Algorithm Trading

Study on Multi-period Mixed Optimal Algorithm in Days-ahead Trading

电力日前交易中多时段优化策略研究

The model and the end of the characteristics and programming trading model algorithm trading model characteristic, is the model of programming trading an improvement to the programming trading better capture the market information and price, obtain higher profits.

这个模型终合了程序化交易模型的特点和算法交易模型的特点，是对程序化交易模型的一种改进，使程序化交易更好地捕捉到市场的信息和价格，获得较高的利润。

If you need to replace the built-in BTS with the algorithm of another trading system, you must modify the contents of the function basicTradingSystem.

如果你需要置换嵌入另一个交易系统算法的BTS，你必须修改BTS功能的内部。

Based on the common algorithmic trading we improved the model, and added it to the programming trading model, then got a programmed algorithm model.

基于对常用的算法交易模型进行了改进，并将其加入到了程序化交易模型中，得到了一个程序化算法模型。