The Initial Research of RB Programming Model and Quantity System for Private Investor in China Future Markets

Nan Wang; Jing Hua Sha

doi:10.4028/www.scientific.net/AMR.1044-1045.1843

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HomeAdvanced Materials ResearchAdvanced Materials Research Vols. 1044-1045The Initial Research of RB Programming Model and...

The Initial Research of RB Programming Model and Quantity System for Private Investor in China Future Markets

Abstract:

Recently, it is very fast of the development in China future markets. From 2009, it is continuously becoming the largest market in the world. Its use is more and more important in our economic life. Future is a zero sum market and the traders as a whole are the loser. The traders contribute a lot of fee and cost to the market. 70% of them cannot win. Evermore, the private traders feel hard to survive. So, this article studies the fast growing programming system and quantity models in future markets, to develop the weapon and enlarge the tools for private traders. The goal and the value of this article are to gain the winning expectation and control the risk under the accepted scope. The researching target is RB, which is one of the most active commodity. Based on Directive Movement Indicator model we improve, design and build My_DMI_RB trading system in WenHua software platform. Running and testing it with the real market data from March, 2009 to January, 2014. At last, the paper draw the conclusion that the winning expectation model under stop lose controlling can be realized and validated based on the analyze to the result processing. Furthermore, the suggestion for next step improvement is issued as well.

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Periodical:

Advanced Materials Research (Volumes 1044-1045)

Pages:

1843-1846

DOI:

https://doi.org/10.4028/www.scientific.net/AMR.1044-1045.1843

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Online since:

October 2014

Authors:

Nan Wang*, Jing Hua Sha

Keywords:

DMI, Future, Programming Investment, Quantity Trading System, RB

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* - Corresponding Author

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