{"id":13320,"date":"2026-06-22T19:46:52","date_gmt":"2026-06-22T19:46:52","guid":{"rendered":"https:\/\/bjftradinggroup.com\/?p=13320"},"modified":"2026-09-25T16:16:46","modified_gmt":"2026-09-25T16:16:46","slug":"latency-arbitrage-optimization-live-test","status":"publish","type":"post","link":"https:\/\/bjftradinggroup.com\/vi\/latency-arbitrage-optimization-live-test\/","title":{"rendered":"C\u00f9ng m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c, hai t\u00e0i kho\u1ea3n: arbitrage \u0111\u1ed9 tr\u1ec5 t\u1ed1i \u01b0u h\u00f3a v\u00e0 m\u1eb7c \u0111\u1ecbnh tr\u00ean XAUUSD"},"content":{"rendered":"

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BJF TRADING GROUP \u00b7 SHARPTRADER OPTIMIZER<\/span><\/p>\n

C\u00f9ng m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c, hai t\u00e0i kho\u1ea3n: tham s\u1ed1 arbitrage \u0111\u1ed9 tr\u1ec5 \u0111\u01b0\u1ee3c t\u1ed1i \u01b0u h\u00f3a th\u1ef1c s\u1ef1 thay \u0111\u1ed5i \u0111i\u1ec1u g\u00ec tr\u00ean XAUUSD<\/span><\/h2>\n

Ch\u00fang t\u00f4i ch\u1ea1y c\u00f9ng m\u1ed9t logic arbitrage \u0111\u1ed9 tr\u1ec5 tr\u00ean hai t\u00e0i kho\u1ea3n th\u1ef1c c\u00f9ng l\u00fac, c\u00f9ng kh\u1ed1i l\u01b0\u1ee3ng 0.1 lot, c\u00f9ng c\u1eb7p v\u00e0ng, c\u00f9ng s\u1ed1 d\u01b0 ban \u0111\u1ea7u. M\u1ed9t t\u00e0i kho\u1ea3n d\u00f9ng tham s\u1ed1 \u0111\u01b0\u1ee3c tinh ch\u1ec9nh trong SharpTrader Optimizer<\/strong>. T\u00e0i kho\u1ea3n c\u00f2n l\u1ea1i ch\u1ea1y tham s\u1ed1 m\u1eb7c \u0111\u1ecbnh. Qua kho\u1ea3ng 5.700 giao d\u1ecbch, t\u00e0i kho\u1ea3n \u0111\u01b0\u1ee3c t\u1ed1i \u01b0u h\u00f3a kh\u00f4ng ch\u1ec9 ki\u1ebfm \u0111\u01b0\u1ee3c nhi\u1ec1u h\u01a1n. N\u00f3 gi\u1ea3m m\u1ee9c l\u1ed7 trung b\u00ecnh hai ph\u1ea7n ba v\u00e0 t\u0103ng g\u1ea5p \u0111\u00f4i profit factor. D\u01b0\u1edbi \u0111\u00e2y l\u00e0 ph\u00e2n t\u00edch \u0111\u1ea7y \u0111\u1ee7.<\/p>\n

C\u00f4ng c\u1ee5:<\/strong> XAUUSD
\nTh\u1eddi gian:<\/strong> 19\u201322\/6\/2026
\nKh\u1ed1i l\u01b0\u1ee3ng lot:<\/strong> 0.1 (c\u1ed1 \u0111\u1ecbnh)
\nS\u1ed1 d\u01b0 ban \u0111\u1ea7u:<\/strong> $5,000 m\u1ed7i t\u00e0i kho\u1ea3n<\/div>\n<\/div>\n


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Tr\u1ea3 l\u1eddi ng\u1eafn g\u1ecdn:<\/strong> Vi\u1ec7c t\u1ed1i \u01b0u h\u00f3a tham s\u1ed1 arbitrage \u0111\u1ed9 tr\u1ec5 kh\u00f4ng nh\u1eb1m theo \u0111u\u1ed5i l\u1ee3i nhu\u1eadn l\u1edbn h\u01a1n tr\u00ean m\u1ed7i giao d\u1ecbch. N\u00f3 thu nh\u1ecf chi ph\u00ed c\u1ee7a c\u00e1c giao d\u1ecbch thua l\u1ed7. M\u1ee9c l\u1ed7 trung b\u00ecnh c\u1ee7a t\u00e0i kho\u1ea3n t\u1ed1i \u01b0u gi\u1ea3m t\u1eeb \u2212$6.20 xu\u1ed1ng \u2212$2.04<\/strong>, giao d\u1ecbch thua l\u1ed7 trung b\u00ecnh gi\u1ea3m t\u1eeb \u22126.2 pip xu\u1ed1ng \u22122.0 pip<\/strong>, v\u00e0 profit factor t\u0103ng t\u1eeb 5.41 l\u00ean 11.3<\/strong>. K\u1ebft qu\u1ea3 r\u00f2ng trong \u0111\u1ee3t th\u1eed nghi\u1ec7m: $14,576 so v\u1edbi $11,041<\/strong> l\u1ee3i nhu\u1eadn \u0111\u00e3 \u0111\u00f3ng tr\u00ean s\u1ed1 v\u1ed1n $5,000, v\u1edbi m\u1ee9c s\u1ee5t gi\u1ea3m t\u1ed1i \u0111a th\u1ea5p h\u01a1n.<\/p>\n<\/div>\n


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K\u1ebft qu\u1ea3 trong m\u1ed9t d\u00f2ng<\/h2>\n

C\u1ea3 hai t\u00e0i kho\u1ea3n b\u1eaft \u0111\u1ea7u v\u1edbi $5,000 v\u00e0 giao d\u1ecbch c\u00f9ng m\u1ed9t logic v\u00e0o l\u1ec7nh arbitrage \u0111\u1ed9 tr\u1ec5 tr\u00ean v\u00e0ng. Kh\u00e1c bi\u1ec7t duy nh\u1ea5t l\u00e0 b\u1ed9 tham s\u1ed1: m\u1ed9t b\u1ed9 l\u1ea5y t\u1eeb l\u01b0\u1edbi t\u1ed1i \u01b0u h\u00f3a trong SharpTrader Optimizer, b\u1ed9 kia d\u00f9ng m\u1eb7c \u0111\u1ecbnh g\u1ed1c. \u0110\u00e2y l\u00e0 ch\u00eanh l\u1ec7ch ch\u00ednh.<\/p>\n

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+$14,576<\/span>R\u00f2ng t\u1ed1i \u01b0u<\/span><\/div>\n
+$11,041<\/span>R\u00f2ng m\u1eb7c \u0111\u1ecbnh<\/span><\/div>\n
11.3<\/span>PF t\u1ed1i \u01b0u<\/span><\/div>\n
5.41<\/span>PF m\u1eb7c \u0111\u1ecbnh<\/span><\/div>\n<\/div>\n

Ch\u00eanh l\u1ec7ch l\u1ee3i nhu\u1eadn l\u00e0 c\u00f3 th\u1eadt, nh\u01b0ng \u0111\u00f3 l\u00e0 con s\u1ed1 \u00edt th\u00fa v\u1ecb nh\u1ea5t tr\u00ean trang. T\u1ed5ng l\u1ee3i nhu\u1eadn r\u00f2ng cao h\u01a1n 32% qua ba phi\u00ean c\u00f3 th\u1ec3 ch\u1ec9 l\u00e0 nhi\u1ec5u. \u0110i\u1ec1u kh\u00f4ng ph\u1ea3i nhi\u1ec5u l\u00e0 c\u00e1ch<\/em> t\u00e0i kho\u1ea3n t\u1ed1i \u01b0u \u0111\u1ea1t \u0111\u01b0\u1ee3c k\u1ebft qu\u1ea3 \u0111\u00f3, v\u00e0 \u0111\u00f3 l\u00e0 ph\u1ea7n \u0111\u00e1ng \u0111\u1ecdc.<\/p>\n


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Hai \u0111\u01b0\u1eddng v\u1ed1n, \u0111\u1eb7t c\u1ea1nh nhau<\/h2>\n

V\u1ebd theo ti\u1ebfn \u0111\u1ed9 th\u1eed nghi\u1ec7m (0 \u0111\u1ebfn 100% s\u1ed1 giao d\u1ecbch \u0111\u00e3 \u0111\u00f3ng), c\u1ea3 hai \u0111\u01b0\u1eddng \u0111\u1ec1u t\u0103ng \u0111\u1ec1u \u0111\u1eb7n, \u0111\u00fang nh\u01b0 k\u1ef3 v\u1ecdng t\u1eeb m\u1ed9t l\u1ee3i th\u1ebf arbitrage ho\u1ea1t \u0111\u1ed9ng t\u1ed1t. \u0110\u01b0\u1eddng t\u1ed1i \u01b0u d\u1ea7n v\u01b0\u1ee3t l\u00ean v\u00e0 k\u1ebft th\u00fac cao h\u01a1n, v\u1edbi \u00edt l\u1ea7n s\u1ee5t h\u01a1n v\u00e0 c\u00e1c l\u1ea7n s\u1ee5t n\u00f4ng h\u01a1n.<\/p>\n


\n\"So<\/p>\n

V\u1ed1n theo giao d\u1ecbch \u0111\u00e3 \u0111\u00f3ng t\u1eeb m\u1ee9c $5,000, chu\u1ea9n h\u00f3a theo ti\u1ebfn \u0111\u1ed9 th\u1eed nghi\u1ec7m \u0111\u1ec3 hai s\u1ed1 l\u01b0\u1ee3ng giao d\u1ecbch (3,588 v\u00e0 2,149) kh\u1edbp nhau khi so s\u00e1nh.<\/p>\n<\/div>\n


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S\u1ed1 li\u1ec7u \u0111\u1ea7y \u0111\u1ee7<\/h2>\n

\u0110\u1ecdc b\u1ea3ng n\u00e0y t\u1eeb tr\u00ean xu\u1ed1ng. C\u00e2u chuy\u1ec7n kh\u00f4ng n\u1eb1m \u1edf d\u00f2ng l\u1ee3i nhu\u1eadn. N\u00f3 n\u1eb1m \u1edf c\u00e1c d\u00f2ng thua l\u1ed7.<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Ch\u1ec9 s\u1ed1<\/th>\nT\u1ed1i \u01b0u<\/th>\nM\u1eb7c \u0111\u1ecbnh<\/th>\n<\/tr>\n<\/thead>\n
S\u1ed1 v\u1ecb th\u1ebf \u0111\u00e3 \u0111\u00f3ng<\/td>\n3,588<\/td>\n2,149<\/td>\n<\/tr>\n
L\u1ee3i nhu\u1eadn r\u00f2ng \u0111\u00e3 \u0111\u00f3ng<\/td>\n+$14,576<\/td>\n+$11,041<\/td>\n<\/tr>\n
T\u1ef7 l\u1ec7 th\u1eafng<\/td>\n79.4%<\/td>\n81.2%<\/td>\n<\/tr>\n
Profit factor<\/td>\n11.3<\/td>\n5.41<\/td>\n<\/tr>\n
L\u00e3i trung b\u00ecnh<\/td>\n+$5.61<\/td>\n+$7.76<\/td>\n<\/tr>\n
L\u1ed7 trung b\u00ecnh<\/td>\n\u2212$2.04<\/td>\n\u2212$6.20<\/td>\n<\/tr>\n
Giao d\u1ecbch thua l\u1ed7 trung b\u00ecnh (pip)<\/td>\n\u22122.0<\/td>\n\u22126.2<\/td>\n<\/tr>\n
S\u1ee5t gi\u1ea3m t\u1ed1i \u0111a<\/td>\n0.42%<\/td>\n0.62%<\/td>\n<\/tr>\n
S\u1ed1 l\u1ea7n thua li\u00ean ti\u1ebfp t\u1ed1i \u0111a<\/td>\n4<\/td>\n5<\/td>\n<\/tr>\n
\u0110\u1ed9 l\u1ec7ch chu\u1ea9n l\u1ee3i nhu\u1eadn r\u00f2ng m\u1ed7i giao d\u1ecbch<\/td>\n$5.83<\/td>\n$7.12<\/td>\n<\/tr>\n
Th\u1eddi gian giao d\u1ecbch trung b\u00ecnh<\/td>\n1.4 gi\u00e2y<\/td>\n3.7 gi\u00e2y<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n
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Ph\u1ea7n ng\u01b0\u1ee3c v\u1edbi tr\u1ef1c gi\u00e1c<\/h3>\n

T\u00e0i kho\u1ea3n t\u1ed1i \u01b0u c\u00f3 t\u1ef7 l\u1ec7 th\u1eafng th\u1ea5p h\u01a1n<\/strong> (79.4% so v\u1edbi 81.2%) v\u00e0 m\u1ee9c l\u00e3i trung b\u00ecnh nh\u1ecf h\u01a1n<\/strong> ($5.61 so v\u1edbi $7.76). Tr\u00ean m\u1ed9t b\u1ea3ng \u0111i\u1ec3m \u0111\u01a1n gi\u1ea3n, n\u00f3 tr\u00f4ng t\u1ec7 h\u01a1n. V\u1eady m\u00e0 n\u00f3 ki\u1ebfm \u0111\u01b0\u1ee3c nhi\u1ec1u ti\u1ec1n h\u01a1n v\u1edbi r\u1ee7i ro th\u1ea5p h\u01a1n. V\u00ec sao? V\u00ec c\u00e1c l\u1ec7nh thua c\u1ee7a n\u00f3 r\u1ebb h\u01a1n ba l\u1ea7n. Trong arbitrage \u0111\u1ed9 tr\u1ec5, l\u1ee3i th\u1ebf tr\u00ean m\u1ed7i giao d\u1ecbch r\u1ea5t nh\u1ecf v\u00e0 k\u1ebb th\u00f9 c\u1ee7a b\u1ea1n l\u00e0 l\u1ec7nh kh\u1edbp x\u1ea5u. Thu h\u1eb9p ph\u1ea7n \u0111u\u00f4i thua l\u1ed7 v\u00e0 m\u1ecdi th\u1ee9 ph\u00eda sau \u0111\u1ec1u c\u1ea3i thi\u1ec7n.<\/p>\n<\/div>\n


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V\u00ec sao ph\u1ea7n \u0111u\u00f4i thua l\u1ed7 l\u00e0 y\u1ebfu t\u1ed1 quy\u1ebft \u0111\u1ecbnh trong arbitrage \u0111\u1ed9 tr\u1ec5<\/h2>\n

M\u1ed9t t\u00edn hi\u1ec7u arbitrage \u0111\u1ed9 tr\u1ec5 ch\u1ec9 t\u1ed3n t\u1ea1i trong v\u00e0i mili gi\u00e2y. B\u1ea1n h\u00e0nh \u0111\u1ed9ng d\u1ef1a tr\u00ean m\u1ee9c gi\u00e1 m\u00e0 m\u1ed9t s\u00e0n \u0111\u00e3 chuy\u1ec3n t\u1edbi v\u00e0 s\u00e0n kh\u00e1c ch\u01b0a k\u1ecbp b\u1eaft k\u1ecbp. Khi l\u1ec7nh kh\u1edbp g\u1ecdn, b\u1ea1n thu v\u1ec1 v\u00e0i pip. Khi l\u1ec7nh kh\u1edbp mu\u1ed9n, m\u1ee9c gi\u00e1 b\u1ea1n mu\u1ed1n \u0111\u00e3 bi\u1ebfn m\u1ea5t v\u00e0 b\u1ea1n \u0111ang gi\u1eef ph\u00eda sai c\u1ee7a m\u1ed9t bi\u1ebfn \u0111\u1ed9ng \u0111\u00e3 x\u1ea3y ra. \u0110\u00f3 l\u00e0 l\u1ec7nh v\u00e0o b\u1ecb tr\u01b0\u1ee3t gi\u00e1, v\u00e0 l\u1ec7nh v\u00e0o b\u1ecb tr\u01b0\u1ee3t gi\u00e1 ch\u00ednh l\u00e0 n\u01a1i ti\u1ec1n b\u1ecb r\u00f2 r\u1ec9.<\/p>\n

H\u00e3y nh\u00ecn giao d\u1ecbch thua l\u1ed7 trung b\u00ecnh c\u1ee7a t\u00e0i kho\u1ea3n m\u1eb7c \u0111\u1ecbnh: \u22126.2 pip<\/strong>. \u0110\u00f3 kh\u00f4ng ph\u1ea3i l\u00e0 chi\u1ebfn l\u01b0\u1ee3c \u0111o\u00e1n sai h\u01b0\u1edbng. T\u1ef7 l\u1ec7 th\u1eafng ch\u1ee9ng minh vi\u1ec7c \u0111\u1ecdc h\u01b0\u1edbng l\u00e0 \u1ed5n, 81% giao d\u1ecbch th\u1eafng. Con s\u1ed1 \u22126.2 pip l\u00e0 chi ph\u00ed kh\u1edbp l\u1ec7nh: kho\u1ea3ng c\u00e1ch gi\u1eefa m\u1ee9c gi\u00e1 t\u00edn hi\u1ec7u k\u00edch ho\u1ea1t v\u00e0 m\u1ee9c gi\u00e1 t\u00e0i kho\u1ea3n th\u1ef1c s\u1ef1 nh\u1eadn \u0111\u01b0\u1ee3c, c\u1ed9ng v\u1edbi spread bi\u1ebfn \u0111\u1ed5i ph\u1ea3i tr\u1ea3 khi \u0111i qua s\u1ed5 l\u1ec7nh. T\u00e0i kho\u1ea3n t\u1ed1i \u01b0u ch\u1ec9 m\u1ea5t \u22122.0 pip<\/strong> cho c\u00f9ng lo\u1ea1i giao d\u1ecbch thua l\u1ed7. C\u00f9ng l\u1ee3i th\u1ebf, ch\u1ec9 m\u1ed9t ph\u1ea7n ba m\u1ee9c r\u00f2 r\u1ec9.<\/p>\n

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“T\u1ed1i \u01b0u h\u00f3a” \u1edf \u0111\u00e2y c\u00f3 ngh\u0129a l\u00e0 g\u00ec<\/h3>\n
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  • Ng\u00e2n s\u00e1ch \u0111\u1ed9 tr\u1ec5 v\u00e0o l\u1ec7nh ch\u1eb7t h\u01a1n.<\/strong> B\u1ed9 tham s\u1ed1 t\u1ed1i \u01b0u ch\u1ec9 h\u00e0nh \u0111\u1ed9ng khi th\u1eddi gian kh\u1edbp l\u1ec7nh kh\u1ee9 h\u1ed3i \u0111\u01b0\u1ee3c m\u00f4 h\u00ecnh h\u00f3a n\u1eb1m trong kho\u1ea3ng m\u00e0 c\u01a1 h\u1ed9i arbitrage v\u1eabn c\u00f2n. T\u00edn hi\u1ec7u c\u0169 b\u1ecb b\u1ecf qua thay v\u00ec v\u00e0o l\u1ec7nh mu\u1ed9n.<\/li>\n
  • K\u00edch ho\u1ea1t c\u00f3 t\u00ednh \u0111\u1ebfn spread.<\/strong> L\u1ec7nh v\u00e0o \u0111\u01b0\u1ee3c l\u1ecdc theo spread bi\u1ebfn \u0111\u1ed5i th\u1ef1c t\u1ebf, kh\u00f4ng theo gi\u1ea3 \u0111\u1ecbnh c\u1ed1 \u0111\u1ecbnh, n\u00ean t\u00e0i kho\u1ea3n kh\u00f4ng c\u00f2n ph\u1ea3i tr\u1ea3 ph\u00ed \u0111i qua s\u1ed5 l\u1ec7nh \u0111ang t\u1ea1m th\u1eddi gi\u00e3n r\u1ed9ng.<\/li>\n
  • X\u1eed l\u00fd tho\u00e1t l\u1ec7nh nhanh h\u01a1n.<\/strong> Th\u1eddi gian giao d\u1ecbch trung b\u00ecnh gi\u1ea3m t\u1eeb 3.7 xu\u1ed1ng 1.4 gi\u00e2y. V\u1ecb th\u1ebf \u0111\u01b0\u1ee3c \u0111\u00f3ng khi s\u1ef1 l\u1ec7ch gi\u00e1 v\u1eabn c\u00f2n c\u00f3 l\u1ee3i cho b\u1ea1n thay v\u00ec gi\u1eef l\u00e2u h\u01a1n m\u1ed9t nh\u1ecbp.<\/li>\n
  • Ch\u1ecdn l\u1ecdc h\u01a1n, kh\u00f4ng ph\u1ea3i m\u1ea1nh tay h\u01a1n.<\/strong> T\u00e0i kho\u1ea3n t\u1ed1i \u01b0u th\u1ef1c hi\u1ec7n nhi\u1ec1u giao d\u1ecbch h\u01a1n t\u1ed5ng th\u1ec3, nh\u01b0ng m\u1ed7i giao d\u1ecbch \u0111\u1ec1u v\u01b0\u1ee3t qua ng\u01b0\u1ee1ng ch\u1ea5t l\u01b0\u1ee3ng kh\u1edbp l\u1ec7nh kh\u1eaft khe h\u01a1n. S\u1ed1 l\u01b0\u1ee3ng t\u0103ng v\u00ec t\u00edn hi\u1ec7u r\u1ebb, s\u1ea1ch c\u00f3 r\u1ea5t nhi\u1ec1u khi b\u1ea1n ng\u1eebng nh\u1eadn nh\u1eefng t\u00edn hi\u1ec7u \u0111\u1eaft \u0111\u1ecf.<\/li>\n<\/ul>\n<\/div>\n


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    C\u00e1ch th\u1ef1c hi\u1ec7n th\u1eed nghi\u1ec7m<\/h2>\n
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    Thi\u1ebft k\u1ebf:<\/strong> hai t\u00e0i kho\u1ea3n th\u1ef1c, ch\u1ea1y song song trong c\u00f9ng c\u00e1c phi\u00ean th\u1ecb tr\u01b0\u1eddng \u0111\u1ec3 c\u1ea3 hai th\u1ea5y c\u00f9ng di\u1ec5n bi\u1ebfn gi\u00e1 v\u00e0 c\u00f9ng \u0111i\u1ec1u ki\u1ec7n thanh kho\u1ea3n.<\/p>\n

    Bi\u1ebfn s\u1ed1 \u0111\u01b0\u1ee3c ki\u1ec3m so\u00e1t:<\/strong> c\u00f9ng c\u00f4ng c\u1ee5 (XAUUSD), c\u00f9ng kh\u1ed1i l\u01b0\u1ee3ng lot c\u1ed1 \u0111\u1ecbnh (0.1), c\u00f9ng s\u1ed1 d\u01b0 ban \u0111\u1ea7u ($5,000), c\u00f9ng \u0111i\u1ec1u ki\u1ec7n broker, c\u00f9ng logic l\u00f5i arbitrage \u0111\u1ed9 tr\u1ec5.<\/p>\n

    Bi\u1ebfn s\u1ed1 duy nh\u1ea5t thay \u0111\u1ed5i:<\/strong> b\u1ed9 tham s\u1ed1. T\u00e0i kho\u1ea3n A d\u00f9ng c\u00e1c gi\u00e1 tr\u1ecb \u0111\u01b0\u1ee3c ch\u1ecdn t\u1eeb l\u01b0\u1edbi tham s\u1ed1 trong SharpTrader Optimizer. T\u00e0i kho\u1ea3n B d\u00f9ng m\u1eb7c \u0111\u1ecbnh g\u1ed1c.<\/p>\n

    Kho\u1ea3ng th\u1eddi gian:<\/strong> 19 \u0111\u1ebfn 22\/6\/2026. 3,588 v\u1ecb th\u1ebf \u0111\u00e3 \u0111\u00f3ng tr\u00ean t\u00e0i kho\u1ea3n t\u1ed1i \u01b0u, 2,149 tr\u00ean t\u00e0i kho\u1ea3n m\u1eb7c \u0111\u1ecbnh.<\/p>\n<\/div>\n

    Ch\u1ea1y c\u1ea3 hai t\u00e0i kho\u1ea3n c\u00f9ng l\u00fac l\u00e0 \u0111i\u1ec1u khi\u1ebfn ph\u00e9p so s\u00e1nh c\u00f4ng b\u1eb1ng. N\u1ebfu b\u1ea1n t\u1ed1i \u01b0u v\u00e0o th\u1ee9 Hai v\u00e0 ch\u1ea1y m\u1eb7c \u0111\u1ecbnh v\u00e0o th\u1ee9 Ba, m\u1ecdi kh\u00e1c bi\u1ec7t c\u00f3 th\u1ec3 ch\u1ec9 l\u00e0 do th\u1ee9 Hai kh\u00e1c th\u1ee9 Ba. Khi ch\u1ea1y song song, th\u1ecb tr\u01b0\u1eddng l\u00e0 h\u1eb1ng s\u1ed1 v\u00e0 tham s\u1ed1 l\u00e0 th\u1ee9 duy nh\u1ea5t c\u00f3 th\u1ec3 gi\u1ea3i th\u00edch ch\u00eanh l\u1ec7ch.<\/p>\n


    \n
    \n<\/p>\n

    Optimizer \u0111\u00e3 t\u00ecm ra c\u00e1c tham s\u1ed1 n\u00e0y nh\u01b0 th\u1ebf n\u00e0o<\/h2>\n

    C\u00e1c tham s\u1ed1 kh\u00f4ng \u0111\u1ebfn t\u1eeb ph\u1ecfng \u0111o\u00e1n hay t\u1eeb vi\u1ec7c kh\u1edbp \u0111\u01b0\u1eddng cong (curve-fitting) \u0111\u1ec3 c\u00f3 m\u1ed9t \u0111\u01b0\u1eddng v\u1ed1n \u0111\u1eb9p. Ch\u00fang \u0111\u1ebfn t\u1eeb t\u00ecm ki\u1ebfm l\u01b0\u1edbi trong SharpTrader Optimizer, c\u00f4ng c\u1ee5 \u0111\u01b0\u1ee3c x\u00e2y d\u1ef1ng \u0111\u1ec3 ch\u1ea5m \u0111i\u1ec3m c\u00e1c chi\u1ebfn l\u01b0\u1ee3c nh\u1ea1y v\u1edbi kh\u1edbp l\u1ec7nh theo \u0111\u00fang c\u00e1ch th\u1ecb tr\u01b0\u1eddng th\u1ef1c \u0111\u1ed1i x\u1eed v\u1edbi ch\u00fang. B\u1ed1n y\u1ebfu t\u1ed1 khi\u1ebfn vi\u1ec7c t\u00ecm ki\u1ebfm \u0111\u00f3 \u0111\u00e1ng tin c\u1eady cho m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c \u0111\u1ed9 tr\u1ec5:<\/p>\n

    \n
    \n
    01<\/div>\n

    D\u1eef li\u1ec7u tick th\u1ef1c<\/h3>\n

    Vi\u1ec7c t\u00ecm ki\u1ebfm ch\u1ea1y tr\u00ean lu\u1ed3ng tick l\u1ecbch s\u1eed th\u1ef1c t\u1ebf, kh\u00f4ng ph\u1ea3i tr\u00ean d\u1eef li\u1ec7u n\u1ebfn x\u1ea5p x\u1ec9. V\u1edbi m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c t\u1ed3n t\u1ea1i trong ph\u1ea1m vi l\u1ec7ch gi\u00e1 c\u1ee7a m\u1ed9t tick duy nh\u1ea5t, d\u1eef li\u1ec7u n\u1ebfn che gi\u1ea5u ch\u00ednh th\u1ee9 b\u1ea1n \u0111ang c\u1ed1 n\u1eafm b\u1eaft.<\/p>\n<\/div>\n

    \n
    02<\/div>\n

    M\u00f4 h\u00ecnh h\u00f3a th\u1eddi gian kh\u1edbp l\u1ec7nh<\/h3>\n

    B\u1ea1n \u0111\u1eb7t \u0111\u1ed9 tr\u1ec5 kh\u1edbp l\u1ec7nh th\u1ef1c t\u1ebf t\u00ednh b\u1eb1ng mili gi\u00e2y v\u00e0 optimizer cho th\u1ea5y n\u00f3 thay \u0111\u1ed5i k\u1ebft qu\u1ea3 th\u1ebf n\u00e0o. C\u00e1c c\u00f4ng c\u1ee5 backtest ti\u00eau chu\u1ea9n gi\u1ea3 \u0111\u1ecbnh l\u1ec7nh kh\u1edbp v\u1edbi \u0111\u1ed9 tr\u1ec5 b\u1eb1ng kh\u00f4ng, v\u00e0 \u0111\u00f3 ch\u00ednh l\u00e0 gi\u1ea3 \u0111\u1ecbnh khi\u1ebfn chi\u1ebfn l\u01b0\u1ee3c \u0111\u1ed9 tr\u1ec5 tr\u00f4ng t\u1ed1t h\u01a1n tr\u00ean gi\u1ea5y so v\u1edbi th\u1ef1c t\u1ebf.<\/p>\n<\/div>\n

    \n
    03<\/div>\n

    Spread bi\u1ebfn \u0111\u1ed5i theo t\u1eebng tick<\/h3>\n

    Spread l\u1ecbch s\u1eed \u0111\u01b0\u1ee3c \u00e1p d\u1ee5ng theo t\u1eebng tick, kh\u00f4ng ph\u1ea3i theo m\u1eb7c \u0111\u1ecbnh c\u1ed1 \u0111\u1ecbnh c\u1ee7a broker. L\u1ec7nh v\u00e0o v\u00e0 l\u1ec7nh tho\u00e1t \u0111\u1ec1u b\u1ecb t\u00ednh spread th\u1ef1c s\u1ef1 t\u1ed3n t\u1ea1i t\u1ea1i th\u1eddi \u0111i\u1ec3m \u0111\u00f3, n\u00ean ch\u00eanh l\u1ec7ch \u22126.2 so v\u1edbi \u22122.0 pip hi\u1ec7n ra ngay trong ki\u1ec3m th\u1eed tr\u01b0\u1edbc khi g\u00e2y thi\u1ec7t h\u1ea1i khi giao d\u1ecbch th\u1ef1c.<\/p>\n<\/div>\n

    \n
    04<\/div>\n

    Tr\u01b0\u1ee3t gi\u00e1 \u1edf c\u1ea3 hai ch\u00e2n<\/h3>\n

    M\u1edf v\u00e0 \u0111\u00f3ng l\u1ec7nh \u0111\u01b0\u1ee3c m\u00f4 h\u00ecnh h\u00f3a tr\u01b0\u1ee3t gi\u00e1 \u0111\u1ed9c l\u1eadp. M\u1ed9t chi\u1ebfn l\u01b0\u1ee3c \u0111\u1ed9 tr\u1ec5 c\u00f3 th\u1ec3 b\u1ecb tr\u01b0\u1ee3t gi\u00e1 khi v\u00e0o ho\u1eb7c khi ra, v\u00e0 optimizer t\u00ednh gi\u00e1 c\u1ea3 hai, thay v\u00ec gi\u1ea3 \u0111\u1ecbnh l\u1ec7nh tho\u00e1t l\u00e0 mi\u1ec5n ph\u00ed.<\/p>\n<\/div>\n<\/div>\n

    Ngo\u00e0i ra, l\u01b0\u1edbi t\u00ecm ki\u1ebfm ch\u1ea1y tr\u00ean t\u1ea5t c\u1ea3 c\u00e1c l\u00f5i CPU v\u1edbi m\u1ee9c s\u1eed d\u1ee5ng cao, n\u00ean m\u1ed9t \u0111\u1ee3t t\u00ecm ki\u1ebfm tr\u00ean h\u01a1n 100.000 t\u1ed5 h\u1ee3p tham s\u1ed1 ho\u00e0n t\u1ea5t trong v\u00e0i gi\u1edd thay v\u00ec v\u00e0i ng\u00e0y, v\u00e0 b\u1ea3n \u0111\u1ed3 nhi\u1ec7t hi\u1ec7u su\u1ea5t 24 gi\u1edd cho th\u1ea5y gi\u1edd giao d\u1ecbch n\u00e0o th\u1ef1c s\u1ef1 mang l\u1ea1i l\u1ee3i th\u1ebf tr\u00ean v\u00e0ng. C\u00e1c tham s\u1ed1 trong th\u1eed nghi\u1ec7m n\u00e0y \u0111\u01a1n gi\u1ea3n l\u00e0 b\u1ed9 c\u00f3 \u0111i\u1ec3m cao nh\u1ea5t khi th\u1eddi gian kh\u1edbp l\u1ec7nh, spread bi\u1ebfn \u0111\u1ed5i v\u00e0 tr\u01b0\u1ee3t gi\u00e1 hai ch\u00e2n \u0111\u1ec1u \u0111\u01b0\u1ee3c t\u00ednh m\u1ed9t c\u00e1ch trung th\u1ef1c.<\/p>\n


    \n
    \n<\/p>\n

    B\u00e0i h\u1ecdc n\u1ebfu b\u1ea1n giao d\u1ecbch arbitrage \u0111\u1ed9 tr\u1ec5<\/h2>\n
      \n
    • Ng\u1eebng t\u1ed1i \u01b0u h\u00f3a cho t\u1ef7 l\u1ec7 th\u1eafng.<\/strong> T\u00e0i kho\u1ea3n tr\u00f4ng t\u1ec7 h\u01a1n v\u1ec1 t\u1ef7 l\u1ec7 th\u1eafng l\u1ea1i ki\u1ebfm \u0111\u01b0\u1ee3c nhi\u1ec1u ti\u1ec1n h\u01a1n. Thay v\u00e0o \u0111\u00f3, h\u00e3y t\u1ed1i \u01b0u cho profit factor v\u00e0 m\u1ee9c l\u1ed7 trung b\u00ecnh.<\/li>\n
    • Thua l\u1ed7 c\u1ee7a b\u1ea1n l\u00e0 ch\u1ec9 s\u1ed1 kh\u1edbp l\u1ec7nh, kh\u00f4ng ph\u1ea3i ch\u1ec9 s\u1ed1 h\u01b0\u1edbng.<\/strong> Khi 80% giao d\u1ecbch th\u1eafng, m\u1ee9c l\u1ed7 trung b\u00ecnh \u22126 pip \u0111ang n\u00f3i v\u1edbi b\u1ea1n v\u1ec1 l\u1ec7nh kh\u1edbp v\u00e0 spread, kh\u00f4ng ph\u1ea3i v\u1ec1 t\u00edn hi\u1ec7u. H\u00e3y kh\u1eafc ph\u1ee5c \u1edf t\u1ea7ng kh\u1edbp l\u1ec7nh.<\/li>\n
    • M\u1eb7c \u0111\u1ecbnh l\u00e0 \u0111i\u1ec3m kh\u1edfi \u0111\u1ea7u, kh\u00f4ng bao gi\u1edd l\u00e0 \u0111\u00edch \u0111\u1ebfn.<\/strong> B\u1ed9 m\u1eb7c \u0111\u1ecbnh c\u00f3 l\u00e3i. Nh\u01b0ng n\u00f3 c\u0169ng b\u1ecf l\u1ee1 kho\u1ea3ng m\u1ed9t ph\u1ea7n ba l\u1ee3i nhu\u1eadn r\u00f2ng v\u00e0 ch\u1ecbu m\u1ee9c s\u1ee5t gi\u1ea3m l\u1edbn h\u01a1n \u0111\u1ec3 \u0111\u1ea1t \u0111\u01b0\u1ee3c \u0111i\u1ec1u \u0111\u00f3.<\/li>\n
    • Ki\u1ec3m th\u1eed v\u1edbi \u0111\u1ed9 tr\u1ec5 v\u00e0 spread bi\u1ebfn \u0111\u1ed5i \u0111\u01b0\u1ee3c b\u1eadt.<\/strong> B\u1ea5t k\u1ef3 backtest n\u00e0o gi\u1ea3 \u0111\u1ecbnh l\u1ec7nh kh\u1edbp \u0111\u1ed9 tr\u1ec5 b\u1eb1ng kh\u00f4ng v\u00e0 spread c\u1ed1 \u0111\u1ecbnh \u0111\u1ec1u s\u1ebd ph\u00f3ng \u0111\u1ea1i chi\u1ebfn l\u01b0\u1ee3c \u0111\u1ed9 tr\u1ec5 v\u00e0 che gi\u1ea5u ch\u00ednh tham s\u1ed1 quan tr\u1ecdng nh\u1ea5t.<\/li>\n<\/ul>\n


      \n
      \n<\/p>\n

      C\u00e2u h\u1ecfi th\u01b0\u1eddng g\u1eb7p<\/h2>\n
      \n
      Profit factor cao h\u01a1n c\u00f3 ph\u1ea3i ch\u1ec9 v\u00ec \u00edt giao d\u1ecbch h\u01a1n?<\/div>\n
      \n

      Kh\u00f4ng. Trong th\u1eed nghi\u1ec7m n\u00e0y, t\u00e0i kho\u1ea3n t\u1ed1i \u01b0u th\u1ef1c hi\u1ec7n nhi\u1ec1u<\/strong> giao d\u1ecbch h\u01a1n (3,588 so v\u1edbi 2,149) v\u00e0 v\u1eabn c\u00f3 profit factor cao h\u01a1n (11.3 so v\u1edbi 5.41). S\u1ef1 c\u1ea3i thi\u1ec7n \u0111\u1ebfn t\u1eeb c\u00e1c giao d\u1ecbch thua l\u1ed7 r\u1ebb h\u01a1n, kh\u00f4ng ph\u1ea3i t\u1eeb vi\u1ec7c giao d\u1ecbch \u00edt h\u01a1n.<\/p>\n<\/div>\n

      V\u00ec sao t\u00e0i kho\u1ea3n t\u1ed1i \u01b0u c\u00f3 t\u1ef7 l\u1ec7 th\u1eafng th\u1ea5p h\u01a1n nh\u01b0ng l\u1ee3i nhu\u1eadn cao h\u01a1n?<\/div>\n
      \n

      V\u00ec l\u1ee3i nhu\u1eadn b\u1eb1ng t\u1ef7 l\u1ec7 th\u1eafng nh\u00e2n v\u1edbi l\u00e3i trung b\u00ecnh, tr\u1eeb \u0111i t\u1ef7 l\u1ec7 thua nh\u00e2n v\u1edbi l\u1ed7 trung b\u00ecnh. Vi\u1ec7c gi\u1ea3m l\u1ed7 trung b\u00ecnh t\u1eeb \u2212$6.20 xu\u1ed1ng \u2212$2.04 c\u00f3 t\u00e1c \u0111\u1ed9ng l\u1edbn h\u01a1n t\u1ef7 l\u1ec7 th\u1eafng th\u1ea5p h\u01a1n m\u1ed9t ch\u00fat v\u00e0 m\u1ee9c l\u00e3i trung b\u00ecnh nh\u1ecf h\u01a1n. V\u1ec1 m\u1eb7t to\u00e1n h\u1ecdc, ki\u1ec3m so\u00e1t thua l\u1ed7 \u0111\u01b0\u1ee3c th\u01b0\u1edfng nhi\u1ec1u h\u01a1n t\u1ef7 l\u1ec7 tr\u00fang cao.<\/p>\n<\/div>\n

      Th\u1eed nghi\u1ec7m ba ng\u00e0y c\u00f3 \u0111\u1ee7 d\u00e0i \u0111\u1ec3 ch\u1ee9ng minh \u0111i\u1ec1u g\u00ec kh\u00f4ng?<\/div>\n
      \n

      Ba ng\u00e0y l\u00e0 ng\u1eafn \u0111\u1ec3 \u0111\u00e1nh gi\u00e1 l\u1ee3i nhu\u1eadn tuy\u1ec7t \u0111\u1ed1i, \u0111\u00f3 l\u00e0 l\u00fd do ch\u00fang t\u00f4i \u0111\u1eb7t c\u00e1c ch\u1ec9 s\u1ed1 c\u1ea5u tr\u00fac l\u00ean tr\u01b0\u1edbc, kh\u00f4ng ph\u1ea3i t\u1ed5ng s\u1ed1 ti\u1ec1n. Qua kho\u1ea3ng 5.700 giao d\u1ecbch, kh\u00e1c bi\u1ec7t v\u1ec1 l\u1ed7 trung b\u00ecnh, profit factor v\u00e0 chi ph\u00ed pip tr\u00ean m\u1ed7i giao d\u1ecbch thua l\u1ed7 \u1ed5n \u0111\u1ecbnh h\u01a1n nhi\u1ec1u so v\u1edbi con s\u1ed1 l\u1ee3i nhu\u1eadn r\u00f2ng t\u1ed5ng. Ch\u00eanh l\u1ec7ch ti\u1ec1n c\u00f3 th\u1ec3 thu h\u1eb9p. Ch\u00eanh l\u1ec7ch \u1edf ph\u1ea7n \u0111u\u00f4i thua l\u1ed7 l\u00e0 \u0111\u1eb7c t\u00ednh c\u1ee7a b\u1ed9 tham s\u1ed1.<\/p>\n<\/div>\n

      C\u00e1ch ti\u1ebfp c\u1eadn n\u00e0y c\u00f3 hi\u1ec7u qu\u1ea3 v\u1edbi c\u00e1c c\u1eb7p kh\u00e1c ngo\u00e0i v\u00e0ng kh\u00f4ng?<\/div>\n
      \n

      Ph\u01b0\u01a1ng ph\u00e1p c\u00f3 th\u1ec3 \u00e1p d\u1ee5ng, nh\u01b0ng tham s\u1ed1 th\u00ec kh\u00f4ng. M\u1ed7i c\u00f4ng c\u1ee5 c\u00f3 h\u00e0nh vi spread, \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng v\u00e0 h\u1ed3 s\u01a1 kh\u1edbp l\u1ec7nh ri\u00eang, n\u00ean c\u1ea7n ch\u1ea1y l\u1ea1i t\u00ecm ki\u1ebfm l\u01b0\u1edbi cho t\u1eebng c\u00f4ng c\u1ee5. V\u00e0ng \u0111\u01b0\u1ee3c ch\u1ecdn \u1edf \u0111\u00e2y v\u00ec h\u00e0nh vi spread v\u00e0 tick c\u1ee7a n\u00f3 gi\u00fap d\u1ec5 th\u1ea5y chi ph\u00ed kh\u1edbp l\u1ec7nh.<\/p>\n<\/div>\n

      Ch\u00ednh x\u00e1c th\u00ec nh\u1eefng g\u00ec \u0111\u00e3 \u0111\u01b0\u1ee3c t\u1ed1i \u01b0u h\u00f3a?<\/div>\n
      \n

      C\u00e1c ng\u01b0\u1ee1ng \u0111\u1ed9 tr\u1ec5 v\u00e0 spread d\u00f9ng \u0111\u1ec3 l\u1ecdc l\u1ec7nh v\u00e0o v\u00e0 l\u1ec7nh tho\u00e1t, \u0111\u01b0\u1ee3c tinh ch\u1ec9nh tr\u00ean l\u01b0\u1edbi tham s\u1ed1 ch\u1ea5m \u0111i\u1ec3m b\u1eb1ng d\u1eef li\u1ec7u tick th\u1ef1c, th\u1eddi gian kh\u1edbp l\u1ec7nh \u0111\u01b0\u1ee3c m\u00f4 h\u00ecnh h\u00f3a, spread bi\u1ebfn \u0111\u1ed5i theo t\u1eebng tick v\u00e0 tr\u01b0\u1ee3t gi\u00e1 hai ch\u00e2n. Logic chi\u1ebfn l\u01b0\u1ee3c l\u00f5i gi\u1ed1ng h\u1ec7t nhau tr\u00ean c\u1ea3 hai t\u00e0i kho\u1ea3n.<\/p>\n<\/div>\n<\/div>\n


      \n
      \n<\/p>\n

      \n

      \u0110\u0103ng k\u00fd nh\u1eadn nghi\u00ean c\u1ee9u giao d\u1ecbch c\u1ee7a BJF<\/h3>\n

      C\u00e1c nghi\u00ean c\u1ee9u m\u1edbi v\u1ec1 kh\u1edbp l\u1ec7nh, h\u01b0\u1edbng d\u1eabn s\u1eed d\u1ee5ng optimizer v\u00e0 th\u00f4ng tin ph\u00e1t h\u00e0nh s\u1ea3n ph\u1ea9m \u2013 g\u1eedi \u0111\u1ebfn b\u1ea1n ngay khi ch\u00fang t\u00f4i xu\u1ea5t b\u1ea3n.<\/p>\n

      <\/div>