Rebar Futures Wave Range Breakout Strategy

MATLAB implementation of a wave range breakout strategy for rebar futures, featuring strategy optimization and out-of-sample testing with performance metrics including annualized return, average win rate, and maximum drawdown

Rebar Futures High-Frequency Trading Arbitrage Strategy

A MATLAB-implemented high-frequency trading arbitrage strategy for rebar futures, utilizing Moving Average (MA) and Relative Strength Index (RSI) technical indicators for trade decision-making. The core algorithm combines MA's strength in trending markets with RSI's effectiveness in oscillating conditions through signal fusion, achieving robust risk resistance. Backtesting with historical data demonstrates optimized parameters yielding 23.6% annualized return and 2.05 Sharpe ratio. Code implementation includes real-time data processing, multi-timeframe analysis, and automated execution modules.