Milovanov M.M. —
Software implementation of a workbench for testing trading algorithm based on the project approach
// Cybernetics and programming. – 2016. – ¹ 1.
– P. 229 - 235.
DOI: 10.7256/2306-4196.2016.1.17855
URL: https://en.e-notabene.ru/kp/article_17855.html
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Abstract: The article describes an approach to the development and implementation of a software system for the design, testing and implementation of trading algorithms. The author shows methods of obtaining and transmitting data from a medium to the terminal and vice versa. The article presents a review of similar software and highlights the main advantages of this approach to design. The author uses a prototype-based programming approach to software implementation. As a method of research the author uses observation. The object of research is the algorithm. The subject of the study is a data set for analysis of the algorithm. The main novelty of the proposed approach is to use prototype-based programming approach to algorithm design and implementation used as an object-oriented model. The article suggests a scheme of data exchange with third-party applications using functions of native dynamic libraries of a terminal. The study gives an algorithm for the application.
Milovanov M.M. —
Using Wealth Lab software for technical and graphical analysis to evaluate effectiveness and appliance of the trading algorithm
// Cybernetics and programming. – 2015. – ¹ 3.
– P. 24 - 29.
DOI: 10.7256/2306-4196.2015.3.15411
URL: https://en.e-notabene.ru/kp/article_15411.html
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Abstract: Modern software allows using technical and graphical analysis to build charts and predictions based on the technical indicators and oscillators. The article describes a technique of making a trading algorithm for stock market using Wealth Lab. The author reviews features of Wealth Lab and describes trading algorithm using standard indicators available in Wealth Lab. The article gives and analysis of the developed algorithm and shows the evaluation of its effectiveness based on the gathered data. Observation is the main method of the study. The author observes a set of data, described by the price and time. Since stock market is constantly changing, it is urgent to have an accurate trading algorithm to make a profit. Applying software allows to evaluate the algorithm. Using techniques of finding the optimal solution of the problem of selection of the parameters, such as exhaustive search and Monte Carlo method, author gathers all data needed. The Wealth Lab allows to test the algorithm using C#, find parameters using optimizer and build charts using build-in methods to evaluate the performance of the algorithm visually.
Milovanov M.M. —
Educational process management system for the Moodle distance learning system
// Software systems and computational methods. – 2015. – ¹ 2.
– P. 145 - 149.
DOI: 10.7256/2454-0714.2015.2.15347
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Abstract: The article describes the experience of creating extensions for Moodle distance learning system within Siberian State Industrial University. The author present an analysis of available solutions and compares approaches of using third-party components for Moodle system and basic functionality. The article substantiates the use of Moodle system without third-party plugins. The research presents main features and disadvantages of using different features of Moodle and third-party plugins. The author gives brief description of used features of the developed application. The method of the study of the problem of integrating distance learning systems is based on the optimization of educational process in the framework of modern approaches to education. In developing of the additional functionality for the system the author used practice-oriented approach in improving features of the system. Using Moodle allows to modifying the functionality without interfering with the source code of the system. The developed system extension can significantly speed up the educational process.
Milovanov M.M. —
Development and implementation of a software system for trading algorithm testing
// Software systems and computational methods. – 2015. – ¹ 2.
– P. 217 - 224.
DOI: 10.7256/2454-0714.2015.2.15417
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Abstract: 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.
Milovanov M.M. —
The Application of Reflexive Analysis for Short-Term Forecasting of Financial Markets
// Theoretical and Applied Economics. – 2015. – ¹ 1.
– P. 1 - 9.
DOI: 10.7256/2409-8647.2015.1.14069
URL: https://en.e-notabene.ru/etc/article_14069.html
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Abstract: Abstract. From quite a large number of methods of forecasting financial market such as classical technical analysis, Elliot wave theory, fundamental analysis, etc. the author choose the reflexive analysis as a research methodology.The study is based on the assumption of different origins and behavior of the trends in the short run and the long run. The fundamental behavior of financial instrument is considered as a reflexive process. The proposed method is used for short-term forecasting of futures and shares on the stock market. The forecasting technique implies the representation of the behavior of financial instrument on the market as a reflexive process. The method uses the equations where the parameters are the effects of the world on the subject and the result is the number showing the probability of an action which might be performed by the subject. The developed techniques to predict and assess the future state of financial instruments in a short run are the main findings of the study. The novelty of the research lays in the fact that it represents the behavior of a financial instrument as a reflexive process. The high degree of forecasting is achieved in the short time interval.