The trading strategy of inflection point futures analysis based on AFS theory

PROCEEDINGS OF THE 39TH CHINESE CONTROL CONFERENCE(2020)

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摘要
Futures trading strategies include buying and selling strategies formulated by traders, traders can make huge profits by using reasonable trading strategies. Most researchers use futures indicators to predict future price fluctuations and develop appropriate trading strategies. In this paper, the trading strategies are obtained by analyzing the inflection points. Generally, futures prices will rise when they reach the lowest point, traders often make the decision to buy and build positions, and sell short positions on the contrary. Axiomatic Fuzzy Set(AFS) theory is used to calculate the confidence of IF-THEN rules on futures, and the optimal rules are extracted from the rules base for the formulation of futures trading strategies. Finally, the trading strategy is used to test the futures trading data on the TB trading platform and get a good result. In order to verify the practical of the experiment, the multiple system trading strategy functions of TB trading platform is added and their parameters are tuned. Our method is better than the system functions. Therefore, the trading strategies formulated by our method are stable and practical.
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关键词
Futures Trading Strategy, Inflection Points Strategy, Axiomatic Fuzzy Set Theory, K-means
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