Development of a Prototype of an Automated Analysis and Trading System on a Stock Exchange

The relevance of this topic is due to the desire of both individuals and companies to increase their capital. In the past 10 years, the share of transactions made by trading robots has been constantly growing, however, a huge number of traders and investors make transactions in the financial markets, showing impressive positive returns. The development of a trading system for algorithmic trading will significantly simplify their work and repeatedly reduce the time spent on analyzing the market situation and making trading decisions. Moreover, this system will repeatedly increase the efficiency of their trade, as with its help professional traders and investors will be able to perform operations with a much larger set of tools, which in turn will lead to a significant reduction in risks due to their diversification. The aim of the study is to develop a prototype trading system that provides the required profitability at an acceptable level of risk. Under the risk level is meant the maximum drawdown of the deposit for any trading period. A monthly yield of at least 7% with a maximum drawdown not exceeding the value of the monthly yield will be considered an excellent result. To achieve the goal of the research it is necessary to solve the following tasks: 1. Choose one of the trading terminals provided by brokers, given the complexity of developing a trading system that interacts with this terminal. 2. Select the development environment and programming language for creating a trading system, taking into account the complexity of testing this system for both historical and real data. 3. Develop a logic for analyzing and making trading decisions and translate it into program code. 4. To test the developed trading studio on historical data of different periods and to make subsequent optimization to achieve the greatest efficiency. The main method for solving the main, third, task was a technical analysis.