{"id":15430,"date":"2026-10-23T20:36:16","date_gmt":"2026-10-23T20:36:16","guid":{"rendered":"https:\/\/bjftradinggroup.com\/?p=15430"},"modified":"2026-10-23T20:49:09","modified_gmt":"2026-10-23T20:49:09","slug":"arbitrage-adaptive-exits-slippage-factor","status":"publish","type":"post","link":"https:\/\/bjftradinggroup.com\/vi\/arbitrage-adaptive-exits-slippage-factor\/","title":{"rendered":"Tho\u00e1t l\u1ec7nh th\u00edch \u1ee9ng cho giao d\u1ecbch arbitrage: Diff Excess Factor, Slippage Factor v\u00e0 Critical Slippage"},"content":{"rendered":"

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\nBJF TRADING GROUP \u00b7 SHARPTRADER \u00b7 THO\u00c1T L\u1ec6NH ARBITRAGE<\/span><\/p>\n

Tho\u00e1t l\u1ec7nh th\u00edch \u1ee9ng cho giao d\u1ecbch arbitrage: Diff Excess Factor, Slippage Factor v\u00e0 Critical Slippage<\/span><\/h2>\n

Tr\u01b0\u1edbc \u0111\u00e2y, m\u1ecdi giao d\u1ecbch arbitrage trong SharpTrader \u0111\u1ec1u c\u00f3 c\u00f9ng m\u1ed9t c\u00e1ch tho\u00e1t l\u1ec7nh: c\u00f9ng Min profit, c\u00f9ng Trailing step, c\u00f9ng Stop loss. M\u1ed9t giao d\u1ecbch m\u1edf tr\u00ean ch\u00eanh l\u1ec7ch gi\u00e1 l\u1edbn v\u1edbi kh\u1edbp l\u1ec7nh ho\u00e0n h\u1ea3o \u0111\u01b0\u1ee3c qu\u1ea3n l\u00fd y h\u1ec7t nh\u01b0 giao d\u1ecbch m\u00e0 slippage \u0111\u00e3 \u0103n m\u1ea5t ph\u1ea7n l\u1edbn ch\u00eanh l\u1ec7ch. Ba thi\u1ebft l\u1eadp c\u00f4ng c\u1ee5 m\u1edbi thay \u0111\u1ed5i \u0111i\u1ec1u \u0111\u00f3. Gi\u1edd \u0111\u00e2y m\u1ed7i giao d\u1ecbch c\u00f3 m\u1ee9c tho\u00e1t l\u1ec7nh ri\u00eang, d\u1ef1a tr\u00ean \u0111\u1ed9 m\u1ea1nh c\u1ee7a t\u00edn hi\u1ec7u v\u00e0 ch\u1ea5t l\u01b0\u1ee3ng kh\u1edbp l\u1ec7nh. H\u01b0\u1edbng d\u1eabn n\u00e0y gi\u1ea3i th\u00edch c\u00e1ch t\u1eebng tham s\u1ed1 ho\u1ea1t \u0111\u1ed9ng, tr\u00ecnh b\u00e0y v\u00ed d\u1ee5 t\u00ednh to\u00e1n tr\u00ean XAUUSD v\u00e0 \u0111\u01b0a ra gi\u00e1 tr\u1ecb kh\u1edfi \u0111\u1ea7u \u0111\u1ec3 t\u1ed1i \u01b0u h\u00f3a.<\/p>\n<\/div>\n

\nTrong h\u01b0\u1edbng d\u1eabn n\u00e0y<\/strong><\/p>\n
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  1. C\u00e2u tr\u1ea3 l\u1eddi ng\u1eafn g\u1ecdn<\/a><\/li>\n
  2. V\u00ec sao m\u1ed9t c\u00e1ch tho\u00e1t l\u1ec7nh cho m\u1ecdi giao d\u1ecbch l\u00e0 s\u1ef1 th\u1ecfa hi\u1ec7p<\/a><\/li>\n
  3. T\u00ecm c\u00e1c tham s\u1ed1 \u1edf \u0111\u00e2u<\/a><\/li>\n
  4. C\u00e1c tham s\u1ed1 so s\u00e1nh v\u1edbi m\u1ed1c n\u00e0o<\/a><\/li>\n
  5. Diff excess factor %: th\u00eam d\u01b0 \u0111\u1ecba cho t\u00edn hi\u1ec7u m\u1ea1nh<\/a><\/li>\n
  6. Slippage factor %: ch\u1ed1t l\u1ee3i nhu\u1eadn s\u1edbm h\u01a1n sau kh\u1edbp l\u1ec7nh x\u1ea5u<\/a><\/li>\n
  7. Critical slippage %: stop ch\u1eb7t khi ch\u00eanh l\u1ec7ch \u0111\u00e3 m\u1ea5t<\/a><\/li>\n
  8. V\u00ed d\u1ee5 t\u00ednh to\u00e1n: ba giao d\u1ecbch XAUUSD<\/a><\/li>\n
  9. Gi\u00e1 tr\u1ecb kh\u1edfi \u0111\u1ea7u khuy\u1ebfn ngh\u1ecb<\/a><\/li>\n
  10. C\u00e1ch tinh ch\u1ec9nh t\u1eebng b\u01b0\u1edbc<\/a><\/li>\n
  11. \u0110i\u1ec1u c\u1ea7n bi\u1ebft<\/a><\/li>\n
  12. Video: t\u1ef1 x\u00e2y d\u1ef1ng template c\u1ee7a b\u1ea1n<\/a><\/li>\n
  13. C\u00e2u h\u1ecfi th\u01b0\u1eddng g\u1eb7p<\/a><\/li>\n<\/ol>\n<\/div>\n

    C\u00e2u tr\u1ea3 l\u1eddi ng\u1eafn g\u1ecdn<\/h2>\n

    C\u00e2u tr\u1ea3 l\u1eddi ng\u1eafn g\u1ecdn:<\/strong> Diff excess factor %<\/strong> cho c\u00e1c giao d\u1ecbch m\u1edf tr\u00ean t\u00edn hi\u1ec7u m\u1ea1nh th\u00eam d\u01b0 \u0111\u1ecba \u0111\u1ec3 ch\u1ea1y. Slippage factor %<\/strong> b\u1ea3o to\u00e0n l\u1ee3i nhu\u1eadn s\u1edbm h\u01a1n khi gi\u00e1 kh\u1edbp k\u00e9m h\u01a1n gi\u00e1 y\u00eau c\u1ea7u. Critical slippage %<\/strong> \u0111\u1eb7t stop ch\u1eb7t h\u01a1n nhi\u1ec1u cho giao d\u1ecbch c\u00f3 gi\u00e1 kh\u1edbp t\u1ec7 \u0111\u1ebfn m\u1ee9c c\u01a1 h\u1ed9i arbitrage g\u1ea7n nh\u01b0 kh\u00f4ng c\u00f2n. C\u1ea3 ba \u0111\u1ec1u t\u1eaft theo m\u1eb7c \u0111\u1ecbnh (0), n\u00ean kh\u00f4ng c\u00f3 g\u00ec thay \u0111\u1ed5i cho \u0111\u1ebfn khi b\u1ea1n thi\u1ebft l\u1eadp ch\u00fang. C\u00e1ch chi\u1ebfn l\u01b0\u1ee3c trailing v\u00e0 ch\u1ed1t l\u1ee3i nhu\u1eadn v\u1eabn gi\u1eef nguy\u00ean; ch\u1ec9 nh\u1eefng con s\u1ed1 n\u00f3 d\u00f9ng cho t\u1eebng giao d\u1ecbch l\u00e0 thay \u0111\u1ed5i.<\/p>\n

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    Diff excess factor %<\/span>T\u00edn hi\u1ec7u m\u1ea1nh = th\u00eam d\u01b0 \u0111\u1ecba<\/span>T\u0103ng Min profit v\u00e0 Trailing step theo m\u1ed9t ph\u1ea7n m\u1ee9c t\u00edn hi\u1ec7u v\u01b0\u1ee3t qu\u00e1 ng\u01b0\u1ee1ng.<\/span><\/div>\n
    Slippage factor %<\/span>Kh\u1edbp l\u1ec7nh x\u1ea5u = ch\u1ed1t s\u1edbm h\u01a1n<\/span>Gi\u1ea3m Min profit v\u00e0 Trailing step theo m\u1ed9t ph\u1ea7n slippage m\u00e0 l\u1ec7nh kh\u1edbp ph\u1ea3i ch\u1ecbu.<\/span><\/div>\n
    Critical slippage %<\/span>M\u1ea5t ch\u00eanh l\u1ec7ch = stop ch\u1eb7t<\/span>Thay stop loss b\u1eb1ng m\u1ed9t stop ch\u1eb7t h\u01a1n nhi\u1ec1u d\u1ef1a tr\u00ean spread c\u1ee7a broker.<\/span><\/div>\n<\/div>\n

    V\u00ec sao m\u1ed9t c\u00e1ch tho\u00e1t l\u1ec7nh cho m\u1ecdi giao d\u1ecbch l\u00e0 s\u1ef1 th\u1ecfa hi\u1ec7p<\/h2>\n

    Trong arbitrage \u0111\u1ed9 tr\u1ec5<\/a>, giao d\u1ecbch \u0111\u01b0\u1ee3c m\u1edf v\u00ec ngu\u1ed3n gi\u00e1 nhanh hi\u1ec3n th\u1ecb m\u1ed9t m\u1ee9c gi\u00e1 m\u00e0 broker ch\u1eadm ch\u01b0a \u0111\u1ea1t t\u1edbi. L\u1ee3i nhu\u1eadn ti\u1ec1m n\u0103ng ph\u1ee5 thu\u1ed9c v\u00e0o hai y\u1ebfu t\u1ed1 kh\u00e1c nhau \u1edf m\u1ed7i giao d\u1ecbch: ch\u00eanh l\u1ec7ch gi\u00e1 l\u1edbn \u0111\u1ebfn \u0111\u00e2u khi t\u00edn hi\u1ec7u xu\u1ea5t hi\u1ec7n, v\u00e0 bao nhi\u00eau ph\u1ea7n ch\u00eanh l\u1ec7ch \u0111\u00f3 b\u1ecb m\u1ea5t do slippage tr\u01b0\u1edbc khi l\u1ec7nh \u0111\u01b0\u1ee3c kh\u1edbp.<\/p>\n

    Thi\u1ebft l\u1eadp tho\u00e1t l\u1ec7nh c\u1ed1 \u0111\u1ecbnh b\u1ecf qua c\u1ea3 hai y\u1ebfu t\u1ed1 n\u00e0y. M\u1ed9t t\u00edn hi\u1ec7u m\u1ea1nh b\u1ecb trailing ch\u1eb7t nh\u01b0 t\u00edn hi\u1ec7u y\u1ebfu v\u00e0 th\u01b0\u1eddng b\u1ecb \u0111\u00f3ng tr\u01b0\u1edbc khi gi\u00e1 k\u1ecbp b\u1eaft k\u1ecbp ho\u00e0n to\u00e0n. M\u1ed9t giao d\u1ecbch kh\u1edbp k\u00e9m c\u1ee9 ch\u1edd m\u1ee5c ti\u00eau l\u1ee3i nhu\u1eadn m\u00e0 n\u00f3 kh\u00f4ng c\u00f2n \u0111\u1ea1t \u0111\u01b0\u1ee3c n\u1eefa. V\u00e0 m\u1ed9t giao d\u1ecbch kh\u1edbp sau khi broker \u0111\u00e3 b\u1eaft k\u1ecbp gi\u00e1 l\u1ea1i \u0111\u01b0\u1ee3c b\u1ea3o v\u1ec7 b\u1eb1ng c\u00f9ng m\u1ee9c stop loss r\u1ed9ng nh\u01b0 giao d\u1ecbch c\u00f3 l\u1ee3i th\u1ebf th\u1ef1c s\u1ef1, d\u00f9 ph\u1ea7n c\u00f2n l\u1ea1i ch\u1ec9 l\u00e0 bi\u1ebfn \u0111\u1ed9ng gi\u00e1 ng\u1eabu nhi\u00ean. Ba tham s\u1ed1 m\u1edbi cho ph\u00e9p m\u1ed7i giao d\u1ecbch c\u00f3 m\u1ee9c tho\u00e1t l\u1ec7nh ri\u00eang cho \u0111\u00fang ba tr\u01b0\u1eddng h\u1ee3p n\u00e0y.<\/p>\n

    N\u1ebfu slippage c\u00f2n m\u1edbi v\u1edbi b\u1ea1n, h\u01b0\u1edbng d\u1eabn c\u1ee7a ch\u00fang t\u00f4i v\u1ec1 \u0111o l\u01b0\u1eddng v\u00e0 gi\u1ea3m slippage forex<\/a> gi\u1ea3i th\u00edch ngu\u1ed3n g\u1ed1c c\u1ee7a n\u00f3 v\u00e0 c\u00e1ch \u0111\u1ecdc n\u00f3 trong c\u00e1c l\u1ec7nh kh\u1edbp c\u1ee7a ch\u00ednh b\u1ea1n.<\/p>\n

    T\u00ecm c\u00e1c tham s\u1ed1 \u1edf \u0111\u00e2u<\/h2>\n

    C\u00e1c thi\u1ebft l\u1eadp \u0111\u01b0\u1ee3c \u0111\u1eb7t theo t\u1eebng c\u00f4ng c\u1ee5, trong b\u1ed1n nh\u00f3m chi\u1ebfn l\u01b0\u1ee3c. M\u1ed7i tham s\u1ed1 c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c \u0111\u01b0a v\u00e0o t\u1ed1i \u01b0u h\u00f3a nh\u01b0 m\u1ecdi tham s\u1ed1 c\u00f4ng c\u1ee5 kh\u00e1c.<\/p>\n

    \n\n\n\n\n\n\n\n\n
    Chi\u1ebfn l\u01b0\u1ee3c<\/th>\nN\u01a1i thi\u1ebft l\u1eadp<\/th>\n\u00c1p d\u1ee5ng cho giao d\u1ecbch n\u00e0o<\/th>\n<\/tr>\n<\/thead>\n
    OneLeg<\/td>\nL\u01b0\u1edbi Instruments, sau “Cooldown (ms)”. Ch\u1ec9 hi\u1ec3n th\u1ecb v\u00e0 ho\u1ea1t \u0111\u1ed9ng v\u1edbi gi\u1ea5y ph\u00e9p Advanced optimization.<\/td>\nM\u1ecdi giao d\u1ecbch m\u00e0 chi\u1ebfn l\u01b0\u1ee3c m\u1edf<\/td>\n<\/tr>\n
    Lock, LockCL, LockCL2, LockCL3<\/td>\nL\u01b0\u1edbi Instruments, g\u1ea7n cu\u1ed1i, sau “Min pips”<\/td>\nV\u1ecb th\u1ebf ch\u01b0a ph\u00f2ng h\u1ed9 do t\u00edn hi\u1ec7u arbitrage t\u1ea1o ra, tr\u00ean b\u1ea5t k\u1ef3 broker n\u00e0o<\/td>\n<\/tr>\n
    PhantomDrift<\/td>\nL\u01b0\u1edbi Instruments, c\u00f9ng v\u1ecb tr\u00ed nh\u01b0 trong Lock<\/td>\nCh\u1ec9 v\u1ecb th\u1ebf arbitrage; l\u1ec7nh martingale gi\u1eef stop ri\u00eang c\u1ee7a ch\u00fang<\/td>\n<\/tr>\n
    Umbra Lock<\/td>\n“Edit…” c\u1ee7a c\u00f4ng c\u1ee5 > Extra settings > “Protective stops of the unlocked leg”<\/td>\nCh\u00e2n l\u1ec7nh c\u00f2n l\u1ea1i ch\u01b0a kh\u00f3a sau khi tho\u00e1t arbitrage<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
    \"L\u01b0\u1edbi
    L\u01b0\u1edbi c\u00f4ng c\u1ee5 LockCL2: ba c\u1ed9t m\u1edbi (\u0111\u01b0\u1ee3c \u0111\u00e1nh d\u1ea5u) n\u1eb1m sau Min pips, Reverse factor %, Min move, Trend interval v\u00e0 Cooldown. C\u1ea3 ba m\u1eb7c \u0111\u1ecbnh b\u1eb1ng 0.<\/figcaption><\/figure>\n

    V\u1edbi c\u00e1c chi\u1ebfn l\u01b0\u1ee3c lock arbitrage<\/a>, Phantom Drift<\/a> v\u00e0 Umbra Lock<\/a>, c\u00e1c tham s\u1ed1 ch\u1ec9 t\u00e1c \u0111\u1ed9ng l\u00ean v\u1ecb th\u1ebf mang r\u1ee7i ro arbitrage. Ch\u00e2n l\u1ec7nh \u0111\u00e3 kh\u00f3a, l\u1ec7nh martingale v\u00e0 c\u00e1c v\u1ecb th\u1ebf kh\u00e1c v\u1eabn d\u00f9ng thi\u1ebft l\u1eadp th\u00f4ng th\u01b0\u1eddng c\u1ee7a b\u1ea1n.<\/p>\n

    C\u00e1c tham s\u1ed1 so s\u00e1nh v\u1edbi m\u1ed1c n\u00e0o<\/h2>\n

    C\u1ea3 ba tham s\u1ed1 so s\u00e1nh giao d\u1ecbch v\u1edbi ng\u01b0\u1ee1ng t\u00edn hi\u1ec7u m\u00e0 chi\u1ebfn l\u01b0\u1ee3c \u0111ang d\u00f9ng:<\/p>\n