Ulwimi lwe-algorithmic QPILE yokucwangcisa iirobhothi zokurhweba kwiQUIK

Ulwimi lwe-algorithmic QPILE yokucwangcisa iirobhothi zokurhweba kwiQUIK.
Iirobhothi zokurhweba zingabhalwa ngolwimi oluthile, olufana nekhowudi yeprogram. I-QPILE ngomnye wabo, inqaku liya kuqwalasela olu lwimi, thelekisa i-QPILE kunye ne-
LUA iilwimi , kwaye unike imizekelo yeerobhothi ngolu lwimi.

Ulwazi ngokubanzi malunga ne-QPILE

I-QPILE sisishunqulelo esimele iQUIK Programmable Interface kunye neLogic Environment.

Olu luhlu lwemiyalelo etolikwe yiQUIK workstation. Isetyenziselwa ikakhulu ukubala ixabiso leepotfoliyo zezibambiso. Ulwimi lukwasetyenziselwa:

• Ubalo kwakhona oluguqukayo lwexabiso le-asethi zabathengi kwidesktop yomthengisi nakwiipotfoliyo zabo. Kwimeko yokugqibela, ixabiso labo lilonke liphinda libalwe kwakhona;
• ukufumana izikhombisi ezilahlekileyo zisebenzisa i-algorithms yazo kunye nedatha yokuboleka umda;
• ukuphuhlisa isicwangciso sokurhweba esifanelekileyo.

Ulwimi luchaza isakhiwo setheyibhile: ukuqeshwa kweekholamu kunye nemiqolo, iifomyula. Ekugqibeleni, imisebenzi yeemathematika, iinguqu, idatha esuka kwezinye iitheyibhile ingasetyenziselwa ukubala. Ikhowudi yeprogram elayishwe kumncedisi we-QUIK okanye kwidiski yomsebenzisi iqhutywe yitoliki yolwimi, ebala amaxabiso kwiifomyula. Iitheyibhile zenkqubo enye zinomthombo wedatha enye, kodwa izibalo aziphindanga kwaye azichaphazeli ukusebenza kakuhle kwenkqubo. Xa usebenza ngeetafile ze-QUIK, iitafile kwi-QPILE zinemisebenzi eqhelekileyo. I-QUIK emsebenzini ixhotyiswe ngekhowudi ye-QPILE debugger. https://articles.opexflow.com/software-trading/torgovyj-terminal-quik.htm Ulwimi lukuvumela ukuba uchaze iitheyibhile ezintsha ngesakhiwo esinikiweyo, ugxininise iiseli ezinamaxabiso athile, ubale imimandla esekelwe kwiimpawu zemathematika kunye nengqiqo. Umsebenzisi uya kufumana izaziso ngendlela yesignali yesandi okanye umyalezo obhaliweyo. Iitheyibhile kwi-QPILE zinokuhlelwa, ziprintwe, zikhutshelwe, zithunyelwe ngaphandle nge-ODBC kunye neseva ye-DDE. Idatha yokuqala isuka kwiitafile zeQUIK:

• iintengiselwano, kubandakanywa ukwenziwa kunye nokungenabuntu;
• imiyalelo, kubandakanywa imiyalelo yokuyeka, ngenxa yorhwebo kunye nemiyalelo ye-over-the-counter – iingxelo zokurhweba kwizivumelwano zokuhlala;
• “ipotifoliyo yomxhasi”, “thenga/thengisa”
• idatha evela kwizikhundla zomthathi-nxaxheba ngemali, ii-akhawunti zokurhweba, isixhobo.

Iitheyibhile ezisekelwe kwi-QPILE azikwazi ukukopishwa kwifayile yombhalo ngokusebenzisa imenyu yomxholo kwaye ithunyelwe kwiinkqubo zokuhlalutya kwezobugcisa, kwaye iitshathi azikwazi ukuphuhliswa ngokusekelwe kuzo. Iitafile ezisekwe kwi-QPILE azinakuhluzwa okanye zihlelwe.

Ukusebenza ngetafile

Ukulayisha ikhowudi yeprogram, kufuneka ukhethe imenyu yeenkonzo, emva koko izikripthi ze-QPILE. Ungasebenzisa indibaniselwano Ctrl+F11. Emva kokuba kufuneka ucofe “Yongeza” kwaye ukhethe ifayile oyifunayo. Inolwandiso lwe .qpl kwaye igama layo lizakuvela kuluhlu lweziBhalo ezifumanekayo.
Ukuba kukho impazamo kwiprogram, inkqubo iya kwenza isaziso kwi “Window Window”, eya kuba negama lefayile ephosakeleyo kunye nenombolo yomgca enephutha. Ukuba akukho kusilela kufunyenweyo kwifayile, le datha ilandelayo iya kuboniswa kwimimandla:

• igama letafile
• inani leekholamu kunye nabaxhasi;
• uluhlu lwezazisi kunye nabaxhasi;
• uluhlu lweparameters kunye nekhowudi yemvelaphi yefayile.

Iqhosha elithi “Khuphela ekuhlaleni” liya kukuvumela ukuba ufumane itafile kwifayile, kwaye “Layisha kwiseva” iya kuthumela inkqubo kumncedisi ukuze bonke abasebenzisi bakwazi ukufikelela kuyo. Ukwenza itheyibhile, cofa Yenza iTheyibhile. Kwi-“Izikripthi ezifumanekayo” khetha inkqubo ofuna ukuyenza, setha inani lemigca ngokusebenzisa “Isihluzo sabathengi”, misela iikholamu ezifunekayo kunye nokulandelelana kwazo.
Ukunqumamisa nokuphinda kuqalise ukubala, ukuqala ukubala kwakhona kunye nakwimowudi yokulungisa iimpazamo, ukugcina inkcazelo kwifayile, ebonisa ifomyula, kunye neeparamitha zescript ziyafumaneka kwimenyu yomxholo.

I-QPILE iyakha

Iintlobo zedatha

• Umtya – umtya.
• Ukuphinda kabini linani lendawo edadayo.
• Ukuqokelela – ingqokelela.
• Imephu – i-associative array – ukulandelelana kwezibini ezikuvumela ukuba ufumane ulwazi ngesitshixo.

Iintetho

Imisebenzi ye-arithmetic yokudibanisa, ukuthabatha, ukuphindaphinda, ukwahlula kuyasetyenziswa. Amabinzana anengqiqo “kunye”, “okanye”, alingana, ngaphezulu, ngaphantsi, ukungalingani, ulwakhiwo olunemiqathango “ukuba … ngoko …” nazo zisetyenziswa.

Imisebenzi

Imisebenzi inokufumaneka naphi na kwinkqubo kwaye inamagama ahlukeneyo. Lilonke, amaqela ali-18 emisebenzi yemathematika kunye nemisebenzi ayafumaneka ukufumana amaxabiso eetafile kunye neeparamitha, ii-associative arrays, uluhlu lweetafile kunye neminye imisebenzi. Ibanga lokuqala:

1. Imisebenzi yezibalo ekuvumela ukuba ubuyisele ixabiso lesine, i-cosine, i-tangent, i-cotangent yengxabano, ukubala i-exponent yempikiswano, yenza inani elingenamkhethe, njl.
2. Imiyalelo ngokubanzi : NEW_GLOBAL ukuqalisa uguqulo lwelizwe jikelele kunye ne-MESSAGE ukuvula imiyalezo.

Imisebenzi onokuthi usebenze nayo:

• Iingqokelela zezinto (Ingqokelela) . Bakuvumela ukuba wenze ingqokelela entsha, ubuyisele inani elifunekayo lezinto, buyisela okanye ufake amaxabiso afunekayo.
• Ii-Associative Arrays (MAP) . Nceda udale kwaye ulawule uluhlu.
• Iifayile – ukusebenza ngeefayile ezibhaliweyo, ukugcina i-log-log yeprogram. Igama lefayile linokuqulatha indlela eya kuyo.
• Iintambo .
• Iigrafu . Imisebenzi yeGET_CANDLE ukufikelela kwidatha yekhandlela kunye neGET_CANDLE EX ukubuyisela uluhlu lwe-associative.
• Izicelo . Ukudala imiyalelo kunye nokuzithumela kwinkqubo yokurhweba.
• Iithegi . Ukwakhiwa kunye nokufakwa kwabo kwitshathi. Ukongeza, ukucima enye okanye zonke iileyibhile, ukufumana kunye nokuseta iiparamitha kwileyibhile ethile.

Kukwakho imisebenzi ye:

1. Ukufikelela kwimiqolo yeetheyibhile zeQUIK ezingenasizathu kunye noluhlu lweeparamitha ezikhoyo . Ukufikelela kwidatha yetafile yendawo yokusebenza. Ezi ziquka iGET_ITEM ukubuyisela iMAP kunye neGET_NUMBER_OF ukubuyisela inani lamangeno.
2. Ukusebenza ngetafile enokucwangciswa . Le miyalelo isebenza kwitheyibhile ethi OWN. Ifundeka ngokwemisebenzi eqhelekileyo kumhlathi ongaphambili nangale misebenzi. Eli qela liquka imiyalelo yokongeza, ukulungisa kunye nokucinywa komqolo ngesalathiso, kunye nokucima ngokupheleleyo i-OWN table.

Ukufumana amaxabiso sebenzisa:

1. Iitheyibhile zorhwebo zangoku . Ukufumana iiparamitha zolwazi lotshintshiselwano usebenzisa imiyalelo yeGET_PARAM (_EX).
2. Caphula iifestile . Ukufumana amaxabiso acaphula isixhobo.
3. Iitheyibhile zezikhundla ngezixhobo kunye nemali . Ukufumana idatha kumxhasi, inkampani, isixhobo, i-akhawunti yedepo ngekhowudi.

Imisebenzi yenkonzo – ukubuyisela umhla weseshoni yokurhweba yangoku, uchungechunge lwe-associative, umhla wangoku kunye nexesha, ukugqiba imeko yokudibanisa, ukuphazamisa imodi yokubala.

Iinkqubo zokulungisa iimpazamo

Ulawulo lwamanyathelo ngamanyathelo ekusebenzeni kweprogram lwenziwa kwifestile ethi “Debug”. Ivulwa kwimenyu yomxholo “Qala ukubala kwimo yedebug”. Isenokuvulwa kwakhona ngebreakpoint () umyalelo, kwaye umgca wenkqubo uya kuphawulwa ngobomvu. Ifestile iqulathe imihlaba enekhowudi yenkqubo kunye namaxabiso aguqukayo. Emazantsi efestile kukho amaqhosha “Inyathelo elilandelayo”, “Qhubeka ukubulawa”, “Yeka ukubala”. Ukucofa i-F5 kuya kuqhuba ukuphunyezwa kweprogram, inhlanganisela ye-Shift + F5 iya kuyeka ukulungisa ingxaki, iqhosha le-F10 liya kuqondisa kumgca olandelayo.

QPILE okanye LUA?

I-LUA lulwimi olutsha lwenkqubo lokudala iirobhothi zokurhweba. NjengeQPILE, iphunyezwa kwi-terminal yeQUIK. https://articles.opexflow.com/programming/lua.htm Indawo ezinikele ekuphuhliseni iirobhothi zokurhweba ngokurhweba ibonisa iingenelo zolwimi lweLUA phezu kweQPILE. Ke, inokusebenza njengeskripthi esingaqokelelwanga kunye ne-bytecode, exhotyiswe ngezixhobo zomphuhlisi kunye neendlela zokucwangcisa ezijolise kwinto. Izinto ezibhalwe kwezinye iilwimi zeprogram zinokuqhagamshelwa kwiinkqubo ze-LUA. I-LUA ibonelela ngeentlobo zedatha ye-8, kubandakanywa neemetatables. Ulwimi lwe-LUA lunemisonto emininzi, luyakhawuleza, kwaye utshintshiselwano kunye neziganeko ze-terminal zi-asynchronous. I-LUA ixhaphake kakhulu kune-QPILE, kwaye ezininzi izandiso zibhalelwe yona.

Ulwimi lwe-QPILE lurhoxisiwe ngoku. Iingcali kwiiforamu zincoma ukusebenzisa i-LUA. Nangona iinkqubo eziluncedo nezisebenzayo zisasetyenziswa.

Nangona kunjalo, ulwimi lwe-QPILE lulula xa luthelekiswa ne-LUA, ngoko ke ukuba awunamava kwiprogram, kungcono ukhethe i-QPILE. Ngolu lwimi, ungabhala irobhothi elula ukuba awudingi ukwenza izibalo ezinzima.

Uyenza njani irobhothi yokurhweba kwi-QPILE?

Ukwenza umcebisi wezorhwebo, uya kufuna ezi nkqubo zilandelayo:

1. I-Quik YAYO.
2. Umhleli wekhowudi yeNotepad++.
3. Isikhokelo kwi-QPILE.
4. Iplagi ye-XML yokufunyanwa kwekhowudi kwi-Notepad++.

Khuphela kwaye ufake ezi nkqubo. Yenza isivakalisi solwimi sisebenze ngokubeka umsebenzisiDefineLang.xml kwindlela C:\Abasebenzisi\User\AppData\Roaming\Notepad++\
Okokuqala, makhe senze isicwangciso sokurhweba esilandelayo. Isikripthi kufuneka sibale i-Hi kunye ne-Low kumakhandlela ambalwa okugqibela ngomzuzu ngamnye, khangela ixabiso langoku lesixhobo. Isikhundla sivulwa kwindlela efunekayo ukuba ixabiso lesixhobo lifikelela kwixabiso eliphezulu okanye elincinci lexesha. Xa isignali emfutshane ifunyenwe, indawo ende izivaleka ngokuzenzekelayo. I-robot isebenzisa isixhobo se-GAZP, ixesha lexesha libekwe kwi-1 min. Ubunzulu bomlinganiselo we-hi-low bubekwe kwiikhandlela ezi-5. Ukungena ixesha elide, umgaqo umiselwe kunye nokudibanisa kwexabiso langoku lexabiso eliphezulu lexesha. Irobhothi iya kungena Mfutshane ukuba ixabiso langoku liwela ixabiso elincinci kula makhandlela ama-5. Bhala ibhloko yekhowudi kwi-Notepad ++ kunye nezicwangciso ezisisiseko kunye nomhla weseva kunye nexesha. Le khowudi iboniswe kumfanekiso ongezantsi.
Imigca emi-4 yokuqala yekhowudi yenza iheader yeprogram. Phakathi komgca we-6 kunye ne-44 ngumzimba weprogram, equlethe imixholo yerobhothi. Imigca 7 – 12 iqulethe izicwangciso zabasebenzisi, ezibandakanya iikhowudi zesixhobo, iqela kunye nomthengi, inombolo ye-akhawunti kwi-MICEX. La maxabiso awatshintshi ngexesha lokwenziwa kwenkqubo. Imigca 13 – 16 ngamaxabiso okuqala eenguqu. Zizakusetwa ngokutsha zibe zero kwipasi ngalinye lokuphinda-phinda. Imigca 17 – 21 iqulethe isalathiso sokusebenzisa umhla kunye nexesha leseva. Le datha igqithiselwe ku-DATETIME umsebenzi kwaye iguqulelwe kwifomati yokubhaliweyo. Imigca 22 – 29 ithumela idatha efunyenweyo kwitafile. Ikhowudi kufuneka igcinwe kwaye ulwandiso lwe-qpl kufuneka luxelwe.
Vula inkqubo kwi-QUIK ngokucinezela i-Ctrl+F10 kwaye ukhethe ifayile ye-qpl eyenziwe. Sebenzisa i-Ctrl+F11 indibaniselwano ukuvula ifestile ethi “Sebenza ngeePotfoliyo” kwaye usete ixesha lokubala lepotfoliyo ibe yimizuzu emi-5. Cinezela u-Ctrl+F12 ukuseta iikholamu eziza kuboniswa etafileni. Umfanekiso ubonisa umphumo womsebenzi werobhothi.
Makhe songeze eminye imisebenzi kunye neemeko ezimbalwa kwinkqubo yethu.
Ibhloko “Iisetingi zomsebenzisi” incediswa nge-NUMBER kunye ne-INTERVAL variables, eya kusetyenziswa kumsebenzi wokufumana ii-N bar zokugqibela. DATETIME umsebenzi ucwangcisa umhla kunye nexesha lomncedisi, kunye nomhla wangoku kunye nexesha imisebenzi CURDATE kunye CURTIME zibizwa kuyo. Ixesha langoku liguqulwa libe linani kumgca we-24. Umgca we-26 ubeka ixesha lokuba i-algorithm iqhube ukusuka kwi-10: 00:01 ukuya kwi-18: 40: 00 UTC.


Ngokuqhelekileyo, izibonakaliso, i-oscillators, izibalo zezibalo zibalwa ngamakhandlela e-N yokugqibela yetshathi. I-QPILE ayinawo umsebenzi wokuqokelela inani lamakhandlela amaxesha angama-N adlulileyo njengokuba kunjalo, kodwa kukho umsebenzi weGET_CANDLE ofikelela kumakhandlela kwitshati ngomhla kunye nexesha kwifomathi yokubhaliweyo. Ikhowudi yethu iqulethe umsebenzi wokufumana iN bar yokugqibela ye-OHLC (). Yenza ingqokelela kunye neeparameters zamakhandlela okugqibela afakwe kuluhlu lwe-COLLECTION. Inkqubo ijonga ixabiso le-INTERVAL, kwaye ukuba aliwela phakathi koluhlu 0…60, umyalezo uboniswa ukuba ixabiso alihambelani noluhlu oluvunyelweyo. Ingqokelela ye-MAP enamakhandlela yenziwe kumgca wama-88. Kumgca we-90, emva kokuba umjikelezo ubhengezwe, i-robot ibuyela emva kwexesha. Xa ufumana ikhandlela ngeGET_CANDLE, yibeke kwingqokelela ye BARLIST usebenzisa INSERT_COLLECTION_TEAM umsebenzi. Njengomphumo wokusebenza kwe-OHLC () umyalelo, i-BARLIST izaliswa ngamakhandlela okugqibela ukusuka kwitshathi yesixhobo kwisixa se-NUMBER. Inani lezinto kwingqokelela licelwe ngumyalelo weGET_COLLECTION_COUNT() kwaye kwaxelwa ngoguqulo lwe BARCOUNT. Umhla weseva, ixesha, amaxabiso e-INSTRUMENT kunye ne-BARCOUNT ezahlukeneyo zichazwe ngu-SET_VALUE () umsebenzi kwi-OUTPUT. Olu luhlu lwenziwe ngumyalelo CREATE_MAP(). Idatha iwela kwitafile yesiko, enokubonwa kwisithombe esingezantsi. amaxabiso INSTRUMENT kunye ne BARCOUNT iinguqu zixelwe ngu SET_VALUE () umsebenzi kwi OUTPUT. Olu luhlu lwenziwe ngumyalelo CREATE_MAP(). Idatha iwela kwitafile yesiko, enokubonwa kwisithombe esingezantsi. amaxabiso INSTRUMENT kunye ne BARCOUNT iinguqu zixelwe ngu SET_VALUE () umsebenzi kwi OUTPUT. Olu luhlu lwenziwe ngumyalelo CREATE_MAP(). Idatha iwela kwitafile yesiko, enokubonwa kwisithombe esingezantsi.

Iirobhothi zokurhweba kwi-QPILE – izisombululo esele zenziwe

Ukuhamba okuphakathi kwerobhothi

Irobhothi yedemo ayilungelanga urhwebo lokwenyani.
Irobhothi ibandakanya iiparamitha ezi-5. DATE, TIME, PRICE isazisi amaxabiso amiselwe kwinqanaba lama-30. UKUHAMBA kunye ne-TP izichazi zisetelwe kwi-zero precision. Ikhowudi yerobhothi kumndilili oshukumayo obhalwe phantsi kweQPILE: [iikholamu zegalari = “5” ids = “14896,14897,14898,14899,14900,14901,14902,14903,14904,14905,14906,14907”

N. Moroshkin isikhundla sokubala

Inkqubo yokubala amanqanaba obona buphezulu buvumeleke ukutsalwa phantsi kunye nokujoliswe kuko kwizithuba ezinde nezifutshane kumaxabiso angoku okucela kunye nebhidi. Amanqanaba abalwa amaxabiso ama-2 omthamo wokungena kwesikhundla. Irobhothi ifumana umthamo ovumelekileyo wendawo xa unikezela umyalelo wokumisa kwinqanaba elinye ukusuka kwixabiso lokuvula kunye nokubalwa kokuvula indawo kwicala lokukhula kwebha. Amanqanaba afunyenweyo angeniswa kwifestile ye-terminal, ethi emva koko iboniswe kwitshathi yexabiso. Iintengiselwano zilungiselelwe isixhobo esinikiweyo. Ukuba indawo ivuliwe, irobhothi iqala ukubala iiparamitha zayo. Ngokuxhomekeke kwinguqu kwisikhundla, imiyalelo eyabelweyo iyalungiswa.

Isihluzo sevolumu

Irobhothi yepotfoliyo yokubala i-arithmetic mean yomthamo wamakhandlela kwaye uyithelekise nomndilili wemveliso nge-coefficient X. Isebenza ngokuchanekileyo ngeetshathi ezicwangcisiweyo kwixesha elikhethiweyo.

Ukhetho lwamaGrike

Ipotfoliyo yokubala kunye nokubonisa “amaGrike” okukhethwa kukho. Iyahluka kwindlela yeeShowers eziMnyama.

I-TRIX yokurhweba irobhothi ye-QUIK

Inkqubo isekelwe kwi-TRIX Indicator. Xa isalathisi sivala ngaphezu komgca we-zero, inqanaba elichaziweyo, i-robot ithatha i-Long position. Isikhundla sivalwe nguThatha Inzuzo, Stop Loss okanye i-trailing stop.

iprosesa ye-M4

Inkqubo yokusebenza kunye neQPILE kunye neLua. Ibandakanya ugcino lweefayili ezineefayili eziphunyeziweyo, uxwebhu kunye neefayile zeDLL ezinokwahlulahlula okuqhelekileyo kokuvakaliswa. Ukusebenzisa inkqubo, kufuneka ukhuphe iifayile eziphunyeziweyo kwaye ubeke i-regexp2 kwindlela yeC:\Windows. Izifundo kwi-QPILE ye-QUIK: https://youtu.be/vMTXwDUujpI Ukufaka iscript kwi-QPILE kwi-terminal ye-Quik: https://youtu.be/0B7qL8Svh7I Icandelo kwi-github elichaza ukusetyenziswa kolwimi lwe-algorithmic ye-QPILE eyakhelwe I-QUIK system workstation ibekwe kwikhonkco- https://euvgub.github.io/quik_user_manual/ch8.html. I-QPILE lulwimi oluphelelwe lixesha, kodwa lulula kwaye lufikeleleka nakubathengisi abasaqalayo. Iirobhothi zokurhweba kunye neenkqubo eziye zazibonakalisa ixesha elide ziqhubeka nokusebenza kuyo. Nangona kunjalo, kwimisebenzi enzima ngakumbi kungcono ukusebenzisa i-LUA.