Visual Development Platform for White-Box Algorithmic Trading

Author

Chou, Chia-Han ; Chang, Allen Y.

Author_Institution

Dept. of Inf. Manage., Chinese Culture Univ., Taipei, Taiwan

fYear

2010

fDate

15-17 Oct. 2010

Firstpage

712

Lastpage

715

Abstract

As with any software system development project, trading strategy generated by technical analysis, has its life cycle. Some only last for a few months, or even only a few days or hours. The trading strategy becomes ineffective after then. This study attempts to provide a visual based tool that allows traders using simple Drag & Draw method to convert the idea of trading strategy to the program that is ready for execution. At the end of the life cycle of trading strategies, they can be modified, updated or deleted easily. This will make the trading strategies adapt to the fast changing market and let the traders generate more profit.

Keywords

financial data processing; software engineering; supervisory programs; visual programming; drag draw method; program execution; software system development project; trading strategy; visual development platform; white box algorithm; Algorithm design and analysis; Optimization; Programming; Signal processing algorithms; Software algorithms; Testing; Visualization; algorithmis trading; visual programming;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Information Hiding and Multimedia Signal Processing (IIH-MSP), 2010 Sixth International Conference on

Conference_Location

Darmstadt

Print_ISBN

978-1-4244-8378-5

Electronic_ISBN

978-0-7695-4222-5

Type

conf

DOI

10.1109/IIHMSP.2010.180

Filename

5636150