基于通道突破思维的程序化交易模型的构建与应用分析

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1、papersareverysimple,suchasMACD,KDJsystem.Thepurposeofthesepapersistoverifyapositivereturn.Buttheydon’ttesttheequitycurve,drawdownrate,lossratio,tradingwinningrates.Thetestperiodisalsolimited.Inthispaper,weconsideredtheaboveproblems,andwewillverifytheeffec

2、tivenessandprofitabilityofthetradingmodelbasedonchannelbreakthroughthinking.KEYWORDS:ProgramTrading;TradeSystem;TradeModel;ChannelBreakthrough;Quantization;TradeblazerIII目录0引言....................................................10.1研究的背景及目的................

3、..............................10.1.1研究背景...................................................10.1.2研究目的...................................................20.1.3研究意义...................................................20.2国内外研究现状...............................

4、.................30.2.1国外相关研究动态...........................................30.2.2国内相关研究动态...........................................50.2.3对现有研究的评价...........................................70.3研究思路与框架................................................70.3.1研究

5、思路...................................................70.3.2研究方法...................................................90.4论文的创新点..................................................91程序化交易系统的理论依据...............................111.1有效市场理论概述.......................

6、......................111.2行为金融理论概述.............................................131.2.1行为金融学的理论基础......................................131.2.2非理性行为与市场行为的关系................................141.3主观交易与程序化交易的对比...................................152程序化交易模型的运行机理

7、分析...........................182.1程序化交易模型盈利的一般思路.................................182.1.1市场价格运动模式的记忆性研究..............................182.1.2证券投资的趋势理论........................................202.2交易系统概述.................................................242.2.1

8、传统趋势交易系统分析......................................242.2.2通道突破系统的盈利模式....................................252.3交易模型执行平台的发展现状...................................282.4本章小结...................................................