Читать контрольная по банковскому делу: "Trading algorithms in financial markets" Страница 1

(Назад) (Cкачать работу)

The control of Abbottalgorithms in financial markets

Table of contentsIntroduction. Financial markets and access to them

.1 Brokers

.2 Trade platforms

.3 MT4 trade platform

.4 MQL4 programming language. Description and optimization of trading algorithm

.1 The description of the chosen algorithms and tools

.2 The algorithms based on false breakdowns of price channels

.3 The algorithms based on price gaps

.4 Testing trade algorithms

.5 Allocation of optimization parameters

.6 Optimization of trade algorithms

Broker trade currency financial exchange

Today there is a set of trade algorithms for the automated transactions or giving the signals of the possible profitable transaction on financial markets. Each trader chooses the most effective, in his opinion, algorithm of trade due to the tool suitable for it. Prior to preceding with a new financial instrument the necessity to optimize trade algorithm on this concrete tool and the current state of the market arises.main method of the trade algorithm optimization is the search for numerical or logical values of parameters of algorithm, choosing more profitable strategy on a limited interval of time. But at the same time there is a complex problem of a choice of parameters of the algorithm suitable for optimization, also a choice of already optimized values of these parameters, which will allow using this algorithm for profitable trade.there is a problem of verification of the significance of the optimized parameters and definition of the system capacity horizon periods.research objective is the definition of methods of optimization of trade algorithms, consideration of approaches to allocation of parameters for optimization, and also the ways of completion of algorithm for more effective optimization.research tool will be the specific software, which provides an access to the trade on the financial market, and also the tools for the description of trade algorithms built in it, as well as their testing and optimization.the course of the research a comparison of various construction approaches and optimization of trade algorithms an assessment of their efficiency and the experiments for receiving practical experience of application of results of work will be conducted., firstly, the trade algorithms for various financial instruments will be optimized in the practical part of the research. Secondly, the recommendations regarding methods of trade based on these algorithms will be presented. Thirdly, the calculated temporary horizons of application of data of systems will be provided.the conclusion the recommendations concerning the practical application of the received results of the research will be made.

The financial market in the widest sense represents a certain system of the economic relations for an exchange of the economic benefits.main representatives of the financial markets are as follows:

) Securities market which includes bond markets and actions

) Market of production financial tools, such as option, future, etc.

) Forex. of these markets represents the pattern of satisfying the acquiring requirements and sale of goods worldwide. The daily auction volumes on these markets reach trillion dollars, and the number of market insiders runs to tens of millions.

An access to these markets is provided with the Internet, and trade terminals represent appendices for computers and mobile devices.broker or broker firm provides an access to any of the financial market. The broker is an intermediary in the market between the seller and the buyer.provide an access to the auction in the financial markets, and also provide the conclusion of transactions and observance of obligations of the parties., brokers supply traders with the necessary software for an access to the auction, grant the trade loan and store the client’s funds.

There is a set of trade platforms for implementation of trade operations on the Internet. Within the research only trade platforms with built-in means of the description, testing and optimization of trade algorithms will be considered.most popular representatives of such platforms are the following ones:

) MetaTrader 4 and 5;

) Quick;

) MetaStock.there is a set of paid trade platforms, which have additional tools of the analysis of the market and optimization of trade algorithms.the research the trade MetaTrader 4 platform will be used as it is the most popular, convenient and free representative of this software class.

The MetaTrader4 (MT4) trade platform is the free software for an access to quotations and trade in the FOREX and the contracts CFD.program presents three types of Quotations:

) Bars

) Candles

) The line connecting the prices of bars closing order to describe the trade algorithms systems the candlesticks charts of the quotations and the MQL 4 (MetaQuotes Language 4), which is built-in MT4, will be used. This language allows describing trade algorithms, and also creating the automated trade systems, scripts and indicators for the technical analysis on their basis. Also, the free tester of trade algorithms is built in MT4 on the basis of the historical data sets, which have been especially prepared by the MetaQuotes Company. The most important issue is the possibility of optimization of parameters of algorithms, and also representation of key indicators of trade when testing on historical data.

MQL4

Похожие работы