| With the continuous development of technology,the increasingly prosperous financial market,and the emergence of programmatic trading,manual trading modes are gradually being replaced.my country started late in the field of programmatic trading,but it has also been recognized by more and more investors.The design of trading models is one of the focuses of research by scholars at home and abroad.Investors can design models that conform to their trading concepts through codes to complete transactions.At present,the users of programmatic transactions in my country are mainly large-scale institutions,and there are very few individual users.Therefore,designing a model through studying programmatic trading can provide investors with certain practical and educational significance.This article takes rapeseed oil futures as the object,and designs the programmatic trading model,which can be divided into the following parts.The first part first introduces the background of programmatic trading and the significance of choosing rapeseed oil futures as the application object of programmatic trading model,as well as relevant research literature at home and abroad,and then expounds the research ideas and methods of the article.The second part introduces the related content of program trading and the application status of program trading at home and abroad,and analyzes the feasibility of program trading of rapeseed oil futures.The third part elaborates the MA indicator and KDJ indicator and carries on the programmatic trading strategy design,and then carries on the backtest inspection,combines the effect to select the appropriate k-line period.The core content of the fourth part is to study and analyze the operating results of the above-mentioned model.Practical results show that the effect of the trading strategy designed based on the KDJ indicator is much higher than that of the MA indicator,and can better meet the needs of actual investors,and is more practical and effective. |
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