O le tamaoaiga faʻaonaponei e le mafai ona mafaufauina e aunoa ma fefaʻatauaiga ma maketi faʻatau. Fefa’ataua’iga i luga o nei saite ua ta’ua o
fefa’ataua’iga . O lo’o fa’aaogaina e le aufaioloa avanoa o tekonolosi faakomepiuta e fa’afaigofie ai le fa’atinoina oa latou pisinisi. Fefaʻatauaʻiga e faʻaaoga ai faʻataʻitaʻiga o le matematika ma tekonolosi komepiuta e taʻua o le algorithmic trading. O lenei tusiga o loʻo talanoa e uiga i lenei ituaiga o fefaʻatauaʻiga i maketi tau tupe, o ona ituaiga, o metotia faʻaaogaina, lelei ma le le lelei, le polokalama faʻaaogaina.
- O le a le Algorithmic fefaʻatauaʻiga (faʻatauga algorithmic)
- O le a le ute o le algorithmic trading?
- O a ituaiga o fefaʻatauaʻiga algorithm e iai?
- O anafea ma faʻafefea ona faʻaalia le algorithmic trading, o se mea faʻapitoa
- E faʻafefea ona ese le fefaʻatauaʻiga algorithmic mai fefaʻatauaiga algorithmic?
- O le a le polokalama e talafeagai mo fefaʻatauaiga algorithmic?
- O le a le mea e tatau ona manatua aʻo leʻi faia fefaʻatauaiga algorithmic?
- TSLab o se tasi o polokalame sili ona lauiloa mo le faʻatautaia algorithmbots.
- Fa’apipi’i
- Aʻoaʻoga i fefaʻatauaiga algorithmic i TSLab
- Seti fa’atau
- Fausia se tusitusiga
- stocksharp
- WealthLab
- O a taʻiala e faʻaaogaina mo fefaʻatauaiga algorithmic?
- Faʻafefea ona puipuia le gau pe a fai algorithmic trading, faʻalavelave faʻalavelave
- Algo fefaʻatauaʻiga: lelei ma le le lelei
O le a le Algorithmic fefaʻatauaʻiga (faʻatauga algorithmic)
O le faaupuga “fa’atauga fa’atatau” po’o le “fefa’ataua’iga fa’atatau” e lua ona uiga. I le tulaga muamua, o lenei upu o lona uiga o se metotia o le faʻatinoina o se faʻatonuga tele i luga o le maketi, e tusa ai ma le tatalaina malie e tusa ai ma nisi o tulafono ma e otometi lava ona vaevaeina i le tele o sub-orders, lea ei ai a latou lava tau ma voluma. O poloaiga ta’itasi e lafo i le maketi mo le fa’atinoina. O le faʻamoemoega o tekinolosi o le faʻafaigofie lea mo le aufaioloa ona faia ni fefaʻatauaʻiga tetele e manaʻomia ona faia i se auala e le mafai ona iloa. Mo se faʻataʻitaʻiga, e manaʻomia lou faʻatauina o sea 200,000, ma o tulaga taʻitasi e aofia ai le 4 sea i le taimi.
robot fefaʻatauaʻiga “. Algorithmic fefaʻatauaʻiga ma algorithmic fefaʻatauaʻiga o loʻo faʻaaogaina i fefaʻatauaiga, e aofia ai fefaʻatauaʻiga cryptocurrency, ma Forex.
O le a le ute o le algorithmic trading?
Algo fefaʻatauaʻiga e aofia ai le aoina o faʻamatalaga i luga o se aseta faʻapitoa e faʻavae i luga o le talafaasolopito o lona atinaʻe, filifilia algorithms mo fefaʻatauaiga ma robots fefaʻatauaʻiga talafeagai. Ina ia fuafuaina le tau, o le aʻoaʻoga o le avanoa e faʻaaogaina, faʻaletonu o maketi ma le ono mafai ona toe foʻi mai i le lumanaʻi ua fuafuaina. E tolu ituaiga o filifiliga. Faʻatasi ai ma se faʻataʻitaʻiga tusilima, e faʻaaogaina e le tagata tomai faʻapitoa faʻasologa o le matematika ma faʻataʻitaʻiga faaletino. O le fa’asologa o le kenera e aofia ai le atina’eina o tulafono e ala i masini komepiuta ma le atamai fa’apitoa. Otometi e gaosia e se polokalame komepiuta fa’apitoa e fa’agasolo ai fa’asologa o tulafono ma fa’ata’ita’iina.
O a ituaiga o fefaʻatauaʻiga algorithm e iai?
Algorithmic fefaʻatauaiga o loʻo faʻatinoina i le tele o vaega autu:
- Su’esu’ega Fa’atekinisi . Fa’aaogaina le le lelei o maketi ma fa’ailoa faiga o lo’o iai nei e ala i su’esu’ega fa’a-matematika ma fa’aletino.
- Faiga maketi . Ole auala lea e fa’atumauina ai le fa’amalieina ole maketi. E tauia le au fai maketi i le fesuiaiga e ala i le faamalieina o manaoga, e aofia ai ma tupe mama. O le fuafuaga e faʻavae i luga o le faʻamatalaga ma le televave o faʻamatalaga mai maketi.
- Tamomoe i luma . Iloiloga o le tele o poloaiga e ala i meafaigaluega ma le filifilia o le tele o latou. O lenei taʻiala e faʻavae i luga o le mea moni o se poloaiga tele o le ai ai se tau tele ma o le a tosina mai ai le tele o faʻatonuga faʻatau. Algorithms su’esu’e lipine ma fa’atonu fa’amaumauga tusi ma taumafai e fa’aleleia gaioiga i taimi o fefa’ataua’iga tele vave nai lo isi tagata auai.
- Ta’iga ma Ato Fefa’ataua’iga . E lua pe sili atu meafaifaaili e fesoʻotaʻi ma se maualuga, ae le o le tasi i le tasi, faʻatasi. O le ‘ese’ese o se tasi o meafaifa’aili mai le vasega ua tu’uina atu o lona uiga e sili atu ona toe fo’i i lana vaega. O le fuafuaina o le fa’amaopoopo e fesoasoani e maua ai se fefa’ataua’iga manuia.
- Fa’amasinoga . O le auala e faʻavae i luga o le faʻatusatusaina o aseta faʻatasi ma le faʻamalosia o tau tutusa. O lenei tutusa e solia i nisi taimi ona o mea eseese. O le ute o le arbitrage o le faʻatau atu o se aseta e sili atu le taugata ma le faʻatauina o se mea taugofie. O se taunuuga, o aseta o le a tutusa i le tau, ma o le aseta taugofie o le a siitia le tau. Algorithmic faiga tau fefa’ataua’iga e iloa ai suiga o tau i le maketi ma maua ai ni fefa’ataua’iga lelei.
faʻatautaia robots fefaʻatauaʻiga 60% o fefaʻatauaiga. Ina ua mavae le 2012, ua suia le tulaga. O le le mautonu o le maketi na mafua ai ona toilalo i le polokalama o loʻo i ai nei. Ole pasene o fefa’ataua’iga na fa’atinoina otometi ua fa’aititia ile 50% ole aofa’iga. Ina ia aloese mai mea sese, ua amata le atinaʻeina ma le faʻatinoina o le atamai faʻapitoa.
E faʻafefea ona ese le fefaʻatauaʻiga algorithmic mai fefaʻatauaiga algorithmic?
E ui i le foliga tutusa o manatu, e tatau i se tasi ona iloa le eseesega i le va o manatu o le “faʻatauga faʻatusatusa” ma le “fefaʻatauaʻiga algorithm”. I le tulaga muamua, o le auala o le faʻatinoina o se faʻatonuga tele e ala i le vaevaeina i ni vaega ona tuʻuina atu lea e tusa ai ma tulafono faʻapitoa e faʻaalia, ma i le tulaga lona lua, latou te talanoa e uiga i se faiga faʻapitoa e fatuina ai poloaiga e aunoa ma se faioloa e tusa ai ma se tasi. algorithm. Algorithms i algorithmic trading e faʻaaogaina e faʻafaigofie ai le faʻatinoina o fefaʻatauaiga tetele e se faioloa. I le algorithmic trading, latou te faʻaaogaina e iloilo ai le maketi ma avanoa avanoa e faʻateleina ai tupe maua.
O le a le polokalama e talafeagai mo fefaʻatauaiga algorithmic?
Talu ai o fefaʻatauaiga algorithmic e aofia ai le faʻaogaina o tekonolosi komepiuta, e tatau ona e filifilia le polokalama saʻo. O se robot fefa’ataua’iga o le meafaigaluega autu lea mo le fa’ata’ita’iina o fefa’ataua’iga fa’aautomatika. E mafai ona e atiaʻe oe lava e faʻaaoga
gagana polokalame , pe faʻaaoga le faʻavae e fatu ai.O le a le mea e tatau ona manatua aʻo leʻi faia fefaʻatauaiga algorithmic?
Muamua, e taua le taʻua o le algo faioloa e manaʻomia ona mafai ona faʻatulagaina, aua o le tele o faʻavae e mafai ona faʻatautaia e ala i le faʻaaogaina o lenei tomai. Ole gagana fa’apolokalame e fa’aogaina mo fefa’ataua’iga algorithm e tatau ona fetaui ma fa’avae uma ma algorithms o lo’o atia’e. Ole gagana fa’akomepiuta e sili ona fetaui ole C# (C-sharp). E faʻaaogaina i faʻavae e pei ole TSLab, StockSharp, WealthLab. A aunoa ma le iloaina o le gagana faʻapolokalame, o le 2 polokalame mulimuli e tatau ona faʻatautaia mo ni nai masina.
TSLab o se tasi o polokalame sili ona lauiloa mo le faʻatautaia algorithmbots.
O se faʻavae mo le fatuina, faʻataʻitaʻiina ma le faʻalauiloaina
o robots fefaʻatauaʻiga ma faiga. E aofia ai se faʻataʻitaʻiga vaʻaia faigofie i foliga o cubes, lea e mafai ai e oe ona atiaʻe se robot e aunoa ma le iloa o se gagana polokalame. E mafai ona e faʻapipiʻiina le algorithm fefaʻatauaʻiga manaʻomia mai cubes. O le talafaasolopito o mea tau fefaʻatauaʻiga na aoina e le polokalame o le a faʻatagaina oe e suʻe ma faʻasaʻo mea sese i tusitusiga, aʻo meafaigaluega faʻapitoa faʻapitoa o le a fesoasoani ia te oe e fatuina se fofo tulaga ese.Fa’apipi’i
Ina ia faʻapipiʻi le tulaga, e tatau ona e siiina mai le faʻapipiʻi mai le upega tafaʻilagi aloaia. O lo’o ta’u mai e le itulau o lo’o la’u mai ai e na’o le 64-bit versions o Windows e galue ai le polokalame. A maeʻa ona sii mai, tatala le faila faʻapipiʻi. A’o le’i fa’apipi’i, o le a fa’aosoina oe e fa’apipi’i le lomiga fou o le .NET Framework ma le Visual C++ Redistributable Studio.
Aʻoaʻoga i fefaʻatauaiga algorithmic i TSLab
Seti fa’atau
Ina ia faʻatulagaina ma faʻataʻitaʻi se robot fefaʻatauaʻiga, e tatau ona i ai sau talaʻaga o upusii. Ina ia maua le tala faasolopito o upusii, e tatau ona e setiina se faʻamatalaga tuʻuina atu. I le lisi “Faʻamatalaga”, filifili le mea “Supliers”.
Fausia se tusitusiga
O le TSLab platform e mafai ai ona e atiaʻe algorithms fefaʻatauaʻiga, faʻataʻitaʻi ma fatuina robots fefaʻatauaʻiga – sui. Ae aʻo leʻi faia se algorithm fefaʻatauaʻiga, e tatau ona e tusia se tusitusiga mo ia. Ina ia faia lenei mea, filifili “Lab” i le lisi. Filifili “Scripts” mai le lisi pa’ū.
stocksharp
Stocksharp o se faletusi o fefaʻatauaʻiga robots tusia i le C #. O robots fefaʻatauaʻiga o loʻo tuʻufaʻatasia i totonu ole siosiomaga polokalame Visual Studio. O le mea lea, aʻo leʻi tusia se robot e faʻaaoga ai lenei punaoa, e tatau ona e faʻaalu a itiiti ifo ma le ono masina e aʻoaʻo ai se gagana polokalame. E lē mafai e tagata uma ona faauma le suʻesuʻega seʻia oo i le iʻuga. Ae ui i lea, o le faʻaogaina o lenei faʻavae e faʻamaonia atoatoa i le faʻatinoga.
WealthLab
WealthLab o se isi faʻavae mo le suʻega ma le atinaʻeina o robots fefaʻatauaʻiga ma faiga mai le Fidelity. E lua fa’aliliuga o le polokalame: Pro mo sitiseni Amerika o lo’o iai se fa’amatalaga Fa’amaoni, ma le Fa’atupuina mo isi tagata uma. WealthLab e faʻatagaina oe e faʻaogaina meafaigaluega faʻapitoa faʻapitoa i le atinaʻeina o robots, maua faʻailoga e ulufale ai ma tapunia se fefaʻatauaiga ma tuʻuina atu i latou i le laina. Afai e le iloa e se faioloa le faiga o polokalame, e mafai ona ia faaaogaina se fesoasoani (taulaitu). Ole fa’avae e fa’avae ile C# ma le Pascal polokalame gagana. O le faʻavae e tusi siata i foliga o vaega, tuugalamepa Iapani, siata laina, ma isi.
O a taʻiala e faʻaaogaina mo fefaʻatauaiga algorithmic?
Mo fefaʻatauaʻiga e faʻaaoga ai algorithms e aumai ai taunuʻuga, e tatau ona e pipii i se fuafuaga fuafuaina mo se tulaga patino.
- Fuafuaga Fa’amatalaga . O loʻo faʻamoemoe e ausia le tau sili ona lelei mo le ulufale atu i se fefaʻatauaiga mo se tupe maua mulimuli ane. Fa’aaogaina e le aufaioloa tumaoti.
- eliina fa’amaumauga . Su’eina o mamanu fou mo algorithms fou. Ole tele o fa’amaumauga e aoina ile ta’iala lea a’o le’i faia su’ega. O fa’amatalaga e su’eina e ala i fa’atonuga tusi lesona.
- O le TWAP o le tau fa’atatau ile taimi. Tatala o poloaiga i taimi tutusa i le tauofoga sili ma ofo tau.
- VWAP – fua fa’atatau fua. Tatala se tulaga i vaega tutusa ma le voluma tutusa mo se taimi patino ma tau e le maualuga atu nai lo le tau averesi.
- Fuafuaga Fa’atino . O se ta’iala na fa’aaogaina e maua ai se aseta i se tau fa’atauva’a i le tele o le voluma. E masani ona faʻaaogaina e tagata faʻatau oloa ma tupe puipui.
Faʻafefea ona puipuia le gau pe a fai algorithmic trading, faʻalavelave faʻalavelave
O se mea sese tele le talitonu e na o le algorithmic faioloa e manaʻomia le fatuina o se robot fefaʻatauaʻiga. O fa’alavelave uma e tatau ona puipuia ma fa’aumatia. Faʻalavelave ile eletise, fesoʻotaʻiga Initaneti ma mea sese i faʻatusatusaga ma polokalame e mafai ona oʻo atu ai i tupe gau tele ma faʻaumatia atoa ai oe mai se tupe maua.
Ina ia faʻaumatia nei mea sese, e tatau ona mataʻituina ma auʻiliʻili faʻatonuga ma tapulaʻa o taʻiala tau fefaʻatauaʻiga ina ia mafai ai ona faʻaumatia mea sese.
I le tulaga o se faʻalavelave faʻafuaseʻi, e tatau ona vave logoina vaega uma e fiafia i ai e uiga i lenei mea e ala i SMS, imeli, avefeʻau vave ma isi auala fesoʻotaʻiga. E taua tele le fa’amauina o fa’aletonu ta’itasi i ogalaau ina ia taofia ai le toe faia i le lumana’i. Fa’afefea ona fa’atupu tupe maua fa’atasi ma fefa’ataua’iga algorithmic: https://youtu.be/UeUANvatDdo
Algo fefaʻatauaʻiga: lelei ma le le lelei
O robots fefaʻatauaʻiga e le faʻatatau i mea “tagata” e ono aʻafia ai a latou galuega: vaivai, faʻalavelave faʻalagona, ma isi. Ole mea sili lea ole fa’atauga algorithmic. Algorithms e mulimuli i se polokalame fa’amalamalama lelei ma aua lava ne’i alu ese mai ai. Algo fefa’ataua’iga e iai le tele o fa’aletonu. O nei mea e aofia ai, aemaise lava, le le mafai ona maua o faʻamatalaga i lenei ituaiga o fefaʻatauaiga i le lautele lautele. O se faioloa algorithmic e tatau ona poto i polokalame, lea e fai si faigata mo le tele o tagata tomai tau tupe. Afai e suia le maketi, e tatau ona e suia atoa le algorithm. I le tusiaina o se robot fefaʻatauaʻiga, e mafai ona faia se mea sese e taʻitaʻia ai le algorithm atoa i lalo i le ala sese, ma o le a mafua ai le leiloa o tupe.