Journal of Applied Sciences1812-56541812-5662Asian Network for Scientific Information10.3923/jas.2013.862.868BaiFirst A. Yantao 62013136In view of continuous auction market dynamics and great uncertainty, the continuous bidding strategy design has long held prominence. By employing simulation, this paper posits recommendations for the continuous auction market to discover an effective bidding strategy. The first simulation of "zero" strategy in continuous auctions verified the characteristics of the "random walk”. Here, we demonstrate that this simulation can replicate an environment of a weak continuous auction market. Next, we proposed the Eye-on-best (EOB) auction strategy for the best group price. Finally, the simulation data verified that a continuous bidding strategy for the best group price could achieve a greater return than the "zero" continuous bidding strategy. This strategy assists decision-making in a random walk continuous auction market environment.]]>Shengfeng, C. and W. Chengjian,2009Cliff, D. and J. Bruten,1997Dai, X., J. Yang and Q. Zhang,2005Dawid, H.,1996Dickey, D.A. and W.A. Fuller,1979Dickey, D.A. and W.A. Fuller,1981Duffy, J. and M.U. Unver,2006Enders, W., J. Du and J. Yuan,2012Fama, E.F.,1965Fan, L.Z. and Z. Zhang,1998Xiaoyong, F. and S. Qing,2008Gjerstad, S. and J. Dickhaut,1998Gode, D.K. and S. Sunder,1993Lan, Q.J., C.Q. Ma, G.J. Gan and H.H. Wu,2005Pengyu, L. and L. Yijun,2006Othman, A.,2008Preist, C.,1999Wenjie, Z. and Y. Jie,2008Zhang, X.Y. and Z.C. Zhang,2005Xu, Z. and W. Chengjian,2010Xiaobo, Z., W. Xianjia and Y. Qian,2006