Create a system that tests trading strategies, follow below sections:

$1.$Introduction:

In this section, students provide an overview of the topic related to the establishment of the system and trading strategy. Focus on the chosen model to show the connection with the trading strategy design principles taught in the course.

$2.$System Design:

In designing the trading system, students need to clarify the design ideas:

Specific objectives of the trading system $($e$.$g$.,$ generating alpha in the stock market, arbitrage in foreign exchange markets, etc.$)$

Specific assets, instruments, or markets being applied $($e$.$g$.,$ Vietnam stocks, international foreign exchange market, etc.$)$

Some specific information needed: trading frequency $($high frequency or hourly, daily, weekly, etc.$)$

Explanation of trading principles in the system, including rules $($e$.$g$.,$ rules for buy and sell points based on specific indicators and conditions for execution$)$ and risk management parameters $($e$.$g$.,$ stop$-$loss levels, etc.$)$

Present additional filters or other execution conditions if necessary.

$3.$ Modeling:

In this section, students can perform modeling using the following approaches:

Students can model using spreadsheets $($such as Excel$),$ flowcharts, or diagrams like Entity$-$Relationship Diagrams $($ERD$)$ to logically organize the design ideas. Following this direction, students can program using Easy Language $($TradeStation$)$ as in the LUXOR system, or through pseudocode or other plain text formats.

Students can model using a program developed for trading algorithms, using programming languages such as Python, R$,$ Java, C#$/$C$++,$ MATLAB, Julia, etc.

$4.$ Execution Strategy:

In this section, students present specific strategies for the trading system that they have designed and modeled.

$5.$ Evaluation and Backtesting:

In this section, students evaluate the performance of the built trading system and strategy.

Evaluate the effectiveness of the trading strategy that can be predicted or simulated from the built system and model. Analyze the validity and determine any necessary improvements.

For the model programmed using a programming language, students must use a relevant market data sample to backtest and analyze the results. The backtest must show that the model can be run$/$executed and provide results for analysis.

$6.$ Conclusion:

Present a brief and concise summary of the topic.