Abstract: An algorithmic trading system, comprising a rule memory for storing at least one rule for algorithmic trading, wherein the at least one rule includes at least one logic operation and/or arithmetic operation which uses pre-input data, and at least one order/quote agent logic for an order transaction management and/or quote transaction management, a parameter value memory for storing at least one parameter value that represents an strategy instance for a rule, a strategy generation unit that is configured to generate at least one trading strategy using at least one stored rule and at least some of the stored parameter values, such that the generated at least one trading strategy comprises at least one order/quote agent for handling the order transaction management and/or the quote transaction management according to the at least one logic operation and/or arithmetic operation, a processing unit for processing the at least one generated trading strategy by executing the at least one order/quote agent withi

Abstract: Provided is an algorithmic trading system and method for testing automated trading of financial instruments, or for “back-testing”, an executing trading strategy of the algorithmic trading system. An executing trading strategy is formed by processing a generated trading strategy. The generated trading strategy is formed by compiling a created trading strategy. The created trading strategy includes a rule for automated trading, a parameter value for each of at least one parameter and a trading strategy name. The rule includes the at least one parameter and at least one of an order agent and a quote agent.

Abstract: Provided is an algorithmic trading system and method for automated trading of financial instruments. Also provided is an algorithmic trading system and method for testing automated trading of financial instruments, or for “back-testing” an executing trading strategy of the algorithmic trading system. An executing trading strategy is formed by processing a generated trading strategy. The generated trading strategy is formed by compiling a created trading strategy. The created trading strategy includes a rule for automated trading, a parameter value for each of at least one parameter and a trading strategy name. The rule includes the at least one parameter and at least one of an order agent and a quote agent.