'Development and implementation of a software system for trading algorithm testing' Software systems and computational methods nbpublish.com
Eng Cn Translate this page:
Please select your language to translate the article


You can just close the window to don't translate
Library
Your profile

Milovanov M.M. Development and implementation of a software system for trading algorithm testing

Published in journal "Software systems and computational methods", 2015-2 in rubric "Software for innovative information technologies", pages 217-224.

Resume: The current development of the stock market requires development of infrastructure, software upgrades and new tools. In this regard the commission of trading on the stock exchange must also carry out the new methods. The development of modern information technology allows using computer resources for the study of the behavior of the stock market, for analysis and optimization of transaction algorithms on the stock market based on certain rules. The article describes the development of a tool for testing trading algorithms. As methodology the authors used the method of observation. As the object of observation the authors used financial assets such as stocks, futures, indexes. The article describes building of a software product that includes the features of a system of trading algorithm development combined with all the benefits of prototype software for creating, testing and optimization of trading algorithms, simplifying the end-user experience. The developed information system for testing trading algorithms has high performance due to use of LUA programming language.

Keywords: stock market, C#, LUA, .NET, programming, software, data analisys, testing, optimizition, development

DOI: 10.7256/2305-6061.2015.2.15417

This article can be downloaded freely in PDF format for reading. Download article

Bibliography:
Milovanov M.M. Prognozirovaniya povedeniya instrumentov finansovykh rynkov s pomoshch'yu refleksivnykh protsessov // Elektronnyy nauchnyy zhurnal "Finansy i uchet".-2014.-Vypusk 4(26) Oktyabr'-Dekabr'. S. 21-23. [Elektronnyy resurs]. Rezhim dostupa: http://www.finance-and-accounting.ingnpublishing.com/archive/2014/release-4-26-octoberdecember/milovanov_m_m_prognozirovaniya_povedeniya_instrumentov_finansovyh_rynkov_s_pomow_yu_refleksivnyh_processov/
Milovanov M.M. Primenenie refleksivnogo analiza kak osnovanie dlya kratkosrochnogo prognozirovaniya povedeniya finansovykh rynkov // Ekonomika i menedzhment innovatsionnykh tekhnologiy. 2015. 2 [Elektronnyy resurs]. URL: http://ekonomika.snauka.ru/2015/02/8324 (data obrashcheniya: 07.04.2015).
Milovanov M.M. Primenenie tekhnicheskogo analiza dlya issledovaniya vnutridnevnykh trendov. Teplotekhnika i informatika v obrazovanii, nauke i proizvodstve: sbornik dokladov IV Vserossiyskoy nauchno-prakticheskoy konferentsii studentov, aspirantov i molodykh uchenykh (TIM2015) s mezhdunarodnym uchastiem, posvyashchennoy 95-letiyu osnovaniya kafedry i universiteta (Ekaterinburg, 2627 marta 2015 g.). Ekaterinburg: UrFU, 2015. 264 s.
Milovanov M.M. Informatsionnye tekhnologii. Elektronnyy uchebno-metodicheskiy kompleks / Elektron. dan.-Novokuznetsk: SibGIU, 2014.:il.-1 elektronnyy DVD disk (DVD-ROM); gos. registratsii 0321400939
Korobeynikov A.G., Grishentsev A.Yu., Kutuzov I.M., Pirozhnikova O.I., Sokolov K.O., Litvinov D.Yu. Razrabotka matematicheskoy i imitatsionnoy modeley dlya rascheta otsenki zashchishchennosti ob'ekta informatizatsii ot nesanktsionirovannogo fizicheskogo proniknoveniya // Kibernetika i programmirovanie. - 2014. - 5. - C. 14 - 25. DOI: 10.7256/2306-4196.2014.5.12889. URL: http://www.e-notabene.ru/kp/article_12889.html
Golosovskiy M.S. Informatsionno-logicheskaya model' protsessa razrabotki programmnogo obespecheniya // Programmnye sistemy i vychislitel'nye metody. - 2015. - 1. - C. 59 - 68. DOI: 10.7256/2305-6061.2015.1.14119.
Ponomarev D.Yu. Programmnaya sistema dlya raspredeleniya nagruzki informatsionnykh sistem // Kibernetika i programmirovanie. - 2013. - 5. - C. 29 - 36. DOI: 10.7256/2306-4196.2013.5.9762. URL: http://www.e-notabene.ru/kp/article_9762.html
Labkovskaya R.Ya., Kozlov A.S., Pirozhnikova O.I., Korobeynikov A.G. Modelirovanie dinamiki chuvstvitel'nykh elementov gerkonov sistem upravleniya // Kibernetika i programmirovanie. - 2014. - 5. - C. 70 - 77. DOI: 10.7256/2306-4196.2014.5.13309. URL: http://www.e-notabene.ru/kp/article_13309.html
V.V. Golenkov, D.V. Shunkevich, I.T. Davydenko Cemanticheskaya tekhnologiya
proektirovaniya intellektual'nykh
reshateley zadach na osnove
agentno-orientirovannogo podkhoda // Programmnye sistemy i vychislitel'nye metody. - 2013. - 1. - C. 82 - 94. DOI: 10.7256/2305-6061.2013.01.7.

Correct link to this article:
just copy this link to clipboard