1. Basics of Order Flow Trading
Order kuyerera wokutengesera iri musimboti rinotarisa kunze kwehunyanzvi uye fundamental analysis, vachichera pakadzika chaipo musimboti we trade mabasa. Vatengesi vanoshuvira kushandisa nzira iyi vanoisa sarudzo yavo pafungidziro yekuti simba guru rinopesvedzera kuseri kwemusika Maitiro is basa revashandi vemasangano makuru. Kushanda nehupo hunenge husingaoneki, ivo vanochinja-chinja pamusika.
The zano rekutanga yekurongeka kuyerera kwekutengesa kunoshanda pakunzwisisa uye kuburitsa pachena zviito zveaya makuru emasangano anoisa mari. Vatengesi vanoedza kufanotaura misika yavanoda uko vatengesi vakuru vari kuisa zvavanoda. Mushure mezvo, ivo vanoronga yavo trades kukwira padivi peinotarisirwa musika wave, inogadzirwa neaya makuru makuru emari.
Chinokosha pakuita chirongwa ndechekuongorora kwe Order Bhuku. Iyo inoshanduka, inogara ichichinja dashboard ichiratidza zvese zvazvino kutenga uye kutengesa maodha kune chaiyo chengetedzo. Kutengeserana kwakasimba kunosanganisira kuita fungidziro yakadzidza nezve kwakanangana nemusika zvichibva pachiyero cheizvi kutenga nekutengesa maodha.
Izvo zvakakosha kuti unzwisise, zvisinei, kurongeka kuyerera kwekutengesa hakuna kufanana nekureruka. Zvinoda ruzivo rwakanyanya, hunyanzvi, uye pfungwa yakadzama yemafambiro emusika. Asi, inovimbisa kuunza mhedzisiro yakakosha kune avo vanogona fambisa kuoma kwayo. Tichifunga kuti musika unogara uchitamba mumatuyo anoridzwa nevatori vechikamu mumusika mukuru, kukwanisa kuita maungira ekufamba kwavo kungangova kiyi yekubudirira kwekutengesa.
1.1. Tsanangudzo yeOrder Flow Trading
Order Flow Trading inzira ine simba inoshandiswa zvakanyanya nenyanzvi traders mumisika yemari. Zvinosanganisira kuurayiwa kwe trades zvichienderana nemirairo chaiyo iri kuyerera mumusika. Chinhu chakakosha cheizvi urongwa hwokutengesa inosimbisa kutarisira kufamba kwemitengo mune chero musika, senge Forex, mumatanda, kana kuti ramangwana.
Papakati peiyi nzira ibhuku reodha, iro rinoratidza chaiyo-nguva kutenga uye kutengesa maodha echimwe chiridzwa chemari. Vatengesi vanoongorora zvine hungwaru aya 'maodha' emaitiro nemafambisirwo ekududzira zvine hungwaru kusaenzana mukugovera uye chinodikanwa. Iyi yekupa-inoda mutsauko inowanzosaina inogona kuchinja mutengo, nekudaro ichiita seanotemesa ekupinda nekubuda mapoinzi mukutengesa.
Iyo inozivikanwa nekudzika kwayo uye granularity. Kupa tarisiro ine hungwaru mune musika manzwiro, tsika iyi inotsamira zvakanyanya pakutsanangura kuwanda kwemaodha emusika sechiratidzo chekuwedzera. musika psychology.
Sarudzo dzine ruzivo ndiwo musimboti wekutengesa kwakabudirira. Nekupa simba traders nekuziva kwakaoma kwechokwadi-nguva yemusika dynamics, Order Flow Trading capitalizes pane iyi paradigm, inogonesa kudyidzana kwakanangana nekupomba kwemusika.
Chakakosha kunzwisisa Order Flow Trading ndiyo pfungwa ye Liquidity, iyo inoumba maodha emusika uye miganhu mirairo. A market order inoitwa nekukasira pamutengo wemusika wazvino, nepo muganho weodha uchiitwa chete kana mutengo wasvika pane yakatarwa 'limit'. Kuona kuti izvi zvinoshanda sei mukati mebhuku rekuodha remusika zvinogona kupa ruzivo rwakakosha mukati goneko trade mikana uye manzwiro emusika aripo.
Pasinei nemasikirwo ayo anoita seakaomesesa, zano iri inzira yekutengeserana yakazara inoparadzanisa musika kune hwaro husina chinhu. Inoshanda, inoronga, uye inonzwisisa, Order Flow Trading chishandiso chakakosha mune savvy trader's arsenal.
1.2. Nheyo dzeOdha Flow Trading
Paunenge uchinyura mukati meiyo dynamics ye Order Flow Trading, dzimwe nheyo dzinotonga dzinotora nzvimbo yepakati. Nzvimbo yemusika, mukuoma kwayo kwese, inoshanda pazvinhu zvakaita sehuwandu, liquidity uye kukanganisa - izvo zvinonyanya kukosha zvemhando iyi yekutengesa. Nyanzvi dzinoshandisa hurongwa uhu dzinoona nekuita pfungwa dzezviito nezvinangwa zvevatori vechikamu pamusika, pane kungoisa mazano avo pakufamba kwemitengo.
funga vhorumu - ibwe rekona reOrder Flow Trading. Kunyatsoongorora huwandu hwezvibvumirano kana zvikamu traded inobvumira traders kuyera simba kana kushaya simba kwemaitiro emusika. Kuwedzera kunotevera kwevhoriyamu kunowanzoratidza kuwedzera kwechido uye kukurudzira kwechimwe chinhu. Ukuwo, kuderera kwemavhoriyamu kunoratidza kuderera kwechido. Hungwaru kuongororwa kwesimba remusika saka chikamu chakakosha chekubudirira Order Flow trader's arsenal.
Imwe nheyo inokosha ndeiyi Liquidity, iyo inoshanda sehupenyu mumisika yemari. Inoita kuti kutengeserana kuve nyore, pasina kukanganisa zvakanyanya mutengo weasset. Iyo yakakwira liquidity, zviri nyore kuita traders kutenga kana kutengesa chimwe chinhu chero nguva. Kunzwisisa kwemazinga emari inopa manzwisisiro mune vangangove musika mafambiro - bhonzo muOrder Flow Trading.
Chikamu chekupedzisira ndechekuti Volatility, iyo inoreva chiyero icho mitengo inofamba kune seti yekudzoka. Inogona kuonekwa seyeji yekutya kana makaro aripo mumusika chero nguva ipi zvayo. Vatengesi vanofamba nemazvo mumisika isina kugadzikana nekushandisa Order Flow misimboti vanogona kushandura mamiriro asina njodzi kuita mikana inobatsira.
Zvikurukuru, idzi nheyo dze Order Flow Trading hazvina kuparadzaniswa asi zvakarukwa zvakaomarara, zvichibatsira pamwe chete kune a trader's holistic musika mufananidzo. Kunzwisisa zvinhu izvi uye kuzvibatanidza mu zvokutengeserana nzira inopa mukana unogoneka munyika inogara ichichinja, yakaoma yekutengeserana. Kushandisa nzira iyi kunogona kukonzera kubudirira traders, kwete kungoverenga machati.
1.3. Zvishandiso Zvinoshandiswa MuOdha Inoyerera Kutengesa
Kupinda munyika yekurongeka kuyerera kwekutengesa, traders inotsamira zvakanyanya pamaturusi akakosha uye dataset. Chekutanga, zvinosanganisira kushandisa machati etsoka iyo inopa maonero akakurisa mune zvemusika ruzivo. Ivo zvinooneka vanomiririra mutengo, vhoriyamu pamutengo, kurongeka kuyerera, uye budiriro pabhawa. Aya machati anopa traders nekunzwisisa kwakadzama kwezviri kuitika mukati memutengo wega wega, nzvimbo isina kujeka yemachati echinyakare.
Kuwedzera mune iyo toolkit, iyo kudzika kwemusika (DOM), chimwe chishandiso chakakosha, chinoratidza mabhidhi pane imwe nhanho yemutengo. Izvi zvinobatsira traders kuti uwane pfungwa yemusika manzwiro. Chiitiko chemusika chinoratidza kufarira kwakawanda kutenga kana kutengesa kufarira? Chishandiso cheDOM chinoparadzanisa ruzivo urwu nemazvo.
Vhoriyamu mbiri machati chimwe chishandiso chakakosha chekuziva mitengo yakaona vhoriyamu yepamusoro pane imwe nguva yakapihwa. Ivo vanoratidza mitengo uko vakawanda traders vakatenga kana kutengesa kondirakiti, vachipa manzwisisiro mumazinga akakosha emitengo.
Raira kuyerera kutevedzana fungai mirairo yaive traded kana kukanzurwa panguva yakatarwa. Inobatsira mukufungidzira kana kufamba kwemusika kungangoenderera mberi kana kudzosera kumashure.
Chishandiso chega chega chinopa maonero akasiyana mumaitiro emusika. Nekunzwisisa uye nekubatanidza kugona kweumwe neumwe, traders inogona kugadzira mazano ane simba. Izvi zvinopa imwe nzira yakanyatsojeka yekufamba mugungwa rekurongeka kuyerera kwekutengesa, kutungamira sarudzo zvichienderana neruzivo rwekuziva.
2. Kushandisa Order Flow Trading
Kunzwisisa kurongeka kuyerera kwekutengesa ndiyo imwe nzira yakakosha inoshandiswa ne traders pasi rose. Zvinosanganisira kuongorora uye kuita sarudzo dzekutengesa zvichienderana nehuwandu hwe trade mirairo ichipinda mumusika. Iri zano rinowanzofarirwa nevane ruzivo traders sezvo inoshandisa chaiyo-nguva data kufanotaura kufamba kwemusika.
Pakushandisa zano iri, zvakakosha kuti nzwisisa mafambiro emusika. Vatengesi vanoshandisa huwandu hwakakura hwezvishandiso uye zviratidzo kuti vanzwisise kurongeka kwedhata, zvino zvichibva pane iyo data, vanosarudza kuisa kutenga kana kutengesa odha. Iyi nzira inobatsira mukuona masimba makuru emusika, achigonesa traders kuzvibatanidza nemusika tichimhanya.
Dzidzira, mwoyo murefu, uye chirango zvinonyanya kukosha pakushandisa kurongeka kuyerera kwekutengesa. Zvinogona kuita sezvichirema pakutanga nekuda kwekumhanya-mhanya kwemaitiro ehurongwa. Nekudaro, kudzidzira kunoenderana uye nzira yakarongeka inogona kuwedzera kugona kwako kuongorora musika nemazvo.
Imwe anchor inobatsira mugungwa rine dutu rekurongeka kuyerera kwekutengesa ndiyo Kudzika Kwemusika (DOM) interface. Ichi chishandiso chinopa chaiyo-nguva bhidhi uye kubvunza mavhoriyamu, ayo akakosha mukududzira musika manzwiro kuburikidza neodha yekuyerera kwekuongorora. DOM interfaces inowanzogadziriswa, inobvumira traders kuronga ruzivo nenzira inoenderana nemaitiro avo ekutengesa ega uye zvavanoda.
Kutengeserana software mapuratifomu kuita basa rakakosha mukurongeka kuyerera kwekutengesa. Ivo vanokurumidzisa maitiro ekududzira anouya data nekuita trades saizvozvo. Iyo yekurudyi chikuva inogona kupa maficha senge-tinya-kurongeka execution, kudzika kwemusika maonero, uye algorithmic kutengesa kugona kuvandudza a trader's kunyatsoita uye kushanda.
Pakupedzisira, zvakakosha kugadzira a ngozi kuronga manejimendi paunenge uchitsvaga kurongeka kuyerera kwekutengesa. Sezvo zano iri richitsamira zvakanyanya pakuita sarudzo-chaiyo-nguva, chirongwa chekongiri chinogona kukubatsira iwe kuchengetedza kutonga pamusoro pekurasikirwa kunogona kuitika uye kuchengetedza mari. Rangarira, kutarisira ngozi hazvisi zvekunzvenga njodzi, asi kuzvibata nenzira inodzorwa uye yakayerwa.
2.1 Order Flow Trading Strategy
Order Flow Trading Strategy inoshanda pamusimboti wekufanotaura mafambiro emangwana ekufamba kwemitengo. Iro zano rinotarisa zvakasiyana siyana zvemusika senge vhoriyamu, mutengo, nguva, uye zvimwe trade- data yakabatana. Vatengesi vanowanzoshandisa zano iri senzira yekuziva zvinangwa zvevamwe traders, ichiita chishandiso chekunzwa manzwiro emusika zvachose. Iyi nzira yekufungidzira, yehuwandu inoumba imwe yembiru dzekubudirira kwekutengeserana uko kunzwisisa zvinangwa zvevamwe vatori vechikamu kunova kiyi.
Iyo nzira inokurudzira traders kuongorora trade mavhoriyamu nemitengo yekuona mapatani anodudzira manzwiro emusika wakaungana. Zvishandiso zvakadai Volume-Weighted Avhareji Mutengo (VWAP) uye Nguva uye Sales report zvinobatsira zvikuru kunzwisisa maitiro aya.
Kutora kudzika kwakadzika muchirongwa, panguva yekurongeka kuyerera kwekutengesa, kugara uchiteerera 'Tenga' uye 'Sell' mirairo inova yakakosha. Kana, semuenzaniso, a trader inoona kuti vazhinji vevatambi vemusika vakagadzirirwa kutengesa imwe pfuma, mhedzisiro inotarisirwa yekudonha kwemitengo inokurudzira kutengesa zvakare, kutyaira mutengo uchidzika.
Nenzira imwecheteyo, mamiriro emusika akanaka akadai semari yakawanda uye kubuda pachena kunokurudzira kushandiswa kwechirongwa ichi. Kudivi refiripi, zvakadaro, musika une zvakakosha zvikanganiso mune liquidity kana pachena zvinogona kuratidza njodzi kune odha kuyerera kutengesa.
Kuverenga kudzika kwemusika, kana kuti bhuku reodha, rinoramba richiratidza unyanzvi hune simba mubhokisi rematurusi ekuyerera kweodha trader. Izvi zvinosanganisira kuongororwa panguva imwe chete yematanho ese emitengo uye huwandu hwemirairo padanho rega rega remutengo-kunzwisisa kunobatsira. traders mukuongorora mamiriro emusika ari kuuya.
Iyo tekinoroji yekufambira mberi yakawedzera kukanda muzvikamu zvinobatsira zano - Algorithmic kutengeserana, semuenzaniso, inosimudzira kushanda zvakanaka nekuzvigadzirisa otomatiki seti yakakura yedata kuti igadzire masaini ekutenga / kutengesa. Saizvozvo, yakakwira-frequency yekutengesa inoita trades pakumhanya kwakanyanya - imwe yakanaka tekinoroji-inogonesa mamiriro ekutengesa kuyerera.
Nepo zano racho richiisa zvinorema zvinodikanwa pakutarisisa kune zvakadzama uye nekukurumidza kuita sarudzo, ine maturusi akakodzera, traders kazhinji vanokwanisa kukwira zvine hungwaru masaisai, vachitendeuka Misika kusagadzikana kune ad yavovantage. Nezvose trade, vanovavarira kukunda musika wepasi rose kuti uwane purofiti.
2.2. Njodzi Dzinobatanidzwa neOrder Flow Trading
apo Order Flow Trading inopa mukana wakakosha maererano nekuita purofiti kubva kumisika yemari, inoisawo yakakura ngozi. As trader, munhu anofanirwa kubata zvizere njodzi idzi kuti agadzirise nenzira kwayo uye kugadzirisa zvinogona kuitika. Chinhu chakakosha chekufunga nezvacho mutengo kusagadzikana. Nekuda kwekusachinja-chinja kwemaodha pamusika, mitengo inowanzochinja zvakanyanya mukati menguva pfupi. Idzi shanduko dzinongoerekana dzaitika dzinogona kukonzera kurasikirwa kusingatarisirwe kana zvikasagadziriswa uye kusanzwisiswa.
Uyezve, imwe njodzi yekuzvarwa yekuraira kuyerera kwekutengesa ndeye kusatarisika kwemusika. Kunyangwe kuve nekuona kwakajeka kwekutenga nekutengesa maodha, kufanotaura nguva uye nzira yekuchinja kwemusika nemazvo hazvigoneke. Izvo zvakakosha kuti uzive kuti mahombe ekutenga kana kutengesa maodha anogona kukanganisa mitengo yemusika, asi hapana chaanoudza nezve ramangwana remusika.
Saizvozvowo, zvikanganiso zvehunyanzvi inogona kuunza kutyisidzira kwakakomba kuodha kuyerera traders. Kunonoka kurongeka, kusashanda zvakanaka kwemapuratifomu ekutengesa, kana chero zvimiro zvehunyanzvi zvinogona kukonzera kurasikirwa kukuru. Kazhinji, nyaya idzi dziri kunze a trader's control uye inogona kuitika panguva dzakakosha dzekutengesa. Nekudaro, kugara uchivimbisa kugadzirira Hardware kwakakosha zvakanyanya.
Uyezve, hunyanzvi uye ruzivo rwunodiwa mu kuraira kuyerera kwekutengesa dzakakwirira zvikuru zvichienzaniswa nedzimwe nzira dzekutengesa. Iko kuomarara kwekunzwisisa uye kududzira kurongeka kuyerera kwedata kunogona kuve kwakanyanya, kunyanya kune mutsva traders. Kusarurama mukududzira mashoko akadaro kunogona kukonzera traders kuita sarudzo dzisiridzo, zvichikonzera mhedzisiro isina kunaka.
Pamusoro pezvo, yakarebesa uye yakadzika skrini nguva ndiyo imwe njodzi yekurongeka kuyerera kwekutengesa. Kugara uchiziva nezvekuchinja kwemamiriro emusika kunoda traders kuti vanyatsonamira kumasikirini avo, izvo zvinogona kutungamira kunetseka mumuviri nepfungwa.
Pakupedzisira, munhu haagoni kufuratira njodzi inotakurwa nemitengo yekutengesa. Nezvese kutengeserana, brokers bhadharisa muripo, uye mitengo iyi inowedzera nekukurumidza nekuda kwenhamba yakakosha ye trades inoitwa kuitira kuyerera kwekutengesa. Naizvozvo, zvakakosha kuzvidavirira kune idzi mitengo uye nekudziisa mune chero inogona purofiti fungidziro.
2.3. Kuwana Profitability neOrder Flow Trading
Kunzwisisa kwakadzama kwe Order Flow Trading pfungwa, kuverenga chaiko-nguva kwezvinangwa zvevatori vechikamu pamusika, kwakakosha pakuita purofiti. Kuongorora maitiro ekutengesa ari kutamba mune chero musika, uko kudiwa uye kugovera vhoriyamu kunoraira kufamba kwemitengo, kunofambisa sarudzo dzekutengesa dzine ruzivo.
Kuona mukana trades haisi rocket sainzi ine Order Flow Trading. Kugara kuchichinja maodha kunoita kuti musika urambe uri mumhepo. Mumwe nomumwe trade kuurayiwa kunobata chinotevera, kuumba mhinduro loop. Shandisa vhoriyamu uye mutengo chiito kuyera simba revatengi nevatengesi. Yakakwira vhoriyamu pakenduru yebullish inoreva chinangwa chekutenga chakasimba, nepo zvakafanana pakenduru yebearish inoratidza chakasimba chekutengesa chinangwa.
Nguva uye data yekutengesa, dura rechokwadi rinowanikwa kune traders inopa rekodhi ye trade vhoriyamu, mutengo pairi tradedzakaitwa, uye nenguva yavakaurayiwa. Idzi ruzivo, pamwe chete nekuongorora kubhidha uye kubvunza mavhoriyamu anogona kuchengeta a trader nhanho dziri mberi mukufanotaura zvinogona kuchinja mutengo. Ziva, zvakakosha kuti urambe wakatarisa pane anomalies mumusika maitiro evatori vechikamu kuti vapinde nekubuda panguva chaiyo.
Iyo Cumulative Delta, chimwe chinhu chinobatsira chekugadzirisa kuyerera traders, inopfupisa huwandu hwezvikwiriso nekudzika pasi panguva yakatemwa. Iyi data yakaunganidzwa inopa maonero ekutenga zvine hasha zvichienzaniswa nekutengesa kana zvakasiyana.
Order Flow Trading ine simba uye inoda ine shungu, inobatika maitiro. Kuziva nzira yekududzira kuyerera kwemaodha kunobatsira mukutarisira musika kunofamba nemukana wepamusoro wekubudirira. Nekuda kweizvozvo, inoderedza njodzi dzekutengesa ichizowedzera mukana wekuita pundutso.
