Interaction of the trading robot with a broker platform: a problem of noise-proof management

The modern level of development of an information technology has allowed generating substantively new approach to trading processes achievement in the capital markets.
Most the bright example confirming the given statement, is the electronic mar-ket of currency trade well-known as “Forex”. The given system of the auctions is completely elaborated in the form of the network technology. It’s allowing from any computer, connected to a network, to carry out trading operations through electronic trade platforms.
Recently the increasing number of trading operations in the electronic markets of the capital is carried out by so-called trading robots (ТR) (or mechanical trading systems (MTS)).
There are a wide of distribution ТR, carrying out a role of “adviser” or “expert”. The robots represent some kind of decision support systems (DSS). In most cases “experts” form recommendations about trade orders management. However immediately installation, removal and the control of trade orders is carried out by the operator (trader) manually. The similar approach allows executing the control and verification of ТR recommendations from the trader.
Besides, the combination of TR elaborating results, using, as a rule, the technical analysis for market state research, with possibilities to use trader knowledge in the field of the fundamental analysis, in certain cases can raise trading operations effectiveness.
Other vital issue limiting possibility of a work autonomous of trading robot in a full automatic machine mode is formation of its steady interaction with the broker terminal. For trading operations fulfillment it is necessary for robot to have electronic installation and removal of orders possibility by means of commands set, and also the communication facilities of check and acknowledgement of corresponding trading operations performance execution.
In practice such system implementation faces with problem of noise immunity process of interaction with a broker platform. In particular, failures in communication channels, in work of mediatorial centers or broker company servers, especially during the high stream of demands density periods, lead to essential failures in work of the trading robot.
For maintenance of stable interaction with a trading platform it is offered to use the specialized orders execution program subsystem as a part ТR. This program is functionally independent of the basic decisions formation program.
Application of the given block allows to raise essentially stability the trading robot functioning and gives the chance independently, without intervention of the operator carry out trading operations in the electronic markets of the capital.