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程序化交易发现迅速,交易方法层出不穷,然而许多研究者只是重视策略的编写,未能真正形成较为完整的交易系统,如没有止盈止损,没有策略的维护等等。本文根据已有文献和自己经验,先分析程序化交易发展迅速依靠的优势,然后总结了程序化交易的构建步骤,期望对程序化交易界有一定的借鉴作用。
However, many researchers only pay attention to the compilation of strategies and can not really form a complete trading system. For example, there is no stop-loss and no strategy maintenance. Based on the existing literature and my own experience, this paper first analyzes the advantage that program-based transactions depend on rapidly developing, and then summarizes the steps of constructing program-oriented transactions, expecting to provide some reference for programmatic transactions.