引用:
原帖由 ken2003 於 2010-3-11 12:20 發表 
Programming 我都可以, 大家研究下囉
auto trading system is way different from alert system (semi-auto system)
FYI, my previous firm P company started testing their autotrade system with us the brokers Sept 2008. The first financial vehicle for trading was MHI. The entry/exit criteria used were a very simple one. Results were rather positive for MHI. Then the corresponding ex-colleagues moved on to use the same auto-trading programme on HHI which turned out to be a disaster. I started to monitor the programme's performance on MHI upon colleage's invitation last January in 2009.
I found the week-to week earnings fluctuated too much. Anyway, that's only the problem of the programme. More importantly, in my observations and understandings, the IT support of their linked trading platform, which is definitely not SP, was not strong enough to provide the necessary steadiness and reliability. And soon I left the company last June for good.
Program could easily be back-tested, but the issue of steady machine support is the first subject of concern.
