# Trading algorithms in financial markets

## Description of exchange stocks as financial point-of-sale platforms. Description of point-of-sale algorithm of broker trade at the financial market. Parameters of price gaps on financial auctions and optimization of currency point-of-sale algorithms.

 Рубрика Банковское, биржевое дело и страхование Вид контрольная работа Язык английский Дата добавления 14.02.2016 Размер файла 1011,9 K

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1

The control of Abbott

Introduction

1.1 Brokers

1.4 MQL4 programming language

II. Description and optimization of trading algorithm

2.1 The description of the chosen algorithms and tools

2.2 The algorithms based on false breakdowns of price channels

2.3 The algorithms based on price gaps

2.5 Allocation of optimization parameters

Conclusion

Bibliography

# The main units of the trade algorithm are:

· The case analysis on the market or reviewing of the trading terms;

· Determination of transactions volume;

· Evaluation of buying- in levels.

In other words, it defines when, at what price and in what quantity it is necessary to buy or sell one or another of the financial instrument.

Also the trade algorithm can optionally encompass mathematical methods of capital management, risk burden, open transactions tracking, etc.

## The gaps arise for two reasons:

· strong impact of an external economic situation on a financial instrument, which happens out of working session in the market. In this case the opening of new trading session will begin with a price gap.

· great prevalence of buyers or sellers on the market demands for purchase or sale at the price, which differs from the current one. In that case the price leaps towards demands, omitting several price points. (Point is the minimal division of the financial instrument price change).

The algorithm will trigger the purchase transactions if there is a down gap that is the price jumping strongly below the previous mark. Closing the transaction will proceed through a certain period of time.

Figure 2

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