Design Of Futures Programmed Trading Stragety Based On TB Platform

Procedural transaction has been developing rapidily in recent years,but in the future,the programmed trading of rebar futures will perform well in the market.Therefore,it is of practical significance to study whether the function of its futures market can be effectively brought into play.Based on the historical data from2012,1,1-2016,7,1,the yield of the futures rebar turtle trading method is tested,so as to optimize the trading strategy,eliminate the false breakthrough,and design a set of optimized products to achieve a lower risk.The main content is divided into the following parts:The first part first introduces the background of the program transaction,the purpose and significance of the research,the research ideas and methods.Secondly,it introduces the research status of the program trading at home and abroad,then introduces the ideas and methods of this subject,and finally expounds the steps of the procedural transaction.The second part mainly introduces the related theory basis of program trading,including the content and classification of program trading strategies and introductions of technical analysis indicators.The third part first mainly describes the problems that should be paid attention to,then points out the selected index and the statistic indexes of the strategy.The forth part describes the reality of Procedural transaction,mainly include back test and parameter optimization,which makes the model more suitable for thread steel variety trend.Finally,a set of program trading strategy is established,obtained from the analysis of the test report: this strategy is not only with higher profitability,and has strong applicability and anti-risk ability.In the fifth part,it puts out the problems and improvement of the procedural transaction strategy.Finally,it summarizes the design of the procedural transaction strategy and puts forward the prospect.