO1-29hSgl6ShJsrrAbBnkyghTsYoM5DxP2C_Iw-QS4JNugMhAZal2AUVv8U2hzJFbFPGn5plyU/s640/ScreenHunter_308+May.+05.jpg" width="640" /></a></div> <br /> <br /> 如果要增加勝率, 以組合和180-200之間為最.<br /> <br /> 當然單以這個來選號,組合還是很多,要加上之前的區間選擇和其他趨勢選擇來收窄可選組合, 那就可以用較少資源去增高值搏率了.<br /> <br /><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com0tag:blogger.com,1999:blog-427303621555139497.post-50847175308807593692015-11-05T22:03:00.000-08:002015-10-20T09:06:59.753-07:00Excel VBA 編程進階(1) - XO點數圖及四度空間(又名市場輪廓, Market Profile)即市分析&nbsp;Excel VBA 程式交易編程教程開班<br /> &nbsp; 以下課程暫定11月5日(周四)晚上11 - 12pm 網上教學<br /> <br /> 2. 編程進階 (1) - 學習技巧 : 抓取即市DDE數據分析並處理成簡易圖像並作進一步處理. 以道指作示範, 同樣原理亦可應用到其他本地期指/外期/ 外匯 / 股票....<br /> <span style="color: red;">(新加入四度空間走勢匯出及分辨主要短線支撐阻力位)</span><br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br /> &nbsp;範例 : (1) 即市期貨四度空間分析(Market Profile)<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; (2) 即市期貨XO點數圖(Point &amp; Figure Chart)<br /> &nbsp;&nbsp; 費用 : 每位HKD 250 <br /> <br /> 費用需最遲於10月30日晚上9時或之前轉帳至HSBC A/C&nbsp; 491-203493-833 並電郵通知 <br /> <br /> 注 : 本課程假定學員有基本的編程基礎/概念 , 課程集中討論編程應用.<br /> <br /> <br /> <div class="separator" style="clear: both; text-align: center;"> <iframe allowfullscreen='allowfullscreen' webkitallowfullscreen='webkitallowfullscreen' mozallowfullscreen='mozallowfullscreen' width='320' height='266' src='https://www.youtube.com/embed/GuTUpUyqf0w?feature=player_embedded' frameborder='0'></iframe></div> <br /><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com9tag:blogger.com,1999:blog-427303621555139497.post-19086431569782054412015-11-04T21:17:00.000-08:002015-10-20T09:05:39.229-07:00Metastock程式交易編程進階(1) - Metastock 自動下單程式 - SP Trader 簡單版以下課程暫定11月4日(周三)晚上11:00 - 12:00pm 網上教學<br /> <br /> <br /> <br /> 配合Metastock Professional Version 及 SP Trader 的即市期貨下單程式開發<br /> <br /> 程式功能 <br /> - 配合Expert Advisor&nbsp; 發出信號買賣預先設定數量市價期貨合約(即SP Trader 下單機簡單版)<br /> -風險控制 - 最多交易張數 , 最大多/空倉位<br /> -可配合Expert Advisor信號發出"一鍵平倉"指示 <br /> <br /> 課程內容<br /> - 深入淺出介紹開發原理及流程<br /> - 系統操作示範 <br /> - 包括ppt 及 源碼 ( VB.NET)<br /> <br /> 費用 : 每位HKD350<br /> <br /> 費用需最遲於10月30日晚上9時或之前轉帳至HSBC A/C&nbsp; 491-203493-833 並電郵通知 <br /> <br /> <div class="separator" style="clear: both; text-align: center;"> <object class="BLOGGER-youtube-video" classid="clsid:D27CDB6E-AE6D-11cf-96B8-444553540000" codebase="http://download.macromedia.com/pub/shockwave/cabs/flash/swflash.cab#version=6,0,40,0" data-thumbnail-src="https://i1.ytimg.com/vi/cS63rs8Jn_g/0.jpg" height="266" width="320"><param name="movie" value="https://www.youtube.com/v/cS63rs8Jn_g?version=3&f=user_uploads&c=google-webdrive-0&app=youtube_gdata" /><param name="bgcolor" value="#FFFFFF" /><param name="allowFullScreen" value="true" /><embed width="320" height="266" src="https://www.youtube.com/v/cS63rs8Jn_g?version=3&f=user_uploads&c=google-webdrive-0&app=youtube_gdata" type="application/x-shockwave-flash" allowfullscreen="true"></embed></object></div> <div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com5tag:blogger.com,1999:blog-427303621555139497.post-78568829083384745322015-10-03T05:24:00.000-07:002015-10-03T05:24:23.645-07:00外匯交易回測分享(2) - 狙擊手交易資深CBOT期貨炒家George Angell 在其著作&lt;&lt;狙擊手操作&gt;&gt;(Sniper Trading)中提出.<br /> 策略認為市場不時被人為拉低製造買進機會 , 或拉高製造沽出機會, 藉辨認機率較高的支持及阻力點來增加勝算 .適用於日內交易(3日周期支撐及阻力), 改良後延伸至短期(5日周期市場強度及振盪指標)<br /> <br /> LSS 認為市場走勢存在一種3日周期(買進日, 賣出日, 放空日), 在買進日, 低點先出現在前一交易日低點附近 , 然後市場上揚. 在賣出日, 在前一天(買進日)高位交投活躍 , 第三日(放空日), 高點先出現 , 然後下滑, 直至有資金進場承接.<br /> LSS 賣出封套:<br /> 1. 上漲值(rally number) : L+ 過去3日平均(今日高點一昨日低點 )<br /> 2. 買進高值(Buy High number): H + 過去3日平均(今日高點一昨日高點):<br /> 3. 今日高點<br /> 4. LSS 軸點突破買進值(BSN) :<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; X := (H + L +C)/3<br /> &nbsp; &nbsp; &nbsp; &nbsp;BSN : = 2*X – L<br /> 預期明日賣出值 = 1 + 2 +3+4)/4<br /> <br /> LSS 買進封套:<br /> 1. 下跌值(average decline number) : H - 過去3日平均(昨日高點一今日低點 )<br /> 2. 買進低值(buying under number): L - 過去3日平均(昨日低點一今日低點):<br /> 3. 今日低點<br /> 4. LSS 軸點突破賣出值(BBN) :<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; X := (H + L +C)/3<br /> &nbsp; &nbsp; &nbsp; &nbsp;BBN : = 2*X – H<br /> 預期明日買進值 = (1 + 2+3+4)/4<br /> <br /> 預期明日賣出值 -預期明日買進值 = 預期明日交易區間<br /> 如突破區間預期走出趨勢<br /> 實驗證明, 區間日內交易比突破交易發生更多, 也獲利更多, 尤以高位區間沽空發生次數最多<br /> <br /> <a name='more'></a><br /><br /> <span style="background-color: white; color: #222222; font-family: Arial, Tahoma, Helvetica, FreeSans, sans-serif; font-size: 13.2px; line-height: 18.48px;">從MT4測試期間2014.1.1 - 2015.8.25, 測試標的歐元兌美元 5分鐘周期</span><br /> <span style="background-color: white; color: #222222; font-family: Arial, Tahoma, Helvetica, FreeSans, sans-serif; font-size: 13.2px; line-height: 18.48px;"><br /></span> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEiWpv66RgYwJ2Fyoqa3c9MdfHw3orQ1yxTRCusOLqTkdK_dnik_DQn3rSUvXfUsBCdCJQLKNEalsxzu9dsURbV5QvNk2QqczEd3PjdTNvfZotw5IUdNvixUnqmR5rwEja3MTJZJiIxEwv4/s1600/ScreenHunter_274+Oct.+03.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="400" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEiWpv66RgYwJ2Fyoqa3c9MdfHw3orQ1yxTRCusOLqTkdK_dnik_DQn3rSUvXfUsBCdCJQLKNEalsxzu9dsURbV5QvNk2QqczEd3PjdTNvfZotw5IUdNvixUnqmR5rwEja3MTJZJiIxEwv4/s400/ScreenHunter_274+Oct.+03.jpg" width="396" /></a></div> <span style="background-color: white; color: #222222; font-family: Arial, Tahoma, Helvetica, FreeSans, sans-serif; font-size: 13.2px; line-height: 18.48px;"><br /></span> 得出結果<br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEgMn58DmHXVfRz5AJWft8_pL9fil56e6NP5qhyxnpHep58gwWiq42-YaAfSay7IBhxPTLbLueSQ-hqVl_SWWLltE-cDoyR1dfEC69MxyFlV43ihCFS2HEosIjmRwMZWEP0qaPrWicynbxQ/s1600/ScreenHunter_275+Oct.+03.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="200" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEgMn58DmHXVfRz5AJWft8_pL9fil56e6NP5qhyxnpHep58gwWiq42-YaAfSay7IBhxPTLbLueSQ-hqVl_SWWLltE-cDoyR1dfEC69MxyFlV43ihCFS2HEosIjmRwMZWEP0qaPrWicynbxQ/s640/ScreenHunter_275+Oct.+03.jpg" width="640" /></a></div> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEgoa20d3yZpZaZyHU3Ulp83XQeFpESByvfTEfC_0GAIdk3abO-mo_j80nDCU1XIujfkTj9lh0cwPolTU9pTUhmx5nrbDe9xe9LhWIpEz-N8ERSb6f9QlQQLUXY1OCmjf-NYAooz0eOzIOw/s1600/ScreenHunter_276+Oct.+03.jpg" imageanchor="1" style="clear: left; float: left; margin-bottom: 1em; margin-right: 1em;"><img border="0" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEgoa20d3yZpZaZyHU3Ulp83XQeFpESByvfTEfC_0GAIdk3abO-mo_j80nDCU1XIujfkTj9lh0cwPolTU9pTUhmx5nrbDe9xe9LhWIpEz-N8ERSb6f9QlQQLUXY1OCmjf-NYAooz0eOzIOw/s1600/ScreenHunter_276+Oct.+03.jpg" /></a><br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> 以2%作止賺止損得出獲利最多, 1%則太小,會出現過多止賺止損, 影響盈利, 其餘3%-10%差別不大.<br /> <br /> 期間盈利增長穩定.<br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEiEQCm06Ah2rt-G3pC8FuHoAy8QPJRheMK2fAL1fO1MrsNBG5PytO8gI4rRpQ494hnoIGbcQ1FBhFzlfkdXh04ePcVyskqMRBJPgJQTFTXaYjUU37UY3QxmJvnQwz363crD1lrDqOYaEEY/s1600/StrategyTester_Demo_Sniper.gif" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="156" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEiEQCm06Ah2rt-G3pC8FuHoAy8QPJRheMK2fAL1fO1MrsNBG5PytO8gI4rRpQ494hnoIGbcQ1FBhFzlfkdXh04ePcVyskqMRBJPgJQTFTXaYjUU37UY3QxmJvnQwz363crD1lrDqOYaEEY/s640/StrategyTester_Demo_Sniper.gif" width="640" /></a></div> <br /><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com0tag:blogger.com,1999:blog-427303621555139497.post-65401861100244231442015-10-02T23:49:00.001-07:002015-10-03T04:19:46.141-07:00外匯交易回測分享(1) - 每周交易日近月都忙於舉辦一個有關外匯程式交易的課程,在此分享一下部分測試成果.<br /> <br /> 在Bill Williams的短線交易秘訣(Long Term Secrets to Short-Term Trading)一書有提及一周交易日的概念(Trade Day of the Week).就是只在一周中某一天交易, 可以是開盤沽空, 收盤平倉, 又或開盤買進, 收盤平倉.複雜一點的可以是跟據昨天高低位算出關鍵價位等突破後再行動.<br /> <br /> 簡單的測試在Excel中已可以做到.從MT4下載每日數據. 測試期間2014.1.1 - 2015.8.25, 測試標的歐元兌美元<br /> <br /> 星期 : 開盤買進 開盤沽出 (千點)<br /> Mon : &nbsp;80.05 , -80.05<br /> Tue : -67.82 , 67.82<br /> Wed : -17.67 , 17.67<br /> Thu : -78.18 , 78.18<br /> Fri : -112.77, 112.77<br /> <br /> 可見開盤做多, 以周一累勝較多,開盤放空, 以周五累勝較多<br /> <br /> 星期 : 開盤買進 開盤沽出 (次數)<br /> Mon : &nbsp;48(55.81%) , 38(44.19%)<br /> Tue : 38(44.19%), 48(55.81%)<br /> Wed : 40(47.06%) , 45(52.94%)<br /> Thu : 38(45.78%) , 45(54.22%)<br /> Fri : 37(43.02%) , 49(56.97%)<br /> <br /> <br /> 可見開盤做多, 以周一勝算較高,開盤放空, 以周五勝算較高, 周三勝負差距較窄,除周一外, 其餘日子以開盤做空勝算較高<br /> <br /> <a name='more'></a><br /> <br /> 期間累計盈利<br /> <br /> Mon :<br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEi7VHfmTwrEVyAFHCUjE1S6E_a2oxPzOf1g7l5eapNBzzSCSffoaxyksLvkPHxvSKNxIIeLCa1BduLfvnycwmzKwXCt_6bgZONbb3DuFsa-Jgu92LQpGQtw03zI-RBVz9OVV-A0kxwVf9o/s1600/ScreenHunter_264+Oct.+03.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="191" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEi7VHfmTwrEVyAFHCUjE1S6E_a2oxPzOf1g7l5eapNBzzSCSffoaxyksLvkPHxvSKNxIIeLCa1BduLfvnycwmzKwXCt_6bgZONbb3DuFsa-Jgu92LQpGQtw03zI-RBVz9OVV-A0kxwVf9o/s320/ScreenHunter_264+Oct.+03.jpg" width="320" /></a></div> Tue :<br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEiPqQx4d9sAjCCw25IOY0pzxXx1iQsgLDPCWV5vArH8Y23SKGGI9ynRpGYDrXNt5DAWJIrQ5p2w3JONW8pRv2Olowsj2krWS3yE2pbRcyLkHqsO3UiTMKejLZFmZKcufn0tw2AfYZjGXSY/s1600/ScreenHunter_265+Oct.+03.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="193" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEiPqQx4d9sAjCCw25IOY0pzxXx1iQsgLDPCWV5vArH8Y23SKGGI9ynRpGYDrXNt5DAWJIrQ5p2w3JONW8pRv2Olowsj2krWS3yE2pbRcyLkHqsO3UiTMKejLZFmZKcufn0tw2AfYZjGXSY/s320/ScreenHunter_265+Oct.+03.jpg" width="320" /></a></div> &nbsp;Wed :<br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEj9yx5CSuJ4hhk_GQXMnLZCkc7XfNZR8uLIi8Wt1srgt_aUMw5-uaI72-tzpMGjOf0Goal0bulfIzFXkc8HmMxgPFnBRpBgF1azVsTVgJEdDHn84pqar4yLvZ5REuxazmpmwyT3bFFcRDs/s1600/ScreenHunter_266+Oct.+03.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="193" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEj9yx5CSuJ4hhk_GQXMnLZCkc7XfNZR8uLIi8Wt1srgt_aUMw5-uaI72-tzpMGjOf0Goal0bulfIzFXkc8HmMxgPFnBRpBgF1azVsTVgJEdDHn84pqar4yLvZ5REuxazmpmwyT3bFFcRDs/s320/ScreenHunter_266+Oct.+03.jpg" width="320" /></a></div> &nbsp;Thu :<br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEhQv-aeS1Fl2HVYc5J3fscCeLX8xSQyf4smNnFjLhLv_d449iPqX7eFS-BFoemRxYPwUL9pJaFmhmBW-yD51ZDB__ejsS2bTjajDX1C0BIQrFQ1Lum5ru4au4nZs6BxTC9HX4oavg550UY/s1600/ScreenHunter_267+Oct.+03.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="187" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEhQv-aeS1Fl2HVYc5J3fscCeLX8xSQyf4smNnFjLhLv_d449iPqX7eFS-BFoemRxYPwUL9pJaFmhmBW-yD51ZDB__ejsS2bTjajDX1C0BIQrFQ1Lum5ru4au4nZs6BxTC9HX4oavg550UY/s320/ScreenHunter_267+Oct.+03.jpg" width="320" /></a></div> &nbsp;Fri :<br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEj3RbTcaQHz2FQSHVl3JE6mg0hcZPlwEEtNN2LO0KDSjporql3AEKxN-0HH2qgDrmmNvaTReA4SXKAQO-329py8M4NorWgcOcMn18d_V-dtdw6VXJ8j5FV2v9Vio00W2PIr_tbokxHdH5g/s1600/ScreenHunter_268+Oct.+03.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="191" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEj3RbTcaQHz2FQSHVl3JE6mg0hcZPlwEEtNN2LO0KDSjporql3AEKxN-0HH2qgDrmmNvaTReA4SXKAQO-329py8M4NorWgcOcMn18d_V-dtdw6VXJ8j5FV2v9Vio00W2PIr_tbokxHdH5g/s320/ScreenHunter_268+Oct.+03.jpg" width="320" /></a></div> <br /> <div> <div> <br /></div> <div> 累計盈利以周四及周五較穩定</div> </div> <div> <br /></div> <div> 同樣的測試可以MT4實現 , 不過, 跟其他技術軟件一樣遇到同一問題 , 如何發出尾市平倉的信號?</div> <div> <br /></div> <div> 這裡沒有簡單的方法.一般以較細的周期時間來判斷一個近似價, 比如說23:59分的價位, 但太細的周期不易拿到較遠的數據.這裡用5分鐘周期折衷</div> <div> <br /></div> <div> MT4回測邏輯主要部份</div> <div> <br /></div> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEhDxLDXjA5gpPXEujj5U3Fd3EUVcXtlcUObeaDEZ-vi-HKVlHTlk4DJ1bWx0nG7s2GybpwyfEmtCSoNsVuJTTGA-uE5VoQeSGbd4SL1V8v0ynf2GNZHJLHldoHaXAKWhM-MfoW0Ms-bGF4/s1600/ScreenHunter_269+Oct.+03.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="312" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEhDxLDXjA5gpPXEujj5U3Fd3EUVcXtlcUObeaDEZ-vi-HKVlHTlk4DJ1bWx0nG7s2GybpwyfEmtCSoNsVuJTTGA-uE5VoQeSGbd4SL1V8v0ynf2GNZHJLHldoHaXAKWhM-MfoW0Ms-bGF4/s400/ScreenHunter_269+Oct.+03.jpg" width="400" /></a></div> <div> <br /></div> <div> 測試結果</div> <div> <br /></div> <div> <br /></div> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEj6PgzPyxxUrDOH6zJoPScL9s13DoSlbF2mInk6nGjtWObS6KXloq3QWPTUeBJ16dNbOR3ioClK_L1KTiFqEHV68ZxEPORHy41Zdy8DRH3C3ji_9woSaMW_yRERh0QVUyIYwo9k2sGB5OM/s1600/ScreenHunter_270+Oct.+03.jpg" imageanchor="1" style="clear: left; float: left; margin-bottom: 1em; margin-right: 1em;"><img border="0" height="48" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEj6PgzPyxxUrDOH6zJoPScL9s13DoSlbF2mInk6nGjtWObS6KXloq3QWPTUeBJ16dNbOR3ioClK_L1KTiFqEHV68ZxEPORHy41Zdy8DRH3C3ji_9woSaMW_yRERh0QVUyIYwo9k2sGB5OM/s640/ScreenHunter_270+Oct.+03.jpg" width="640" /></a></div> <br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEj6y_ApeH2hazf9ummzASZitAIeeS9tnzjpX0WhY8oHALIdrP19VBHr-WA_bn5D9I77r7yfX6UhU6pFowKczD6YODd0vYVsXhl8t-B9PmvY8fvQNOxMAv7Bne5Qx2Sq1UJqg362qSUfrTo/s1600/ScreenHunter_271+Oct.+03.jpg" imageanchor="1" style="clear: left; float: left; margin-bottom: 1em; margin-right: 1em;"><img border="0" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEj6y_ApeH2hazf9ummzASZitAIeeS9tnzjpX0WhY8oHALIdrP19VBHr-WA_bn5D9I77r7yfX6UhU6pFowKczD6YODd0vYVsXhl8t-B9PmvY8fvQNOxMAv7Bne5Qx2Sq1UJqg362qSUfrTo/s1600/ScreenHunter_271+Oct.+03.jpg" /></a></div> <div class="separator" style="clear: both; text-align: center;"> <br /></div> <div class="separator" style="clear: both; text-align: left;"> 顯示開盤買進只有周一有明顯盈利</div> <div class="separator" style="clear: both; text-align: left;"> <br /></div> <div class="separator" style="clear: both; text-align: left;"> <br /></div> <div class="separator" style="clear: both; text-align: center;"> <br /></div> <div class="separator" style="clear: both; text-align: center;"> <br /></div> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjL2mh1s_N8wSZFqVT08yUwGi5WL1-YAvXAXkk292RpKnyfJ68mnuTOpTxSf8XIFQLmb89zd0C4WTwRXXQ2LjbTIBydJ6SfYlsD6o4YuqYYqvMj_EZ3-NQhIyJ-lEDYaCH91RrxmyVmymc/s1600/ScreenHunter_272+Oct.+03.jpg" imageanchor="1" style="clear: left; float: left; margin-bottom: 1em; margin-right: 1em;"><img border="0" height="92" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjL2mh1s_N8wSZFqVT08yUwGi5WL1-YAvXAXkk292RpKnyfJ68mnuTOpTxSf8XIFQLmb89zd0C4WTwRXXQ2LjbTIBydJ6SfYlsD6o4YuqYYqvMj_EZ3-NQhIyJ-lEDYaCH91RrxmyVmymc/s640/ScreenHunter_272+Oct.+03.jpg" width="640" /></a><br /> <br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEh6hvyQMVheZFIGzQZ5fp3c_lPMR8kJW65IJOrgvt0oDI5PlzszfSc6XEoiEb9QtO5fL_0ibDYTvgrGmYVe6f-BX03pkGB7G30Kx3cDHUMYK4x1NpxyQtko-IXkGLMk7KWwqda4jQYbogI/s1600/ScreenHunter_273+Oct.+03.jpg" imageanchor="1" style="clear: left; float: left; margin-bottom: 1em; margin-right: 1em;"><img border="0" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEh6hvyQMVheZFIGzQZ5fp3c_lPMR8kJW65IJOrgvt0oDI5PlzszfSc6XEoiEb9QtO5fL_0ibDYTvgrGmYVe6f-BX03pkGB7G30Kx3cDHUMYK4x1NpxyQtko-IXkGLMk7KWwqda4jQYbogI/s1600/ScreenHunter_273+Oct.+03.jpg" /></a></div> <div> <br /></div> <br /> <br /> <br /> <br /> <br /> <br /> <br /> 顯示開盤賣出在周二到五都有明顯盈利. 結果跟在Excel 測試的差不多<br /> <br /> 然而心水清的讀者會發現問題. 周五的交易次數怎麼出奇地少? 這明顯是不正確的, 細看發出的交易及數據, 會發現MT4的周五數據不少沒有23:00之後的, 那就是周五不準的理由.<br /> <br /> 所以數據的處理是準確回測的第一步.<br /> <br /> <br /> <br /><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com0tag:blogger.com,1999:blog-427303621555139497.post-73679902294856221782015-08-26T04:16:00.000-07:002015-07-23T19:02:44.533-07:00Excel VBA 程式交易編程進階 (9)Excel VBA 程式交易編程教程開班<br /> 以下課程暫定8月26日(周三)晚上11 - 12pm 網上教學<br /> <br /> 2. 編程進階 (9) - 學習技巧 : 以Excel 驅動Google Finance股票篩選器並自動處理回傳結果, 從而定制自己的全球股票篩選器,整合其他財經網如Yahoo Finance數據作進一步分析<br /> <br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br /> &nbsp;範例 : (1) 以市值, PE,周息率, 52周波幅及PB比率篩選合資格港股<br /> &nbsp; &nbsp; &nbsp; &nbsp; <br /> <br /> &nbsp;費用 : 每位HKD 350<br /> <br /> 費用需最遲於8月20日晚上9時或之前轉帳至HSBC A/C&nbsp; 491-203493-833 並電郵通知<br /> <br /> <div class="separator" style="clear: both; text-align: center;"> <object class="BLOGGER-youtube-video" classid="clsid:D27CDB6E-AE6D-11cf-96B8-444553540000" codebase="http://download.macromedia.com/pub/shockwave/cabs/flash/swflash.cab#version=6,0,40,0" data-thumbnail-src="https://i.ytimg.com/vi/tZtEQP_gmt4/0.jpg" height="266" width="320"><param name="movie" value="https://www.youtube.com/v/tZtEQP_gmt4?version=3&f=user_uploads&c=google-webdrive-0&app=youtube_gdata" /><param name="bgcolor" value="#FFFFFF" /><param name="allowFullScreen" value="true" /><embed width="320" height="266" src="https://www.youtube.com/v/tZtEQP_gmt4?version=3&f=user_uploads&c=google-webdrive-0&app=youtube_gdata" type="application/x-shockwave-flash" allowfullscreen="true"></embed></object></div> <br /><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; 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Metastock 程式語言(Formula Language)初階(1)<br /> -&nbsp; Formula language 語言要素<br /> -&nbsp; 分類及常用函數<br /> <br /> -&nbsp; 實例解釋<br /> <br /> 費用 : 每位HKD 80<br /> <br /> 費用需最遲於8月7日晚上9時或之前轉帳至HSBC A/C&nbsp; 491-203493-833 並電郵通知<div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com3tag:blogger.com,1999:blog-427303621555139497.post-56274205927952837862015-07-27T11:14:00.000-07:002015-07-27T11:14:05.468-07:00MT4/Metastock程式交易應用(1) - 外匯趨勢跟隨系統(2)以下課程暫定9月10日(周四)晚上11 - 12pm 網上教學<br /> <br /> <br /> 以日為周期, 以不同趨勢指標開發交易系統<br /> <br /> 以MT4及Metastock平台示範開發及測試/優化技巧<br /> <br /> 評估結果<br /> <br /> 指標: MACD , 一目均衡(ichimoku)<br /> <br /> 費用 : 每位HKD 350 (包括MT4及Metastock 程式檔)<br /> <br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEitCO0ECftcXDhOJ9CW3FAiXnDpqb7DPry1fuuEM1Y-xqaQdtRRmNJEahsjdFbufrjF-ZCSP0vg2C66hv7Wnfo3WfyhEPgRrwOuYMVgYJ6w3comUHc3wXNnYYc9ry7E-442YgJ3a834yPY/s1600/ScreenHunter_259+Jul.+28.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="284" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEitCO0ECftcXDhOJ9CW3FAiXnDpqb7DPry1fuuEM1Y-xqaQdtRRmNJEahsjdFbufrjF-ZCSP0vg2C66hv7Wnfo3WfyhEPgRrwOuYMVgYJ6w3comUHc3wXNnYYc9ry7E-442YgJ3a834yPY/s640/ScreenHunter_259+Jul.+28.jpg" width="640" /></a></div> <br /> <div> </div> <br /> <div style="-webkit-text-stroke-width: 0px; color: black; font-family: Simsun; font-size: medium; font-style: normal; font-variant: normal; font-weight: normal; letter-spacing: normal; line-height: normal; margin: 0px; orphans: auto; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; widows: 1; word-spacing: 0px;"> 費用需最遲於9月4日晚上9時或之前轉帳至HSBC A/C &nbsp;491-203493-833 並電郵通知</div> <div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com0tag:blogger.com,1999:blog-427303621555139497.post-44030927899651030882015-07-27T11:09:00.000-07:002015-07-27T11:09:01.492-07:00MT4/Metastock程式交易應用(1) - 外匯趨勢跟隨系統(1)以下課程暫定8月27日(周四)晚上11 - 12pm 網上教學<br /> <br /> <br /> 以日為周期, 以不同趨勢指標開發交易系統<br /> <br /> 以MT4及Metastock平台示範開發及測試/優化技巧<br /> <br /> 評估結果<br /> <br /> 指標: 移動平均組合<br /> <br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEg7dA9RL5U_K0NPLCZJ_6V55fQNqisZ9W2t9csxNpeGIjyIxcsW36189ENBCjtDCDAxqs1d5BYmWtPcEp5kf9Gvt7a5FSDgMmjAEYBVy_bwGrCIAGcY9Yr4CPmpE04CsRcxmY9rn3WWz0k/s1600/ScreenHunter_258+Jul.+28.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="276" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEg7dA9RL5U_K0NPLCZJ_6V55fQNqisZ9W2t9csxNpeGIjyIxcsW36189ENBCjtDCDAxqs1d5BYmWtPcEp5kf9Gvt7a5FSDgMmjAEYBVy_bwGrCIAGcY9Yr4CPmpE04CsRcxmY9rn3WWz0k/s640/ScreenHunter_258+Jul.+28.jpg" width="640" /></a></div> <br /> <br /> <br /> 費用 : 每位HKD 250 (包括MT4及Metastock 程式檔)<br /> <br /> <br /> <div> </div> <br /> <div style="-webkit-text-stroke-width: 0px; color: black; font-family: Simsun; font-size: medium; font-style: normal; font-variant: normal; font-weight: normal; letter-spacing: normal; line-height: normal; margin: 0px; orphans: auto; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; widows: 1; word-spacing: 0px;"> 費用需最遲於8月20日晚上9時或之前轉帳至HSBC A/C &nbsp;491-203493-833 並電郵通知</div> <div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com0tag:blogger.com,1999:blog-427303621555139497.post-32344273984197198332015-07-27T10:42:00.000-07:002015-07-27T10:42:31.831-07:00MT4程式交易編程初階(1)以下課程暫定8月18日(周二)晚上11 - 12pm 網上教學<br /> <br /> MT4平台使用技巧<br /> - &nbsp;介紹MT4 交易平台主要功能<br /> - &nbsp;示範下單, 數據看盤和分析, MQL4簡介等<br /> - &nbsp;實例解釋<br /> <br /> 費用 : 每位HKD 80<br /> <br /> 費用需最遲於8月12日晚上9時或之前轉帳至HSBC A/C &nbsp;491-203493-833 並電郵通知<br /> <div> <br /></div> <div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com0tag:blogger.com,1999:blog-427303621555139497.post-16618075288631177492015-07-12T06:24:00.000-07:002015-07-12T06:24:07.867-07:00轉載 : 萍果手表銷售下跌9成萍果手表銷售下跌9成! 看來還得靠新Iphone挽回股價<br /> <br /> <a href="http://www.marketwatch.com/story/apple-watch-may-not-be-ticking-with-customers-2015-07-07">http://www.marketwatch.com/story/apple-watch-may-not-be-ticking-with-customers-2015-07-07</a><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com0tag:blogger.com,1999:blog-427303621555139497.post-62481449080740464682015-07-11T10:01:00.001-07:002015-07-12T09:19:36.442-07:002015股災回顧完美風暴: 大陸股市亂象+暴力護盤+希臘公投<br /> <br /> <br /> <br /> <div class="separator" style="clear: both; text-align: center;"> <iframe width="320" height="266" class="YOUTUBE-iframe-video" data-thumbnail-src="https://i.ytimg.com/vi/uLUBzXJ5bgQ/0.jpg" src="https://www.youtube.com/embed/uLUBzXJ5bgQ?feature=player_embedded" frameborder="0" allowfullscreen></iframe></div> <div class="separator" style="clear: both; text-align: center;"> <br /></div> <div class="separator" style="clear: both; text-align: center;"> <br /><iframe width="320" height="266" class="YOUTUBE-iframe-video" data-thumbnail-src="https://i.ytimg.com/vi/rOmdMQi_8nk/0.jpg" src="https://www.youtube.com/embed/rOmdMQi_8nk?feature=player_embedded" frameborder="0" allowfullscreen></iframe></div> <div class="separator" style="clear: both; text-align: center;"> <br /></div> <div class="separator" style="clear: both; text-align: center;"> <br /><iframe width="320" height="266" class="YOUTUBE-iframe-video" data-thumbnail-src="https://i.ytimg.com/vi/9xed1k3xZqs/0.jpg" src="https://www.youtube.com/embed/9xed1k3xZqs?feature=player_embedded" frameborder="0" allowfullscreen></iframe></div> <div class="separator" style="clear: both; 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text-align: center;"> <br /></div> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp;<iframe allowfullscreen="" class="YOUTUBE-iframe-video" data-thumbnail-src="https://i.ytimg.com/vi/4EC_qoHyj1w/0.jpg" frameborder="0" height="266" src="https://www.youtube.com/embed/4EC_qoHyj1w?feature=player_embedded" width="320"></iframe><br /> <br /><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com0tag:blogger.com,1999:blog-427303621555139497.post-2590557172809416472015-06-25T11:44:00.000-07:002015-06-01T09:46:15.769-07:00Excel VBA 程式交易編程進階 (6)Excel VBA 程式交易編程教程開班<br /> 以下課程暫定6月25日(周四)晚上11 - 12pm 網上教學<br /> <br /> <br /> 編程進階 (6) - 學習技巧 : 自動抓取並記錄DDE 即市數據資料<br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 整理Tick 數據至1分鐘周期數據<br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 範例 : (1) 自動化記錄及整理恆指期貨/道指期貨成交數據至1分鐘周期<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;(2) 根據輸入隨意更改周期長度, 可整理成2分鐘, 3分鐘... 不同數據, 並 據此計算不同長度的技術指標 <br /> <br /> 費用 : 每位HKD 350<br /> <br /> 費用需最遲於6月19日晚上9時或之前轉帳至HSBC A/C&nbsp; 491-203493-833 並電郵通知 <br /> <br /> <br /> 注 : 數據源以 SP DDE 作示範 , 亦可應用其他即市DDE數據源<div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com1tag:blogger.com,1999:blog-427303621555139497.post-32215347936045931212015-06-24T05:30:00.000-07:002015-06-01T09:43:35.581-07:00Excel VBA 程式交易編程初階 (1)Excel VBA 程式交易編程教程開班<br /> &nbsp; 以下課程暫定6月24日(周三)晚上11 - 12pm 網上教學<br /> <br /> <br /> 1. 編程初階 (1) - 學習技巧 : 針對程式交易的VBA編程簡單技巧<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 範例 : (1) 技巧展示模板<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; (2) 歐式期權即市理論價及風險參數計算<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; (3) 尋找"早晨之星"形態並提示<br /> 費用 : 每位HKD 80<br /> <br /> 費用需最遲於6月18日晚上9時或之前轉帳至HSBC A/C&nbsp; 491-203493-833 並電郵通知 <br /> <br /> <br /> <br /><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com1tag:blogger.com,1999:blog-427303621555139497.post-88032568804986119802015-06-01T10:37:00.001-07:002015-06-01T10:37:45.357-07:00答讀者有關SP API問題(1)由於筆者近數月以及未來一段時間都忙於為某在線劵商舉辦一些在線講座, 自家的課程倒少了時間搞, 也積壓了一些查詢, 為此向引起不便的讀者表示歉意, 有關課程的安排請留意博客更新.<br /> <br /> 有位讀者查詢有關SP API報價更新時間問題.其實這個在相關文件已找到答案,在其定義的調用函數會返回一個包含更新時間的結構, 問題是這個時間直接印出來會是一個很大的數字,在SP API文件上亦沒清楚說明.其實該回傳數字是一個Unix Time (或叫Epoch Time, 直譯大紀元時間), 這個數字是以1970年1月1日為起點渡過了多少秒數.要轉成我們看慣的標準時間一點也不難,在網上也很易搜到相關可用的現成編碼.<br /> <br /> 有關SP API的更新頻率, 筆者之前也已測試過, 大約1秒3-5次,其實跟其DDE的更新頻率差不多, 是否需要用API方式拿價, 值得考慮.<br /> <a href="http://tradealgo.blogspot.com/2014/02/sp-trader-metastock5.html" style="font-family: Arial, Helvetica, sans-serif; font-size: 13px;" target="_blank">http://tradealgo.blogspot.com/2014/02/sp-trader-metastock5.html</a><br /> <br /> 該讀者另一問題是想把相關的價位更新顯示到圖表上,基於C#的繪圖程式庫很多,如屬開源的比較多人用是一個叫ZedGraph 的組件,可到<a href="http://sourceforge.net/projects/zedgraph/" target="_blank">http://sourceforge.net/projects/zedgraph/</a>下載. 可以設定股票圖樣式, 下載中附有簡單範例, 該可滿足到簡單的繪圖需求. 如果要複雜的, 那麼可能需要一些付費的繪圖程式庫.<br /> <br /> 由於筆者時間有限, 而且認為需求有限, 故不打算花精力整成課程.<br /> <br /> 不過筆者認為更佳的解決方法, 是把價位更新直接寫入現成的技術分析軟件, 像Metastock , Amibroker 或Multicharts等, 利用該等比較強大的圖表功能,會比自己"再發明車輪"來得實際 .<br /> <br /> 有興趣較深入了解的讀者可到 "如何開發從SP Trader 接入數據到 Metastock"(1)-(7) 了解.<div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com1tag:blogger.com,1999:blog-427303621555139497.post-20806977074950858822015-05-28T20:15:00.000-07:002015-05-28T20:15:14.630-07:00轉載: 俄罗斯土豪横扫香港市场相當有趣而獨特的報導/分析<br /> <br /> 會不會有更多俄國資金在港上市或集資, 不過如之前的Rusal (00486.HK) , 股價一直低迷, 成交也不活躍. 即如巴西淡水河谷(06210.HK)也差不多同一命運..<br /> <br /> <a href="http://finance.sina.com.cn/zl/international/20150529/084822296852.shtml" target="_blank">俄罗斯土豪横扫香港市场</a><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com0tag:blogger.com,1999:blog-427303621555139497.post-51712945026049102702015-05-25T06:20:00.001-07:002015-05-25T06:20:30.492-07:00轉載: 漢能薄膜(00566.HK)暴跌內幕盡管年初已不斷有負面的消息 ,漢能仍能力保不失,直到上周開市中途突然大幅下滑, 耐人尋味.<br /> <br /> 當日成交記錄可見<a href="http://www.hkex.com.hk/eng/stat/smstat/dayquot/d150520e.htm">http://www.hkex.com.hk/eng/stat/smstat/dayquot/d150520e.htm</a><br /> <br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjI6ay7vXMPGzJ95xLH4uYZVxAvEllnCr-pyuOBpuC1WmztfWhR-0YZAvpbjkoWgNJD7eCo8w3EhvJoQCsfMTT-N2Vn3mnw3PTWI0eDrOWTu7J0cEI66ILiSJofyFoCCW5Z22aQDiqHlbY/s1600/ScreenHunter_235+May.+25.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="98" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjI6ay7vXMPGzJ95xLH4uYZVxAvEllnCr-pyuOBpuC1WmztfWhR-0YZAvpbjkoWgNJD7eCo8w3EhvJoQCsfMTT-N2Vn3mnw3PTWI0eDrOWTu7J0cEI66ILiSJofyFoCCW5Z22aQDiqHlbY/s320/ScreenHunter_235+May.+25.jpg" width="320" /></a></div> <br /> <br /> 在6.10成交後價格突推低至4.50 , 然後急速回彈後再逐步下滑.<br /> 這麼急速的跳空下滑一般在買盤消失的情況下出現,而當日李河君沒有出現, 的確耐人尋味.<br /> <br /> 其實這24000股成交也不是特別大的成交,而且反彈得快, 跟觸發止損引發的成交不很一樣,不是很像有程式交易在操作.<br /> <br /> 汉能薄膜暴跌内幕：发生了什么让李河君自己做空<br /> <a href="http://finance.sina.com.cn/stock/hkstock/ggscyd/20150525/074422256897.shtml">http://finance.sina.com.cn/stock/hkstock/ggscyd/20150525/074422256897.shtml</a><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com0tag:blogger.com,1999:blog-427303621555139497.post-89549583666018652592015-05-03T04:46:00.000-07:002015-05-03T04:46:14.641-07:00股票期權市況分析受到3月27日中國證監會發布"公募基金參與<span style="color: #252525; font-family: sans-serif;"><span style="background-color: white; font-size: 14px; line-height: 24.8888893127441px;">滬港通交易指引"帶動, 港股在復活清明假期後急速突破 , 不少股民皆大歡喜.而港交所(388.HK)更是氣勢如虹. 在期權市場上是否看到聰明資金在之前已有部署?</span></span><br /> <span style="color: #252525; font-family: sans-serif;"><span style="background-color: white; font-size: 14px; line-height: 24.8888893127441px;"><br /></span></span> <span style="color: #252525; font-family: sans-serif;"><span style="background-color: white; font-size: 14px; line-height: 24.8888893127441px;">理論上聰明資金都會在較遠價外的行使價作長倉部署 ,以捕捉突然大升的市況. 而交易商亦會因應增加引伸波幅 , 以保護不明的</span></span><span style="background-color: white; color: #252525; font-family: sans-serif; font-size: 14px; line-height: 24.8888893127441px;">市況.</span><br /> <span style="background-color: white; color: #252525; font-family: sans-serif; font-size: 14px; line-height: 24.8888893127441px;"><br /></span> <span style="background-color: white; color: #252525; font-family: sans-serif; font-size: 14px; line-height: 24.8888893127441px;">筆者以3月中至4月中的即月較遠價外期權作觀察. 較遠價外行使價為大於該日收市價20%或以上. 觀察IV及未平倉合約數變化. 筆者就以工行(1398.HK), 港交所(388.HK), A50(2838.HK),騰訊(700.HK)及平保(2318.HK)期權作觀察</span><br /> <span style="background-color: white; color: #252525; font-family: sans-serif; font-size: 14px; line-height: 24.8888893127441px;"><br /></span> <span style="background-color: white; color: #252525; font-family: sans-serif; font-size: 14px; line-height: 24.8888893127441px;">相關下載可到&nbsp;</span><span style="color: #252525; font-family: sans-serif;"><span style="font-size: 14px; line-height: 24.8888893127441px;"><a href="https://drive.google.com/file/d/0B9v3qWIhKeNvV3JDSmdQdTRkRmM/view?usp=sharing">https://drive.google.com/file/d/0B9v3qWIhKeNvV3JDSmdQdTRkRmM/view?usp=sharing</a></span></span><br /> <br /> <span style="background-color: white; color: #252525; font-family: sans-serif; font-size: 14px; line-height: 24.8888893127441px;">根據觀察, 在消息公布前的一段時間並未發現有異常的部署,IV的增長亦是即月較遠行使價期權近未期的正常現象, 港交所在3月23日在240行使價有30張新增部位, 然而不算顯著</span><br /> <span style="background-color: white; color: #252525; font-family: sans-serif; font-size: 14px; line-height: 24.8888893127441px;"><br /></span> <span style="background-color: white; color: #252525; font-family: sans-serif; font-size: 14px; line-height: 24.8888893127441px;">比較令人意外的是市場似乎待假期完後才反映這個利好消息. 4月1日及2日的IV普遍偏低,似是極佳的入市機會.&nbsp;</span><br /> <span style="background-color: white; color: #252525; font-family: sans-serif; font-size: 14px; line-height: 24.8888893127441px;"><br /></span> <span style="background-color: white; color: #252525; font-family: sans-serif; font-size: 14px; line-height: 24.8888893127441px;">近月中開始各股票期權都有較積極的部署. 其中騰</span><span style="background-color: white; color: #252525; font-family: sans-serif; font-size: 14px; line-height: 24.8888893127441px;">訊在200有十分積極的部署.&nbsp;</span><br /> <span style="background-color: white; color: #252525; font-family: sans-serif; font-size: 14px; line-height: 24.8888893127441px;"><br /></span> <span style="background-color: white; color: #252525; font-family: sans-serif; font-size: 14px; line-height: 24.8888893127441px;"><br /></span> <span style="color: #252525; font-family: sans-serif;"><span style="background-color: white; font-size: 14px; line-height: 24.8888893127441px;"><br /></span></span> <span style="color: #252525; font-family: sans-serif;"><span style="background-color: white; font-size: 14px; line-height: 24.8888893127441px;"><br /></span></span><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com0tag:blogger.com,1999:blog-427303621555139497.post-7248052472709600582015-03-21T21:12:00.000-07:002015-03-21T21:12:34.691-07:00六合彩的勝率數據分析(4)不知大家有沒留意, 不少期數的六合彩都有尾數一樣的組合, 像1,11,21,31 .. 次數多少每期有差異, 但沒有的似很少, 這是一個確實的現象嗎?<br /> <br /> 我們又一次利用六合彩數據庫, 配合VBA及SQL的分析, 不難確定一些我們的猜想<br /> <br /> 筆者就以2000年1月4日至2015年3月19日, 共2150期作觀察 .為簡單分析起見, 超過2個的連續數組合, 如1,11,21,31 被當成是3個連續數組合來計數<br /> <br /> 在這2150期中, 共有1941期是有這個連數現象, 達90%! 其中每期有1組連續數的, 有829組, 2個的有857組, 3組的有234組, 4組的20組, 5組的只有1組, 發生在2006年3月9日, 號碼 9 , 19,20,30, 39, 40 , 特別號10 .<br /> <br /> 那如選擇尾數, 那些機會會較高,從超過10年的長期來看, 其實發生的也頗平均, 不過也看卞尾數0的機會偏低. 尾數7的機會最高, 近期的出現概率或許可以回歸平均的概念推測.<br /> <br /> <div class="separator" style="clear: both; text-align: center;"> <a href="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEj8LkANCbCN0VO1txLR8yVPPcNy_iLOsTITh15UD_jhDO2hM7thoJOHG9hfrS66r2qSHHMl7VZK6YzuU3JXNzQChiS0fXs_LTqGpfpEM-3f9JuOWi-538fZ3NSkKI6BcaBmDKHYgd0gZLg/s1600/ScreenHunter_192+Mar.+22.jpg" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEj8LkANCbCN0VO1txLR8yVPPcNy_iLOsTITh15UD_jhDO2hM7thoJOHG9hfrS66r2qSHHMl7VZK6YzuU3JXNzQChiS0fXs_LTqGpfpEM-3f9JuOWi-538fZ3NSkKI6BcaBmDKHYgd0gZLg/s1600/ScreenHunter_192+Mar.+22.jpg" /></a></div> <br /><div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com0tag:blogger.com,1999:blog-427303621555139497.post-11232086632259101062015-03-17T22:45:00.000-07:002015-02-16T08:45:02.602-08:00Excel VBA 編程進階 (3) - sp trader demo 版簡單期指下單機Excel VBA 程式交易編程教程開班<br /> <br /> 以下課程暫定3月17日(星期二)晚上11 - 12pm 網上教學<br /> <br /> 編程進階 (3) - 學習技巧 : 簡單期指即市下單程式製作 , 針對單一合約單一下單量, 可配合SP Trader , 以及部份網上交易平台<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 範例 : (1) sp trader demo 版簡單期指下單機 (VBA)<br /> <br /> 費用 : 每位HKD 150<br /> <br /> 費用需最遲於3月10日晚上9時或之前轉帳至HSBC A/C&nbsp; 491-203493-833 並電郵通知 <br /> <br /> 注 : 本課程假定學員有一定的編程基礎 , 課程集中討論編程應用.<div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com0tag:blogger.com,1999:blog-427303621555139497.post-30110527523875408292015-03-16T18:16:00.000-07:002015-02-16T09:04:33.303-08:00Excel VBA 程式交易編程教程預備班 (1)Excel VBA 程式交易編程教程預備班 (1)<br /> 以下課程暫定3月16日(周一)晚上11 - 12pm 網上教學<br /> <br /> 1. 編程初階預備班 (1) - 學習技巧 : 針對未有編程基礎學員, 教授Excel 及VBA編程最基本<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 包括 : Excel&nbsp; 宏 , VBA 開發環境 , 編程基本 : 數據型態, 變量,運算&nbsp; 式, 控制 , 自訂函數/過程, 常用Excel / VBA 內建函數<br /> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 課程包括1個月內免費電郵學習查詢<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 範例 : (1) 宏 (Macro)<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; (2) 簡單實例<br /> &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; <br /> 費用 : 每位HKD 80<br /> <br /> 費用需最遲於3月9日晚上9時或之前轉帳至HSBC A/C&nbsp; 491-203493-833 並電郵通知 <div class="blogger-post-footer"><script type="text/javascript"><!-- google_ad_client = "ca-pub-5464842307970107"; /* Stock Market */ google_ad_slot = "0707092543"; google_ad_width = 728; google_ad_height = 90; //--> </script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script></div>程式交易http://www.blogger.com/profile/17774448084696558588noreply@blogger.com5