Research And Development Of Programmed Trading Strategy

Our securities market is currently only a short two decades of history,in terms of market maturity compared to Europe and the Americas is a huge gap.So our country in the development of program trading than other countries to lag behind.Program trading are very popular once introduced.With the use of program trading more and more investors,a variety of investment models are gradually enriched.With the economic globalization,the impact of futures market factors are more and more,Many investors,especially institutional investors hope that you can not be considered fundamentals can get a stable income.In this case,investors are bound to be more enthusiastic about program trading.Program trading strategy is the investor's trading logic and ideas completely expressed in computer language,and use the computer to achieve the process of automatic orders.The strategy includes a complete opening and closing module,a complete expression of the investor's trading logic.The biggest advantage is to avoid the defects of human nature,to maintain a rational investment,with a strong execution.Futures markets need to rely on winning high yield to profit,we need to distract our transactions.If you rely on artificial to analyze the many varieties,the workload is very large.This paper first introduces the development of program trading at home and abroad,and introduces the process of the development of program trading,and then introduces several classic indicators of program trading The details of the indicators,the use,the code,the practical application of the examples were detailed Introduction,after that,how to analyze a strategy,how to evaluate the pros and cons of the strategy.At the end of this paper,we study how to choose the types of strategy development,how to analyze the performance of the strategy in historical data,and optimize and perfect the strategy according to the performance of history,and finally get a forming trading strategy,clearly analyze the whole process of the development of strategy.