Foreign Exchange Forecasting Program Based On Fractal Theory Design And Implementation

The intelligent trading program to famous foreign exchange trading system Meta Trader 5 as the development platform,MQL5 as the development language,foreign intelligence trading strategy of the research on fractal theory to judge the for eign exchange under order time,thus forming a complete intelligent transaction procedures,and test verification,optimization.The main work of this paper is as follows:(1)Discusses the background and significance of the research,introduces the necessity and basic knowledge of program trading in the foreign exchange market.Puts forward the fractal theory and fractal market theory,and illustrates the fractal market theory based on efficient market theory,the efficient market theory the deficiencies and shortcomings of proposed,explained the foreign exchange market in line with the fractal market theory.(2)Gives the definition and calculation method of fractal dimension,put forward the adaptive fractal dimension index strategy,respectively introduces the related algorithms,such as moving average algorithm,exponential smoothing algorithm and fractal dimension as a parameter smoothing coefficient,the adaptive smoothing coefficient,better to adapt to the fractal market.(3)Implement the proposed algorithm,and put forward the precision improvement of the tracking stop loss strategy,so that it can get better profits.Finally,the results of optimization,contrast test and analysis are given.