Os.Engine ka seginnkanni caman – platforms for algorithmic trading ani robow dabɔli

OsEngine da wulilen kɛnɛba lajɛlen ka ɲɛsin jagokɛcogo algorisimu ma, baarakɛcogo, ɲɔgɔndan, jago robow sigili ani u dabɔli ma min sinsinnen bɛ Os.Engine terminal kan. Os.Engine ye bi jagokɛyɔrɔ ye min bɛ jago kɛ
ni algorisimu ye ani ka robow dilan ani k’u kɔrɔbɔ
jago kamaa da la. https://articles.opexflow.com/trading-bots/s-otkrytym-isxodnym-kodom.htm Baarakɛlaw ka cɛsiriw sababu la, baarakɛlaw bɛ se ka baara kɛ ni fɛɛrɛko jiralan caman ye, jatebɔlanw minnu bɛ se ka ladilan ani kandili suguya 8. Fana, da yele ka robo 30 sɔrɔ minnu bilalen bɛ ka kɔn, ka taamasiyɛn kelen-kelenw dilan ani k’u ka baara lajɛ kɔrɔbɔli cogo la. Jɛɲɔgɔnya minnu bɛ don a kɔnɔ, olu sɔrɔli b’a to jagokɛlaw bɛ se ka jɛɲɔgɔnya kɛ dɔrɔn ni Moskow ka bolomafara ye (Mosbirzhe), nka u bɛ se ka jɛɲɔgɔnya kɛ fana ni kriptowari/jamana wɛrɛw ka suguw ye. Jɛ la, aw bɛ se ka kunnafoni caman sɔrɔ jagokɛyɔrɔ in baarakɛcogo kan, a jɔcogo kan, robow dilanni ka bɔ fɛn fɔlɔ la ani baara kɛcogo ni Os.Engine ye.
Os.Engine –
Open Source Algo Jagokɛyɔrɔ min bɛ sɔrɔ
GitHub kantugu https://github.com/AlexWan/OsEngine yɔrɔ la, i bɛ se ka installation files telesarse yɔrɔ min na, Git Hub license file ani fɛn wɛrɛw. Os.Engine porozɛ ye da yelennen dafalen ye ani Apache 2 ka lase bɛ a la min bɛ se ka kɛ.

Os.Motɛri baarakɛcogo

Jago robo in ɲɛsinnen bɛ fɔlɔ waati kunkurunnin / waati cɛmancɛ kɛrɛnkɛrɛnnenw ma jago algorisimu siratigɛ la. Os.Engine ye sigida dafalen ye min b’a to i bɛ se ka jagokɛlaw ka botw dilan, k’u kɔrɔbɔ ani k’u boli. Nafaba min bɛ nin
dakun dafalen in na, o ye algorisimu labɛnnen caman sɔrɔli ye (countertrend / patterns / HFT / arbitrage / semi-automatic trading on technique analysis indicators and others).
O fɛɛrɛ in bɛna waleɲumandɔn kosɛbɛ daminɛbagaw fɛ ani jagokɛlaw fɛ minnu ka ca ni algorisimu ye. Os.Engine architecture, min bɛ Se ka Sɔrɔ PC dɔrɔn de kan, o Dabɔra ka Kɛ Visual Studio porogaramu dɔ farali ye. Sani a ka baara daminɛ ni terminal ye, jagokɛla dɔ bɛna a janto a la ka Visual Studio telesarse, k’a sigi sen kan ani ka C# kan jɔnjɔnw dege. K’a sababu kɛ ko protocolew bɛ se ka kɔrɔbɔ, baarakɛlaw bɛ se, ni a mago bɛ o la, fɛɛrɛw kɔrɔbɔ tariku jatebɔsɛbɛnw kan ni waatibolodacogo tɛ kelen ye.
Donanw bɛna don teliya la Os.Data protocol fɛ. Ni mago bɛ ka komandi gafe jatebɔsɛbɛnw / sɛrɛkiliw mara, a nafa ka bon ka wuli ka taa disiki la. Aw bɛ se fana ka fɛɛrɛ labɛnnenw ka dosiyew mara yen.

Nɔti! Baarakɛlaw bɛ se ka taamasiyɛn kelen-kelenw dilan ani k’u ka baara kɔrɔbɔ sɛgɛsɛgɛli cogo la.

Os.Engine sigicogo ka ɲɛsin algorisimu jago gɛlɛyaw ɲɛnabɔli ma

Os.Engine platform bɛ Kɛ ni protocole caman ye minnu b’a To i bɛ Se ka jago taabolo Kɛ otomatiki ye. U bɛ se ka tila ka kɛ nin kulu ninnu ye:

1. Optimizer/Tester/Miner ka kɛ protocole system ye, min ka baara ye ka ɲinini/sɛgɛsɛgɛli kɛ. Portfolio sɛgɛsɛgɛli (boti 2 ni kɔ) ani sugu caman jago ladegecogo bɛ se ka kɛ.
2. Donanw – paramɛtiri min dabɔra ka tariku kunnafoniw telesarse ka bɔ sugu suguya caman na (kandili/lunɛtiw/jagokɛlaw ka kasɛtiw).
3. Bot Station ye sugandi ye min b’a To i bɛ Se ka algorithmes (algorisimu) Kɛ suguw la minnu tɛ kelen ye. Jagokɛlaw bɛ se ka jago kɛ ni SMS lasɔminiw walima imɛli ci ye. Walasa ka bot ka baara kɔlɔsi, dɔnnikɛlaw bɛ ladilikan di ka baara kɛ ni jagokɛlaw ka jatebɔsɛbɛn ye.

O labɛnbaga fana y’a Jira ko baarakɛlaw bɛ Se ka teliya ka ɲɔgɔn Yɛlɛma porogaramuw ni ɲɔgɔn cɛ. Walasa k’o Kɛ, baarakɛyɔrɔ in Kɛra jatebɔ-yɔrɔ-ko ye.

Algo jagokɛlaw

Walasa ka jagokɛcogo algorisimu waleya, Bot Station de bɛ Kɛ, o min bɛ algorisimu Dabɔ sugu la, ka Fàra bot dabɔli layɛrɛ (Visual Studio) kan. O laban in na, a bɛ se ka kɛ ka i yɛrɛ ka robo ka kode sɛbɛn. Baarakɛyɔrɔ in bonya tɛ dan Kɛ ni kode bonya ye. Jagokɛlaw bɛ se ka algorithmes (algorisimu) dilan ni gɛlɛya suguya o suguya ye.
Walasa ka algorithmes pré-installés (algorisimuw) baara, i bɛna a ɲini ka jagokɛɲɔgɔnya fila walima sugu kɛrɛnkɛrɛnnen dɔ latigɛ. A bɛ Se ka Fàra o kan ka Os.Engine robow labɛn walasa ka slippage min bɛ Se ka Kɛ ani lots hakɛ dɔn. Jagokɛla bɛ baara kɛ ni komandi gafe ye, a bɛ se ka jago kɛ a bolo fɛ.

Laadilikan! Aw bɛ se ka kunnafoni caman sɔrɔ robow kan ka da Os.Engine kan ani u ka baara sariyakolo kan a dilabaga ka siti ofisiyali kan.

Kɔrɔbɔli sigida la

Jatebla jɛlen ye sɛgɛsɛgɛli sigida baarakɛminɛnba ye. Dɔnnibaaw bɛ jagokɛlaw laadi u ka fɛɛrɛ ɲuman ta walasa ka jagokɛlaw ka jatebɔw mara ani ka fɛɛrɛ in nafa jateminɛ. Kɔrɔbɔli cogo la, tablow bɛ sɔrɔ suguya fɛ:

• jatebɔ yiriwali ;
• jatebɔw (drawdowns);
• jɔyɔrɔ minnu dabɔra walima minnu datugulen don sisan;
• mankan.

O sistɛmu bɛ sɛgɛsɛgɛli ɲuman kɛ portfolio bɛɛ kan walima ka komandi kɛrɛnkɛrɛnnenw sɛgɛsɛgɛ ka ɲɛ. Faratiw ɲɛnabɔbaga min jɔlen bɛ porogaramu kɔnɔ, o b’a to i bɛ se ka bɔnɛw mara. Baarakɛlaw bɛ se ka bɔnɛ kɛmɛsarada la min bɛ se ka kɛ, o sigi senkan.

Tablo ni fɛɛrɛko sɛgɛsɛgɛli

A dilannikɛlaw ye “Japon kandili – klasiki” jatebɔlanw sigi sen kan ka kɛɲɛ ni u yɛrɛ ye. Nka ni a mago bɛ a la, aw bɛ se ka kandili suguya wɛrɛ sugandi: Revers / Ticks / Renco, wdfl. Waatiw kuntaala bɛ sekɔndi 1 – kalo 1 kɔnɔ. Aw man kan ka hami ka voliyumuw (volumes horizontales) jiralanw siri ɲɔgɔn na. U bɛ Jὲ ni jatebla bɛɛ ye u yɛrɛma. Fɛɛrɛko sɛgɛsɛgɛli jiralan caman cɛma (u ka ca ni 50 ye), minnu ka di kosɛbɛ, olu ye :

• Ichimoku ye;
• MACD ye
• RSI ye;
• VWAP ye;
• Ivashov ka kuluba.

Nɔti! Baara kɛli ni Visual Studio ye, jagokɛla kelen-kelen bɛɛ bɛna se k’u yɛrɛ ka taamasiyɛn dilan.

OS Engine – sigida min bɛ jago robow dilan ani k’u kɔrɔbɔ: https://youtu.be/a6spkWi-3cw

Jɛɲɔgɔnya minnu bɛ sɔrɔ

Baarakɛla bɛ ni fɛɛrɛ 2 ye ka ɲɔgɔn sɔrɔ: jagokɛlan wɛrɛw fɛ ka baara kɛ ni ɲɔgɔndan ye / ani ka ɲɛsin ɲɔgɔn ma. Ka se ka ɲɔgɔn sɔrɔ ni:

• Moskow Exchange (terminal teliya, SmartCom, Plaza 2, Transaq bɛna baara kɛ ni a ye ) ;
• kriptowariw falenfalenni – Binance/Bitmex/Huobi/Bitstamp, a ɲɔgɔnnaw;
• Forex ka broker OANDA.

Dilanbagaw LMAX, Ninja Trader, Interactive Brokers sababu fɛ, jɛɲɔgɔnya ni jamana wɛrɛw ka suguw bɛ sɔn.

Os.Engine ka baarakɛcogo ɲumanw

A bɛ se ka kɛ ko a jɛlen tɛ jagokɛla daminɛbagaw bolo cogo min na u bɛ se ka baara kɛ ni jagokɛyɔrɔ ye jagokɛcogo algorisimu kama Os.Engine. Dugujukɔrɔla la aw bɛ se ka baara kɛcogo kɛrɛnkɛrɛnnenw dɔn Os.Engine sigida la ani k’a dɔn aw bɛ se ka jɔyɔrɔ nɔfɛta sigi cogo min na.

Menu kunba

Walisa ka se Menu Main kɔnɔ, baarakɛlaw bɛ o porogramu telesarse ani k’a baara. Module sugandili taabolo ka gɛlɛn kosɛbɛ, bawo u basigilenw hakɛ dɔrɔn de bɛ Se naani ma: tester/robot/data/converter. Tester ye modulu ye min bɛ sɛgɛsɛgɛli fɛɛrɛw sugandi ani ka jago simulate. Robo modulu, a yɛrɛ ka baara ye ka jago lakika kɛ bourse la. Date module dabɔra ka tariku kandili kunnafoniw telesarse ani k’u mara, ka fara gafe slicew komandi kan ni Finam connecteurs/serveur ye. Converter sababu la, kunnafoniw bɛ wuli ka bɔ ticks la ka kɛ kandiliw ye ni waati latigɛlen ye.

Plateforme (plateforme) bolicogo kɔrɔbɔli cogo la

Walasa ka panneau kura da, jagokɛlaw bɛ “Add Panel” cikan digi. Sugandili finɛtiri dɔ bɛna da wuli ekran kan. O kɔfɛ, baarakɛlaw bɛ taa panneau (panɛli) labɛncogo la. Fɔlɔ, aw bɛ suguya bɛnnen sugandi (misali la, robo min bɛ CCI jiralan kan). O kɔ, tɔgɔ sɛbɛn, o tɔgɔ ka kan ka kɛ fɛn ye min ɲɔgɔn tɛ. A laban na, i ka “Sɔn” butɔn digi dɔrɔn.

Panɛli ka baarakɛcogo ɲumanw

Panɛli bɛɛ tɛ ni sigida kelen-kelen bɛɛ ye. Walasa ka robo in labɛn, i bɛna taa panneau bɛnnen na. Panɛliw dɛmɛni fɛ, jagokɛlaw bɛ sababu sɔrɔ ka jagokɛcogo suguya caman waleya nin gafemarayɔrɔ in kɔnɔ (botiw danfaralenw / jagokɛyɔrɔ kelen-kelenw).

Jyɔrɔko nɔfɛtaama

Fɛɛrɛ jɔnjɔn minnu bɛ kɛ ka jɔyɔrɔ dɔ nɔfɛtaama, olu bɛ se ka di farankanw bɛɛ ma minnu dabɔra panɛli kɛrɛnkɛrɛnnen dɔ kɔnɔ. Ni a ye “Position Tracking” cikan digi, baarakɛla bɛ settings wele. Fenɛtiri dɔ bɛna jira ekran kan ni nin fɛn ninnu ye:

1. Dabila – jɔli yamaruya minnu bɛ kɛ tuma bɛɛ, minnu bɛ sigi don sɔngɔ yɛrɛyɛrɛ la jɔyɔrɔ la +/- “Ka bɔ don na ka taa jɔ” nafa. Ka fara o kan, aw bɛ se ka slippage (slippage) sigi sen kan.
2. Tɔnɔ sɔrɔli . Donni sɔngɔ lakika la jɔyɔrɔ dɔ la +/- nafa “Ka bɔ don na ka taa tɔnɔ na” bɛ sigi sen kan ani tɔnɔ yamaruya gansan. Ni a mago bɛ a la, sɛgɛn wɛrɛw bɛ se ka kɛ, ni o ye sanni walima feereli yamaruya laban bɛ bila sistɛmu kɔnɔ.
3. Aplikasiɔnw bɔli waati kunkurunnin kɔnɔ , o min b’a to i bɛ se ka porogaramu bɛna baara kɛ waati min kɔnɔ, i bɛ se k’o kɔlɔsi. Ni waati banna dɔrɔn, o sɛbɛn bɛna bɔ fɛnw falen-falen na. Ni dabɔli ɲininiw ma dafa ka dafa, o jɔyɔrɔ bɛna ban. Ni yamaruya in waleyali yɔrɔ dɔ kɛra, jɔyɔrɔ bɛ to da wulilen na.
4. jaabi min bɛ kɛ ka ɲɛsin dadon ɲininiw bɔli ma . A bɛ se ka kɛ ko ɲinini min kɛra ka tikiti datugu, o tɛ ɲɛ. Misali la, stop order tɛ baara kɛ, wa sugu bɛ bɔ a la.

Kɔnɔnafili min ka bon ka bɔ sɔngɔ la, o ye yɔrɔjan ye poyi la, min fɛ sɔngɔ bɛ se ka “bɔ” ka bɔ komandi sɔngɔ la. O kɔfɛ, sistɛmu bɛ yamaruya in tiɲɛ. Ko dɔw bɛ yen ni sistɛmu bɛ yamaruya dɔ bɔ jɔyɔrɔ dɔ la min dabɔra tile kelen ka kɔn o ɲɛ. Aw kana siran, barisa mɔgɔ si tɛna a bali ka baara kɛ ni bloki ye. O jaabi bilalen kɔfɛ, Sugu bɛna a janto ka kiliyan ka sugu jɔyɔrɔ datugu. Limit, a kɔ fɛ, bɛna a janto a ka dantigɛli yamaruya dadonni na ni slippage sigilen ye ka kɔn o ɲɛ.

Nɔti! Sigida minnu kofɔlen dòn san fɛ, olu tɛ Se ka jɔli / tɔnɔw Blà botw kɔnɔ, o fɛɛrɛ kelen-kelenw nɔ na. Ni jɔli dɔ dira bot kɔnɔ, wa baarakɛla ye panneau labɛn ka fara a kan, bɛnbaliya tɛ se ka bali.

A ka kan ka to an hakili la ko ni “Reaction à la retrait des commandes pour la fermeture” ye baarakɛbaliya ye, jagokɛlaw bɛna to u yɛrɛ tangabaliya la suguw ka wuli-wuli juguw waati la. Aw ka kan fana k’aw hakili to a la ko tab minnu bɛ dɛmɛnw labɛncogo yɔrɔ la, olu bɛɛ ye kelen-kelen ye. Ni bot bɛ baara Kɛ ni baarakɛminɛn 2 ni kɔ ye, i bɛna a lajɛ ni dɛmɛ in labɛnna tab kelen-kelen bɛɛ kama.

Jɛɲɔgɔnya

Walasa ka panɛli kɛ ka se ka ɲɔgɔn sɔrɔ ni sèrwɛri ye walasa ka kunnafoniw sɔrɔ ka taa a fɛ, baarakɛlaw bɛna a ɲini ka Donanw sigicogo yɔrɔ digi. O kɔfɛ, jagokɛlaw :

1. I b’a fɛ ka jɛɲɔgɔnya kɛ ni sèrwɛri min ye, i ka o tɔgɔ digi.
2. Fɛn dɔ sugandi min bɛna kɛ jago la don nataw la.
3. Taga Kalanso jiralenw na, ka Jagokɛyɔrɔ (Portfolio) da wuli, jagokɛtaw bɛ boloda min kan.
4. A bɛ Timeframe of data (received) ani kandiliw lajɛcogo da wuli. O baara laban na, jago minnu bɛ kɛ emulatɛri kɔnɔ, olu bɛ kɛ ka fara o kan.

Kalan min bɛ kɛ robow dabɔli kan Os.Engine kan – ka robo falenfalen dɔ daminɛ ka bɔ A la ka taa Z la (QUIK + Os.Engine): https://youtu.be/hBsnN5QhcQ0 Kalan bɛɛ min bɛ kɛ robow dabɔli kan ka bɔ fɛn fɔlɔ la, jago fɛɛrɛw baara (os motɛri fɛɛrɛ ) ani Os.Engine sɛgɛsɛgɛli bɛ sɔrɔ https://www.youtube.com/channel/UCLmOUsdFs48mo37hgXmIJTQ/videow kan

Zurunali jenerali

Os.Engine jagokɛyɔrɔ la, i bɛ se ka jatebɔw dɔn jago walima kɔrɔbɔli kan. Walasa k’o kɛ, a bɛna bɔ ka taa Journal général la ni i ye o tɔgɔ kelen butɔni digi Menu principal kɔnɔ. Ni gafe dabɔra dɔrɔn, baarakɛla bɛ taa ni a ye o yɔrɔnin bɛɛ la “Equity” yɔrɔ la, i bɛ se ka kunnafoni jalenw kalan yɔrɔ min na jatebɔ bonya kan. Ka fara o kan, tɔnɔ bɛɛ lajɛlen, sɔrɔ min bɛ bɔ jago kunkurunnin / janw na, kunnafoniw bɛna jira panneau jagokɛla kelen-kelen bɛɛ la. Jagokɛlaw bɛ se ka kunnafoni caman lajɛ tablo bɛɛ kan.

Nafaw ni dɛsɛw

Os.Engine, i n’a fɔ jagokɛyɔrɔ tɔw bɛɛ, nafa dɔrɔn tɛ a la, nka nafa fana b’a la, a ɲɛ, nin plateforme in kama, u bɛ se ka kɛ subjectif dɔrɔn de ye ani ni porogaramu seko tɛ yen ka bɔ jagokɛla fɛ. Plateforme in fanga ye ninnu ye:

• da yelennen don pewu;
• bot labɛnnenw jɔlenw sɔrɔli, minnu hakɛ bɛ tɛmɛ 30 kan;
• Irisikan fɔbagaw ka dɛmɛ;
• baarakɛcogo caman;
• kalankɛminɛnw di baarakɛlaw ma, jagokɛlaw bɛ se ka baara kɛ ni minnu ye, olu bɛ se ka botw sɛbɛnni kɛcogo dege u yɛrɛ ma);
• ɲɔgɔndan bɛ se ka kɛ ɲɔgɔn fɛ ;
• zurunali / lɛtɛrɛ cisɛbɛn / scalper glass / multi-level logging ani permissive license sɔrɔli.

Ni an y’a jateminɛ ni Os.Engine baarakɛlaw ka hakilinaw ye minnu sera ka terminal nafaw waleɲumandɔn, kun si tɛ dusukunnata juguw la. Nafa si ma sɔrɔ a tali senfɛ. Os.Engine ye jagokɛyɔrɔ ye min bɛ da mɔgɔw ɲɛ na, a nafaw tɛna diya daminɛbagaw dɔrɔn ye, nka jagokɛlaw fana bɛna diya a ye. Bɛɛ bɛ se ka porogaramu in dɔn kosɛbɛ ni porogaramu kɛcogo jɔnjɔnw b’a la, o min ye nafaba ye, ka fara baarakɛcogo caman kan. Os.Engine bɛnnen don jagokɛla ŋanaw dɔrɔn ma, nka a bɛnnen don fana daminɛbagaw ma minnu bɛ nin baara sugu in dɔn dɔrɔn.