Design And Implementation Of Stock Quantitative Trading System Based On ChanLun Theory

Quantitative trading refers to the analysis method of mathematical model,constantly mining mathematical laws from stock data and making use of them,formulating trading algorithms,forming trading strategies,using computer technology to run trading strategies and carry out automatic trading.Chanlun theory is a trend based stock trading technology.Its core is to get three types of trading points through the morphology and dynamics of Chanlun theory.Among them,morphology is used to form the trend geometry,and dynamics is used to judge whether the trend turns.The core of quantitative trading based on Chanlun theory is the identification of buying and selling points.According to the theorem,definition and operation method of Chanlun theory,this thesis constructs the Chanlun theory state transition graph,analyzes the overall algorithm flow of Chanlun theory,compiles the overall algorithm of Chanlun theory trading point identification,and completes the algorithm of the rebirth,extension and transition of various morphological entities in the Chanlun theory state transition graph.After a lot of experiments and research,the accuracy of the algorithm for identifying buying and selling points based on Chanlun theory in Chanlun morphology and dynamics is fully verified.Compared with the Chanlun graphics plugin in the market,the content of the Chanlun point of sale structure is richer,and the recognized point of sale results are more timely and effective.It can test the guiding value of Chanlun to investors in practice.This thesis designs a quantitative trading system based on Chanlun theory,and uses algorithm for identifying buying and selling points based on Chanlun theory to construct quantitative trading strategies,which can configure the Chanlun theory quantitative trading strategy parametrically.Based on this strategy,this system designs and implements a quantitative trading system with the functions of back testing and simulated trading,using this system,we can fully test the Chanlun theory quantitative trading strategy and get close to the real trading scene as much as possible.Finally,this thesis uses all the stocks in the Shanghai and Shenzhen markets as the test set,designs three kinds of Chanlun trading strategy with different buying and selling rules,and carries out backtesting on them.Through the comparison with the yield and maximum retracement corresponding to the benchmark index,it is proved that Chanlun has practical value for stock investors,and the method proposed in this thesis is feasible and effective.