Ukubuyekezwa okuningiliziwe kwe-Os.Engine – izinkundla zokuhweba nge-algorithmic nokudalwa kwamarobhothi

Uhlolojikelele lwenkundla yomthombo ovulekile ye-OsEngine yokuhweba nge-algorithmic, ukusebenza, isikhombimsebenzisi, ukufakwa nokudalwa kwamarobhothi okuhweba asekelwe kutheminali ye-Os.Engine. I-Os.Engine iyindawo yokuhweba yesimanje yokuhweba nge-
algorithmic nokudala nokuhlola
amarobhothi ukuze ahwebeesisekelweni salo. https://articles.opexflow.com/trading-bots/s-otkrytym-isxodnym-kodom.htm Ngenxa yemizamo yonjiniyela, abasebenzisi bangasebenzisa inombolo enkulu yezinkomba zobuchwepheshe, amashadi enziwe ngokwezifiso kanye nezinhlobo ezingu-8 zamakhandlela. Futhi vula ukufinyelela kumarobhothi afakwe ngaphambilini angu-30, udale izinkomba ngazinye futhi uhlole umsebenzi wazo kumodi yokuhlola. Ukuba khona kwezixhumi ezakhelwe ngaphakathi kuvumela abadayisi be-algorithmic ukuthi baxhume hhayi kuphela e-Moscow stock exchange (Mosbirzhe), kodwa futhi nezimakethe ze-cryptocurrency / zangaphandle. Ngezansi ungafunda kabanzi mayelana nokusebenza kwetheminali yokuhweba, ukwakheka kwayo, ukudala amarobhothi kusukela ekuqaleni kanye nezici zokusebenza ne-Os.Engine.
I-Os.Engine –
Umthombo Ovulekile I- Algo Trading Platform iyatholakala ku-
GitHublandela isixhumanisi https://github.com/AlexWan/OsEngine, lapho ungalanda khona amafayela okufaka, ifayela lelayisense le-Git Hub, nokunye. Iphrojekthi ye-Os.Engine ingumthombo ovuleke ngokugcwele futhi inamalayisense e-Apache 2 avumelekile.

Ukusebenza kwe-Os.Engine

Irobhothi lokuhweba lihloselwe ikakhulukazi ochwepheshe besikhathi esifushane / besikhathi esimaphakathi emkhakheni wokuhweba nge-algorithmic. I-Os.Engine iyindawo ephelele ekuvumela ukuthi udale, uhlole futhi usebenzise ama-bots okuhweba. Inzuzo enkulu yalesi
siphetho somthombo ovulekile ukuba khona kohlu olubanzi lwama-algorithms enziwe ngomumo (i-countertrend / amaphethini / i-HFT / i-arbitrage / ukuhweba okuzenzakalelayo kwezinkomba zokuhlaziya lobuchwepheshe nokunye).
Lesi sici sizokwaziswa ngokugcwele ngabaqalayo nabathengisi be-algorithmic abathuthuke kakhulu. I-Architecture ye-Os.Engine, engafinyelelwa kuphela ku-PC, yathuthukiswa njengesengezo kusofthiwe ye-Visual Studio. Ngaphambi kokuqala ukusebenza netheminali, umhwebi uzodinga ukunakekela ukulanda, ukufaka i-Visual Studio nokufunda okuyisisekelo kolimi lwe-C#. Ngenxa yokuthi amaphrothokholi angahlolwa, abasebenzisi, uma kudingeka, bangakwazi ukuhlola amasu kumashadi omlando anezikhathi ezihlukene.
Idatha izolayishwa ngokushesha ngokwanele ngephrothokholi ye-Os.Data. Uma kunesidingo sokugcina amashadi / izingcezu zebhuku le-oda, kufanelekile ukushintshela kudiski. Ungaphinda ulondoloze amafayela wamasu enziwe ngomumo lapho.

Qaphela! Abasebenzisi bangakha izinkomba ngazinye futhi bahlole umsebenzi wabo kumodi yokuhlola.

Isakhiwo se-Os.Engine sokuxazulula izinkinga zokuhweba nge-algorithmic

Inkundla ye-Os.Engine iqukethe amaphrothokholi ambalwa akuvumela ukuthi wenze inqubo yokuhweba ngokuzenzakalela. Zingahlukaniswa ngezigaba ezilandelayo:

1. I- Optimizer/Tester/Miner kuwuhlelo lwezivumelwano, imisebenzi yazo okungukwenza ukusesha/ukuhlaziya. Amathuba okuhlolwa kwephothifoliyo (ngaphezu kwama-bots angu-2) nokulingisa ukuhweba ngezimakethe eziningi kuvunyelwe.
2. Idatha – ipharamitha eklanyelwe ukulanda idatha yomlando ezimakethe ezihlukahlukene (amakhandlela/izibuko/amateyipu okwenziwayo).
3. I- Bot Station iyinketho ekuvumela ukuthi usebenzise ama-algorithms ezimakethe ezahlukahlukene. Abahwebi bangahlanganyela ekuhwebeni ngokuthumela izaziso ze-SMS noma ama-imeyili. Ukuze ulawule umsebenzi we-bot, ochwepheshe bayeluleka ukusebenzisa ilogu yokwenziwayo.

Umthuthukisi uphinde waqinisekisa ukuthi abasebenzisi bangashintsha ngokushesha phakathi kwezinhlelo zokusebenza. Ukuze wenze lokhu, indawo yokusebenza yenziwe ngendlela ye-graphical interface.

Ukuhweba kwe-Algo

Ukuze kusetshenziswe ukuhweba kwe-algorithmic, kusetshenziswa i-Bot Station, eyethula i-algorithm emakethe, kanye nosendlalelo sokudalwa kwe-bot (Visual Studio). Ekugcineni, kungenzeka ukuthi ubeke ikhodi yerobhothi lakho. Ububanzi bendawo yokusebenza ayinqunyelwe usayizi wekhodi. Abahwebi bangakha ama-algorithms anoma iyiphi inkimbinkimbi.
Ukuze usebenzise ama-algorithm afakwe ngaphambili, uzodinga ukunquma ngepheya ethile yokuhweba noma imakethe. Kungenzeka futhi ukulungisa amarobhothi e-Os.Engine ukuze unqume ukushelela okuvumelekile kanye nenani lenkatho. Esebenzisa ibhuku loku-oda, umhwebi angakwazi ukwenza imisebenzi mathupha.

Iseluleko! Ungathola ulwazi oluningiliziwe mayelana namarobhothi asekelwe ku-Os.Engine kanye nesimiso somsebenzi wabo kuwebhusayithi esemthethweni yonjiniyela.

Indawo yokuhlola

Ilogi eyabelwe iyithuluzi eliyinhloko lendawo yokuhlola. Ochwepheshe beluleka abahwebi ukuthi bathathe indlela enesibopho ekugcineni izibalo zokwenziwayo kanye nokuhlola ukusebenza kwesu. Kumodi yokuhlola, amathebhu atholakala ngohlobo:

• ukukhula kwe-akhawunti;
• ama-drawdowns;
• izikhundla okwamanje ezivuliwe noma ezivaliwe;
• umthamo.

Isistimu yenza ukuhlaziya okuphumelelayo kwephothifoliyo yonke noma ihlola ama-oda athile ngokuningiliziwe. Umphathi wezingcuphe owakhelwe ohlelweni ikuvumela ukuthi ugcine ukulahlekelwa ngaphansi kolawulo. Abasebenzisi banenketho yokusetha iphesenti eliphezulu elingenzeka lokulahlekelwa.

Amashadi nokuhlaziywa kobuchwepheshe

Abathuthukisi basethe amashadi “amakhandlela aseJapane – akudala” ngokuzenzakalelayo. Kodwa-ke, uma kunesidingo, ungakhetha uhlobo oluhlukile lwamakhandlela: Ama-Revers / Ticks / Renco, njll. Ubude besikhathi bezikhathi buphakathi kwesekhondi elingu-1 – inyanga engu-1. Awudingi ukukhathazeka mayelana nokuxhuma izinkomba zamavolumu avundlile. Axhumeke kuwo wonke amashadi ngokuzenzakalela. Phakathi kwenani elikhulu lezinkomba zokuhlaziya lobuchwepheshe (zingaphezu kuka-50), ezidume kakhulu yilezi:

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

Qaphela! Ngokusebenzisa i-Visual Studio, umhwebi ngamunye uzokwazi ukudala inkomba yakhe.

I-OS Engine – indawo yokudala nokuhlola amarobhothi okuhweba: https://youtu.be/a6spkWi-3cw

Izixhumanisi ezitholakalayo

Umsebenzisi unezindlela ezi-2 zokuxhuma: ngokusebenzisa ezinye izikhumulo zokuhweba usebenzisa isixhumi / futhi ngokuqondile. Ingaxhunywa ku-:

• I-Moscow Exchange (itheminali esheshayo, i-SmartCom, i-Plaza 2, i-Transaq izosetshenziswa ) ;
• ukuhwebelana kwe-cryptocurrency – Binance/Bitmex/Huobi/Bitstamp, njll.;
• Umthengisi we-Forex OANDA.

Ngabathengi i-LMAX, i-Ninja Trader, i-Interactive Brokers, ukuxhumana nezimakethe zangaphandle kuvunyelwe.

Izici ze-Os.Engine

Kungase kungacaci kubathengisi be-novice ukuthi bangasebenza kanjani nesiteji sokuhweba sokuhweba kwe-algorithmic Os.Engine. Ngezansi ungakwazi ukujwayelana nezici zokusebenza endaweni ye-Os.Engine futhi uthole ukuthi ungasetha kanjani ukulandelela isikhundla.

Imenyu enkulu

Ukuze ufinyelele ku-Main Menu, abasebenzisi bayalanda futhi basebenzise uhlelo. Inqubo yokukhetha amamojula iyinkimbinkimbi kakhulu, ngoba kuphela inombolo eyisisekelo kunazo zonke efinyelela ezine: umhloli/robot/data/converter. Umhloli uyimojula evula inketho yamasu okuhlola nokulingisa ukuhweba. I-Robot module, yona, inesibopho sokwenza ukuhweba kwangempela ku-stock exchange. Imojuli yosuku iklanyelwe ukulanda futhi igcine idatha yomlando wekhandlela, kanye noku-oda izingcezu zebhuku kusetshenziswa izixhumi/iseva ye-Finam. Ngenxa ye-Converter, idatha iyaguqulwa isuka kumakhizane iye emakhandleleni anesikhathi esibekiwe.

Isetshenziswa kanjani ipulatifomu kwimodi yokuhlola

Ukwakha iphaneli entsha, abathengisi bachofoza kumyalo othi “Engeza Iphaneli”. Iwindi lokukhetha lizovuleka esikrinini. Ngemuva kwalokho, abasebenzisi baqhubekela kuzilungiselelo zephaneli. Okokuqala, khetha uhlobo olufanele (isibonelo, irobhothi kunkomba ye-CCI). Bese ufaka igama, okumele lihluke. Esigabeni sokugcina, vele uchofoze inkinobho ethi “Yamukela”.

Izici zokwenza iphaneli ngokwezifiso

Akuwona wonke amaphaneli aqukethe izilungiselelo ngazinye. Ukuze ulungiselele irobhothi, uzodinga ukuya kuphaneli efanelekile. Ngosizo lwamaphaneli, abadayisi bathola ithuba lokusebenzisa amasu ahlukahlukene okuhweba ngaphakathi kwalo mtapo wezincwadi (ama-bots ahlukene / amatheminali okuhweba ngamanye).

Ukulandelela isikhundla

Izindlela ezijwayelekile zokulandelela isikhundla zinganikezwa kunoma yiziphi izinhlanganisela ezivulwe ngaphakathi kwephaneli ethile. Ngokuchofoza umyalo othi “Position Tracking”, umsebenzisi ubiza izilungiselelo. Iwindi lizovela esikrinini elinezinto ezilandelayo:

1. Misa – ama-stop orders ajwayelekile, asethwe enanini langempela lokungena endaweni +/- inani elithi “Kusuka ekungeneni kuye ku-Stop”. Ukwengeza, ungasetha ukushelela.
2. Inzuzo . Ngenani langempela lokungena endaweni +/- inani elithi “Kusuka ekungeneni kuye Enzuzweni” libekiwe kanye nohlelo lwenzuzo olujwayelekile. Uma kunesidingo, ukushelela okwengeziwe kuvunyelwe, lapho ukuthenga kokugcina noma i-oda lokuthengisa lifakwa ohlelweni.
3. Ukuhoxiswa kwesikhashana kwezinhlelo zokusebenza , okukuvumela ukuthi ulawule isikhathi lapho isicelo sizosetshenziswa khona. Ngokushesha lapho isikhathi siphela, isicelo sizohoxiswa ekushintsheni. Ezimeni lapho izicelo zokuvula zingakenziwa ngokugcwele, isikhundla sizonqatshwa. Uma kwenzeka kusetshenziswa ingxenye yomyalelo, isikhundla sizohlala sivulekile.
4. Ukusabela ekuhoxisweni kwezicelo zokuvalwa . Kungenzeka ukuthi isicelo sokuvala ithikithi singasebenzi. Isibonelo, i-stop order ayisebenzi, futhi imakethe iyasuka kuyo.

Ukudonsela emuva okuphezulu kusuka kuntengo ibanga ngamaphoyinti, lapho intengo “ingasuka” enanini le-oda. Ngemva kwalokho, isistimu ihoxisa i-oda. Kunezimo lapho uhlelo luhoxisa umyalelo esikhundleni esivulwe ngayizolo. Ungethuki, ngoba akekho ozophazamisa ukusebenzisa i-block. Ngemva kokuthunyelwa kwempendulo, i-Market izobhekana nokuvala indawo yemakethe yeklayenti. Umkhawulo, wona, uzonakekela ukuvala i-oda lawo lomkhawulo ngokushelela okusethwe kusenesikhathi.

Qaphela! Izilungiselelo ezibalwe ngenhla azikwazi ukufaka esikhundleni samaqhinga ngamanye okubeka izitobhi / inzuzo ngaphakathi kwe-bots. Esimeni lapho kunikezwa isitobhi ngaphakathi kwe-bot, futhi umsebenzisi eselungise iphaneli ngokwengeziwe, ukungqubuzana akunakugwenywa.

Kufanele kukhunjulwe ukuthi uma “Ukusabela ekuhoxisweni kwe-oda lokuvala” kukhutshaziwe, abadayisi bazohlala bengenakuzivikela ngesikhathi sokunyakaza okubukhali kwemakethe. Udinga futhi ukukhumbula ukuthi wonke amathebhu kuphaneli yezilungiselelo zosekelo awodwa. Ezimeni lapho i-bot isebenzisa amathuluzi angaphezu kwama-2, uzodinga ukuhlola ukuthi usekelo lulungiselelwe ithebhu ngayinye.

Ukuxhumana

Ukuze unike amandla iphaneli ukuthi ixhume kuseva ukuze ithole idatha eyengeziwe, abasebenzisi bazodinga ukuthepha isigaba sezilungiselelo zedatha. Ngemva kwalokho, abahwebi:

1. Chofoza egameni leseva ofuna ukuxhuma kuyo.
2. Khetha ithuluzi elizosetshenziswa ekuhwebeni esikhathini esizayo.
3. Iya emakilasini abonisiwe, vula i-Akhawunti Yokuhweba (Iphothifoliyo), lapho ukuthengiselana kuhlelwa khona.
4. Ivula Isikhathi Sesikhathi sedatha (eyamukelwe) kanye nendlela yokuhlanganisa amakhandlela. Ekupheleni kwenqubo, ukuthengiselana kusifanisi nakho kwenziwa.

Isifundo sokudala amarobhothi ku-Os.Engine – ukwethula irobhothi lokushintshana kusuka ku-A kuye ku-Z (QUIK + Os.Engine): https://youtu.be/hBsnN5QhcQ0 Sonke isifundo sokudala amarobhothi kusukela ekuqaleni, amasu okuhweba asebenzayo (os engine strategy ) nokuhlola kwe-Os.Engine kuyatholakala ku-https://www.youtube.com/channel/UCLmOUsdFs48mo37hgXmIJTQ/videos

Umagazini jikelele

Kutheminali yokuhweba ye-Os.Engine, ungakwazi ukujwayelana nezibalo zokuhweba noma zokuhlola. Ukwenza lokhu, kuzokwanela ukuya ku-General Journal ngokuchofoza inkinobho yegama elifanayo ku-Main Menu. Lapho nje ijenali ivuleka, umsebenzisi uzoyiswa ngokushesha esigabeni esithi “Equity”, lapho ungafunda khona ulwazi oluyisithombe mayelana nokukhula kwe-akhawunti. Ngaphezu kwalokho, inzuzo ephelele, imali engenayo evela ekuthengiseni okufushane / okude, idatha yephaneli ngayinye edayiswayo izoboniswa. Abahwebi bangabuka ulwazi olujwayelekile kuwo wonke amathebhu.

Izinzuzo nemibi

I-Os.Engine, njenganoma iyiphi enye i-terminal yokuhweba, ayinayo kuphela izinzuzo, kodwa futhi nebubi, kahle, kule nkundla, ingaba yi-subjective kuphela futhi kungabikho amakhono wokuhlela avela kumthengisi. Amandla epulatifomu afaka:

• umthombo ovulekile ngokuphelele;
• ubukhona be-bots eyakhelwe ngaphakathi, inani layo elingaphezu kuka-30;
• ukwesekwa abakhuluma isiRashiya;
• ukusebenza okubanzi;
• ukuhlinzeka abasebenzisi ngezinto zokuqeqesha, besebenzisa abadayisi bangafunda ukubhala ama-bots bebodwa);
• ithuba lokuxoxisana phakathi kokuhwebelana;
• ukuba khona komagazini / uhlu lwamakheli / ingilazi ye-scalper / ukugawulwa kwamazinga amaningi kanye nelayisensi yemvume.

Uma sibheka impendulo evela kubasebenzisi be-Os.Engine abakwazile ukwazisa izinzuzo zetheminali, azikho izizathu zemizwa engemihle. Awekho amaphutha ahlonziwe ngesikhathi sokusetshenziswa. I-Os.Engine iyindawo yokuhweba yomthombo ovulekile, izinzuzo zayo ezingeke zaziswa kuphela ngabaqalayo, kodwa nangabachwepheshe bokuhweba. Wonke umuntu angakwazi kahle uhlelo uma enamakhono ayisisekelo okuhlela, okuyinzuzo enkulu, kanye nokusebenza okubanzi. I-Os.Engine ayifanele kuphela abahwebi abangochwepheshe, kodwa futhi nabaqalayo abasanda kufunda lolu hlobo lomsebenzi.