在金融市場上,傳統人工交易時,常常因為無法即時針對市場的波動,適時的 做出進出場的良好決策導致虧損。因此,本研究旨在利用金融市場中的趨勢交易指 標設計策略實作一個外匯自動交易系統,模擬趨勢交易指標在外匯市場中的交易情 形是否能夠提高其獲利率及準確性。本研究屬於實證研究,透過濾嘴法則及趨勢指 標為理論基礎,不斷測試及改良策略後,使系統具有替代手動交易的能力,適應市 場的波動並做出適當的決策。本研究在策略設計上以趨勢指標為主,另外輔助其它 理論做決策判斷。其目的除了實現一個完整的策略投資工具外,更做嚴謹的風險控 管,使其具有實現精確決策及良好獲利率的自動交易系統,將來可作為未來真實外 匯交易使用。
Traditional manual trading in the financial market often cannot react to market change to make timely decision on trading. Therefore, this study makes use of the trend of financial market to implement a foreign exchange automated trading system, aiming to improve profitability. The system has the ability to adapt to market fluctuations and make the appropriate decisions, hoping to replace manual transactions. In this study, the design strategy is based on the trend indicators, while supporting other theories in decision making. Comparisons are made to select suitable strategies and parameters. In order to achieve a complete investment vehicle, more stringent risk management is adopted to avoid vehement loss in unexpected market fluctuations. With the impassionate character of computer, the automated trading system could be expected to operate without humanattendance.