順勢網格交易策略 - 以外匯交易為例

本研究目的是以順勢網格交易策略撰寫自動化程式語言，將程序透過外匯市場歷史真實數據進行回測並加以探討、分析及歸納其虧損原因加以改善，反復優化程式交易參數進而獲取市場盈利。研究結果顯示：透過數據回測分析，除了可逐一將各項參數進行最佳化修正外，亦可透過技術分析指標針對當前市場的波動大小進行自動化彈性地調整，達到穩定且持續獲利的目標綜整本研究的發現，希望提供讀者在未來欲實行相關交易系統策略時，可做為投資獲利的參考依據，或以此做為深入研究的基礎。

關鍵字

程式交易；網格交易；交易策略；技術分析

並列摘要

The purpose of this research is to write an automated programming language based on the trend following grid trading strategy, back-testing the program through the historical real data of the foreign exchange market, discussing, analyzing and summarizing the reasons for its losses to improve. Optimize the program trading parameters and obtain market profits. Research shows that through data back-testing analysis, in addition to gradually optimizing and correcting various parameters, technical analysis indication can also be used to automatically and flexibly adjust the current market volatility. The optimized system can be effectively used in this market, achieving the goal of stable and consistent profitability. According to the findings of this research, I hope to provide readers a reference for profit obtaining investment when they want to implement relevant trading system strategies, or as a basis for in-depth study in the future.