The construction of an automatic trading system with a high return-to-risk ratio based on the model of adding positions following trend

Abstract

With the rapid development of computer programming and Internet technology, automated trading accounts for an increasing proportion of the financial market. Many investors have also discovered that automated trading has the advantages of being systematic, accurate, timely, decentralized, disciplined, refined and probabilistic to win, and they have applied automated trading to capture market conditions. In many years of actual program trading, the author discovered an automatic trading system with a high return-to-risk ratio based on the model of adding positions following trend. This article elaborates on the design and implementation methods of constructing the system from the theoretical basis, trading strategy, capital management strategy, system design, program implementation, etc., and tests it with reasonable trading parameters. The test results show that the automatic trading system has good profit potential.