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2019年2月22日

RE:专门针对交易频率协议的EPIC原油算法机器交易软件咨询“Throttle”和IDENT程序说明。

我们现在已经运行了将近两个月的原油期货合约(CL)机器交易软件。

在测试阶段(随着我们调整代码指令的进行将持续一段时间),该程序将执行交易“throttled”。具体来说,这意味着将交易频率特别限制为最高,然后将其调整为更高的获胜概率阈值。

的result of the initial testing achieved near 100% win side trade accuracy, but less than optimum trade frequency. Increased frequency may (will in our estimation) return a higher ROI –假设获得的胜率百分比足够高。当然,这是代码中的复杂计算,它反映了每笔交易收益的获利方平均值与每笔交易的损失方平均值。简而言之,损耗侧被编程为较小(通过更高频率的执行来限制–止损触发),并且当交易处于获胜方时,交易利润会随着交易规模的增加而通过交易规模的增加而增加。有关更多详细信息,请参阅专用的Discord石油贸易聊天服务器,以进行开发商和贸易商之间的实时讨论。

此链接上有一篇文章,显示了一些(通过人工交易者可手动执行交易的)石油机械交易结果,其中很大一部分受到了节制,其中很多受到了人为干预–换句话说,如果发布该软件以完全自主地执行,则回报会更高– but we are testing. 的highlighted trades returned a 63% increase on the “large account” test for the one month duration. This achievement was specifically to the 预警交易, not the higher frequency 机 trades.

的“alerted trades” meaning that which could be considered actionable alerts to our subscribers. 的machine 软件 executed many times more trades but our current alert system platform (Twitter private member feed, Discord private chat server, 油 trading room live broadcast) cannot for the most part distribute alerts fast enough for the higher frequency trades to be considered actionable by a human executing trades manually (a trader digital platform is on the team WIP to remedy this). In consideration also is that the higher frequency trade protocols could easily be reverse engineered to expose the proprietary protocols under our IDENT program –这在内部仍是一个讨论点,如何共享更高频率的交易尚有疑问(稍后会对此进行更多讨论)。

的“throttle”最初设置为大约20倍,并在五十天的过程中逐渐降低到接近10倍的功能,并且一路上的人工干预越来越少。例如,如果不使用该软件,则20倍的交易频率将比不使用该软件的交易频率少20倍。“throttled” at all.

今天(2月22日,美国东部标准时间上午2:11),代码已进行了大量调整,“throttled” to be less than 10x and will be lowered progressively over the next 7 trade days. 的win rate vs. return as it would be calculated over a month is the achievement bar (goal) in focus. 更多 on this objective and other clarification in near future updates.

市场状况也将导致执行频率的差异,而假期周将因模型差异而异。

的main takeaway: In to next week the frequency of trade will be considerably higher with an objective being to find the most optimum 风门 setting to achieve the highest return. 的win rate is expected to near 80% and not near 100% and the return on equity on a monthly basis to increase considerably.

的63% monthly return (monthly return in this instance meaning account equity size increase as it relates to 预警交易 only) is a favorable start, however, our team believes 100% + return per month is consistently attainable (on average over a year) and in a perfect 机 executed world 300 –500%是最佳可能。目前,我们的目标是以每月大约60到120笔交易的频率获得高于80%的持续赢率,平均每月回报率100%(标准)。

的IDENT program is a protocol specifically to order flow identification of market participants achieved by way of historical pattern recognition of between 20 – 40 entities that we consider largest and approximately 200 entities that we consider important enough to attempt to track. 的entities are prioritized in what we describe as an “alpha” order. 的IDENT program is in large part the topic of this 最近在此链接上发表的文章描述了机器贸易对原油贸易市场的影响 正如我们的主要交易员所经历的,并且在很大程度上是“intuitive like”我们软件协议的性质。

的IDENT program seeks to enter trade direction with prioritized α order flow and exit in the same fashion. It is a proprietary process and the instruction set within the code architecture will in large part remain private.

有关我们的发展如何的更多信息, 请参阅此链接,该链接将使您沉浸在从原油期货的主要交易者的日常交易的第一手观点出发撰写的一系列文章中.

谢谢。

 

 

 

 

 

 

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