Ubumenyi bwubucuruzi bwa Algo: Ubwoko, Imashini za robo ningamba 2024

Ubukungu bugezweho ntibushobora gutekereza nta kuvunja hamwe nisoko ryimigabane. Gucuruza kururu rubuga byitwa
ubucuruzi . Abacuruzi bakoresha cyane uburyo bwa tekinoroji ya mudasobwa kugirango borohereze imikorere yubucuruzi bwabo. Gucuruza ukoresheje imibare yimibare nubuhanga bwa mudasobwa byitwa algorithmic gucuruza. Iyi ngingo ivuga kuri ubu bwoko bwubucuruzi ku masoko yimari, ubwoko bwabwo, uburyo bukoreshwa, ibyiza nibibi, software yakoreshejwe.

Ubucuruzi bwa Algorithmic niki (gucuruza algorithmic)

Ijambo “ubucuruzi bwa algorithmic” cyangwa “ubucuruzi bwa algorithmic” bufite ibisobanuro bibiri. Mu rubanza rwa mbere, iri jambo risobanura uburyo bwo gushyira mu bikorwa itegeko rinini ku isoko, ukurikije rifungura buhoro buhoro ukurikije amategeko amwe kandi rihita rigabanywa mu byiciro byinshi, bifite igiciro n’ubunini. Buri cyegeranyo cyoherejwe ku isoko kugirango gikorwe. Intego yikoranabuhanga nukworohereza abacuruzi gukora ubucuruzi bunini bugomba gukorwa muburyo butagaragara bushoboka. Kurugero, ugomba kugura imigabane 200.000, kandi buri mwanya urimo imigabane 4 icyarimwe.
Ubusobanuro bwa kabiri bwiri jambo ni sisitemu ifungura amabwiriza ukurikije algorithm yatanzwe utabigizemo uruhare numucuruzi. Algorithms yashyizweho kugirango ibone inyungu itaziguye isesengura ryisoko ryikora. Sisitemu kandi yitwa ”
robot yubucuruzi “. Ubucuruzi bwa Algorithmic nubucuruzi bwa algorithmic bikoreshwa muguhana, harimo kuvunja amafaranga, na Forex.

Ni ubuhe butumwa bwo gucuruza algorithmic?

Ubucuruzi bwa Algo bukubiyemo gukusanya amakuru kumitungo runaka ishingiye ku mateka yiterambere ryayo, guhitamo algorithm yo gucuruza hamwe na robo yubucuruzi ikwiye. Kugirango umenye igiciro, igitekerezo cyibishoboka kirakoreshwa, ibitagenda neza ku isoko kandi birashoboka ko byongera kubaho mu gihe kizaza. Hariho ubwoko butatu bwo guhitamo. Hamwe nuburyo bwintoki, inzobere ikoresha imibare nuburyo bwimiterere. Uburyo bwa genetike burimo guteza imbere amategeko na sisitemu ya mudasobwa n’ubwenge bw’ubuhanga. Automatic ikorwa na progaramu idasanzwe ya mudasobwa itunganya umurongo wamategeko kandi ikagerageza.

Ni ubuhe bwoko bw’ubucuruzi bwa algorithmic bubaho?

Ubucuruzi bwa Algorithmic bushyirwa mubikorwa byinshi byingenzi:

1. Isesengura rya tekiniki . Gukoresha imikorere idahwitse yisoko no kumenya ibigezweho binyuze mubisesengura rya mibare na physique.
2. Gukora isoko . Ubu buryo bugumana isoko ryimikorere. Abakora isoko bahembwa no kuvunja bahaza ibyifuzo, harimo ninyungu. Ingamba zishingiye ku ibaruramari no gutembera vuba kw’amakuru ku masoko.
3. Kwiruka imbere . Isesengura ryubunini bwibicuruzwa ukoresheje ibikoresho no guhitamo binini muri byo. Izi ngamba zishingiye ku kuba itegeko rinini rizaba rifite igiciro kinini kandi rizakurura ibicuruzwa byinshi. Algorithms isesengura kaseti kandi itumiza amakuru yigitabo kandi ugerageze gukosora ingendo mugihe kinini cyihuta kurusha abandi bitabiriye.
4. Ubucuruzi bubiri hamwe nubucuruzi . Ibikoresho bibiri cyangwa byinshi bifitanye isano nuburebure, ariko ntabwo ari umwe-umwe, bifitanye isano. Gutandukana kwa kimwe mu bikoresho biva mu masomo yatanzwe bivuze ko bishoboka cyane gusubira mu itsinda ryayo. Kugena isano bifasha gukora ubucuruzi bwunguka.
5. Ubukemurampaka . Uburyo bushingiye kugereranya umutungo hamwe ningaruka zisa. Ibi bisa rimwe na rimwe birengerwa kubera ibintu bitandukanye. Intego yubukemurampaka ni kugurisha umutungo uhenze no kugura iyihendutse. Nkigisubizo, umutungo uzangana nigiciro, kandi umutungo uhendutse uziyongera kubiciro. Sisitemu yubucuruzi ya Algorithmic yerekana ihinduka ryibiciro ku isoko kandi ikora amasezerano yubukemurampaka yunguka. Ingamba zo gucuruza algorithmic idasanzwe [/ caption]
6. Ubucuruzi buhindagurika . Ubwoko bugoye bwubucuruzi, bugizwe no kugura amahitamo atandukanye. Umucuruzi yiteze ko ihindagurika ryimigabane ryiyongera mugihe cyo kugurisha no kugabanuka mugihe uguze. Ubu bwoko bwubucuruzi busaba ubushobozi bwibikoresho byingenzi ninzobere zibishoboye.

Ingamba zakazi mubucuruzi bwa algorithmic, ukuri kose kubyerekeye gucuruza robot: https://youtu.be/eg3s0c_X_ao

Igihe nigute ubucuruzi bwa algorithmic bwagaragaye, nkibintu

Ubucuruzi bwa Algorithmic bwatejwe imbere mu ntangiriro ya za 70 hashyizweho NASDAQ, ihererekanyabubasha rya mbere ryakoresheje ubucuruzi bwa mudasobwa. Muri iyo minsi, ubucuruzi bwa algorithmic bwaboneka gusa kubashoramari benshi, abantu basanzwe ntibari bafite ubwo buhanga. Mudasobwa ntizari zitunganye icyo gihe, kandi mu 1987 habaye ikosa ryibikoresho byatumye isoko ryabanyamerika risenyuka. Mu 1998, SEC – Komisiyo ishinzwe kugurizanya muri Amerika yemeye ku mugaragaro gukoresha imiyoboro y’ubucuruzi hakoreshejwe ikoranabuhanga. Uyu mwaka ugomba gufatwa nkitariki yo kugaragaramo ubucuruzi bwa algorithmic muburyo bugezweho. [ibisobanuro id = “umugereka_12604” align = “aligncenter” ubugari = “663”]
Impamvu zo gucuruza automatike [/ caption] Mu ntangiriro ya 2000, gucuruza ukoresheje mudasobwa byakozwe mumasegonda make. Ariko umugabane wa robo ku isoko ntiwari munsi ya 90%. Kugeza mu mwaka wa 2009, amabwiriza yo kuvunja yarangiye muri milisegonda, kandi
robot zicuruza zakoze 60% byubucuruzi. Nyuma ya 2012, ibintu byarahindutse. Ibidateganijwe ku isoko byatumye habaho kunanirwa muri software yariho icyo gihe. Ijanisha ryubucuruzi ryakozwe mu buryo bwikora ryaragabanutse kugera kuri 50% byuzuye. Mu rwego rwo kwirinda amakosa, iterambere no gushyira mubikorwa ubwenge bwubuhanga byatangiye.

Nigute ubucuruzi bwa algorithmic butandukanye nubucuruzi bwa algorithmic?

Nubwo bigaragara ko ibyo bisa bisa, umuntu agomba gutandukanya imyumvire y “ubucuruzi bwa algorithmic” n “” ubucuruzi bwa algorithmic “. Mu rubanza rwa mbere, uburyo bwo gushyira mu bikorwa itegeko rinini mu kubigabanyamo ibice hanyuma ukabutanga hakurikijwe amategeko amwe, kandi mu rubanza rwa kabiri, bavuga kuri sisitemu yikora itanga amabwiriza nta mucuruzi ukurikije runaka. algorithm. Algorithms mu bucuruzi bwa algorithmic ikoreshwa mu koroshya irangizwa ryibikorwa binini n’umucuruzi. Mu bucuruzi bwa algorithmic, bikoreshwa mu gusesengura isoko no gufungura imyanya kugirango bongere amafaranga.

Niyihe software ibereye gucuruza algorithmic?

Kubera ko ubucuruzi bwa algorithmic burimo gukoresha ikoranabuhanga rya mudasobwa, ugomba guhitamo software ikwiye. Imashini yubucuruzi nigikoresho nyamukuru cyo gukora ubucuruzi bwikora. Urashobora kwiteza imbere ubwawe ukoresheje
indimi za porogaramu , cyangwa ugakoresha urubuga rwo kubikora.

Ni iki kigomba kwibukwa mbere yo gukora ubucuruzi bwa algorithmic?

Icya mbere, birakwiye ko tuvuga ko umucuruzi wa algo agomba kuba ashoboye gahunda, kuko urubuga rwinshi rushobora gutozwa no kumenya ubu buhanga. Ururimi rwa porogaramu rukoreshwa mubucuruzi bwa algorithmic rugomba guhuzwa na platform zose hamwe na algorithms zirimo gutezwa imbere. Ururimi rukwiye cyane ni C # (C-ityaye). Ikoreshwa muma platform nka TSLab, StockSharp, UbutunziLab. Utazi ururimi rwa porogaramu, gahunda 2 zanyuma zigomba gutozwa amezi menshi.
Ubucuruzi bwububiko bwa robo [/ caption]

TSLab ni imwe muri gahunda zizwi cyane zo gukoresha algorithmbots.

Urubuga rwo gukora, kugerageza no gutangiza
robot na sisitemu yubucuruzi. Harimo ibishusho byoroshye byerekana muburyo bwa cubes, bizagufasha guteza imbere robot utazi ururimi rwa porogaramu. Urashobora guteranya ibyifuzwa byubucuruzi algorithm kuva kuri cubes. Amateka yibikoresho byubucuruzi byakusanyirijwe hamwe na porogaramu bizagufasha kubona no gukosora amakosa mu nyandiko, mugihe ibikoresho byo gusesengura tekinike bizagufasha gukora igisubizo kidasanzwe.

Kwinjiza

Kugirango ushyireho urubuga, ugomba gukuramo ushyira kurubuga rwemewe. Urupapuro rwo gukuramo ruvuga ko porogaramu ikora gusa kuri 64-bit ya Windows. Nyuma yo gukuramo, fungura dosiye yo kwishyiriraho. Mbere yo kwishyiriraho, bizagusaba kwinjizamo verisiyo yanyuma ya .NET Framework na Visual C ++ Yongeye kugabanywa.

Niba verisiyo zikenewe zizi porogaramu zidahari, ugomba kuzishiraho. Ihuriro ntirizakora ridafite. Niba verisiyo ziheruka zizi porogaramu zirahari, idirishya ryintangiriro yo gufungura. Reka dukande “Ibikurikira”.
Turemeranya ningingo zamasezerano yimpushya tugahitamo inzira aho porogaramu izashyirwa.

Noneho ugomba gutanga uruhushya rwo kwishyiriraho hanyuma ugategereza ko rwuzura.
Iyo installation irangiye, idirishya rihuye rizakingurwa. Urashobora gukora progaramu nyuma yo kwishyiriraho.

Amahugurwa mubucuruzi bwa algorithmic kuri TSLab

Gushiraho

Gushiraho no kugerageza robot yubucuruzi, ugomba kugira amateka yamagambo. Kugirango ubone amateka yamagambo, ugomba gushyiraho amakuru atanga. Muri menu ya “Data”, hitamo ikintu “Abatanga”.
Ibikoresho byabacuruzi byubusa bizafungura. Tugomba gukanda buto “Ongera”. Mu kiganiro agasanduku gafungura, hitamo “Amateka Yamateka”. Kuri iki cyiciro, ugomba guhitamo ubwoko bwamakuru yatanzwe. Muri iki kibazo, dosiye yinyandiko ifite amagambo yatanzweho intambwe ya 0.01 yatoranijwe. Kuramo dosiye isabwa mububiko.

Kuramo dosiye 1.rand.quote.step = 0.01_1m.txt.zip. Umaze gukuramo, shakisha dosiye mububiko bwo gukuramo hanyuma uyikure muri archive. Tugarutse kuri TSLab hanyuma duhitemo “Abatanga” muri menu ya “Data”.
Idirishya rihuye rizakingurwa. Ugomba gukanda kuri buto “Ongera”.
Idirishya ryongeweho ritanga. Muri yo, hitamo ikintu “Amakuru yamateka”, hanyuma ukande “Ibikurikira”.
Mu idirishya rikurikira, vuga izina nubwoko bwamakuru yabatanga. Shyira izina kuri TextData n’ubwoko bwamakuru kuri Text Fayili. Turakanda “Ibikurikira”.
Hitamo inzira igana kubitanga. Inzira isanzwe ni C: PorogaramuData TSLab TSLab 2.1 Abatanga Inyandiko. Urashobora kwerekana inzira itandukanye ukanze … mumuhanda. Dushiraho inzira ya dosiye yacu, nyuma yo gushiraho ibipimo: 1. Umubare wibibanza icumi ni 2. 2. Intambwe yibiciro igenwa mu buryo bwikora niba ari munsi ya 1. Idosiye ifite intambwe ya 0.01 ikagaragaza 1 injira mumiterere izahitamo intambwe ya 0.1
Kanda kuri buto “Ibikurikira”. Mu idirishya ryabatanga, TextData itanga amakuru azagaragara.

Gukora inyandiko

Ihuriro rya TSLab rigufasha guteza imbere algorithm yubucuruzi, kugerageza no gukora ama robo yubucuruzi – abakozi. Ariko mbere yo gukora algorithm yubucuruzi, ugomba kwandika inyandiko yabyo. Kugirango ukore ibi, hitamo “Lab” muri menu. Hitamo “Inyandiko” uhereye kurutonde rwamanutse.
Agasanduku k’ibiganiro kazafungura, aho dukanda “Kurema Gishya”. Mu idirishya rya kabiri, andika izina ryimyandikire hanyuma ukande “OK”.
Kanda inshuro ebyiri buto yimbeba yibumoso kumurongo wakozwe kugirango uhindure. Tuzabona inyandiko yerekana amashusho.

Igice cy’ubururu urukiramende ni “igikoresho cyacurujwe”. Urukiramende rw’icyatsi “Umubumbe wa 1” – umubare wibikorwa ufite amahitamo cyangwa amasezerano yigihe kizaza mugihe runaka. Guhagarika “Gufunga” byerekana igiciro cyo gufunga umurongo. Igice cya “Igishushanyo mbonera” kirema ikibaho.
Kanda iburyo. Hitamo “Indangabintu” uhereye kuri menu yamanutse. Hitamo ahanditse Ibyanditswe.
Hagarika “Koresha itariki kuva “. Hitamo ahanditse “Inkomoko”, kandi muri yo – igikoresho. Kanda kuri uyu murima. Idirishya “Hitamo impapuro zagaciro” rizakingurwa, aho uzakenera guhitamo amakuru ya TextData hanyuma ukerekana igikoresho – imirongo ya dosiye yinyandiko 1.rand.quote.step = 0.01_1m. Kanda “OK” kugirango wemeze.

Nyuma yo guhitamo igikoresho, tab ifite ishusho yimbonerahamwe yanditseho “Loading” bizagaragara hejuru yidirishya. Nyuma yo gutunganya amakuru, izina ryibikoresho byatoranijwe bizagaragara kuriyi tab – 1.rand.quote.step = 0.01_1m

Kanda “Kubika no gukora” nyuma yo gupakira amakuru.
Iyi nyandiko yagenewe kwerekana igikoresho ku mbonerahamwe. Hanyuma, igishushanyo mbonera kizakingurwa. Gucuruza algorithms hamwe nubucuruzi byashizweho muburyo busa. Nkuko mubibona, ubucuruzi bwa algorithmic hifashishijwe TSLab burahari kubantu hafi ya bose kandi ntibisaba amahugurwa yabanje. Inyungu nyamukuru ya TSLab nuko uyikoresha wese ashobora gutangira gukora robot yubucuruzi nyuma yiminsi 2-3 yo kwiga urubuga. Ibi byoroherezwa nubwanditsi bugaragara. Hifashishijwe umwanditsi, uziga ibitekerezo bikenewe bikenewe mubucuruzi bwa algorithmic. TSLab ishyigikira ururimi C #, izindi gahunda kuriyi platform irashobora gukomeza ukoresheje TSLab API. Ariko, gukomeza kwibiza mubucuruzi bwa algorithmic nibyiza gukomeza hamwe na gahunda zigoye.

ububiko

Stocksharp ni isomero rya robo yubucuruzi yanditse muri C #. Imashini zo gucuruza zegeranijwe muri Visual Studio yo gutangiza porogaramu. Kubwibyo, mbere yo kwandika robot ukoresheje aya mikoro, uzakenera kumara byibuze amezi atandatu wiga ururimi rwa porogaramu. Ntabwo abantu bose bashoboye kurangiza kwiga kugeza imperuka. Ariko, gukoresha iyi platform bifite ishingiro byuzuye mubikorwa.

Ubutunzi

WealthLab ni urundi rubuga rwo kugerageza no guteza imbere robot na sisitemu zubucuruzi kuva muri Fidelity. Hariho verisiyo ebyiri za porogaramu: Pro kubenegihugu ba Amerika bafite konti Yizerwa, hamwe nuwitezimbere kubandi bose. WealthLab igufasha gukoresha ibikoresho byo gusesengura tekinike mu iterambere rya robo, kwakira ibimenyetso byo kwinjira no gufunga amasezerano no kubyohereza kuri terminal. Niba umucuruzi atazi gahunda, arashobora gukoresha umufasha (wizard). Ihuriro rishingiye kuri C # na Pascal indimi. Ihuriro rishushanya imbonerahamwe muburyo bwibice, buji y’Ubuyapani, imbonerahamwe yumurongo, nibindi.
Igikorwa nyamukuru cya porogaramu ni ugutezimbere no kugerageza ingamba zishingiye ku mateka. WealthLab irashobora kwigishwa ntabwo yihuta nka TSLab, ariko mumezi 2 gusa. Ururimi rwubatswe rutanga amahirwe akomeye mugushiraho ingamba zubucuruzi zunguka. Umucuruzi arashobora guhuza urubuga na pack ya software ya Quik, izemerera gushyira ibicuruzwa kumurongo.

Ni izihe ngamba zikoreshwa mu gucuruza algorithmic?

Kubucuruzi ukoresheje algorithms kugirango uzane ibisubizo bifatika, ugomba gukurikiza ingamba zagenewe ibihe runaka.

1. Ingamba zidasanzwe . Igamije kugera ku giciro cyiza cyo kwinjira mubikorwa byinyungu zikurikira. Ikoreshwa cyane cyane nabacuruzi bigenga.
2. ubucukuzi bw’amakuru . Gushakisha uburyo bushya bwa algorithm. Ibyinshi mu byegeranyo byakusanyirijwe kuriyi ngamba mbere yo kwipimisha. Amakuru ashakishwa nigikoresho cyamaboko.
3. TWAP nigiciro kiremereye igiciro. Gufungura ibicuruzwa mugihe kingana mugihe cyiza kandi utange ibiciro.
4. VWAP – ingano yuburemere buringaniye igiciro. Gufungura umwanya mubice bingana nubunini bumwe mugihe runaka nibiciro bitarenze agaciro kagereranijwe.
5. Ingamba zo gushyira mu bikorwa . Ingamba zikoreshwa mugushaka umutungo kugiciro kiremereye mugipimo kinini. Ahanini ikoreshwa nabakoresha hamwe namafaranga yo gukingira.

Umwubatsi wo gushyiraho ingamba z’ubucuruzi zikoresha [/ caption]

Nigute wakwirinda igihombo mugihe ukora ubucuruzi bwa algorithmic, gucunga ibyago

Nibeshya cyane kwizera ko umucuruzi wa algorithmic akeneye gusa gukora robot yubucuruzi. Ingaruka zose zigomba gukumirwa no kuvaho. Guhagarika amashanyarazi, guhuza interineti namakosa yo kubara no gutangiza gahunda bishobora gutera igihombo gikomeye kandi bikakubuza rwose kwinjiza. [ibisobanuro id = “umugereka_12559” align = “aligncenter” ubugari = “938”]
Uburyo ingamba zo gucuruza algorithmic zashyizweho [/ caption] Serveri y’ibikorwa remezo aho ubucuruzi bwa algorithmic bukorerwa burashobora kunanirwa gitunguranye cyangwa sisitemu y’imikorere irashobora kongera kuyisubiramo. Kurandura ibibazo hamwe na seriveri, urashobora gukodesha seriveri cyangwa kuzamura ibyawe. Niba ibi bitabonetse, ugomba gufata seriveri kubitanga bihamye hamwe nibihuza byiza. Sisitemu igomba kugira byibuze imbaraga zingana na 40-50%. Ibibazo byo guhuza burigihe bibaho muburyo butunguranye. Urashobora gushiraho ihuza kugirango ihanahana rifunga imyanya nyuma yo guhuza. Ruswa yamapaki ya ruswa ikurikiranwa na WatchDog ikurikirana algorithms. Ingamba zubucuruzi zikoreshwa mubucuruzi ntizidatunganye kandi guhuza kwabo bishobora gutera ingaruka zitandukanye rwose. Mubisabwa, amakosa ya API arashobora gukorwa. Igiciro, ingano, agaciro ka tombora irashobora kwerekanwa nabi. Na none, ubucuruzi bushobora gukorwa muri wikendi cyangwa ibiruhuko, ingamba zubucuruzi cyangwa imipaka ya konti irarenze.

Kurandura ayo makosa, birakenewe gukurikirana no gusesengura amabwiriza nimbibi zingamba zubucuruzi kugirango ukureho ibipimo bitari byo.

Mugihe habaye ikibazo cyihutirwa, birakenewe guhita umenyesha ababishaka bose ukoresheje SMS, e-imeri, ubutumwa bwihuse nizindi nzira zitumanaho. Nibyingenzi kwandika buri kunanirwa mubiti kugirango wirinde ko bizasubira mugihe kizaza. Nigute ushobora kwinjiza pasiporo hamwe nubucuruzi bwa algorithmic: https://youtu.be/UeUANvatDdo

Ubucuruzi bwa Algo: ibyiza nibibi

Imashini za robo ntizishobora gukorerwa “abantu” zishobora kugira ingaruka kubikorwa byabo: umunaniro, gucika intege, nibindi. Ninyungu nyamukuru yubucuruzi bwa algorithmic. Algorithms ikurikiza gahunda isobanuwe neza kandi ntizigera itandukana nayo. Ubucuruzi bwa Algo bufite ibibi byinshi. Ibi birimo, byumwihariko, kutaboneka kwamakuru kuri ubu bwoko bwubucuruzi murwego rusange. Umucuruzi wa algorithmic agomba kuba azi neza gahunda, bikaba bigoye cyane kubanyamwuga benshi. Niba isoko rihindutse, ugomba guhindura rwose algorithm. Mu kwandika robot yubucuruzi, hashobora gukorwa ikosa rizayobora algorithm yose munzira itari yo, kandi ibyo bizatera igihombo cyamafaranga.
Ubucuruzi bwa Algorithmic nuburyo bworoshye cyane bwo guhanahana ibicuruzwa bisaba ubumenyi atari mubucuruzi gusa, ahubwo no mubibare na gahunda. Ntibikenewe gusa kugirango ubashe gukora algorithm yifuzwa, ariko kandi birakenewe gukumira ibibazo byihuza, amakosa muri algorithm na code ya progaramu. Ugomba gutekereza neza mbere yo gufata icyemezo cyo gucuruza murubu buryo. Nubwo bimeze bityo ariko, amaze kubimenya no kubishyira mu bikorwa neza mubikorwa, umucuruzi azabona ubwiyongere bukomeye bwinjiza kandi byoroshe akazi ke.