{"id":15890,"date":"2026-11-03T20:46:53","date_gmt":"2026-11-03T20:46:53","guid":{"rendered":"https:\/\/bjftradinggroup.com\/?post_type=product&p=15890"},"modified":"2026-11-03T22:28:00","modified_gmt":"2026-11-03T22:28:00","slug":"broker-intervention-detection-module","status":"publish","type":"product","link":"https:\/\/bjftradinggroup.com\/tr\/product\/broker-intervention-detection-module\/","title":{"rendered":"Broker Intervention Detection \u2014 SharpTrader Mod\u00fcl\u00fc"},"content":{"rendered":"

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SHARPTRADER MOD\u00dcL\u00dc \u00b7 PRO & LITE<\/span><\/p>\n

Broker Intervention Detection: brokerinizin emirlerinizi ger\u00e7ekte nas\u0131l ger\u00e7ekle\u015ftirdi\u011fini g\u00f6r\u00fcn<\/span><\/h2>\n

Se\u00e7ti\u011finiz stratejilerin kapanan her emrini \u00f6l\u00e7en, SharpTrader’a yerle\u015fik bir mod\u00fcl: milisaniye cinsinden ger\u00e7ekle\u015fme s\u00fcresi, kotasyon fiyat\u0131na g\u00f6re kayma (slippage), ger\u00e7ekle\u015fme an\u0131ndaki spread ve ba\u011f\u0131ms\u0131z bir referans fiyat ak\u0131\u015f\u0131ndan sapma. Bir ger\u00e7ekle\u015fme anormal g\u00f6r\u00fcnd\u00fc\u011f\u00fcnde, hangi kontrol\u00fcn neden ba\u015far\u0131s\u0131z oldu\u011funu tam olarak g\u00f6r\u00fcrs\u00fcn\u00fcz. \u0130\u015flem yapma \u015feklinizi asla de\u011fi\u015ftirmez.<\/p>\n<\/div>\n

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ms<\/span>Taraf ba\u015f\u0131na ger\u00e7ekle\u015fme s\u00fcresi<\/span>Brokerin her emri a\u00e7mas\u0131 ve kapatmas\u0131 i\u00e7in ger\u00e7ekte ne kadar s\u00fcre harcad\u0131\u011f\u0131.<\/span><\/div>\n
9 kontrol<\/span>Adland\u0131r\u0131lm\u0131\u015f, a\u00e7\u0131klanabilir uyar\u0131lar<\/span>Excessive slippage, Off-market quote, Quote freeze, Phantom spike ve daha fazlas\u0131.<\/span><\/div>\n
$399<\/span>Tek seferlik mod\u00fcl fiyat\u0131<\/span>SharpTrader Pro ve SharpTrader Lite i\u00e7inde \u00e7al\u0131\u015f\u0131r.<\/span><\/div>\n<\/div>\n
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Bu sayfada<\/strong><\/p>\n

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  1. Ger\u00e7ekle\u015fme kalitesi neden \u00f6nemlidir<\/a><\/li>\n
  2. Mod\u00fcl\u00fcn \u00f6l\u00e7t\u00fckleri<\/a><\/li>\n
  3. 9 tespit kontrol\u00fc<\/a><\/li>\n
  4. Uyar\u0131lar ve ger\u00e7ekle\u015fme \u00f6zetleri<\/a><\/li>\n
  5. Kontrol\u00fcn\u00fczdeki ayarlar<\/a><\/li>\n
  6. Gizlilik ve onay<\/a><\/li>\n
  7. Broker Execution Scorecard (iste\u011fe ba\u011fl\u0131 abonelik)<\/a><\/li>\n
  8. Video anlat\u0131m<\/a><\/li>\n
  9. Gereksinimler ve fiyatland\u0131rma<\/a><\/li>\n
  10. SSS<\/a><\/li>\n<\/ol>\n<\/div>\n

    Ger\u00e7ekle\u015fme kalitesi neden \u00f6nemlidir<\/h2>\n

    K\u0131sa cevap:<\/strong> bireysel bir i\u015flem terminali size ald\u0131\u011f\u0131n\u0131z fiyat\u0131 g\u00f6sterir, o fiyata nas\u0131l ula\u015ft\u0131\u011f\u0131n\u0131z\u0131 de\u011fil. \u0130ki broker ayn\u0131 fiyat\u0131 verip emrinizi \u00e7ok farkl\u0131 \u015fekillerde ger\u00e7ekle\u015ftirebilir: biri 120 ms s\u00fcrer, di\u011feri 400 ms; birinde kayma iki y\u00f6nde dengelidir, di\u011ferinde ise on emirden dokuzunda aleyhinize olur. K\u0131sa vadeli ve arbitraj stratejilerinde bu fark, k\u00e2rl\u0131 bir geriye d\u00f6n\u00fck testin canl\u0131 i\u015flemlerde ayakta kal\u0131p kalmayaca\u011f\u0131n\u0131 belirler.<\/p>\n

    Broker Intervention Detection, ger\u00e7ekle\u015fmeyi kontrol edebilece\u011finiz say\u0131lara d\u00f6n\u00fc\u015ft\u00fcr\u00fcr. SharpTrader i\u00e7inde stratejilerinizin yan\u0131nda \u00e7al\u0131\u015f\u0131r, her sembol i\u00e7in son kotasyonlar\u0131n k\u0131sa bir kayd\u0131n\u0131 tutar ve bir emir kapand\u0131\u011f\u0131nda ger\u00e7ekle\u015fme an\u0131n\u0131 yeniden olu\u015fturarak o anda piyasan\u0131n ve referans ak\u0131\u015f\u0131n\u0131n g\u00f6sterdi\u011fi fiyatlarla kar\u015f\u0131la\u015ft\u0131r\u0131r.<\/p>\n

    Mod\u00fcl\u00fcn \u00f6l\u00e7t\u00fckleri<\/h2>\n

    Kapanan her emir, Closed orders<\/strong> sekmesinde bir sat\u0131r olur. Strateji, bilet, sembol, t\u00fcr ve lot bilgilerinin yan\u0131nda standart bir terminalin g\u00f6stermedi\u011fi \u00f6l\u00e7\u00fcmler yer al\u0131r:<\/p>\n

    \n\n\n\n\n\n\n\n\n\n\n
    \u00d6l\u00e7\u00fcm<\/th>\nSize ne s\u00f6yler<\/th>\n<\/tr>\n<\/thead>\n
    Open ms \/ Close ms<\/td>\nBrokerin a\u00e7\u0131l\u0131\u015f ve kapan\u0131\u015f talebini ger\u00e7ekle\u015ftirmek i\u00e7in ger\u00e7ekte ne kadar s\u00fcre harcad\u0131\u011f\u0131, milisaniye cinsinden.<\/td>\n<\/tr>\n
    Open slip \/ Close slip<\/td>\nHer tarafta kotasyon fiyat\u0131na g\u00f6re puan cinsinden i\u015faretli kayma. \u0130\u015faret, kayman\u0131n lehinize mi aleyhinize mi oldu\u011funu g\u00f6sterir.<\/td>\n<\/tr>\n
    A\u00e7\u0131l\u0131\u015f, kapan\u0131\u015f ve ortalama spread<\/td>\nGer\u00e7ekle\u015fme an\u0131ndaki spread’in, sembol\u00fcn normal spread’iyle kar\u015f\u0131la\u015ft\u0131rmas\u0131.<\/td>\n<\/tr>\n
    Off-market<\/td>\nGer\u00e7ekle\u015fme fiyat\u0131n\u0131n, talep ile ger\u00e7ekle\u015fme aras\u0131nda verilen t\u00fcm al\u0131\u015f ve sat\u0131\u015f kotasyonlar\u0131n\u0131n d\u0131\u015f\u0131nda olup olmad\u0131\u011f\u0131.<\/td>\n<\/tr>\n
    Ref. deviation<\/td>\nO anda brokerin fiyat\u0131n\u0131n ba\u011f\u0131ms\u0131z bir referans ak\u0131\u015f\u0131ndan puan cinsinden ne kadar uzak oldu\u011fu.<\/td>\n<\/tr>\n
    Checks failed<\/td>\nBu emirde tetiklenen adland\u0131r\u0131lm\u0131\u015f kontroller, \u00f6rne\u011fin Slow execution, Excessive slippage, Asymmetric slippage<\/em>.<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
    \"SharpTrader
    Closed orders sekmesi: ger\u00e7ekle\u015fme s\u00fcresi, i\u015faretli kayma, spread, referans ak\u0131\u015f\u0131 sapmas\u0131 ve ba\u015far\u0131s\u0131z olan kontrollerle birlikte emir ba\u015f\u0131na bir sat\u0131r.<\/figcaption><\/figure>\n

    \u015e\u00fcpheli emirler kehribar, anomaliler ise k\u0131rm\u0131z\u0131 renkle vurgulan\u0131r; b\u00f6ylece k\u00f6t\u00fc ge\u00e7en bir oturum ilk bak\u0131\u015fta g\u00f6ze \u00e7arpar. Filtreler listeyi strateji, d\u00f6nem veya bilete g\u00f6re daraltman\u0131z\u0131 sa\u011flar; Export CSV<\/strong> ise ham verileri verir. Bir emre t\u0131klad\u0131\u011f\u0131n\u0131zda Execution Report<\/strong> a\u00e7\u0131l\u0131r: sonu\u00e7, emrin her iki baca\u011f\u0131, tek sat\u0131rl\u0131k a\u00e7\u0131klamas\u0131yla birlikte ba\u015far\u0131s\u0131z olan her kontrol ve ger\u00e7ekle\u015fme an\u0131 \u00e7evresindeki al\u0131\u015f, sat\u0131\u015f ve referans kotasyonlar\u0131n\u0131n grafi\u011fi.<\/p>\n

    9 tespit kontrol\u00fc<\/h2>\n

    Her kontrol\u00fcn sabit bir ad\u0131 ve kesin bir tan\u0131m\u0131 vard\u0131r; bu nedenle bir uyar\u0131 asla kara kutu de\u011fildir. Kritik kontroller bir emri anomali<\/strong> olarak, uyar\u0131lar ise \u015f\u00fcpheli<\/strong> olarak i\u015faretler.<\/p>\n

    \n\n\n\n\n\n\n\n\n\n\n\n\n\n
    Kontrol<\/th>\n\u00d6nem derecesi<\/th>\nNe zaman tetiklenir<\/th>\n<\/tr>\n<\/thead>\n
    Excessive slippage<\/td>\nKritik<\/td>\nA\u00e7\u0131l\u0131\u015fta veya kapan\u0131\u015fta aleyhinize olan kayma, “Max acceptable slippage” de\u011ferinizin \u00fczerindedir.<\/td>\n<\/tr>\n
    Off-market quote<\/td>\nKritik<\/td>\nGer\u00e7ekle\u015fme fiyat\u0131, talep ile ger\u00e7ekle\u015fme aras\u0131nda verilen t\u00fcm al\u0131\u015f ve sat\u0131\u015f kotasyonlar\u0131n\u0131n d\u0131\u015f\u0131ndayd\u0131; referans ak\u0131\u015f\u0131 kullan\u0131l\u0131yorsa, fiyat\u0131n orada da piyasa d\u0131\u015f\u0131nda olmas\u0131 gerekir.<\/td>\n<\/tr>\n
    Spread spike<\/td>\nKritik<\/td>\nGer\u00e7ekle\u015fme an\u0131ndaki spread, sembol\u00fcn ortalama spread’inin belirlenen kat\u0131ndan fazlayd\u0131 ve en az 1 puan daha geni\u015fti.<\/td>\n<\/tr>\n
    Phantom spike (SL\/TP)<\/td>\nKritik<\/td>\nKapan\u0131\u015ftan hemen \u00f6nce brokerin fiyat\u0131nda, referans ak\u0131\u015f\u0131nda g\u00f6r\u00fcnmeyen ters y\u00f6nl\u00fc bir s\u0131\u00e7rama olu\u015ftu. Bir stop emri, ger\u00e7ekte hi\u00e7 i\u015flem g\u00f6rmemi\u015f bir fiyatla bu \u015fekilde tetiklenir.<\/td>\n<\/tr>\n
    Slow execution<\/td>\nKritik<\/td>\nA\u00e7\u0131l\u0131\u015f veya kapan\u0131\u015f, “Max acceptable execution time” de\u011ferinizden uzun s\u00fcrd\u00fc.<\/td>\n<\/tr>\n
    Asymmetric slippage<\/td>\nUyar\u0131<\/td>\nStratejinin son 50 ger\u00e7ekle\u015fmesinde, kayma ya\u015fanan ger\u00e7ekle\u015fmelerin en az %65’i aleyhinize oldu; adil bir ger\u00e7ekle\u015fmede bu pek olas\u0131 de\u011fildir (binom testi, p < 0.05).<\/td>\n<\/tr>\n
    Quote freeze<\/td>\nUyar\u0131<\/td>\nReferans ak\u0131\u015f\u0131 fiyat \u00fcretmeye devam ederken, emir \u00e7evresinde donma limitinden daha uzun s\u00fcre kotasyon gelmedi.<\/td>\n<\/tr>\n
    Asymmetric latency<\/td>\nUyar\u0131<\/td>\nAyn\u0131 emrin bir taraf\u0131 di\u011ferinden \u00e7ok daha uzun s\u00fcrd\u00fc.<\/td>\n<\/tr>\n
    Requote \/ Order rejected & resent<\/td>\nUyar\u0131<\/td>\nBroker yeniden kotasyon verdi veya ayn\u0131 sembol ve y\u00f6ndeki bir emir, bu emirden k\u0131sa s\u00fcre \u00f6nce reddedildi.<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
    Anomali bir sinyaldir, kan\u0131t de\u011fildir.<\/strong> Bir uyar\u0131, ger\u00e7ekle\u015fmenin yukar\u0131daki tan\u0131mlara g\u00f6re anormal oldu\u011fu anlam\u0131na gelir. Brokerin herhangi bir kural\u0131 ihlal etti\u011fini kan\u0131tlamaz: a\u011f sorunlar\u0131, yo\u011fun bir sunucu veya h\u0131zl\u0131 bir piyasa da ayn\u0131 \u00f6r\u00fcnt\u00fcy\u00fc olu\u015fturabilir. \u00d6nemli olan \u00e7ok say\u0131da emir \u00fczerindeki \u00f6r\u00fcnt\u00fcd\u00fcr; mod\u00fcl ve Scorecard da tam olarak bunu g\u00f6sterir.<\/div>\n

    Uyar\u0131lar ve ger\u00e7ekle\u015fme \u00f6zetleri<\/h2>\n

    Alerts<\/strong> sekmesi her \u015feyi \u00f6zetler. Bir strateji i\u015flem yapmay\u0131 b\u0131rakt\u0131\u011f\u0131nda bir ger\u00e7ekle\u015fme \u00f6zeti<\/strong> al\u0131rs\u0131n\u0131z: analiz edilen emirler, ka\u00e7 tanesinin i\u015faretlendi\u011fi, 30 g\u00fcnl\u00fck medyan\u0131n\u0131za g\u00f6re medyan ger\u00e7ekle\u015fme s\u00fcresi, puan cinsinden aleyhinize olan net kayma ve bu gruptaki en s\u0131k tetiklenen kontrol. Alt\u0131ndaki uyar\u0131 ge\u00e7mi\u015fi ise a\u015fa\u011f\u0131daki gibi ger\u00e7ek zamanl\u0131 olaylar\u0131 kaydeder:<\/p>\n