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- mmbotã®æå€±ã®åå ãæããã«ãã.
- 仮説ãç«ãŠãŠæ€èšŒãããã³ãã身ã«ã€ãã.
- é£ããããšãããªã, é 匵ããªãã§ãšããžãæ¢ãã¹ãã«ã身ã«ã€ãã.
ã€ã·ã¥ãŒã¢ããªã·ã¹
ðãªãmmbotã®åçã5ã¶æé£ç¶ãã€ãã¹ãªã®ã?
å¿ ãæå€±ãåºãæ§é ãæããã«ããã. å¿ ããšããããã«ã¯, ããã«ã¯å¿ ç¶æ§ãããã¯ãã . å©çãšæå€±ã®é »åºŠãé¡ãæ¯çãç®åºããããšã§ããå°ãæå€±ã®è§£å床ãäžãã. è² ããã«ããŠã, ãã®çå±ããããã°ã¡ã³ã¿ã«ãžã®ãã¡ãŒãžãå°ãªã. ãã¬ãŒãã«å¯Ÿããç¥èãè¶³ããªãæ°ããã.
æãããçå±ããããã°, ä»®ã«å©çãå šãã§ãªããŠãæå€±é¡ã30% æ¹åãããšãã, ããå ·äœçãªã€ã·ã¥ãŒãèšå®ããããšãå¯èœã«ãªã. æ¹åã®ç³žå£ãã¿ãã. ãšã«ããè§£å床ããããŠããã.
- ãªãæåããå€ãã®ã?
- æåãã®åå ãæç¢ºã«ãã.
- ããããã¬ã³ã
- ãã²ã®èª€æ(ãã¹ãã©ã€ã¹)
- ã€ããŽæŽèœã«å·»ã蟌ãŸãã
- æåãã®å±é¢ãæç¢ºã«ãã.
- ãã¬ã³ã
- ã¬ã³ãž
- æä»èãã«ãããæåãã®å²åãæç¢ºã«ãã.
- æå€ close
- take profit(æè¡)
- stop loss(æè¡)
- æåãã®åå ãæç¢ºã«ãã.
ð¡æåãã«ããæä»èããå€ã
ãªãæåããå€ãã®ã? 䞻芳ç芳å¯ã§ã¯, ãšã«ããæåããé£çºããŠããã«ãã€ãã¹ã«ãªã.
æŽèœã§ã¯ãªãæ°ããããã ããª. ããããæŽèœã¯é »çºããªã. ãªã®ã§, ã€ã·ã¥ãŒãããããã¬ã³ã察çã«ããã®ã, ãã²å¯Ÿç(ã§ããã°ãã®ãŸãŸãã²ãã£ãã)ã«ããããèŠæ¥µããã.
ðã€ããŽãšãã²ãã£ããã®éãã¯?
ãã²åã³ãã²ãã£ããã«ã€ããŠãããã調ã¹ã. ãã¶ãæåãã©ã€ã³ãè¶ ããã¡ãã£ãšãããã²ã«é£ãã€ããŠæåããã ãããšããããªã.
ãã²åãbotã®æèã§ãããšããã®ãã²ã¯, ãã£ãã倧ããã®ãã²ãçã£ãŠããããã§, ãããšã¯å°ãéãããšãããã£ã.
ãã²çºçã¯å€§å£æè¡æ³šæããªã¬ãŒãªã®ã§, äºæž¬ããŠããåé¿ã¯é£ãã. ãã®ãã, çŸåšã®æåãã©ã€ã³ãä¿®æ£å·ãã®ãããæ°ããã.
倧壿³šæã®è©±é¡ã¯, ããŒã±ããã¡ã€ã¯ã調ã¹ããšãã«ãèã«ãã£ããããªæ°ããããª. ããã¯ãªãã ã£ãã, ã¡ãã£ãšèŠããŠã¿ã.
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ðã€ããŽãã¬ãŒããšã¯
ã€ããŽã¯çŸ€éå¿çã«ãã£ãŠçŸ€ãããçããçŸè±¡. ãããåéããããŠãã.
é«é »åºŠãšããããã¯, äžé·æã®æŠç¥ã«è¿ã. mmbotçã«ã¯ã€ããŽééãã¡ã«å·»ã蟌ãŸããããšãé²ãããšãã€ã·ã¥ãŒãšãªã. æŽèœåé¿ & ã€ããŽãšã³ããªãŒã¯åªå 床ãäžãã.
以åã®ã¡ã¢ã¯ããŸãã¡ãã³ãšããªãã£ããã©, ãããã«æ®æ®µæ»ãã ããã«èª°ãååŒããŠãªããŠã, æ²¹æããŠãããšãããªãååŒãå¢ããããšããã.
ä»®æ³éè²šã¯æ ªåŒãçºæ¿ã«æ¯ã¹ããšååŒéãå°ãªãåé¢, äžåºŠã«å€§éã®ååŒãè¡ããããšå€§ããäŸ¡æ Œå€åãèµ·ãããšããç¹æ§ããã. ãããŠå€§ããªäŸ¡æ Œå€åãèµ·ããéã«åºæ¥é«ãæ¥å¢ããåŸåããã. ãã®ç¹æ§ã«ãã£ãŠåºæ¥é«ã®æ¥å¢ãæãŸããŠã·ã°ãã«ã«ããæŠç¥.
ä»ãéãªããžãã¯ã§ååŒéã®éèšã¯ããŠããã, æ¹åã®äœå°ã¯ãããããããããªãã®ã®, ã¡ãã£ãšåªå 床äžããããª.
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TODO âã¹ããããã¹ã®ããªã¬ãŒã¯ãã²ããã¬ã³ããã€ããŽã?
ãããã, ã€ããŽã§ã¯ãªã, ãã²ããã¬ã³ã. ãã¶ããã²ã«ããæåã.
ãã®ä»®å®ã®å , èåŸã®èª¿æ»ãé£ã°ããŠããã«é²ãã.
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TODO ð¬ã¹ããããã¹ã®ãã¿ãŒã³ã調ã¹ã
ã©ããç¬éçãªãã²ã«å³æåå¿ããŠäžå©ãªæåããããŠããæ°ãããŠãã.
- åžå Žæ¥å€ã«ãããã²ã«ãã£ãŠæåãçºå
- ç·©ãããªãã¬ã³ãã«ããæåãçºå
- ã€ããŽã¿ã¯ãŒæŽèœã«ããæåãçºå
-> 3ã€ã®MECEãªã€ã·ã¥ãŒã«ãã.
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ð倧壿³šæãšãã²ã®é¢ä¿ã«ã€ããŠè«æããæ å ±åé
ããŸãæéããããã«ææ©ã. ã©ã¡ãããšãããšå¥œå¥å¿ã§èª¿ã¹ã. ãã²ããã¹ãã©ã€ã¹ã®è©±é¡ãžã®çè§£ãæ·±ããã.
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TODO ãšã³ããªãããšã°ãžããã®æéã«ãããã¬ã³ããšæŽéš°æŽèœã®å€å®
ãšã³ããªãããšã°ãžããã®æéã®ååžãã¿ã.
ð¡æåãã©ã€ã³ã®2ATRãäžé©å
çŸåš, ããŸãäœãèããã«ãã³ãã¢ã³ã®ææšã«åŸã£ãŠæåããããŠããããããäžé©åã®å¯èœæ§ããã.
ð¡ãã¬ã³ãæã®æåãã©ã€ã³ã¯2ATR
ãŸãATRãåºæºã«ããã«ããŠã, ã©ã®æéè¶³ãé©åããèãã.
- ðATRã¯æåãææšãšããŠé©åã?
- ð2ATRã¯æåãã©ã€ã³ãšããŠé©åã?
- ðATRãç®åºããããã®ããŒãœã¯è¶³ã®æéã¯é©åã?
ð¡è€æ°åšåº«ã«å¯Ÿå¿ããŠããªã
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ãã®ãã, ããŒã±ããã¡ã€ã¯ã®ãµã€ã¯ã«ãåãããã«ã¯, ã©ãããŠãããçšåºŠã®ãããå€ã§æåããããŠãã. ãã®æŠç¥ãããããæªãæ¹åã«ãã£ãŠããã®ã ããã?
ãã®å¶éå³ãããªâŠ Avellaneda Market Makingã®ãã¢ã®ååãªã®ã«. ããããããã®ããã§ããã«æåããå¿ èŠãšãªãããè² ãã.
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ðãããè³éããããšè€æ°åšåº«å¯Ÿå¿ãå¯èœã«ãªãã®ã?
ä»®ã«åšåº«ç®¡çãçé¢ç®ã«ãªããªãã°, ãããŠ3å€é, çæ³ã¯5å€éãŸã§ã®è³éãçšæããå¿ èŠãããã, ä»ã®è³ç£ãããããåºããªã.
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詊ç®çµæ
BTC/JPY=2500000, lot=0.01ã«ãããå¿ èŠãªãé.
(0.01 x (å€éæ°) x 2 + 0.01(éšåçŽå®çš)) * BTC/JPY / 2(ã¬ãã¬ããž)
- 1: (/ (* (+ (* 0.01 1 2) 0.01) 2500000) 2) => 37500 - 2: (/ (* (+ (* 0.01 2 2) 0.01) 2500000) 2) => 62500 - 3: (/ (* (+ (* 0.01 3 2) 0.01) 2500000) 2) => 87500 - 4: (/ (* (+ (* 0.01 4 2) 0.01) 2500000) 2) => 112500 - 5: (/ (* (+ (* 0.01 5 2) 0.01) 2500000) 2) => 137500
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å®è£ ãã·ã³ãã«ã«ãã. makerã®take profitãä»ã¯æ€èšããªã.
ð¡ç·©ãããªãã¬ã³ãã§è² ãã
ç¬éçãªãã²ã§ãçªçºçãªã€ããŽã§ããªã, ãã¬ã€ã¯ã¢ãŠãã®ç·©ãããªäžæã§è² ãã.
ã¬ã³ãžã§ã¯åãŠãããã¬ã³ãã§è² ããã?
æå€±ãªã¹ã¯ã¯2ã€ã«åè§£ã§ãã.
- ééžæãªã¹ã¯
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ããŒã¿åæããæããã«ãããããšã¯, åžå Žã®å±é¢ã«ãããŠåãŠãåžå Žãšè² ããåžå Žãããã®ãã©ãã. ãããŠãã¬ã³ãã§ä»®ã«è² ããŠãããã¬ã³ãžã§ã¯åãŠãŠãããšãã仮説ãçãªãã°, 次ã®ã€ã·ã¥ãŒã¯ãã¬ã³ãäºæž¬ãšãªã.
ã§ããã°, ãã¬ã³ããªãã°botãåãããªãã§ã¬ã³ãžã ãåãããã. ãã¬ã³ãã®å©çãåãã«è¡ãã®ã¯ã¬ã³ãžå¯Ÿå¿ã®ããšã«ããŠåªå 床ãäžããã.
ã¬ã³ãžå±é¢ãšãã¬ã³ãå±é¢ã®åçã調ã¹ã
ããã¯åªå 床ãäžããŠããããã.
çµæ§æç¢ºã«ãã¬ã³ãã§ã¯ãŸããŠããŠã¬ã³ãžã§ã¯è² ããªãã®ã§.
ãã , ã¬ã³ãž + ãã² ã§ãè² ããŠããæ°ããããªâŠ
ãã¬ã³ãã®å±é¢ãMECEã«åè§£ãã
ãã¬ã³ãã«ããããããšçš®é¡ãããæ°ãããã®ã§ãã¬ã³ãã«åãçµããšããã€ã·ã¥ãŒã现ããç ã. ãã£ãšæãã€ãéãã ãš,
- ã€ããŽã¿ã¯ãŒã«ããæŽèœ
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- ãã¬ã€ã¯ã¢ãŠãã«ããæç¶çãªç·©ãããã¬ã³ã
æãã€ãã ãã§ã3çš®é¡ãã. ããã«ãããã§æ€çŽ¢ãããšçš®é¡ã¯ãããããããªã. ãã®ãžãã¯è£éãã¬ãŒããŒã®ã»ããå§åçã«ç¥èãããããã . botã§ã¯ãªããã£ã¡ãäžå¿ã«èŠãŠã¿ã.
ð¡mmbotãæ»æãããŠãã
ãã®mmbotããã·ã®Topicã«ã€ããŠå調æ»ããŠã¿ã. ãããããŠæå³çã«çãããŠãã?
æ€èšŒãé¢åãããªã®ã§ãã®ã€ã·ã¥ãŒã¯æ·±å ããªã.
ð¡é床足ããªãã£ãããããã¯ãŒã¯é å»¶ã«ãããããŒããŠã³
é«è² è·ã§ãªããã°, ãã¶ãããã¯ãªã.
websocketã«ã¯å¯Ÿå¿ããã, ãµãŒãã®ãã±ãŒã·ã§ã³ããã¥ãŒãã³ã°ãã.
ããã°ã©ã åŠçãéåæå¯Ÿå¿æžã¿.
ã¹ããŒãªãŒã©ã€ã³
ããã ã£ãããšãã仮説ãå ã«ã¹ããŒãªãŒãã€ãã£ãŠãããæ€èšŒããŠãã. ãã¡ããããããå€ããããšããã.
ðåå : æåãå€çºã«ããmmbotã¯è² ãã
æåãã®ããªã¬ãŒã¯3ã€ã«åè§£ã§ãã.
- ãã²
- ãã³ã/ãã³ã
- ãã¬ã³ã
ðåå 1: ãã²
倧壿³šæãšæåãã«ããç¬éçãªäŸ¡æ Œå€åã§è² ãã.
ð¡ãã²ã¯å€§å£æ³šæã§çºçãã
ðåå 2: ãã³ã/ãã³ã
ðåå 3: ãã¬ã³ã
âæŽèœãšãã¬ã³ãã®å šäœã®æå€±ã«å¯Ÿããå²åãç®åºããŠæ¯èŒ
ãã²ã«ã€ããŠã¯ããããŒã¿åæåã«å¯Ÿçãå ¥ããŠãããªãã®å¹æããã£ã.
æå€±éé¡ãšã®æå€±ãã¿ãŒã³ã®é »åºŠã調æ»ããçµæ, ãã¬ã³ãã«ããæå€±ãããæŽéš°/æŽèœã«ããæå€±ãå€ãããšã倿ãã.
(ããã«æ£ã°ã©ããªãåã°ã©ããªã).
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倧壿³šæãäºæž¬ããããšã¯ã§ããªãã®ã§, æ¥æ¿ãªãã²ã«åå¿ããªã.
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ãºã«ãºã«ããã£ãŠããã®ã§ã¯ãªã, çªç¶ãã£ãŠããæŽéš°/æŽèœã§æããã.