PROVERKA REZUL'TATIVNOSTI TORGOVOY STRATEGII S ISPOL'ZOVANIEM INSTRUMENTARIYA MATLAB
Abstract and keywords
Abstract (English):
The article shows the method implementation to verify the effectiveness of the trading strategy using the software package Matlab.

Keywords:
back testing, Matlab, trading strategies
Text
The article shows the method implementation to verify the effectiveness of the trading strategy using the software package Matlab.
References

1. Steven B. Achelis. Technical Analysis from A to Z: Covers Every Trading Tool.. from the Absolute Breadth Index to the Zig Zag / Per. s angl. M. Volkova, A. Lebedeva. M.: Diagramma, 1999. S. 14, 224-225. 376 s.

2. Sanz Matlab Function [Elektronnyy resurs] / Sanz Prophet, 2012. URL: https://docs.google.com/folderview?id=0B7JFTyYxlFOldGVPdHFZMEFOOFE (data obrascheniya: 15.02.2016).

3. Function fts2mat [Elektronnyy resurs] / Matlab Documentation. 1994-2016. The MathWorks, Inc. URL: http://www.mathworks.com/help/finance/fts2mat.html

4. Function plot [Elektronnyy resurs] / Matlab Documentation. 1994-2016. The MathWorks, Inc. URL: http://www.mathworks.com/help/finance/plot.html (data obrascheniya: 15.02.2016).

5. Zadorozhnyy S.S. Graficheskie okna sistemy MATLAB i elementy upravleniya / [Elektronnyy resurs] Programmirovanie v sisteme Matlab. URL: http://www.butovo.com/~zss/matlab/4/1.htm (data obrascheniya: 15.02.2016).

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