Loading ...

美股做市商摇摆算法(The Shake algorithm)

Author: 小小梦, Created: 2017-01-13 14:56:02, Updated:

美股做市商摇摆算法(The Shake algorithm)

The Shake is a proprietary market-making algorithm designed to take advantage of price movements within a pre-determined range. Here is how the Shake algorithm works:

  • 摇摆算法是一个专有的做市商算法,旨在充分利用在预先确定的范围内波动的价格。下面是关于摇摆算法如何运作的信息:

Bids and offers are automatically placed at custom price intervals; these are called “Stack Orders.”

  • 买家单子自动放置在定制的价格区间,这些被称为“堆砌单”。

Once a Stack Order is filled, covering orders are instantly placed at a specific profit target; these are called “Profit Orders.”

  • 一旦“堆砌单”成交,平仓单立刻在一个特定的利润目标价位上摆出,这些被称为“利润单”。

**Once, a Profit Order is filled, the original Stack Order is replenished. **

  • 一旦“利润单”成交,原来的摆单会继续自动摆上去。

This process repeats until, the Shake is stopped by the trader or until the Shake breaks the pre-defined range, triggering a stop. 0 q5 z: ~9 R1 @4 [0 A$ l0 e

  • 这个过程一直重复,直到该摇算法由交易员手动停止或者直至摇摆单打破了事先规定的明确的价格范围。

    该算法已经被很多个人的美股自动化交易程序采用,是一种流行的美股自动化交易算法。

    交易员个人可以设置不同的“摇摆单”配置,然后把它们保存到相应的自动化交易程序的热键里。

    利用“摇摆单”的速度频率优势,个人交易员还可以用它来测试暗盘和机构电子单。


More