基于麦语言的程序化交易策略实现

The Development of Programmed Trading Strategies Based on My Language

随着股指期货的普及,并且由于他的高频率交易、灵活的套利方式,以及较低的保证金制度,使得越来越多的人在期货证券市场中交易买卖,但是也由于交易量大,交易频率高,使得有些盈利的机会在眼前却由于自己的更不上节奏而错失良机。程序化交易因此应运而生,他是利用有限的指标来判定走势,按照指定的流程控制实现期货的买卖控制。他不仅仅是追求高速度地把握交易机会实现抢单,而且它能够在快速交易中保持冷静的思维过程。在高速交易中也能够实现对巨大资金账户的操作。并且具有远远高于人工的能力来实现各种跨期套利,期现货套利的能力。因此本方案主要是为大家的程序化交易提供一个框架和思路。

With the popularity of stock index futures,and high-frequency trading,flexible arbitrage,as well as lower margin sys tem,more and more people prefer trading in the future market trading.However,the huge trading volume and high trading fre quency make them lost a lot of opportunities.Program trading came into being,it makes use of the limited set of indicators to de termine the trend,and achieves the control of future trading according to the specified process control.It not only pursuits the high speed to grasp the trading opportunities and achieve grabbing singles,but also can keep a cool thought process during the fast transaction and has the ability to achieve the operating of the huge fund account.What’s more,it has the much higher ability to achieve spread arbitrage and spot arbitrage than the artificial.So,this solution is used for providing a framework or idea of pro gram trading.