Automated money-making machines have long been the ultimate fantasy for everyone. Because can make money already, can liberate manpower again, obtain freedom. Make money lying down, real after-sleep income. 😄

But is there really such a machine? AlphaGo has conquered human beings, I believe there will be.

Forget what investment guru said: Go where the oil is! That’s mind-blowing! The oil here is to point to financial investment market especially, want to make money of course want to go to the place with much money! So much of the world’s wealth is here, and so much of it is evaporating.

Of course, that alone is not enough to make us rich, because the oil is not your oil, and according to the 80/20 rule, we are most likely just a contributor, providing a delicious source of food for the upper food chain, that’s all.

So there are big men out to teach us: the way to make money is to make money trading; The way to make big money is to be on the right side at the right time. (Jesse Livermore) Yeah! The trend! Make friends with trends and you will find the most reassuring and powerful Allies. William Gann also said: Go with the flow. Spend all your time studying the right trends in the market. If you stay the same, the profits will roll in. William Jesse, love and kill.

“Buy something, sell it. The trend was perfect. (Zen), the big guy’s views lead to the same destination.

Now that we have chosen financial markets, let’s look at the emergence of a “rudimentary” money-making machine, or programmatic trading.

Machines have several advantages:

  1. Program automation. Liberate manpower. To solve problems and liberate human resources is the ultimate goal of my program 🙂
  2. Quick reaction time. Chase after for instance limit board, the program has natural advantage than the person, the speed is a bit slower to buy not go up.
  3. Avoid mood swings. Humans have mood swings, but machines don’t, and they execute your trading plan perfectly. Trade three points technology seven points mentality, only a good heart attitude can let you go further.
  4. Accurate quantitative calculation. While trading can’t be fully quantified, technology can, and you’ll find that various technical indicators are quantified results (and factors) that will help you well.
  5. AI. Ai paints a large and beautiful imagination for future trading scenarios. Not just technology, public opinion, policy… It involves every aspect of the transaction. There is a branch called machine learning

If you are a good subjective trader, you can certainly build a good money-making machine. 🙂

First, we can imagine a trading program with several roles:

Trader:

The executor of the transaction. It is only responsible for buying, selling, withdrawing orders and so on. In real programmatic trading, it is the interface level of the exchange. In programmatic trading, whoever gets the interface gets the world. There are few domestic A-shares in this respect, and there are probably several schemes:

  1. Provided by exchanges and securities brokers. After the stock market crash in 2015, there were a lot of stops. All the existing securities firms have high entry threshold and capital requirements, which are not suitable for us small retail investors. For example, Zhongtai XTP, Warburg LTS, Hengtai PBox, Xingye CTP, Galaxy Apama, Guoxin FIX, Wind and so on.

    But spring may be just around the corner:

    Securities brokerages’ stock trading interface is expected to reopen for quantitative private placement, and the first batch of such opening may be after the Spring Festival, which means that the quantitative private placement system (programmed trading), which was suspended due to abnormal stock market fluctuations, will be feasible again.

    Can pay attention to the relevant brokerage. With market data, back test and so on better! In the province of the change

  2. Cracking the Web interface. Through packet capture analysis, the transaction interface is encapsulated into AN API. It is very difficult to start on the client side, which involves encryption and so on. The Web side is relatively better. But there are few Web side transactions, such as Gf.

  3. Access letter DLL. Once upon a time, from Trader. DLL to Traderx. DLL, crack tongda letter transaction was all the rage, the status of the river’s lake can be seen.

  4. Client UI automation. It’s like a button Sprite. For example, on the Windows side, pyWinAuto can operate flush.

    Recommend two:

    (1) easytrader

    (2) Firm offer easy

    There are a lot of them, some of which are integrated back testing frameworks. Check Github.

Strategy

Strategy. This is the core of the core, and is described in a language that computers can understand (usually Python, because Python has a perfect ecosystem for quantitative trading and data analysis). Needless to say, there is only one prerequisite: you are a good subjective trader or strategist. You still need to practice your internal skills.

Quotation

Market data. There are many free listings, such as Sina, Tencent, etc. Real-time pen data can also be obtained through PJ… If you’ve ever heard of quantitative trading, you’ve probably heard of Tushare, a Python finance package that provides historical and real-time trading data.

Eat light ghost easyQuotaion is also very easy to use oh, and the above easyTrader is the same author, excellent after 90!

Crawler

The crawler. Here, we need to climb the data of various media, platforms, news, big V and so on to make public opinion analysis.

Thinker

Thinkers. That is, the nerve center of this system, to think and analyze data, public opinion, psychology and so on, to real-time output, adjust strategy, one-key restock, stock selection and so on. The future can be trained and improved through AI.

Notification

Notice. Keep us informed of a transaction or important action. Through email, SMS, phone, wechat.

Logger

The logs. Detailed logging is a must for every system.

DB

The database. You can’t connect to the Internet every time. That’s too slow and requires local database support.

…

I feel like I’m not finished, but I can’t write anymore, I’ll write it later 🙂

Well, with code to achieve the above role, a primary system has been put up, I ran over a period of time, slightly earn it, because I am not a good enough subjective trader 😕 is still improving ~~

More original in the public account: “Elegant programmer ah.” The whole stack. How programmers make money. Elegant technology, elegant money.

Pay attention to the public number, you can add my good friends exchange, also can add group technical exchange oh.