外匯自動化交易與策略輔助系統之應用

外匯市場是眾多金融商品中交易量最大的市場，因電子化且網際網路的普及發達，想要參與外匯交易的投資者，不需要親自前往銀行或外匯機構，便可進行外匯交易。而外匯市場波動瞬息萬變，漲跌幅度甚至遠大於股票市場。若要預測外匯發展極為困難。本研究設計一套自動化交易系統，在MT4 平台上進行交易，並導入倒傳遞類神經網路進行優化。系統程式可提升下單的正確率，實證本研究所設計之系統可提供外匯交易之決策輔助。研究結果並發現交易量與時間序列有著因果關係。

關鍵字

外匯預測；自動交易系統；量價關係；倒傳遞類神經網路

並列摘要

Foreign exchange market is the largest trading market in financial market. As electronics and network are popular and developed, investors who want to take part in foreign exchange trade don’t have to trade in banks or foreign exchange institutions. Foreign exchange market changes all the time, amount of increase and decrease is greatly larger than stock market so it is hard to predict foreign exchange development. This study designs an automatic exchange system to trade in MT4 platform and lead to back propagation neural network for optimization. The system program can improve order correctness to verify the designed system can provide decision making assistance for foreign exchange. It is found from the research that trading volume and time series are related. It is possible to try to invest cash in real market and do some adjustment according to other currency features and strategy of this study.