用R做的A股和美股行情图表

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海南椰岛


经过测试，采用MACD指标交易，最佳参数为17，22，5；如果考虑交易成本，最佳参数为：8，13，5。结果如下：
Best Mean Excess Return: 9.026896e-05 for Parameters: 17 22 5
Best Mean Adjusted Excess Return: 3.006764e-06 for Parameters: 8 13  5
Best Sharpe(0): 0.004226033 for Parameters: 17 22  5

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关键词：parameters Parameter paramete adjusted Meters 行情 图表

强大..................................

？？？？？？？？？？？？

两张附图 MACD指标参数依然是传统的 12，26，9

那看看下面三张怎么样
几种指标统计


布林线


效果较好的几种指标

下面是用相关指标计算的中石油股票持股时间和收盘价，可以看一看交易机会：
持股时间     收盘价
2008-05-20 16.05877
2008-11-19 11.67231
2008-11-20 11.36850
2008-11-21 11.30970
2008-11-24 11.02548
2008-11-25 10.92748
2008-11-26 10.98628
2008-11-27 11.15289
2008-11-28 10.91768
2008-12-01 10.95688
2008-12-02 10.89808
2008-12-03 11.17249
2008-12-04 11.37830
2009-02-04 10.53546
2009-02-05 10.47666
2009-02-06 10.96668
2009-02-09 11.09409
2009-02-10 11.63311
2009-02-11 11.37830
2009-02-12 11.24109
2009-02-13 11.50571
2009-02-16 11.91732
2009-02-17 11.58411
2009-02-18 11.01568
2009-02-19 11.11369
2009-02-20 11.15289
2009-02-23 11.20189
2009-02-24 10.74127
2009-02-25 10.74127
2009-02-26 10.57467
2009-02-27 10.57467
2009-03-02 10.50606
2009-03-20 11.33910
2009-03-23 11.42730
2009-03-24 11.53511
2009-03-25 11.33910
2009-03-26 11.43710
2009-03-27 11.49591
2009-03-30 11.26070
2009-03-31 11.18229
2009-04-01 11.31950
2009-04-02 11.33910
2009-04-03 11.34890
2009-04-07 11.42730
2009-04-13 11.70171
2009-04-14 11.65271
2009-04-15 11.65271
2009-04-16 11.57431
2009-04-17 11.43710
2009-05-04 11.70171
2009-05-05 11.71152
2009-05-06 11.71152
2009-05-07 11.83892
2009-05-08 12.16233
2009-05-13 13.02477
2009-05-14 12.84837
2009-05-15 12.90717
2009-05-18 12.71116
2009-05-19 12.88757
2009-05-20 12.80916
2009-05-21 12.90717
2009-05-22 12.60335
2009-05-25 12.83856
2009-05-26 12.82876
2009-05-27 13.38739
2009-06-01 14.04091
2009-06-02 14.10036
2009-06-03 14.25891
2009-06-04 14.02109
2009-06-05 14.01118
2009-06-08 13.94182
2009-06-09 14.04091
2009-06-10 14.14991
2009-06-11 14.02109
2009-06-29 14.30845
2009-06-30 14.34809
2009-07-01 14.44718
2009-07-02 14.92280
2009-07-03 14.95253
2009-07-06 15.02189
2009-07-07 14.68499
2009-07-08 14.45708
2009-07-09 14.52645
2009-07-10 14.42736
2009-07-13 14.29854
2009-07-14 14.38772
2009-07-15 14.71472
2009-07-16 14.60572
2009-07-17 14.45708
2009-07-20 14.85344
2009-07-21 14.53636
2009-07-22 15.30925
2009-07-23 15.21016
2009-07-24 16.03260
2009-07-27 16.23078
2009-07-28 16.04251
2009-07-29 15.08135
2009-07-30 15.15071
2009-07-31 15.58670
2009-08-03 15.83442
2009-08-04 15.86415
2009-08-05 15.51734
2009-08-06 15.26961
2009-08-07 14.86335
2009-08-10 14.70481
2009-08-11 14.75435
2009-09-25 12.85000
2009-10-20 13.80000
2009-10-21 13.69000
2009-10-22 13.58000
2009-10-23 13.83000
2009-10-26 13.72000
2009-10-27 13.37000
2009-10-28 13.39000
2009-10-29 13.14000
2009-10-30 13.31000
2009-11-02 13.43000
2009-11-03 13.54000
2009-11-04 13.59000
2009-11-05 13.77000
2009-11-06 13.76000
2009-11-09 13.67000
2009-11-17 13.84000
2009-11-18 14.01000
2009-11-19 14.16000
2009-11-20 14.03000
2009-11-23 14.10000
2009-11-24 13.68000
2009-11-25 13.80000
2009-11-26 13.39000
2010-01-12 14.28000
2010-01-13 13.83000
2010-01-14 13.88000
2010-01-15 13.78000
2010-01-18 13.72000
2010-01-19 13.85000
2010-01-20 13.67000
2010-01-21 13.51000
2010-01-22 13.53000
2010-01-25 13.39000
2010-03-08 12.85000
2010-03-09 12.88000
2010-03-10 12.85000
2010-03-11 12.94000
2010-03-12 12.82000
2010-04-13 13.05000
2010-04-14 12.97000
2010-04-15 13.23000
2010-04-16 13.04000

用图表显示上面的结果：