[原创] 交易系统搭建

Goldmine

想找高手整理学习如何搭建自己的交易系统, 需要一些懂PROGRAMMING (PERL, PHP, MYSQL, C++, MATLAB, 或C#, VB), 懂金融的一起做. 不知道有没有愿意参加的? 给我PM

先看看可行性.

snowrider

Why don't you start from using Trade Station?

Goldmine

回复 2# snowrider

That is a good idea. Would you introduce it a bit more here (like how to get it, some easy examples how to use it etc.)? Just warm us up.

snowrider

TradeStation started from ... like 20 years ago.  It was a desktop application.  Now it's a web application.  It used to be the most advanced tool for designing trading systems, back testing, and also you can use the trading system you design to automate the trading without even watch the monitor.  I don't know if there is anything better now, but I  believe it could be.  I used to use that for a long time before I threw everything away.

snowrider

I used to back tested my systems 24x7 against more than 30 years of historical data, trying to find the best solution.  What was my daily life?  Whenever there was an idea, I code my idea to TradeStation, and then ran the back testing.  Alas, I gave up all my systems because I was not able to find one that I really like.

snowrider

The good thing of using a tool something like TradeStation is that you can save tons of time to set up the framework.  (Time is money.)

Goldmine

回复 5# snowrider

"I gave up all my systems"

You mean you only use this system?

How do you get it?

snowrider

回复  snowrider

"I gave up all my systems"

You mean you only use this system?

How do you  ...
Goldmine 发表于 2011-6-14 13:20

I gave up all the systems that I design.
I think that I confuse you.

When we talk about system in trading, it means the rules that you create.  For example, "buy whenever MA5 crosss over MA20, and sell whenever C < MA20" ... etc. is a system.

The system can be very complex or can be very simple.  We don't know how good it is untill we run backtesting.  When we see the report of the backtesting, we know if the system is good enough to be deployed for the real trading.

snowrider

Then it comes to your question about system setup.  How do you design a trading system?  You need to either write it from scratch, or you can use some framework or software to design your systems.  TradeStation was the one that I used.  Once your idea is transferred to a system, and the system looks good (at least from backtesting), then you can run it on real money.  But how do you run it?  Still, you need to have either some software (e.g., TradeStation), or you need to write by yourself from ground up.  If your trading system is really good, it becomes a money-making machine.  And you can vacation 365 days a year without touching your keyboard because the machine trade it for you.

snowrider

回复  snowrider

"I gave up all my systems"

You mean you only use this system?

How do you  ...
Goldmine 发表于 2011-6-14 13:20

I forgot to answer this question.  TradeStation was a product of Omega Research.  It was kind of expensive.  The full suite was like $6,000 (USD, not RMB, nor NTD).  They have changed name.  Now they have their own website.  I guess that the service they provide now should be cheaper than before because there must be some competitors out there (but I don't know).