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WFAToolbox是一款使用简单易用图形用户界面(GUI)进行前向分析的MATLAB应用程序,可以通过MATLAB工具箱和自定义函数创建高级算法的交易策略。
WFAToolbox is MATLAB App for Walk-Forward Analysis using easy-to-use graphical user interface (GUI) to create advanced algorithmic trading strategies with MATLAB Toolboxes and custom functions.
前向分析
仅使用后验(样本内)和样本外测试不足以开发强大的算法交易策略。
WALK-FORWARD ANALYSIS
Using only backtesting (in-sample) and out-of-sample testing is not enough to develop robust algorithmic trading strategy.
只有通过前向测试才允许您获得真实的解决方案。
Only walk-forward testing allows you to get real-world solutions.
简单易用的图形用户界面
用户友好的界面允许你点击按钮来完成所有交易策略的测试步骤。
EASY-TO-USE GUI
The user-friendly interface allows you to do all the steps of trading strategy testing at the click of a button.
这使得它甚至对那些仅仅有点熟悉MATLAB的人就可以访问使用。
This makes it accessible even for those who are somewhat familiar with MATLAB.
MATLAB工具箱
使用MATLAB语言和工具箱(机器学习、计量经济学、神经网络等),您可以访问开发高级策略可能需要的所有复杂模型。
MATLAB TOOLBOXES
Using MATLAB language and Toolboxes (Machine Learning, Econometrics, Neural Network etc.) gives you access to all of the sophisticated models you might need for developing an advanced strategy.
历史数据资源
您可以为几乎每种类型的资产加载日内和日间历史数据:股票、期货、债券、外汇等。
HISTORICAL DATA SOURCES
You can load intraday and daily historical data for almost every type of assets: stocks, futures, bonds, forex, crypto etc.
可用数据源包括:Alpha Vantage, IQFeed, OANDA, MetaTrader 4, Interactive Brokers等。
Datafeeds available: Alpha Vantage, IQFeed, OANDA, MetaTrader 4, Interactive Brokers etc.
完整源码下载地址:
http://page3.dfpan.com/fs/2lc2j2a213298162c44/
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