Uphononongo olubanzi lwe-Os.Engine – amaqonga orhwebo lwe-algorithmic kunye nokudalwa kweerobhothi

Isishwankathelo se-OsEngine iqonga lomthombo ovulekileyo lokuthengisa i-algorithmic, ukusebenza, ujongano, ukufakwa kunye nokudalwa kweerobhothi zokurhweba ngokusekelwe kwi-terminal ye-Os.Engine. I-Os.Engine yindawo yokurhweba yangoku yorhwebo lwe-
algorithmic kunye nokudala kunye nokuvavanya
iirobhothi zokurhwebakwisiseko sayo. https://articles.opexflow.com/trading-bots/s-otkrytym-isxodnym-kodom.htm Ngombulelo kwimigudu yabaphuhlisi, abasebenzisi banokusebenzisa inani elikhulu lezibonakaliso zobugcisa, iitshathi ezizenzekelayo kunye neentlobo ze-8 zamakhandlela. Kwakhona uvule ukufikelela kwiirobhothi ze-30 ezifakwe ngaphambili, ukudala izikhombisi zomntu ngamnye kunye nokujonga umsebenzi wabo kwimodi yokuvavanya. Ubukho beekhonkco ezakhelwe ngaphakathi kuvumela abarhwebi be-algorithmic ukuba badibanise kuphela kwi-stock exchange yaseMoscow (i-Mosbirzhe), kodwa nakwi-cryptocurrency / iimarike zangaphandle. Ngezantsi unokufunda ngakumbi malunga nokusebenza kwe-terminal yokurhweba, isakhiwo sayo, ukudala iirobhothi ukusuka ekuqaleni kunye neempawu zokusebenza kunye ne-Os.Engine.
I-Os.Injini-
Umthombo ovulekileyo we- Algo Trading Platform ekhoyo kwi-
GitHublandela ikhonkco https://github.com/AlexWan/OsEngine, apho unokukhuphela iifayile zokufakela, ifayile yelayisensi ye-Git Hub, kunye nabanye. Iprojekthi ye-Os.Engine ingumthombo ovuleleke ngokupheleleyo kwaye inamaphepha-mvume e-Apache 2 avumelekileyo.

Os.Engine ukusebenza

Irobhothi yokurhweba ijolise ngokukodwa kwiingcali zexesha elifutshane / eliphakathi kwintsimi yorhwebo lwe-algorithmic. I-Os.Engine yindawo epheleleyo evumela ukuba wenze, uvavanye kwaye uqhube iibhothi zokurhweba. Inzuzo ebalulekileyo yale
terminal yomthombo ovulekileyo kubukho boluhlu olubanzi lwe-algorithms esele yenziwe (i-countertrend / iipateni / i-HFT / i-arbitrage / i-semi-automatic yorhwebo kwiimpawu zohlalutyo lobugcisa kunye nabanye).
Eli nqaku liya kuxatyiswa ngokupheleleyo ngabaqalayo kunye nabathengisi be-algorithmic. I-architecture ye-Os.Engine, enokufikelela kuphela kwi-PC, yaphuhliswa njenge-add-on kwi-software ye-Visual Studio. Ngaphambi kokuba uqale ukusebenza kunye ne-terminal, umrhwebi uya kufuna ukunyamekela ukukhuphela, ukufaka i-Visual Studio kunye nokufunda iziseko zolwimi lwe-C #. Ngenxa yokuba iiprothokholi zinokuvavanywa, abasebenzisi banokuthi, ukuba kuyimfuneko, bavavanye amaqhinga kwiitshathi zembali ezinamaxesha ahlukeneyo.
Idatha iya kulayishwa ngokukhawuleza ngokwaneleyo nge-Os.Data protocol. Ukuba kukho imfuneko yokugcina iitshathi / izilayi zencwadi yoku-odola, kuyafaneleka ukutshintshela kwidiski. Ungagcina iifayile zezicwangciso esele zenziwe apho.

Phawula! Abasebenzisi banokwenza izikhombisi zomntu ngamnye kwaye bavavanye umsebenzi wabo kwimodi yokuvavanya.

Isakhiwo se-Os.Injini yokusombulula iingxaki zokurhweba nge-algorithmic

Iqonga le-Os.Engine liqulathe iiprothokholi ezininzi ezikuvumela ukuba uzenzele inkqubo yokurhweba. Zinokwahlulwa zibe zezi ndidi zilandelayo:

1. I- Optimizer/Tester/Miner yinkqubo yeprotocol, imisebenzi yayo kukwenza uphando/uhlalutyo. Ithuba lokuvavanya iphothifoliyo (ngaphezu kwe-2 bots) kunye nokulinganisa ukuthengiswa kweemarike ezininzi kuvunyelwe.
2. Idatha – ipharamitha eyenzelwe ukukhuphela idatha yembali kwiimarike ezahlukeneyo (amakhandlela / iiglasi / iiteyiphu zokuthengiselana).
3. Isitishi seBot lukhetho olukuvumela ukuba usebenzise i-algorithms kwiimarike ezahlukeneyo. Abarhwebi banokubandakanyeka ekurhwebeni ngokuthumela izilumkiso zeSMS okanye ii-imeyile. Ukulawula umsebenzi we-bot, iingcali zicebisa ukusebenzisa ilogi yokuthengiselana.

Umphuhlisi uphinde waqinisekisa ukuba abasebenzisi banokutshintsha ngokukhawuleza phakathi kwezicelo. Ukwenza oku, indawo yokusebenza yenziwe ngendlela yojongano lwegraphical.

Urhwebo lweAlgo

Ukuphumeza ukurhweba kwe-algorithmic, iSikhululo seBot sisetyenzisiweyo, esiqalisa i-algorithm kwimarike, kunye nomgangatho wokudala we-bot (Visual Studio). Ekugqibeleni, kunokwenzeka ukumisela ikhowudi yerobhothi yakho. Umda wendawo yokusebenza awukhawulelwanga ngobukhulu bekhowudi. Abarhwebi banokwenza i-algorithms nayiphi na into enzima.
Ukusebenzisa i-algorithms efakwe ngaphambili, kuya kufuneka wenze isigqibo malunga nesibini sokurhweba okanye imarike. Kuyakwazi ukongeza ukuqwalasela iirobhothi ze-Os.Injini ukwenzela ukumisela ukutyibilika okuvumelekileyo kunye nenani lamaqashiso. Ukusebenzisa incwadi yoku-odola, umrhwebi unokwenza ukuthengiselana ngesandla.

Ingcebiso! Unokufumana ulwazi olucacileyo malunga neerobhothi ezisekelwe kwi-Os.Engine kunye nomgaqo womsebenzi wabo kwiwebhusayithi esemthethweni yomphuhlisi.

Indawo yovavanyo

Ilog ekwabelwana ngayo sisixhobo esiphambili sovavanyo lokusingqongileyo. Iingcali zicebisa abahwebi ukuba bathathe indlela enoxanduva lokugcina izibalo zentengiselwano kunye nokuvavanya ukusebenza kwesicwangciso. Kwimo yovavanyo, iithebhu ziyafumaneka ngohlobo:

• ukukhula kweakhawunti;
• ukutsalwa phantsi;
• izikhundla ezivuliweyo ngoku okanye ezivaliweyo;
• umthamo.

Inkqubo yenza uhlalutyo olusebenzayo lwepotfoliyo yonke okanye iphonononga imiyalelo ethile ngokweenkcukacha. Umphathi womngcipheko owakhiwe kwinkqubo ikuvumela ukuba ugcine ilahleko phantsi kolawulo. Abasebenzisi banokukhetha ukuseta eyona pesenti iphezulu yelahleko.

Iitshathi kunye nohlalutyo lobugcisa

Abaphuhlisi baye bamisela iitshathi “zekhandlela zaseJapan – zakudala” ngokungagqibekanga. Nangona kunjalo, ukuba kuyimfuneko, unokukhetha uhlobo olwahlukileyo lwamakhandlela: IiRevers / Ticks / Renco, njl. Ubude bexesha elibekiweyo lingaphakathi komzuzwana o-1 ukuya kwinyanga e-1. Awunaxhala malunga nokuqhagamshela izikhombisi zemithamo ethe tye. Ziqhagamshelwe kuzo zonke iitshathi ngokuzenzekelayo. Phakathi kwenani elikhulu lezibonakaliso zohlalutyo lobugcisa (kukho ngaphezu kwe-50), ezona zidumileyo zi:

• Ichimoku;
• MACD
• I-RSI;
• VWAP;
• Ivashov Range.

Phawula! Ukusebenzisa i-Visual Studio, umrhwebi ngamnye uya kukwazi ukwenza isalathisi sakhe.

Injini ye-OS-indawo yokudala kunye nokuvavanya iirobhothi zokurhweba: https://youtu.be/a6spkWi-3cw

Imidibaniso ekhoyo

Umsebenzisi uneendlela ezi-2 zokudibanisa: ngokusebenzisa ezinye iitheminali zokurhweba usebenzisa ikhonkco / kwaye ngokuthe ngqo. Inokudityaniswa ne:

• Moscow Exchange (i-terminal ekhawulezayo, i-SmartCom, i-Plaza 2, i-Transaq iya kusetyenziswa ) ;
• ukutshintshiselana nge-cryptocurrency – Binance / Bitmex / Huobi / Bitstamp, njl.;
• Umthengisi we-Forex OANDA.

Ngokusebenzisa ii-broker LMAX, i-Ninja Trader, i-Interactive Brokers, ukudibanisa kwiimarike zangaphandle kuvunyelwe.

Iimpawu ze Os.Engine

Akunakucaca kubathengisi be-novice ukuba basebenze njani kunye neqonga lokurhweba kwi-algorithmic yokuthengisa i-Os.Engine. Ngezantsi ungaqhelana nezinto ezikhethekileyo zokusebenza kwindawo ye-Os.Engine kwaye ufumanise ukuba unokuseta njani ukulandelela indawo.

Eyona menyu

Ukuze ufike kwiMenyu ePhambili, abasebenzisi bakhuphela kwaye baqhube inkqubo. Inkqubo yokukhetha iimodyuli inzima kakhulu, kuba kuphela inani lezona zisisiseko zifikelela ezine: umvavanyi/irobhothi/idatha/umguquli. Umvavanyi yimodyuli evula ukhetho lwezicwangciso zokuvavanya kunye nokulinganisa ukurhweba. Imodyuli yeRobhothi, nayo, inoxanduva lokuqhuba urhwebo lwangempela kwi-stock exchange. Imodyuli yoMhla yenzelwe ukukhuphela kunye nokugcina idatha yembali yekhandlela, kunye nokuodola izilayi zencwadi usebenzisa izixhumi zeFinam / iseva. Enkosi kuMguquli, idatha iguqulwa ukusuka kumakhandlela ukuya kumakhandlela anexesha elibekiweyo.

Uqhuba njani iqonga kwimo yovavanyo

Ukwenza iphaneli entsha, abarhwebi bacofa kumyalelo othi “Yongeza iPhaneli”. Ifestile yokukhetha iya kuvula kwisikrini. Emva koko, abasebenzisi baqhubela phambili kuseto lwephaneli. Okokuqala, khetha uhlobo olufanelekileyo (umzekelo, irobhothi kwisalathisi seCCI). Emva koko faka igama, ekufuneka libe lodwa. Kwinqanaba lokugqibela, cofa nje kwiqhosha elithi “Yamkela”.

Iimpawu zePaneli ngokwezifiso

Ayiyiyo yonke indawo yolawulo equlathe useto lomntu. Ukuqwalasela i-robot, kuya kufuneka uye kwiqela elifanelekileyo. Ngoncedo lweepaneli, abahwebi bafumana ithuba lokuphumeza izicwangciso ezahlukeneyo zokurhweba ngaphakathi kweli thala leencwadi (i-bots eyahlukileyo / ii-terminal zokurhweba ngabanye).

Ukulandela indawo

Iindlela ezisemgangathweni zokulandelela isikhundla sinokunikezelwa kuyo nayiphi na indibaniselwano eyavulwa ngaphakathi kwendawo yolawulo ethile. Ngokucofa kumyalelo othi “Position Tracking”, umsebenzisi ubiza useto. Ifestile iya kuvela kwiscreen ngezi zinto zilandelayo:

1. Yeka – imiyalelo yokuyeka eqhelekileyo, ebekwe kwixabiso langempela lokungena kwindawo +/- ixabiso elithi “Ukusuka ekungeneni ukuya kwi-Stop”. Ukongeza, unokuseta i-slippage.
2. Inzuzo . Ngexabiso lokwenyani lokungena kwindawo +/- ixabiso elithi “Ukusuka ekungeneni kwiNzuzo” limiselwe kunye nomyalelo wenzuzo eqhelekileyo. Ukuba kuyimfuneko, i-slippage eyongezelelweyo ivunyelwe, apho ukuthengwa kokugqibela okanye umyalelo wokuthengisa ubekwe kwisistim.
3. Ukurhoxiswa okwethutyana kwezicelo , ekuvumela ukuba ulawule ixesha apho isicelo siya kuphunyezwa. Ngokukhawuleza xa ixesha liphelile, isicelo siya kuhoxiswa kutshintshiselwano. Kwiimeko apho izicelo zokuvula zingaphunyezwanga ngokupheleleyo, isikhundla siya kukhatywa. Kwimeko yokuphunyezwa komyalelo, isikhundla siya kuhlala sivulekile.
4. Iimpendulo malunga nokurhoxiswa kwezicelo zokuvalwa . Kungenzeka ukuba isicelo sokuvala itikiti asisebenzi. Ngokomzekelo, i-stop order ayisebenzi, kwaye imarike isuka kude nayo.

Ubuninzi be-pullback ukusuka kwixabiso ngumgama kumanqaku, apho ixabiso linokuthi “lihambe” kwixabiso lomyalelo. Emva koko, inkqubo iyawurhoxisa umyalelo. Kukho iimeko apho inkqubo irhoxisa umyalelo kwisikhundla esivulwe ngosuku olungaphambili. Musa ukuphaphazela, kuba akukho mntu uya kuphazamisa ukusebenzisa ibhloko. Emva kokuba impendulo ithunyelwe, iMarike iyakukhathalela ukuvala indawo yemarike yomxhasi. Umda, ngokulandelayo, uya kunyamekela ukuvala umyalelo wayo omiselweyo kunye ne-slippage ebekwe kwangaphambili.

Phawula! Iisetingi ezidweliswe ngasentla azikwazi ukuthatha indawo yamaqhinga omntu obeka iindawo zokumisa / iingeniso ngaphakathi kwi-bots. Kwimeko xa ukumisa kunikezelwa ngaphakathi kwi-bot, kwaye umsebenzisi udibanise indawo yolawulo, ingxabano ayinakuphetshwa.

Kufuneka kukhunjulwe engqondweni ukuba ukuba “Impendulo yokuhoxiswa kwemiyalelo yokuvala” ivaliwe, abahwebi baya kuhlala bengenakuzikhusela ngexesha lokunyuka kweemarike ezibukhali. Kufuneka kwakhona ukhumbule ukuba zonke iithebhu kwipaneli yesethingi yenkxaso zizodwa. Kwiimeko apho i-bot isebenzisa izixhobo ezingaphezu kwe-2, kuya kufuneka ukhangele ukuba inkxaso iqwalaselwe kwithebhu nganye.

Uqhagamshelwano

Ukwenza indawo yolawulo ikwazi ukuqhagamshela kwiseva ukuze iphinde ifumane kwakhona idatha, abasebenzisi baya kufuna ukucofa kuluhlu lweSeto lweDatha. Emva koko, abathengisi:

1. Cofa kwigama lomncedisi ofuna ukuqhagamshela kuwo.
2. Khetha isixhobo esiza kusetyenziswa ekurhwebeni kwixesha elizayo.
3. Yiya kwiiklasi eziBonisiweyo, vula iAkhawunti yoRhwebo (iPotfoliyo), apho ukuthengiselana kucetywayo.
4. Ivula iXesha leData (efunyenweyo) kunye nendlela yokudibanisa amakhandlela. Ekupheleni kwenkqubo, ukuthengiselana kwi-emulator kuyenziwa.

Ikhosi ekudaleni iirobhothi kwi-Os.Engine – ukuqalisa i-robot yokutshintshiselana ukusuka kwi-A ukuya kwi-Z (QUIK + Os.Engine): https://youtu.be/hBsnN5QhcQ0 Ikhosi yonke ekudaleni iirobhothi ukusuka ekuqaleni, izicwangciso zokusebenza zokurhweba (iqhinga le-os injini ) kunye novavanyo lwe-Os.Engine lufumaneka ku-https://www.youtube.com/channel/UCLmOUsdFs48mo37hgXmIJTQ/videos

Umagazini jikelele

Kwi-terminal ye-Os.Engine yokuthengisa, unokuqhelana nezibalo zokurhweba okanye ukuvavanya. Ukwenza oku, kuya kukwanela ukuya kwiJenali Jikelele ngokunqakraza kwiqhosha legama elifanayo kwiMenu ePhambili. Ngokukhawuleza ukuba iphephancwadi livula, umsebenzisi uya kuthathwa ngokukhawuleza kwicandelo elithi “Equity”, apho unokufunda khona ulwazi lwegraphical malunga nokukhula kwe-akhawunti. Ukongeza, inzuzo epheleleyo, ingeniso evela kwiintengiselwano ezimfutshane / ezinde, idatha yephaneli nganye ethengisiweyo iya kuboniswa. Abarhwebi banokujonga ulwazi ngokubanzi kuzo zonke iithebhu.

Izinto eziluncedo nezingeloncedo

I-Os.Engine, njengayo nayiphi na enye i-terminal yokurhweba, ayinayo inzuzo kuphela, kodwa kunye nokungonakali, kakuhle, kweli qonga, banokuthi baxhomekeke kuphela kwaye ngokungabikho kwezakhono zeprogram kumthengisi. Amandla eqonga aquka:

• umthombo ovulekileyo ngokupheleleyo;
• ubukho be-bots eyakhelwe-ngaphakathi esele yenziwe, inani layo lidlula i-30;
• inkxaso ethetha isiRashiya;
• ukusebenza okubanzi;
• ukubonelela abasebenzisi ngezinto zoqeqesho, besebenzisa abahwebi banokufunda indlela yokubhala i-bots ngokwabo);
• ukuba nokwenzeka kolamlo phakathi kotshintshiselwano;
• ubukho bemagazini / uluhlu lokuposa / iglasi ye-scalper / ukugawulwa kwemithi yamanqanaba amaninzi kunye nelayisensi evumelekileyo.

Ukuqwalasela ingxelo evela kubasebenzisi be-Os.Engine abaye bakwazi ukuxabisa izibonelelo ze-terminal, akukho zizathu zeemvakalelo ezimbi. Akukho zintlupheko ezichongiweyo ngexesha lokusetyenziswa. I-Os.Engine yi-terminal yokurhweba yomthombo ovulekileyo, izibonelelo eziya kuxatyiswa kungekuphela nje ngabaqalayo, kodwa kunye nabaqeqeshi bokuthengisa. Wonke umntu unokuyilawula inkqubo ukuba banezakhono ezisisiseko zokucwangcisa, nto leyo iluncedo olukhulu, kunye nokusebenza okubanzi. I-Os.Engine ayifanelekanga kuphela kubarhwebi abaqeqeshiweyo, kodwa nabaqalayo abafunda nje olu hlobo lomsebenzi.