台灣指數期貨市場資訊多而繁雜，投資人一直不斷在尋找判讀市場趨勢的方法以及掌握買賣的時機。本論文利用Excel VBA開發一套交易系統IFTS(Index Futures Trading System)進行策略模擬交易，先由台股指數近日的漲跌情況判斷台指當日宜作多或作空，再以投影理論結合移動平均線、K線、技術指標等技術分析法，預測台股指數期貨當日買賣點及當日趨勢；本論文成功的開發了一套操作簡單、易於使用的指數期貨預測系統，包含有世界各國指數即時報價、近日波動分析、台指盤勢分析、即時新聞連結等供使用者決策外，經由系統技術分析預測指數期貨買進賣出點供投資人作為參考。

The information of index is more complicated in Taiwan. The investors hope to determine the trend of index and grasp the opportunity of the transaction. This paper used the Excel VBA to develop the Index Futures Trading System. First, the rise and fall of index of recent day were decided to the strategy of buying today. Second, the technical indicators were used to predict the buying and selling point today. A set of Index Futures Trading System has been developed successfully, including the price of the world index, fluctuation analysis of recent day, the trend of TAIEX analysis, News, and the technical analysis were used to forecast the buying and selling point for the investors as the reference.

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