For example, when we think about whether to buy or sell a certain variety in natural language: "If the soybean 090 1 falls below 3,000 yuan, we will open a warehouse and sell one third ..." When we describe it in computer language, it may be:
"If
a 090 1 & lt； =3000
then
Sell ... "
Of course, actual programming is more complicated, because a lot of logical judgments and formula calculations have to be done.
2、
Theoretically, any language can accomplish this task, but because it involves a lot of data reading and writing and network access, it is best to use a programming language with its own database function, such as Delphi, which not only data
The function of the library is very strong, which can directly read and write the databases commonly used in the securities and futures industries such as SQL-Server, Oracle and Sybase, and the corresponding network controls are also complete.
This trading system is suitable for all trading markets. Securities, futures and foreign exchange all have similar trading systems, but the model basis is different, because these softwares are all based on the experience of traders to establish trading models and write them, and different traders have different ideas.
4. In the securities market and futures market, if an individual wants to establish a computerized trading system, the first thing to do is of course to establish a trading model, that is, to convert the trading decision-making process described in natural language into computer language.
The second is to establish a trading interface. There are two interface problems to be solved. First, your trading program should read the data of the market software, so that the system can make trading decisions and issue trading instructions according to the market data. Second, the instructions issued by your trading program should be downloaded to the trading server of the securities company (futures company), just like knocking on the order yourself.
Interface problem involves reading and writing TCP/UDP ports. The communication between securities (futures) companies and exchanges is carried out through TCP/UDP. They don't open the interface to end customers, so you need to decipher the data format yourself.
Therefore, establishing an effective programmed trading system is not a simple process, which requires not only programmers to have successful and long-term effective trading experience, but also to know how to describe these experiences in computer language.