| After nearly a century of development, financial investment plays an important role in the capital market. In today’s market economy condition, various trading market has become an important area of public investment in. Many kinds of technical analysis indicators are widely used in the market. But in reality, people often determine the time window parameters and the volume of transactions based on subjective or experience. Research has shown that, the same specifications, with different parameters, different investment subject, the difference in investment performance is huge. Therefore, finding a technology index optimization strategy, which can judge from the characteristics of the investment subject to select the optimal trading method and parameters, is a very meaningful topic.This thesis introduced the developing of programming trading. First, we introduced the populated indicator and their merit and demerit. Then we will give introduction to the optimization method of indicator, including the selection of indicator, optimization of timing window, and the merging of fundamental analyze to technical analyze. At last, we will take an example to introduce how to select a suitable programming system, how to write the trading method, and how to test the method with historical data and optimization for it.According to the result of experiment, the proposed optimization method is effective and can greatly improve investment performance. |
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