Abstract
This paper analyzes the set of trading algorithms A. An element of this set is a(I, C <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">s</sub> , C <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</sub> ) where I is a set of indicators of which behavior is taken into account for a given trading algorithm. Indicators are tools that perform specific computations using specified formulas based on price chart values, and then automatically produce a result. Most often, the indicators look like graphical constructions (lines, histograms, etc.) that are plotted on the chart in automatic mode. C <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">s</sub> is the set of conditions for the behavior of the indicators of the set I under which the sale is made, C <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</sub> is the purchase, respectively. For each under investigation algorithm a(I, C <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">s</sub> , C <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</sub> ), the expected profit E <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">i</sub> is calculated at the end of the set operating time of the algorithm. Based on these data, the most efficient trading algorithms are defined. In algorithmic trading, exchange trading using trading algorithms, there is a significant correlation between the quantity/quality of the data available for analysis and the success of the trading system. For this reason, we are using a free QUIK demo account. In this way, we can get large datasets for experiments and analysis without real investments. For our case, we get real-time and historical data for the drawn set of instruments. It is a date of candlesticks for all time for the 1-minute interval. candlestick chart - chart of interval type. It is popular in technical analysis, it consists of "candles" corresponding to a time interval of a preassigned value. Data of candlestick have a date, time, open price, high price, low price, close price, the volume of transactions.
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