{"id":15733,"date":"2026-10-31T20:42:04","date_gmt":"2026-10-31T20:42:04","guid":{"rendered":"https:\/\/bjftradinggroup.com\/?p=15733"},"modified":"2026-10-31T20:42:04","modified_gmt":"2026-10-31T20:42:04","slug":"forex-tick-data-backtesting","status":"publish","type":"post","link":"https:\/\/bjftradinggroup.com\/vi\/forex-tick-data-backtesting\/","title":{"rendered":"D\u1eef li\u1ec7u tick forex cho backtest: Ngu\u1ed3n d\u1eef li\u1ec7u, ki\u1ec3m tra ch\u1ea5t l\u01b0\u1ee3ng v\u00e0 nh\u1eefng c\u1ea1m b\u1eaby"},"content":{"rendered":"<p><\/p>\n<div class=\"ftd-page\">\n<div class=\"ftd-hero\">\n<span class=\"ftd-hero-tag\">BJF TRADING GROUP \u00b7 BACKTEST FOREX<\/span><\/p>\n<h2>D\u1eef li\u1ec7u tick forex cho backtest: <span class=\"ftd-gold\">Ngu\u1ed3n d\u1eef li\u1ec7u, ki\u1ec3m tra ch\u1ea5t l\u01b0\u1ee3ng v\u00e0 nh\u1eefng c\u1ea1m b\u1eaby<\/span><\/h2>\n<p class=\"ftd-hero-sub\">M\u1ed9t b\u1ea3n backtest ch\u1ec9 trung th\u1ef1c \u0111\u1ebfn m\u1ee9c d\u1eef li\u1ec7u gi\u00e1 m\u00e0 b\u1ea1n \u0111\u01b0a v\u00e0o. V\u1edbi scalping, arbitrage v\u00e0 m\u1ecdi chi\u1ebfn l\u01b0\u1ee3c ho\u1ea1t \u0111\u1ed9ng trong ph\u1ea1m vi v\u00e0i pip, n\u1ebfn m\u1ed9t ph\u00fat l\u00e0 kh\u00f4ng \u0111\u1ee7: b\u1ea1n c\u1ea7n chu\u1ed7i b\u00e1o gi\u00e1 bid v\u00e0 ask th\u1ef1c t\u1ebf. H\u01b0\u1edbng d\u1eabn n\u00e0y gi\u1ea3i th\u00edch d\u1eef li\u1ec7u tick forex \u0111\u1ebfn t\u1eeb \u0111\u00e2u, v\u00ec sao hai b\u1ed9 d\u1eef li\u1ec7u cho c\u00f9ng m\u1ed9t c\u1eb7p ti\u1ec1n kh\u00f4ng bao gi\u1edd kh\u1edbp nhau, c\u1ea7n ch\u1ea1y nh\u1eefng b\u01b0\u1edbc ki\u1ec3m tra ch\u1ea5t l\u01b0\u1ee3ng n\u00e0o tr\u01b0\u1edbc khi tin v\u00e0o k\u1ebft qu\u1ea3, v\u00e0 c\u00e1ch bi\u1ebfn tick th\u00f4 th\u00e0nh m\u1ed9t b\u00e0i ki\u1ec3m tra g\u1ea7n gi\u1ed1ng giao d\u1ecbch th\u1ef1c.<\/p>\n<\/div>\n<div class=\"ftd-toc\">\n<strong>N\u1ed9i dung h\u01b0\u1edbng d\u1eabn<\/strong><\/p>\n<ol>\n<li><a href=\"#ftd-what\">D\u1eef li\u1ec7u tick forex l\u00e0 g\u00ec<\/a><\/li>\n<li><a href=\"#ftd-bars\">D\u1eef li\u1ec7u tick v\u00e0 d\u1eef li\u1ec7u n\u1ebfn: n\u1ed9i suy che gi\u1ea5u \u0111i\u1ec1u g\u00ec<\/a><\/li>\n<li><a href=\"#ftd-sources\">D\u1eef li\u1ec7u tick forex \u0111\u1ebfn t\u1eeb \u0111\u00e2u<\/a><\/li>\n<li><a href=\"#ftd-feeds\">Feed c\u1ee7a broker so v\u1edbi feed tham chi\u1ebfu<\/a><\/li>\n<li><a href=\"#ftd-time\">D\u1ea5u th\u1eddi gian, m\u00fai gi\u1edd v\u00e0 gi\u1edd m\u00f9a h\u00e8<\/a><\/li>\n<li><a href=\"#ftd-quality\">Ki\u1ec3m tra ch\u1ea5t l\u01b0\u1ee3ng tr\u01b0\u1edbc khi tin v\u00e0o b\u1ed9 d\u1eef li\u1ec7u<\/a><\/li>\n<li><a href=\"#ftd-steps\">T\u1eebng b\u01b0\u1edbc: chu\u1ea9n b\u1ecb d\u1eef li\u1ec7u tick cho backtest<\/a><\/li>\n<li><a href=\"#ftd-spread\">Spread bi\u1ebfn \u0111\u1ed9ng: chi ph\u00ed m\u00e0 spread c\u1ed1 \u0111\u1ecbnh che gi\u1ea5u<\/a><\/li>\n<li><a href=\"#ftd-impact\">Gi\u1ea3 \u0111\u1ecbnh v\u1ec1 d\u1eef li\u1ec7u thay \u0111\u1ed5i k\u1ebft qu\u1ea3 \u0111\u1ebfn m\u1ee9c n\u00e0o<\/a><\/li>\n<li><a href=\"#ftd-exec\">Tick l\u00e0 c\u1ea7n nh\u01b0ng ch\u01b0a \u0111\u1ee7: th\u1eddi gian kh\u1edbp l\u1ec7nh<\/a><\/li>\n<li><a href=\"#ftd-storage\">L\u01b0u tr\u1eef, \u0111\u1ecbnh d\u1ea1ng v\u00e0 x\u1eed l\u00fd<\/a><\/li>\n<li><a href=\"#ftd-pitfalls\">Nh\u1eefng c\u1ea1m b\u1eaby th\u01b0\u1eddng g\u1eb7p<\/a><\/li>\n<li><a href=\"#ftd-faq\">C\u00e2u h\u1ecfi th\u01b0\u1eddng g\u1eb7p<\/a><\/li>\n<\/ol>\n<\/div>\n<h2 id=\"ftd-what\">D\u1eef li\u1ec7u tick forex l\u00e0 g\u00ec<\/h2>\n<p class=\"ftd-answer\"><strong>Tr\u1ea3 l\u1eddi ng\u1eafn g\u1ecdn:<\/strong> d\u1eef li\u1ec7u tick forex l\u00e0 b\u1ea3n ghi m\u1ecdi thay \u0111\u1ed5i b\u00e1o gi\u00e1 c\u1ee7a m\u1ed9t c\u1eb7p ti\u1ec1n: d\u1ea5u th\u1eddi gian (th\u01b0\u1eddng t\u00ednh b\u1eb1ng mili gi\u00e2y), gi\u00e1 bid, gi\u00e1 ask v\u00e0 \u0111\u00f4i khi kh\u1ed1i l\u01b0\u1ee3ng ch\u00e0o gi\u00e1 \u1edf m\u1ed7i ph\u00eda. Kh\u00e1c v\u1edbi d\u1eef li\u1ec7u n\u1ebfn, v\u1ed1n ch\u1ec9 gi\u1eef gi\u00e1 m\u1edf c\u1eeda, cao nh\u1ea5t, th\u1ea5p nh\u1ea5t v\u00e0 \u0111\u00f3ng c\u1eeda c\u1ee7a m\u1ed7i kho\u1ea3ng th\u1eddi gian, d\u1eef li\u1ec7u tick b\u1ea3o to\u00e0n th\u1ee9 t\u1ef1, th\u1eddi \u0111i\u1ec3m v\u00e0 spread c\u1ee7a m\u1ecdi l\u1ea7n c\u1eadp nh\u1eadt gi\u00e1, v\u00e0 \u0111\u00f3 ch\u00ednh l\u00e0 th\u1ee9 m\u00e0 m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c ng\u1eafn h\u1ea1n th\u1ef1c s\u1ef1 giao d\u1ecbch.<\/p>\n<p>M\u1ed9t d\u00f2ng \u0111i\u1ec3n h\u00ecnh tr\u00f4ng nh\u01b0 sau:<\/p>\n<div class=\"ftd-code\">2026.10.14 08:00:00.137, 1.08512, 1.08519, 1.50, 2.25<\/div>\n<p>\u0110\u00f3 l\u00e0 th\u1eddi gian, gi\u00e1 bid, gi\u00e1 ask v\u00e0 kh\u1ed1i l\u01b0\u1ee3ng c\u00f3 s\u1eb5n \u1edf bid v\u00e0 ask (t\u00ednh b\u1eb1ng tri\u1ec7u, n\u1ebfu ngu\u1ed3n cung c\u1ea5p). Spread c\u1ee7a tick n\u00e0y l\u00e0 0.7 pip. M\u1ed9t gi\u00e2y sau c\u00f3 th\u1ec3 c\u00f3 th\u00eam n\u0103m d\u00f2ng, ho\u1eb7c kh\u00f4ng c\u00f3 d\u00f2ng n\u00e0o.<\/p>\n<p>C\u00f3 m\u1ed9t \u0111i\u1ec1u c\u1ea7n hi\u1ec3u tr\u01b0\u1edbc ti\u00ean: <strong>th\u1ecb tr\u01b0\u1eddng forex giao ngay kh\u00f4ng c\u00f3 b\u0103ng giao d\u1ecbch trung t\u00e2m<\/strong>. C\u1ed5 phi\u1ebfu v\u00e0 h\u1ee3p \u0111\u1ed3ng t\u01b0\u01a1ng lai c\u00f3 s\u00e0n giao d\u1ecbch c\u00f4ng b\u1ed1 chu\u1ed7i giao d\u1ecbch ch\u00ednh th\u1ee9c. Forex \u0111\u01b0\u1ee3c giao d\u1ecbch phi t\u1eadp trung gi\u1eefa nhi\u1ec1u ng\u00e2n h\u00e0ng, ECN v\u00e0 broker, v\u00e0 m\u1ed7i b\u00ean ph\u00e1t b\u00e1o gi\u00e1 ri\u00eang. V\u00ec v\u1eady, m\u1ecdi b\u1ed9 d\u1eef li\u1ec7u tick forex \u0111\u1ec1u l\u00e0 g\u00f3c nh\u00ecn th\u1ecb tr\u01b0\u1eddng c\u1ee7a m\u1ed9t n\u01a1i giao d\u1ecbch ho\u1eb7c m\u1ed9t nh\u00e0 t\u1ed5ng h\u1ee3p. Hai ngu\u1ed3n c\u00f3 th\u1ec3 ch\u00eanh nhau m\u1ed9t ph\u1ea7n nh\u1ecf c\u1ee7a pip v\u00e0 h\u00e0ng ch\u1ee5c mili gi\u00e2y t\u1ea1i c\u00f9ng m\u1ed9t th\u1eddi \u0111i\u1ec3m, v\u00e0 c\u1ea3 hai \u0111\u1ec1u c\u00f3 th\u1ec3 \u0111\u00fang v\u1edbi n\u01a1i giao d\u1ecbch c\u1ee7a ch\u00ednh m\u00ecnh.<\/p>\n<p>Th\u1ef1c t\u1ebf \u0111\u00f3 chi ph\u1ed1i ph\u1ea7n l\u1edbn h\u01b0\u1edbng d\u1eabn n\u00e0y. &#8220;D\u1eef li\u1ec7u tick n\u00e0y c\u00f3 ch\u00ednh x\u00e1c kh\u00f4ng?&#8221; l\u00e0 c\u00e2u h\u1ecfi sai. Nh\u1eefng c\u00e2u h\u1ecfi h\u1eefu \u00edch l\u00e0: ch\u00ednh x\u00e1c <em>v\u1edbi n\u01a1i kh\u1edbp l\u1ec7nh n\u00e0o<\/em>, \u0111\u01b0\u1ee3c ghi l\u1ea1i <em>nh\u01b0 th\u1ebf n\u00e0o<\/em>, v\u00e0 \u0111\u01b0\u1ee3c l\u00e0m s\u1ea1ch <em>nh\u01b0 th\u1ebf n\u00e0o<\/em>?<\/p>\n<h3>Tick b\u00e1o gi\u00e1 v\u00e0 tick giao d\u1ecbch<\/h3>\n<p>H\u1ea7u h\u1ebft b\u1ed9 d\u1eef li\u1ec7u forex l\u00e0 <strong>tick b\u00e1o gi\u00e1<\/strong>: c\u00e1c thay \u0111\u1ed5i c\u1ee7a gi\u00e1 bid t\u1ed1t nh\u1ea5t ho\u1eb7c gi\u00e1 ask t\u1ed1t nh\u1ea5t. Ch\u00fang kh\u00f4ng ph\u1ea3i l\u00e0 giao d\u1ecbch. M\u1ed9t b\u00e1o gi\u00e1 c\u00f3 th\u1ec3 thay \u0111\u1ed5i m\u01b0\u1eddi l\u1ea7n m\u00e0 kh\u00f4ng c\u00f3 m\u1ed9t giao d\u1ecbch n\u00e0o, v\u00e0 m\u1ed9t giao d\u1ecbch l\u1edbn c\u00f3 th\u1ec3 ho\u00e0n to\u00e0n kh\u00f4ng l\u00e0m thay \u0111\u1ed5i \u0111\u1ec9nh s\u1ed5 l\u1ec7nh. M\u1ed9t s\u1ed1 d\u1eef li\u1ec7u FX d\u1ef1a tr\u00ean h\u1ee3p \u0111\u1ed3ng t\u01b0\u01a1ng lai ho\u1eb7c giao d\u1ecbch tr\u00ean s\u00e0n c\u00f3 ch\u1ee9a <strong>tick giao d\u1ecbch<\/strong> (gi\u00e1 cu\u1ed1i v\u00e0 kh\u1ed1i l\u01b0\u1ee3ng), nh\u01b0ng \u0111\u1ec3 backtest forex giao ngay, b\u1ea1n c\u1ea7n b\u00e1o gi\u00e1 bid v\u00e0 ask, v\u00ec \u0111\u00f3 l\u00e0 m\u1ee9c gi\u00e1 m\u00e0 l\u1ec7nh c\u1ee7a b\u1ea1n s\u1ebd \u0111\u01b0\u1ee3c kh\u1edbp: mua \u1edf gi\u00e1 ask, b\u00e1n \u1edf gi\u00e1 bid.<\/p>\n<h2 id=\"ftd-bars\">D\u1eef li\u1ec7u tick v\u00e0 d\u1eef li\u1ec7u n\u1ebfn: n\u1ed9i suy che gi\u1ea5u \u0111i\u1ec1u g\u00ec<\/h2>\n<p>Nhi\u1ec1u c\u00f4ng c\u1ee5 backtest tuy\u00ean b\u1ed1 ki\u1ec3m tra tr\u00ean &#8220;m\u1ecdi tick&#8221; th\u1ef1c ra ho\u00e0n to\u00e0n kh\u00f4ng d\u00f9ng tick \u0111\u00e3 ghi l\u1ea1i. Ch\u00fang l\u1ea5y n\u1ebfn m\u1ed9t ph\u00fat v\u00e0 <strong>t\u1ea1o ra<\/strong> c\u00e1c tick t\u1ed5ng h\u1ee3p b\u00ean trong m\u1ed7i n\u1ebfn, th\u01b0\u1eddng l\u00e0 m\u1ed9t \u0111\u01b0\u1eddng \u0111i m\u01b0\u1ee3t t\u1eeb gi\u00e1 m\u1edf c\u1eeda \u0111\u1ebfn gi\u00e1 cao nh\u1ea5t v\u00e0 th\u1ea5p nh\u1ea5t r\u1ed3i \u0111\u1ebfn gi\u00e1 \u0111\u00f3ng c\u1eeda. K\u1ebft qu\u1ea3 tr\u00f4ng gi\u1ed1ng d\u1eef li\u1ec7u tick, nh\u01b0ng kh\u00f4ng ch\u1ee9a b\u1ea5t k\u1ef3 th\u00f4ng tin n\u00e0o m\u00e0 c\u00e2y n\u1ebfn ch\u01b0a c\u00f3 s\u1eb5n.<\/p>\n<figure class=\"ftd-figure\"><img decoding=\"async\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2026\/10\/interpolated-vs-recorded-ticks-forex-tick-data-backtesting-1760x800-1.webp\" alt=\"So s\u00e1nh tick forex \u0111\u01b0\u1ee3c ghi l\u1ea1i v\u1edbi tick t\u1ed5ng h\u1ee3p n\u1ed9i suy t\u1eeb m\u1ed9t n\u1ebfn OHLC m\u1ed9t ph\u00fat (minh h\u1ecda)\" width=\"1760\" height=\"800\" loading=\"lazy\"><figcaption>B\u00ean trong m\u1ed9t ph\u00fat: c\u00e1c tick bid \u0111\u01b0\u1ee3c ghi l\u1ea1i nh\u1ea3y, d\u1eebng v\u00e0 \u0111\u1ea3o chi\u1ec1u; c\u00e1c tick t\u1ea1o t\u1eeb OHLC c\u1ee7a n\u1ebfn \u0111i theo m\u1ed9t \u0111\u01b0\u1eddng m\u01b0\u1ee3t v\u00e0 t\u1ef1 b\u1ecba ra th\u1ee9 t\u1ef1 c\u1ee7a gi\u00e1 cao nh\u1ea5t v\u00e0 th\u1ea5p nh\u1ea5t. D\u1eef li\u1ec7u minh h\u1ecda.<\/figcaption><\/figure>\n<p>\u0110\u00e2y l\u00e0 l\u00fd do \u0111i\u1ec1u \u0111\u00f3 quan tr\u1ecdng. L\u1ea5y m\u1ed9t n\u1ebfn EUR\/USD m\u1ed9t ph\u00fat: m\u1edf c\u1eeda 1.08500, cao nh\u1ea5t 1.08540, th\u1ea5p nh\u1ea5t 1.08480, \u0111\u00f3ng c\u1eeda 1.08520. M\u1ed9t v\u1ecb th\u1ebf mua \u0111ang m\u1edf v\u1edbi ch\u1ed1t l\u1eddi t\u1ea1i 1.08530 v\u00e0 c\u1eaft l\u1ed7 t\u1ea1i 1.08485. C\u1ea3 hai m\u1ee9c \u0111\u1ec1u n\u1eb1m trong n\u1ebfn. Giao d\u1ecbch n\u00e0y th\u1eafng hay thua?<\/p>\n<ul class=\"ftd-checks\">\n<li><strong>N\u1ebfu gi\u00e1 th\u1ea5p nh\u1ea5t \u0111\u1ebfn tr\u01b0\u1edbc<\/strong>, l\u1ec7nh c\u1eaft l\u1ed7 kh\u1edbp t\u1ea1i 1.08485 v\u00e0 giao d\u1ecbch l\u1ed7 1.5 pip.<\/li>\n<li><strong>N\u1ebfu gi\u00e1 cao nh\u1ea5t \u0111\u1ebfn tr\u01b0\u1edbc<\/strong>, l\u1ec7nh ch\u1ed1t l\u1eddi kh\u1edbp t\u1ea1i 1.08530 v\u00e0 giao d\u1ecbch l\u00e3i 3 pip.<\/li>\n<\/ul>\n<p>C\u00e2y n\u1ebfn kh\u00f4ng th\u1ec3 cho b\u1ea1n bi\u1ebft. B\u1ed9 t\u1ea1o tick ch\u1ecdn m\u1ed9t th\u1ee9 t\u1ef1 (th\u01b0\u1eddng theo m\u1ed9t quy t\u1eafc c\u1ed1 \u0111\u1ecbnh, ch\u1eb3ng h\u1ea1n &#8220;n\u1ebfn t\u0103ng \u0111i xu\u1ed1ng gi\u00e1 th\u1ea5p nh\u1ea5t tr\u01b0\u1edbc&#8221;), v\u00e0 b\u1ea3n backtest b\u00e1o c\u00e1o m\u1ed9t k\u1ebft qu\u1ea3 \u0111\u1ea7y t\u1ef1 tin nh\u01b0ng m\u1ed9t ph\u1ea7n ch\u1ec9 l\u00e0 tung \u0111\u1ed3ng xu. V\u1edbi chi\u1ebfn l\u01b0\u1ee3c swing c\u00f3 m\u1ee5c ti\u00eau 100 pip, \u0111i\u1ec1u n\u00e0y hi\u1ebfm khi quan tr\u1ecdng. V\u1edbi chi\u1ebfn l\u01b0\u1ee3c c\u00f3 m\u1ee5c ti\u00eau v\u00e0 c\u1eaft l\u1ed7 n\u1eb1m trong v\u00e0i pip quanh \u0111i\u1ec3m v\u00e0o l\u1ec7nh, n\u00f3 quy\u1ebft \u0111\u1ecbnh m\u1ed9t t\u1ef7 l\u1ec7 l\u1edbn c\u00e1c giao d\u1ecbch.<\/p>\n<p>N\u1ed9i suy c\u00f2n x\u00f3a \u0111i ba th\u1ee9 m\u00e0 tick \u0111\u01b0\u1ee3c ghi l\u1ea1i v\u1eabn gi\u1eef:<\/p>\n<div class=\"ftd-table-wrap\">\n<table class=\"ftd-table\">\n<thead>\n<tr>\n<th>\u0110i\u1ec1u chi\u1ebfn l\u01b0\u1ee3c c\u1ea7n<\/th>\n<th>Tick \u0111\u01b0\u1ee3c ghi l\u1ea1i<\/th>\n<th>Tick t\u1ea1o t\u1eeb n\u1ebfn<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>Th\u1ee9 t\u1ef1 gi\u00e1 cao nh\u1ea5t v\u00e0 th\u1ea5p nh\u1ea5t trong m\u1ed9t ph\u00fat<\/td>\n<td>Ch\u00ednh x\u00e1c<\/td>\n<td>\u0110o\u00e1n theo quy t\u1eafc<\/td>\n<\/tr>\n<tr>\n<td>B\u01b0\u1edbc nh\u1ea3y gi\u00e1 (bi\u1ebfn \u0111\u1ed9ng 1.5 pip trong m\u1ed9t b\u00e1o gi\u00e1)<\/td>\n<td>C\u00f3<\/td>\n<td>B\u1ecb l\u00e0m m\u01b0\u1ee3t th\u00e0nh c\u00e1c b\u01b0\u1edbc nh\u1ecf<\/td>\n<\/tr>\n<tr>\n<td>Spread tr\u00ean m\u1ecdi b\u00e1o gi\u00e1<\/td>\n<td>C\u00f3 (bid v\u00e0 ask)<\/td>\n<td>Th\u01b0\u1eddng l\u00e0 m\u1ed9t spread c\u1ed1 \u0111\u1ecbnh ho\u1eb7c m\u1ed9t gi\u00e1 tr\u1ecb cho m\u1ed7i n\u1ebfn<\/td>\n<\/tr>\n<tr>\n<td>Kho\u1ea3ng th\u1eddi gian gi\u1eefa c\u00e1c b\u00e1o gi\u00e1 (gi\u00e2y y\u00ean \u1eafng v\u00e0 gi\u00e2y s\u00f4i \u0111\u1ed9ng)<\/td>\n<td>C\u00f3<\/td>\n<td>C\u00e1ch \u0111\u1ec1u nhau ho\u1eb7c b\u1ecb b\u1ecba ra<\/td>\n<\/tr>\n<tr>\n<td>Ho\u1ea1t \u0111\u1ed9ng b\u00e1o gi\u00e1 quanh tin t\u1ee9c v\u00e0 rollover<\/td>\n<td>C\u00f3<\/td>\n<td>B\u1ecb m\u1ea5t<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<p>B\u01b0\u1edbc nh\u1ea3y l\u00e0 \u0111i\u1ec3m then ch\u1ed1t v\u1edbi <a href=\"https:\/\/bjftradinggroup.com\/latency-arbitrage\/\">arbitrage \u0111\u1ed9 tr\u1ec5<\/a>: t\u00edn hi\u1ec7u <em>ch\u00ednh l\u00e0<\/em> b\u01b0\u1edbc nh\u1ea3y. M\u1ed9t \u0111\u01b0\u1eddng t\u1ed5ng h\u1ee3p \u0111i t\u1eeb 1.08500 \u0111\u1ebfn 1.08515 qua m\u01b0\u1eddi l\u0103m b\u01b0\u1edbc nh\u1ecf kh\u00f4ng t\u1ea1o ra t\u00edn hi\u1ec7u n\u00e0o, n\u00ean m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c l\u1ebd ra s\u1ebd giao d\u1ecbch tr\u00ean t\u00e0i kho\u1ea3n th\u1eadt l\u1ea1i tr\u00f4ng nh\u01b0 ch\u1ebft trong b\u00e0i ki\u1ec3m tra, ho\u1eb7c m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c mua khi gi\u00e1 \u0111i\u1ec1u ch\u1ec9nh l\u1ea1i tr\u00f4ng t\u1ed1t h\u01a1n th\u1ef1c t\u1ebf.<\/p>\n<h2 id=\"ftd-sources\">D\u1eef li\u1ec7u tick forex \u0111\u1ebfn t\u1eeb \u0111\u00e2u<\/h2>\n<p>C\u00f3 n\u0103m ngu\u1ed3n th\u1ef1c t\u1ebf. Ch\u00fang kh\u00e1c nhau v\u1ec1 chi ph\u00ed, \u0111\u1ed9 s\u00e2u v\u00e0 quan tr\u1ecdng nh\u1ea5t l\u00e0 m\u1ee9c \u0111\u1ed9 kh\u1edbp v\u1edbi m\u1ee9c gi\u00e1 b\u1ea1n s\u1ebd th\u1ef1c s\u1ef1 giao d\u1ecbch.<\/p>\n<div class=\"ftd-table-wrap\">\n<table class=\"ftd-table\">\n<thead>\n<tr>\n<th>Ngu\u1ed3n<\/th>\n<th>B\u1ea1n nh\u1eadn \u0111\u01b0\u1ee3c g\u00ec<\/th>\n<th>\u0110i\u1ec3m m\u1ea1nh<\/th>\n<th>H\u1ea1n ch\u1ebf<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td><strong>T\u1ef1 ghi l\u1ea1i<\/strong> (qua API c\u1ee7a broker ho\u1eb7c phi\u00ean FIX)<\/td>\n<td>M\u1ecdi b\u00e1o gi\u00e1 t\u00e0i kho\u1ea3n c\u1ee7a b\u1ea1n nh\u1eadn \u0111\u01b0\u1ee3c, k\u00e8m th\u1eddi gian nh\u1eadn c\u1ee5c b\u1ed9<\/td>\n<td>Kh\u1edbp ch\u00ednh x\u00e1c v\u1edbi n\u01a1i kh\u1edbp l\u1ec7nh c\u1ee7a b\u1ea1n; b\u1ea1n ki\u1ec3m so\u00e1t d\u1ea5u th\u1eddi gian v\u00e0 \u0111\u1ecbnh d\u1ea1ng<\/td>\n<td>Ch\u1ec9 b\u1eaft \u0111\u1ea7u t\u1eeb l\u00fac b\u1ea1n b\u1eaft \u0111\u1ea7u ghi; c\u1ea7n m\u1ed9t m\u00e1y \u1ed5n \u0111\u1ecbnh; c\u00f3 kho\u1ea3ng tr\u1ed1ng n\u1ebfu m\u1ea5t k\u1ebft n\u1ed1i<\/td>\n<\/tr>\n<tr>\n<td><strong>T\u1ea3i l\u1ecbch s\u1eed t\u1eeb broker<\/strong><\/td>\n<td>L\u1ecbch s\u1eed bid\/ask t\u1eeb feed ri\u00eang c\u1ee7a broker<\/td>\n<td>G\u1ea7n v\u1edbi n\u01a1i giao d\u1ecbch c\u1ee7a b\u1ea1n; th\u01b0\u1eddng c\u00f3 l\u1ecbch s\u1eed nhi\u1ec1u n\u0103m<\/td>\n<td>Ch\u1ea5t l\u01b0\u1ee3ng kh\u00f4ng \u0111\u1ed3ng \u0111\u1ec1u; m\u1ed9t s\u1ed1 broker l\u01b0\u1ee3c b\u1edbt ho\u1eb7c l\u1ecdc tick c\u0169; d\u1ea5u th\u1eddi gian c\u00f3 th\u1ec3 theo gi\u1edd m\u00e1y ch\u1ee7<\/td>\n<\/tr>\n<tr>\n<td><strong>Kho l\u01b0u tr\u1eef c\u00f4ng khai mi\u1ec5n ph\u00ed<\/strong> (do m\u1ed9t s\u1ed1 broker ECN v\u00e0 nh\u00e0 t\u1ed5ng h\u1ee3p cung c\u1ea5p, v\u00ed d\u1ee5 Dukascopy, TrueFX, HistData.com)<\/td>\n<td>Tick bid\/ask cho c\u00e1c c\u1eb7p ti\u1ec1n ch\u00ednh, th\u01b0\u1eddng t\u1eeb nh\u1eefng n\u0103m 2000<\/td>\n<td>Mi\u1ec5n ph\u00ed, l\u1ecbch s\u1eed d\u00e0i, t\u1ed1t cho nghi\u00ean c\u1ee9u v\u00e0 ki\u1ec3m tra \u0111\u1ed9 b\u1ec1n v\u1eefng<\/td>\n<td>L\u00e0 g\u00f3c nh\u00ecn c\u1ee7a m\u1ed9t n\u01a1i giao d\u1ecbch ho\u1eb7c nh\u00e0 t\u1ed5ng h\u1ee3p, kh\u00f4ng ph\u1ea3i c\u1ee7a b\u1ea1n; spread v\u00e0 t\u1ea7n su\u1ea5t b\u00e1o gi\u00e1 kh\u00e1c v\u1edbi broker c\u1ee7a b\u1ea1n; c\u1ea7n ki\u1ec3m tra quy \u01b0\u1edbc m\u00fai gi\u1edd c\u1ee7a t\u1eebng ngu\u1ed3n<\/td>\n<\/tr>\n<tr>\n<td><strong>Nh\u00e0 cung c\u1ea5p d\u1eef li\u1ec7u th\u01b0\u01a1ng m\u1ea1i<\/strong><\/td>\n<td>L\u1ecbch s\u1eed tick \u0111a n\u01a1i giao d\u1ecbch \u0111\u00e3 \u0111\u01b0\u1ee3c l\u00e0m s\u1ea1ch v\u00e0 chu\u1ea9n h\u00f3a<\/td>\n<td>Ph\u01b0\u01a1ng ph\u00e1p \u0111\u01b0\u1ee3c ghi t\u00e0i li\u1ec7u, \u0111\u1ecbnh d\u1ea1ng nh\u1ea5t qu\u00e1n, c\u00f3 h\u1ed7 tr\u1ee3<\/td>\n<td>\u0110\u1eaft; v\u1eabn kh\u00f4ng ph\u1ea3i feed c\u1ee7a broker b\u1ea1n<\/td>\n<\/tr>\n<tr>\n<td><strong>Feed tham chi\u1ebfu \/ feed nhanh<\/strong> (v\u00ed d\u1ee5 l\u1ecbch s\u1eed tick BJF Feed t\u1eeb c\u00e1c node London, Tokyo v\u00e0 New York)<\/td>\n<td>M\u1ed9t lu\u1ed3ng gi\u00e1 tham chi\u1ebfu nhanh v\u00e0 \u0111\u1ed9c l\u1eadp<\/td>\n<td>C\u1ea7n thi\u1ebft \u0111\u1ec3 ki\u1ec3m tra c\u00e1c chi\u1ebfn l\u01b0\u1ee3c so s\u00e1nh m\u1ed9t feed ch\u1eadm v\u1edbi m\u1ed9t feed nhanh<\/td>\n<td>Ph\u1ea3i gh\u00e9p v\u1edbi tick ri\u00eang c\u1ee7a broker cho c\u00e1c b\u00e0i ki\u1ec3m tra arbitrage<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<p>Quy t\u1eafc th\u1ef1c t\u1ebf: <strong>d\u00f9ng l\u1ecbch s\u1eed s\u1ea1ch d\u00e0i nh\u1ea5t c\u00f3 th\u1ec3 cho nghi\u00ean c\u1ee9u, v\u00e0 d\u1eef li\u1ec7u g\u1ea7n nh\u1ea5t v\u1edbi n\u01a1i giao d\u1ecbch c\u1ee7a b\u1ea1n cho quy\u1ebft \u0111\u1ecbnh cu\u1ed1i c\u00f9ng.<\/strong> M\u1ed9t chi\u1ebfn l\u01b0\u1ee3c ch\u1ec9 ho\u1ea1t \u0111\u1ed9ng tr\u00ean m\u1ed9t kho l\u01b0u tr\u1eef mi\u1ec5n ph\u00ed v\u00e0 th\u1ea5t b\u1ea1i tr\u00ean tick ghi l\u1ea1i t\u1eeb broker c\u1ee7a b\u1ea1n l\u00e0 chi\u1ebfn l\u01b0\u1ee3c kh\u00f4ng ho\u1ea1t \u0111\u1ed9ng. M\u1ed9t chi\u1ebfn l\u01b0\u1ee3c tr\u1ee5 v\u1eefng tr\u00ean c\u1ea3 hai, v\u1edbi chi ph\u00ed th\u1ef1c t\u1ebf, \u0111\u00e3 v\u01b0\u1ee3t qua m\u1ed9t b\u00e0i ki\u1ec3m tra c\u00f3 \u00fd ngh\u0129a.<\/p>\n<p>N\u1ebfu b\u1ea1n d\u1ef1 \u0111\u1ecbnh ch\u1ea1y m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c trong nhi\u1ec1u th\u00e1ng, h\u00e3y b\u1eaft \u0111\u1ea7u ghi tick c\u1ee7a broker ngay h\u00f4m nay, ngay c\u1ea3 tr\u01b0\u1edbc khi chi\u1ebfn l\u01b0\u1ee3c ho\u00e0n thi\u1ec7n. Ba th\u00e1ng feed c\u1ee7a ch\u00ednh b\u1ea1n c\u00f3 gi\u00e1 tr\u1ecb cho b\u01b0\u1edbc ki\u1ec3m tra cu\u1ed1i c\u00f9ng h\u01a1n m\u01b0\u1eddi n\u0103m d\u1eef li\u1ec7u c\u1ee7a ng\u01b0\u1eddi kh\u00e1c.<\/p>\n<h2 id=\"ftd-feeds\">Feed c\u1ee7a broker so v\u1edbi feed tham chi\u1ebfu<\/h2>\n<p>V\u00ec m\u1ed7i n\u01a1i giao d\u1ecbch ph\u00e1t b\u00e1o gi\u00e1 ri\u00eang, c\u00f9ng m\u1ed9t th\u1eddi \u0111i\u1ec3m tr\u00f4ng h\u01a1i kh\u00e1c nhau t\u1eeb nh\u1eefng n\u01a1i kh\u00e1c nhau. C\u00e1c kh\u00e1c bi\u1ec7t c\u00f3 c\u1ea5u tr\u00fac r\u00f5 r\u00e0ng:<\/p>\n<ul class=\"ftd-checks\">\n<li><strong>\u0110\u1ed9 l\u1ec7ch gi\u00e1.<\/strong> Gi\u00e1 trung b\u00ecnh (mid) th\u01b0\u1eddng kh\u1edbp trong ph\u1ea1m vi m\u1ed9t ph\u1ea7n nh\u1ecf c\u1ee7a pip v\u00e0o gi\u1edd thanh kho\u1ea3n cao v\u00e0 t\u00e1ch xa nhau khi th\u1ecb tr\u01b0\u1eddng m\u1ecfng, l\u00fac rollover v\u00e0 quanh tin t\u1ee9c.<\/li>\n<li><strong>\u0110\u1ed9 l\u1ec7ch th\u1eddi gian.<\/strong> M\u1ed9t broker t\u1ed5ng h\u1ee3p gi\u00e1 t\u1eeb c\u00e1c nh\u00e0 cung c\u1ea5p thanh kho\u1ea3n, c\u1ed9ng th\u00eam markup ri\u00eang v\u00e0 ch\u1ea1y ki\u1ec3m tra r\u1ee7i ro th\u01b0\u1eddng hi\u1ec3n th\u1ecb bi\u1ebfn \u0111\u1ed9ng mu\u1ed9n h\u01a1n m\u1ed9t feed tham chi\u1ebfu nhanh. \u0110\u1ed9 tr\u1ec5 c\u00f3 th\u1ec3 l\u00e0 v\u00e0i mili gi\u00e2y ho\u1eb7c v\u00e0i tr\u0103m mili gi\u00e2y.<\/li>\n<li><strong>T\u1ea7n su\u1ea5t b\u00e1o gi\u00e1.<\/strong> M\u1ed9t s\u1ed1 feed g\u1eedi m\u1ecdi thay \u0111\u1ed5i, s\u1ed1 kh\u00e1c gi\u1edbi h\u1ea1n t\u1ed1c \u0111\u1ed9 (v\u00ed d\u1ee5 t\u1ed1i \u0111a m\u1ed9t c\u1eadp nh\u1eadt m\u1ed7i 100 ms cho m\u1ed7i m\u00e3). Feed b\u1ecb gi\u1edbi h\u1ea1n c\u00f3 \u00edt tick h\u01a1n v\u00e0 b\u01b0\u1edbc nh\u1ea3y l\u1edbn h\u01a1n.<\/li>\n<li><strong>\u0110\u1eb7c \u0111i\u1ec3m spread.<\/strong> M\u1ed9t feed ECN th\u00f4 v\u00e0 m\u1ed9t feed b\u00e1n l\u1ebb c\u00f3 markup c\u00f3 th\u1ec3 ch\u00eanh nhau c\u1ea3 m\u1ed9t pip v\u1ec1 spread trung b\u00ecnh v\u00e0 nhi\u1ec1u h\u01a1n n\u1eefa l\u00fac rollover.<\/li>\n<\/ul>\n<figure class=\"ftd-figure\"><img decoding=\"async\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2026\/10\/broker-vs-reference-feed-forex-tick-data-backtesting-1760x800-1.webp\" alt=\"Hai feed forex trong c\u00f9ng m\u1ed9t ph\u00fat: feed tham chi\u1ebfu \u0111i tr\u01b0\u1edbc feed c\u1ee7a broker, k\u00e8m ph\u00e2n b\u1ed1 \u0111\u1ed9 tr\u1ec5 th\u1eddi gian (minh h\u1ecda)\" width=\"1760\" height=\"800\" loading=\"lazy\"><figcaption>C\u00f9ng c\u1eb7p ti\u1ec1n, c\u00f9ng m\u1ed9t ph\u00fat, hai feed. Feed c\u1ee7a broker l\u1eb7p l\u1ea1i c\u00e1c bi\u1ebfn \u0111\u1ed9ng c\u1ee7a feed tham chi\u1ebfu v\u1edbi \u0111\u1ed9 tr\u1ec5 v\u00e0 \u00edt c\u1eadp nh\u1eadt h\u01a1n; b\u1ea3ng b\u00ean ph\u1ea3i cho th\u1ea5y ph\u00e2n b\u1ed1 c\u1ee7a \u0111\u1ed9 tr\u1ec5 \u0111\u00f3. D\u1eef li\u1ec7u minh h\u1ecda, kh\u00f4ng ph\u1ea3i s\u1ed1 \u0111o c\u1ee7a b\u1ea5t k\u1ef3 broker c\u1ee5 th\u1ec3 n\u00e0o.<\/figcaption><\/figure>\n<p>V\u1edbi h\u1ea7u h\u1ebft c\u00e1c chi\u1ebfn l\u01b0\u1ee3c, \u0111i\u1ec1u n\u00e0y c\u00f3 ngh\u0129a l\u00e0 b\u1ea1n n\u00ean ki\u1ec3m tra tr\u00ean feed m\u00e0 b\u1ea1n s\u1ebd giao d\u1ecbch. V\u1edbi arbitrage \u0111\u1ed9 tr\u1ec5, \u00fd ngh\u0129a c\u00f2n m\u1ea1nh h\u01a1n: l\u1ee3i th\u1ebf c\u1ee7a chi\u1ebfn l\u01b0\u1ee3c <em>ch\u00ednh l\u00e0<\/em> s\u1ef1 ch\u00eanh l\u1ec7ch gi\u1eefa hai feed, n\u00ean b\u1ea1n c\u1ea7n c\u1ea3 hai lu\u1ed3ng, \u0111\u01b0\u1ee3c ghi v\u1edbi d\u1ea5u th\u1eddi gian t\u1eeb c\u00f9ng m\u1ed9t \u0111\u1ed3ng h\u1ed3. Ki\u1ec3m tra chi\u1ebfn l\u01b0\u1ee3c arbitrage tr\u00ean tick c\u1ee7a m\u1ed9t nh\u00e0 cung c\u1ea5p duy nh\u1ea5t l\u00e0 v\u00f4 ngh\u0129a. Ch\u00fang t\u00f4i m\u00f4 t\u1ea3 c\u00e1ch so s\u00e1nh c\u00e1c feed theo t\u1eebng tick trong b\u00e0i vi\u1ebft v\u1ec1 <a href=\"https:\/\/bjftradinggroup.com\/the-critical-role-of-tick-comparison-in-forex-arbitrage-and-high-frequency-trading-hft\/\">so s\u00e1nh tick trong arbitrage forex v\u00e0 HFT<\/a>, v\u00e0 l\u00fd do ph\u00eda tham chi\u1ebfu ph\u1ea3i nhanh trong h\u01b0\u1edbng d\u1eabn v\u1ec1 <a href=\"https:\/\/bjftradinggroup.com\/fast-feed-for-arbitrage\/\">feed d\u1eef li\u1ec7u nhanh cho arbitrage<\/a>.<\/p>\n<h2 id=\"ftd-time\">D\u1ea5u th\u1eddi gian, m\u00fai gi\u1edd v\u00e0 gi\u1edd m\u00f9a h\u00e8<\/h2>\n<p>V\u1ea5n \u0111\u1ec1 v\u1ec1 d\u1ea5u th\u1eddi gian g\u00e2y ra nhi\u1ec1u l\u1ed7i backtest \u00e2m th\u1ea7m h\u01a1n c\u1ea3 gi\u00e1 sai. B\u1ed1n \u0111i\u1ec1u c\u1ea7n ki\u1ec3m tra:<\/p>\n<h3>1. D\u1eef li\u1ec7u theo m\u00fai gi\u1edd n\u00e0o?<\/h3>\n<p>C\u00e1c quy \u01b0\u1edbc ph\u1ed5 bi\u1ebfn l\u00e0 UTC\/GMT, gi\u1edd mi\u1ec1n \u0110\u00f4ng Hoa K\u1ef3 (c\u00f3 ho\u1eb7c kh\u00f4ng \u00e1p d\u1ee5ng gi\u1edd m\u00f9a h\u00e8) v\u00e0 &#8220;gi\u1edd m\u00e1y ch\u1ee7&#8221; c\u1ee7a broker; nhi\u1ec1u broker \u0111\u1eb7t gi\u1edd n\u00e0y l\u00e0 GMT+2 v\u00e0o m\u00f9a \u0111\u00f4ng v\u00e0 GMT+3 v\u00e0o m\u00f9a h\u00e8 \u0111\u1ec3 ng\u00e0y giao d\u1ecbch k\u1ebft th\u00fac l\u00fac 17:00 gi\u1edd New York. N\u1ebfu chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a b\u1ea1n ghi &#8220;giao d\u1ecbch l\u00fac London m\u1edf c\u1eeda 08:00&#8221;, \u0111\u1ed9 l\u1ec7ch m\u1ed9t gi\u1edd ngh\u0129a l\u00e0 n\u00f3 giao d\u1ecbch trong m\u1ed9t tr\u1ea1ng th\u00e1i th\u1ecb tr\u01b0\u1eddng kh\u00e1c.<\/p>\n<h3>2. Gi\u1edd m\u00f9a h\u00e8 c\u00f3 \u0111\u01b0\u1ee3c \u00e1p d\u1ee5ng kh\u00f4ng, v\u00e0 theo quy t\u1eafc c\u1ee7a n\u01b0\u1edbc n\u00e0o?<\/h3>\n<p>Ch\u00e2u \u00c2u v\u00e0 Hoa K\u1ef3 chuy\u1ec3n gi\u1edd v\u00e0o nh\u1eefng ng\u00e0y kh\u00e1c nhau. Trong kho\u1ea3ng ba tu\u1ea7n v\u00e0o th\u00e1ng Ba v\u00e0 m\u1ed9t tu\u1ea7n quanh cu\u1ed1i th\u00e1ng M\u01b0\u1eddi, \u0111\u1ea7u th\u00e1ng M\u01b0\u1eddi M\u1ed9t, ch\u00eanh l\u1ec7ch gi\u1eefa London v\u00e0 New York l\u00e0 b\u1ed1n gi\u1edd thay v\u00ec n\u0103m. M\u1ed9t b\u1ed9 d\u1eef li\u1ec7u \u0111\u01b0\u1ee3c chuy\u1ec3n \u0111\u1ed5i theo quy t\u1eafc sai s\u1ebd d\u1ecbch logic theo phi\u00ean \u0111i m\u1ed9t gi\u1edd trong nh\u1eefng tu\u1ea7n \u0111\u00f3. L\u1ed7i n\u00e0y nh\u1ecf, c\u00f3 t\u00ednh m\u00f9a v\u1ee5 v\u00e0 r\u1ea5t kh\u00f3 nh\u1eadn ra tr\u00ean \u0111\u01b0\u1eddng cong v\u1ed1n.<\/p>\n<h3>3. D\u1ea5u th\u1eddi gian \u0111\u01b0\u1ee3c l\u1ea5y \u1edf \u0111\u00e2u?<\/h3>\n<p>M\u1ed9t tick c\u00f3 th\u1ec3 mang th\u1eddi \u0111i\u1ec3m n\u01a1i giao d\u1ecbch t\u1ea1o b\u00e1o gi\u00e1, th\u1eddi \u0111i\u1ec3m b\u00e1o gi\u00e1 r\u1eddi m\u00e1y ch\u1ee7 c\u1ee7a n\u01a1i giao d\u1ecbch, ho\u1eb7c th\u1eddi \u0111i\u1ec3m m\u00e1y c\u1ee7a b\u1ea1n nh\u1eadn \u0111\u01b0\u1ee3c n\u00f3. V\u1edbi chi\u1ebfn l\u01b0\u1ee3c theo xu h\u01b0\u1edbng, kh\u00e1c bi\u1ec7t n\u00e0y kh\u00f4ng quan tr\u1ecdng. V\u1edbi c\u00e1c chi\u1ebfn l\u01b0\u1ee3c nh\u1ea1y c\u1ea3m v\u1edbi \u0111\u1ed9 tr\u1ec5, \u0111\u00f3 l\u00e0 to\u00e0n b\u1ed9 v\u1ea5n \u0111\u1ec1: hai feed ch\u1ec9 c\u00f3 th\u1ec3 so s\u00e1nh n\u1ebfu c\u1ea3 hai \u0111\u01b0\u1ee3c \u0111\u00f3ng d\u1ea5u tr\u00ean c\u00f9ng m\u1ed9t \u0111\u1ed3ng h\u1ed3, l\u00fd t\u01b0\u1edfng nh\u1ea5t l\u00e0 th\u1eddi gian nh\u1eadn c\u1ee7a ch\u00ednh b\u1ea1n \u0111\u01b0\u1ee3c \u0111\u1ed3ng b\u1ed9 b\u1eb1ng NTP ho\u1eb7c PTP.<\/p>\n<h3>4. \u0110\u1ed9 ph\u00e2n gi\u1ea3i v\u00e0 th\u1ee9 t\u1ef1<\/h3>\n<p>D\u1ea5u th\u1eddi gian t\u00ednh theo gi\u00e2y l\u00e0 kh\u00f4ng \u0111\u1ee7 cho giao d\u1ecbch ng\u1eafn h\u1ea1n: h\u00e0ng ch\u1ee5c b\u00e1o gi\u00e1 c\u00f3 th\u1ec3 c\u00f9ng m\u1ed9t gi\u00e2y, v\u00e0 th\u1ee9 t\u1ef1 c\u1ee7a ch\u00fang b\u00ean trong gi\u00e2y \u0111\u00f3 c\u00f3 th\u1ec3 b\u1ecb m\u1ea5t sau khi s\u1eafp x\u1ebfp. H\u00e3y d\u00f9ng \u0111\u1ed9 ph\u00e2n gi\u1ea3i mili gi\u00e2y (ho\u1eb7c chi ti\u1ebft h\u01a1n) v\u00e0 gi\u1eef th\u1ee9 t\u1ef1 g\u1ed1c trong t\u1ec7p l\u00e0m ti\u00eau ch\u00ed ph\u00e2n \u0111\u1ecbnh khi tr\u00f9ng th\u1eddi gian.<\/p>\n<h2 id=\"ftd-quality\">Ki\u1ec3m tra ch\u1ea5t l\u01b0\u1ee3ng tr\u01b0\u1edbc khi tin v\u00e0o b\u1ed9 d\u1eef li\u1ec7u<\/h2>\n<p>D\u1eef li\u1ec7u tick th\u00f4 lu\u00f4n ch\u1ee9a l\u1ed7i. M\u1ee5c ti\u00eau kh\u00f4ng ph\u1ea3i l\u00e0 s\u1ef1 ho\u00e0n h\u1ea3o, m\u00e0 l\u00e0 bi\u1ebft trong d\u1eef li\u1ec7u c\u00f3 g\u00ec v\u00e0 lo\u1ea1i b\u1ecf nh\u1eefng g\u00ec s\u1ebd l\u00e0m sai l\u1ec7ch b\u00e0i ki\u1ec3m tra. \u0110\u00e2y l\u00e0 c\u00e1c b\u01b0\u1edbc ki\u1ec3m tra ch\u00fang t\u00f4i ch\u1ea1y tr\u00ean m\u1ecdi b\u1ed9 d\u1eef li\u1ec7u m\u1edbi tr\u01b0\u1edbc khi d\u00f9ng n\u00f3 \u0111\u1ec3 t\u1ed1i \u01b0u h\u00f3a:<\/p>\n<div class=\"ftd-table-wrap\">\n<table class=\"ftd-table\">\n<thead>\n<tr>\n<th>Ki\u1ec3m tra<\/th>\n<th>C\u1ea7n t\u00ecm g\u00ec<\/th>\n<th>X\u1eed l\u00fd th\u00f4ng th\u01b0\u1eddng<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>Th\u1eddi gian \u0111\u01a1n \u0111i\u1ec7u<\/td>\n<td>D\u1ea5u th\u1eddi gian \u0111i l\u00f9i<\/td>\n<td>Ch\u1ec9 s\u1eafp x\u1ebfp l\u1ea1i n\u1ebfu bi\u1ebft nguy\u00ean nh\u00e2n; n\u1ebfu kh\u00f4ng, \u0111\u00e1nh d\u1ea5u t\u1ec7p<\/td>\n<\/tr>\n<tr>\n<td>Tr\u00f9ng l\u1eb7p<\/td>\n<td>C\u00e1c d\u00f2ng gi\u1ed1ng h\u1ec7t nhau (c\u00f9ng th\u1eddi gian, bid, ask)<\/td>\n<td>X\u00f3a c\u00e1c b\u1ea3n tr\u00f9ng ho\u00e0n to\u00e0n; gi\u1eef c\u00e1c gi\u00e1 l\u1eb7p l\u1ea1i c\u00f3 th\u1eddi gian kh\u00e1c nhau<\/td>\n<\/tr>\n<tr>\n<td>Spread b\u1ecb \u0111\u1ea3o ho\u1eb7c b\u1eb1ng kh\u00f4ng<\/td>\n<td>Ask &le; bid<\/td>\n<td>X\u00f3a; n\u1ebfu x\u1ea3y ra th\u01b0\u1eddng xuy\u00ean th\u00ec ngu\u1ed3n b\u1ecb l\u1ed7i ho\u1eb7c c\u00e1c feed b\u1ecb tr\u1ed9n l\u1eabn<\/td>\n<\/tr>\n<tr>\n<td>Spread b\u1ea5t th\u01b0\u1eddng<\/td>\n<td>Spread v\u01b0\u1ee3t qu\u00e1, ch\u1eb3ng h\u1ea1n, 10&times; trung v\u1ecb theo gi\u1edd ngo\u00e0i c\u00e1c s\u1ef1 ki\u1ec7n \u0111\u00e3 bi\u1ebft<\/td>\n<td>\u0110\u00e1nh d\u1ea5u; gi\u1eef l\u1ea1i n\u1ebfu tr\u00f9ng v\u1edbi rollover ho\u1eb7c tin t\u1ee9c, x\u00f3a n\u1ebfu l\u00e0 tr\u01b0\u1eddng h\u1ee3p c\u00f4 l\u1eadp<\/td>\n<\/tr>\n<tr>\n<td>\u0110\u1ed9t bi\u1ebfn gi\u00e1<\/td>\n<td>M\u1ed9t b\u01b0\u1edbc nh\u1ea3y gi\u00e1 mid g\u1ea5p nhi\u1ec1u l\u1ea7n \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng g\u1ea7n \u0111\u00e2y v\u00e0 \u0111\u1ea3o ng\u01b0\u1ee3c trong v\u00e0i tick<\/td>\n<td>X\u00f3a c\u00e1c \u0111\u1ed9t bi\u1ebfn c\u00f4 l\u1eadp; kh\u00f4ng bao gi\u1edd l\u1ecdc b\u1ecf bi\u1ebfn \u0111\u1ed9ng tin t\u1ee9c th\u1eadt<\/td>\n<\/tr>\n<tr>\n<td>Kho\u1ea3ng tr\u1ed1ng<\/td>\n<td>Kh\u00f4ng c\u00f3 tick n\u00e0o trong h\u01a1n 60 gi\u00e2y v\u00e0o gi\u1edd thanh kho\u1ea3n cao<\/td>\n<td>L\u1eadp danh s\u00e1ch c\u00e1c kho\u1ea3ng tr\u1ed1ng; lo\u1ea1i c\u00e1c giai \u0111o\u1ea1n \u0111\u00f3 kh\u1ecfi b\u00e0i ki\u1ec3m tra ho\u1eb7c \u0111\u00e1nh d\u1ea5u c\u00e1c giao d\u1ecbch n\u1eb1m trong \u0111\u00f3<\/td>\n<\/tr>\n<tr>\n<td>B\u00e1o gi\u00e1 \u0111\u1ee9ng y\u00ean<\/td>\n<td>C\u00f9ng m\u1ed9t gi\u00e1 bid\/ask l\u1eb7p l\u1ea1i trong nhi\u1ec1u ph\u00fat trong khi c\u00e1c ngu\u1ed3n kh\u00e1c v\u1eabn bi\u1ebfn \u0111\u1ed9ng<\/td>\n<td>X\u1eed l\u00fd nh\u01b0 m\u1ed9t kho\u1ea3ng tr\u1ed1ng<\/td>\n<\/tr>\n<tr>\n<td>Tick cu\u1ed1i tu\u1ea7n v\u00e0 ng\u00e0y l\u1ec5<\/td>\n<td>B\u00e1o gi\u00e1 gi\u1eefa gi\u1edd \u0111\u00f3ng c\u1eeda th\u1ee9 S\u00e1u v\u00e0 gi\u1edd m\u1edf c\u1eeda Ch\u1ee7 nh\u1eadt<\/td>\n<td>X\u00f3a, ho\u1eb7c ki\u1ec3m tra m\u00fai gi\u1edd n\u1ebfu c\u1ea3 m\u1ed9t gi\u1edd xu\u1ea5t hi\u1ec7n \u1edf \u0111\u00f3<\/td>\n<\/tr>\n<tr>\n<td>M\u1eadt \u0111\u1ed9 tick<\/td>\n<td>S\u1ed1 tick m\u1ed7i gi\u1edd so v\u1edbi c\u00f9ng khung gi\u1edd \u1edf nh\u1eefng ng\u00e0y kh\u00e1c<\/td>\n<td>S\u1ee5t gi\u1ea3m \u0111\u1ed9t ng\u1ed9t cho th\u1ea5y gi\u1edbi h\u1ea1n t\u1ed1c \u0111\u1ed9 ho\u1eb7c s\u1ef1 c\u1ed1 ghi d\u1eef li\u1ec7u<\/td>\n<\/tr>\n<tr>\n<td>Thang gi\u00e1 v\u00e0 s\u1ed1 ch\u1eef s\u1ed1<\/td>\n<td>B\u00e1o gi\u00e1 4 ch\u1eef s\u1ed1 v\u00e0 5 ch\u1eef s\u1ed1, c\u00e1c c\u1eb7p JPY c\u00f3 3 ch\u1eef s\u1ed1 th\u1eadp ph\u00e2n<\/td>\n<td>Chu\u1ea9n h\u00f3a tr\u01b0\u1edbc khi g\u1ed9p c\u00e1c ngu\u1ed3n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<p>M\u1ed9t quy t\u1eafc ph\u00e1t hi\u1ec7n \u0111\u1ed9t bi\u1ebfn \u0111\u01a1n gi\u1ea3n v\u00e0 ch\u1eafc ch\u1eafn: t\u00ednh \u0111\u1ed9 l\u1ec7ch tuy\u1ec7t \u0111\u1ed1i trung v\u1ecb (MAD) tr\u01b0\u1ee3t c\u1ee7a c\u00e1c thay \u0111\u1ed5i gi\u00e1 mid trong 200 tick g\u1ea7n nh\u1ea5t; \u0111\u00e1nh d\u1ea5u m\u1ecdi tick c\u00f3 thay \u0111\u1ed5i v\u01b0\u1ee3t qu\u00e1 kho\u1ea3ng 15&times; MAD <em>v\u00e0<\/em> ph\u1ea7n l\u1edbn b\u1ecb \u0111\u1ea3o ng\u01b0\u1ee3c trong ba tick ti\u1ebfp theo. M\u1ed9t bi\u1ebfn \u0111\u1ed9ng tin t\u1ee9c th\u1eadt kh\u00f4ng \u0111\u1ea3o ng\u01b0\u1ee3c trong ba tick; m\u1ed9t b\u00e1o gi\u00e1 l\u1ed7i th\u00ec th\u01b0\u1eddng c\u00f3. H\u00e3y tinh ch\u1ec9nh ng\u01b0\u1ee1ng theo t\u1eebng c\u1eb7p ti\u1ec1n v\u00e0 xem k\u1ef9 nh\u1eefng g\u00ec b\u1ea1n x\u00f3a, v\u00ec m\u1ed9t b\u1ed9 l\u1ecdc qu\u00e1 h\u0103ng s\u1ebd x\u00f3a \u0111\u00fang nh\u1eefng bi\u1ebfn \u0111\u1ed9ng m\u00e0 chi\u1ebfn l\u01b0\u1ee3c arbitrage ho\u1eb7c tin t\u1ee9c c\u1ea7n.<\/p>\n<div class=\"ftd-box\"><strong>Ghi nh\u1eadt k\u00fd.<\/strong> Ghi l\u1ea1i m\u1ed7i b\u01b0\u1edbc ki\u1ec3m tra \u0111\u00e3 x\u00f3a ho\u1eb7c \u0111\u00e1nh d\u1ea5u bao nhi\u00eau d\u00f2ng m\u1ed7i th\u00e1ng. N\u1ebfu m\u1ed9t th\u00e1ng m\u1ea5t 8% s\u1ed1 tick trong khi c\u00e1c th\u00e1ng kh\u00e1c ch\u1ec9 m\u1ea5t 0.1%, th\u00e1ng \u0111\u00f3 c\u00f3 v\u1ea5n \u0111\u1ec1 v\u1ec1 ngu\u1ed3n, v\u00e0 m\u1ecdi k\u1ebft qu\u1ea3 chi\u1ebfn l\u01b0\u1ee3c ph\u1ee5 thu\u1ed9c v\u00e0o n\u00f3 \u0111\u1ec1u \u0111\u00e1ng ng\u1edd.<\/div>\n<h2 id=\"ftd-steps\">T\u1eebng b\u01b0\u1edbc: chu\u1ea9n b\u1ecb d\u1eef li\u1ec7u tick cho backtest<\/h2>\n<figure class=\"ftd-figure\"><img decoding=\"async\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2026\/10\/tick-data-cleaning-pipeline-forex-tick-data-backtesting-1760x800-1.webp\" alt=\"Quy tr\u00ecnh l\u00e0m s\u1ea1ch d\u1eef li\u1ec7u tick forex t\u1eeb t\u1ec7p th\u00f4 \u0111\u1ebfn b\u1ed9 d\u1eef li\u1ec7u backtest \u0111\u00e3 \u0111\u01b0\u1ee3c x\u00e1c th\u1ef1c\" width=\"1760\" height=\"800\" loading=\"lazy\"><figcaption>T\u1eeb t\u1ec7p th\u00f4 \u0111\u1ebfn b\u1ed9 d\u1eef li\u1ec7u \u0111\u00e1ng tin c\u1eady: m\u1ed7i giai \u0111o\u1ea1n ho\u1eb7c s\u1eeda m\u1ed9t v\u1ea5n \u0111\u1ec1 \u0111\u00e3 bi\u1ebft, ho\u1eb7c ghi nh\u1eadn n\u00f3.<\/figcaption><\/figure>\n<div class=\"ftd-steps\">\n<div class=\"ftd-step\"><span class=\"ftd-step-n\">1<\/span><\/p>\n<div><strong>Ch\u1ecdn ngu\u1ed3n ph\u00f9 h\u1ee3p v\u1edbi c\u00e2u h\u1ecfi.<\/strong> L\u1ecbch s\u1eed mi\u1ec5n ph\u00ed d\u00e0i cho nghi\u00ean c\u1ee9u v\u00e0 \u0111\u1ed9 b\u1ec1n v\u1eefng; tick ghi l\u1ea1i t\u1eeb broker c\u1ee7a b\u1ea1n cho b\u01b0\u1edbc ki\u1ec3m tra cu\u1ed1i; th\u00eam m\u1ed9t feed tham chi\u1ebfu n\u1ebfu chi\u1ebfn l\u01b0\u1ee3c so s\u00e1nh c\u00e1c feed.<\/div>\n<\/div>\n<div class=\"ftd-step\"><span class=\"ftd-step-n\">2<\/span><\/p>\n<div><strong>Chu\u1ea9n h\u00f3a d\u1ea5u th\u1eddi gian.<\/strong> Chuy\u1ec3n m\u1ecdi th\u1ee9 sang UTC v\u1edbi \u0111\u1ed9 ph\u00e2n gi\u1ea3i mili gi\u00e2y, \u00e1p d\u1ee5ng \u0111\u00fang quy t\u1eafc gi\u1edd m\u00f9a h\u00e8 c\u1ee7a ngu\u1ed3n, v\u00e0 gi\u1eef th\u1ee9 t\u1ef1 g\u1ed1c l\u00e0m ti\u00eau ch\u00ed ph\u00e2n \u0111\u1ecbnh khi tr\u00f9ng th\u1eddi gian.<\/div>\n<\/div>\n<div class=\"ftd-step\"><span class=\"ftd-step-n\">3<\/span><\/p>\n<div><strong>Chu\u1ea9n h\u00f3a gi\u00e1.<\/strong> C\u00f9ng s\u1ed1 ch\u1eef s\u1ed1 cho m\u1ed7i m\u00e3, bid v\u00e0 ask \u1edf hai c\u1ed9t ri\u00eang, kh\u00f4ng d\u00f9ng d\u1eef li\u1ec7u ch\u1ec9 c\u00f3 gi\u00e1 mid n\u1ebfu chi\u1ebfn l\u01b0\u1ee3c ph\u1ea3i tr\u1ea3 spread.<\/div>\n<\/div>\n<div class=\"ftd-step\"><span class=\"ftd-step-n\">4<\/span><\/p>\n<div><strong>X\u00f3a c\u00e1c l\u1ed7i hi\u1ec3n nhi\u00ean.<\/strong> B\u1ea3n tr\u00f9ng ho\u00e0n to\u00e0n, spread b\u1ecb \u0111\u1ea3o ho\u1eb7c b\u1eb1ng kh\u00f4ng, tick cu\u1ed1i tu\u1ea7n, \u0111\u1ed9t bi\u1ebfn c\u00f4 l\u1eadp c\u00f3 \u0111\u1ea3o ng\u01b0\u1ee3c.<\/div>\n<\/div>\n<div class=\"ftd-step\"><span class=\"ftd-step-n\">5<\/span><\/p>\n<div><strong>L\u1eadp danh s\u00e1ch kho\u1ea3ng tr\u1ed1ng v\u00e0 giai \u0111o\u1ea1n \u0111\u1ee9ng y\u00ean.<\/strong> L\u01b0u ch\u00fang th\u00e0nh danh s\u00e1ch c\u00e1c kho\u1ea3ng th\u1eddi gian b\u1ecb lo\u1ea1i tr\u1eeb thay v\u00ec l\u1ea5p \u0111\u1ea7y b\u1eb1ng gi\u00e1 b\u1ecba ra.<\/div>\n<\/div>\n<div class=\"ftd-step\"><span class=\"ftd-step-n\">6<\/span><\/p>\n<div><strong>\u0110\u1ed1i chi\u1ebfu v\u1edbi ngu\u1ed3n th\u1ee9 hai.<\/strong> So s\u00e1nh gi\u00e1 mid v\u00e0 spread theo gi\u1edd v\u1edbi m\u1ed9t b\u1ed9 d\u1eef li\u1ec7u kh\u00e1c; kh\u00e1c bi\u1ec7t l\u1edbn v\u00e0 k\u00e9o d\u00e0i cho th\u1ea5y v\u1ea5n \u0111\u1ec1 v\u1ec1 thang gi\u00e1, m\u00fai gi\u1edd ho\u1eb7c feed.<\/div>\n<\/div>\n<div class=\"ftd-step\"><span class=\"ftd-step-n\">7<\/span><\/p>\n<div><strong>Chia giai \u0111o\u1ea1n.<\/strong> D\u00e0nh ri\u00eang m\u1ed9t khung ngo\u00e0i m\u1eabu (v\u00ed d\u1ee5 25% cu\u1ed1i) v\u00e0 m\u1ed9t l\u1ecbch walk-forward tr\u01b0\u1edbc khi t\u1ed1i \u01b0u h\u00f3a b\u1ea5t c\u1ee9 \u0111i\u1ec1u g\u00ec.<\/div>\n<\/div>\n<div class=\"ftd-step\"><span class=\"ftd-step-n\">8<\/span><\/p>\n<div><strong>Thi\u1ebft l\u1eadp gi\u1ea3 \u0111\u1ecbnh kh\u1edbp l\u1ec7nh.<\/strong> Spread bi\u1ebfn \u0111\u1ed9ng l\u1ea5y t\u1eeb tick, th\u1eddi gian kh\u1edbp l\u1ec7nh th\u1ef1c c\u1ee7a b\u1ea1n t\u00ednh b\u1eb1ng mili gi\u00e2y, ph\u00ed hoa h\u1ed3ng m\u1ed7i lot. Sau \u0111\u00f3 ch\u1ea1y b\u00e0i ki\u1ec3m tra.<\/div>\n<\/div>\n<\/div>\n<h2 id=\"ftd-spread\">Spread bi\u1ebfn \u0111\u1ed9ng: chi ph\u00ed m\u00e0 spread c\u1ed1 \u0111\u1ecbnh che gi\u1ea5u<\/h2>\n<p>Nhi\u1ec1u b\u00e0i ki\u1ec3m tra d\u00f9ng m\u1ed9t gi\u00e1 tr\u1ecb spread duy nh\u1ea5t, v\u00ed d\u1ee5 0.8 pip cho EUR\/USD. Spread th\u1ef1c t\u1ebf bi\u1ebfn \u0111\u1ed9ng su\u1ed1t c\u1ea3 ng\u00e0y: h\u1eb9p khi phi\u00ean London v\u00e0 New York giao nhau, r\u1ed9ng h\u01a1n trong phi\u00ean ch\u00e2u \u00c1, r\u1ed9ng v\u00e0i pip trong v\u00e0i ph\u00fat quanh rollover h\u1eb1ng ng\u00e0y v\u00e0 quanh c\u00e1c tin t\u1ee9c quan tr\u1ecdng. Nguy\u00ean nh\u00e2n \u0111\u01b0\u1ee3c tr\u00ecnh b\u00e0y trong h\u01b0\u1edbng d\u1eabn c\u1ee7a ch\u00fang t\u00f4i v\u1ec1 <a href=\"https:\/\/bjftradinggroup.com\/forex-spread-widening\/\">v\u00ec sao spread forex gi\u00e3n r\u1ed9ng<\/a>.<\/p>\n<p>Spread c\u1ed1 \u0111\u1ecbnh sai m\u1ed9t c\u00e1ch c\u00f3 h\u1ec7 th\u1ed1ng, v\u00ec c\u00e1c chi\u1ebfn l\u01b0\u1ee3c kh\u00f4ng giao d\u1ecbch v\u00e0o th\u1eddi \u0111i\u1ec3m ng\u1eabu nhi\u00ean. Chi\u1ebfn l\u01b0\u1ee3c breakout c\u00f3 xu h\u01b0\u1edbng k\u00edch ho\u1ea1t khi bi\u1ebfn \u0111\u1ed9ng t\u0103ng, c\u0169ng ch\u00ednh l\u00e0 l\u00fac spread gi\u00e3n r\u1ed9ng. Chi\u1ebfn l\u01b0\u1ee3c h\u1ed3i quy v\u1ec1 trung b\u00ecnh giao d\u1ecbch trong phi\u00ean ch\u00e2u \u00c1 y\u00ean \u1eafng s\u1ebd g\u1eb7p spread cao h\u01a1n m\u1ee9c trung b\u00ecnh trong ng\u00e0y. V\u1edbi tick bid\/ask \u0111\u01b0\u1ee3c ghi l\u1ea1i, m\u1ed7i giao d\u1ecbch tr\u1ea3 \u0111\u00fang spread \u0111\u00e3 th\u1ef1c s\u1ef1 \u0111\u01b0\u1ee3c b\u00e1o gi\u00e1 t\u1ea1i th\u1eddi \u0111i\u1ec3m \u0111\u00f3.<\/p>\n<p><strong>V\u00ed d\u1ee5 t\u00ednh to\u00e1n (s\u1ed1 li\u1ec7u minh h\u1ecda).<\/strong> M\u1ed9t chi\u1ebfn l\u01b0\u1ee3c scalping th\u1ef1c hi\u1ec7n 400 giao d\u1ecbch kh\u1ee9 h\u1ed3i m\u1ed7i th\u00e1ng tr\u00ean EUR\/USD v\u1edbi 1 lot ti\u00eau chu\u1ea9n (kho\u1ea3ng $10 m\u1ed7i pip).<\/p>\n<div class=\"ftd-cards\">\n<div class=\"ftd-card\"><span class=\"ftd-card-v\">0.8 pip<\/span><span class=\"ftd-card-l\">Spread c\u1ed1 \u0111\u1ecbnh trong b\u00e0i ki\u1ec3m tra<\/span><span class=\"ftd-card-n\">400 giao d\u1ecbch &times; 0.8 &times; $10 = $3,200 chi ph\u00ed spread m\u1ed7i th\u00e1ng<\/span><\/div>\n<div class=\"ftd-card\"><span class=\"ftd-card-v\">1.1 pip<\/span><span class=\"ftd-card-l\">Spread trung b\u00ecnh th\u1ef1c s\u1ef1 ph\u1ea3i tr\u1ea3<\/span><span class=\"ftd-card-n\">chi\u1ebfn l\u01b0\u1ee3c giao d\u1ecbch th\u01b0\u1eddng xuy\u00ean h\u01a1n trong nh\u1eefng ph\u00fat bi\u1ebfn \u0111\u1ed9ng m\u1ea1nh: 400 &times; 1.1 &times; $10 = $4,400<\/span><\/div>\n<div class=\"ftd-card\"><span class=\"ftd-card-v\">$1,200<\/span><span class=\"ftd-card-l\">Chi ph\u00ed h\u1eb1ng th\u00e1ng m\u00e0 b\u00e0i ki\u1ec3m tra b\u1ecf s\u00f3t<\/span><span class=\"ftd-card-n\">t\u00ednh cho m\u1ed7i lot; n\u1ebfu l\u1ee3i th\u1ebf g\u1ed9p l\u00e0 1.5 pip m\u1ed7i giao d\u1ecbch, sai s\u1ed1 0.3 pip s\u1ebd x\u00f3a m\u1ea5t 20% l\u1ee3i th\u1ebf \u0111\u00f3<\/span><\/div>\n<\/div>\n<p class=\"ftd-note\">Con s\u1ed1 1.1 pip l\u00e0 v\u00ed d\u1ee5 \u0111\u1ec3 minh h\u1ecda c\u01a1 ch\u1ebf, kh\u00f4ng ph\u1ea3i gi\u00e1 tr\u1ecb \u0111o \u0111\u01b0\u1ee3c c\u1ee7a b\u1ea5t k\u1ef3 broker n\u00e0o. H\u00e3y \u0111o spread trung b\u00ecnh m\u00e0 c\u00e1c giao d\u1ecbch c\u1ee7a chi\u1ebfn l\u01b0\u1ee3c th\u1ef1c s\u1ef1 g\u1eb7p trong d\u1eef li\u1ec7u tick.<\/p>\n<h2 id=\"ftd-impact\">Gi\u1ea3 \u0111\u1ecbnh v\u1ec1 d\u1eef li\u1ec7u thay \u0111\u1ed5i k\u1ebft qu\u1ea3 \u0111\u1ebfn m\u1ee9c n\u00e0o<\/h2>\n<p>\u0110\u1ec3 cho th\u1ea5y t\u00e1c \u0111\u1ed9ng c\u1ee7a t\u1eebng gi\u1ea3 \u0111\u1ecbnh, bi\u1ec3u \u0111\u1ed3 d\u01b0\u1edbi \u0111\u00e2y l\u1ea5y m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c ng\u1eafn h\u1ea1n gi\u1ea3 \u0111\u1ecbnh v\u00e0 ch\u1ec9 thay \u0111\u1ed5i d\u1eef li\u1ec7u c\u00f9ng m\u00f4 h\u00ecnh kh\u1edbp l\u1ec7nh. C\u00e1c con s\u1ed1 mang t\u00ednh minh h\u1ecda, \u0111\u01b0\u1ee3c x\u00e2y d\u1ef1ng \u0111\u1ec3 ph\u1ea3n \u00e1nh h\u01b0\u1edbng v\u00e0 \u0111\u1ed9 l\u1edbn t\u01b0\u01a1ng \u0111\u1ed1i c\u1ee7a nh\u1eefng t\u00e1c \u0111\u1ed9ng m\u00e0 ch\u00fang t\u00f4i th\u01b0\u1eddng th\u1ea5y khi chuy\u1ec3n t\u1eeb ki\u1ec3m tra d\u1ef1a tr\u00ean n\u1ebfn sang ki\u1ec3m tra d\u1ef1a tr\u00ean tick v\u1edbi kh\u1edbp l\u1ec7nh th\u1ef1c t\u1ebf. Ch\u00fang kh\u00f4ng ph\u1ea3i k\u1ebft qu\u1ea3 c\u1ee7a m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c c\u1ee5 th\u1ec3.<\/p>\n<figure class=\"ftd-figure\"><img decoding=\"async\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2026\/10\/data-assumption-impact-forex-tick-data-backtesting-1760x800-1.webp\" alt=\"K\u1ebft qu\u1ea3 r\u00f2ng trung b\u00ecnh m\u1ed7i giao d\u1ecbch c\u1ee7a m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c theo b\u1ed1n gi\u1ea3 \u0111\u1ecbnh v\u1ec1 d\u1eef li\u1ec7u v\u00e0 kh\u1edbp l\u1ec7nh, t\u1eeb n\u1ebfn n\u1ed9i suy \u0111\u1ebfn tick th\u1eadt c\u00f3 t\u00ednh th\u1eddi gian kh\u1edbp l\u1ec7nh (minh h\u1ecda)\" width=\"1760\" height=\"800\" loading=\"lazy\"><figcaption>M\u1ed7i b\u01b0\u1edbc th\u00eam m\u1ed9t ph\u1ea7n th\u1ef1c t\u1ebf: tick \u0111\u01b0\u1ee3c ghi l\u1ea1i, spread bi\u1ebfn \u0111\u1ed9ng, r\u1ed3i th\u1eddi gian kh\u1edbp l\u1ec7nh. S\u1ed1 li\u1ec7u minh h\u1ecda.<\/figcaption><\/figure>\n<p>\u0110i\u1ec1u quan tr\u1ecdng l\u00e0 quy lu\u1eadt. M\u1ed7i gi\u1ea3 \u0111\u1ecbnh th\u1ef1c t\u1ebf l\u1ea5y \u0111i m\u1ed9t ph\u1ea7n l\u1ee3i th\u1ebf, v\u00e0 b\u01b0\u1edbc cu\u1ed1i c\u00f9ng, th\u1eddi gian kh\u1edbp l\u1ec7nh, th\u01b0\u1eddng l\u1ea5y \u0111i nhi\u1ec1u nh\u1ea5t \u0111\u1ed1i v\u1edbi chi\u1ebfn l\u01b0\u1ee3c ng\u1eafn h\u1ea1n. N\u1ebfu m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c v\u01b0\u1ee3t qua c\u1ea3 b\u1ed1n b\u01b0\u1edbc v\u1edbi k\u1ebft qu\u1ea3 d\u01b0\u01a1ng v\u00e0 s\u1ed1 giao d\u1ecbch h\u1ee3p l\u00fd, n\u00f3 \u0111\u00e1ng \u0111\u01b0\u1ee3c th\u1eed nghi\u1ec7m th\u1ef1c t\u1ebf \u1edf quy m\u00f4 nh\u1ecf. N\u1ebfu n\u00f3 ch\u1ec9 tr\u00f4ng t\u1ed1t \u1edf c\u1ed9t \u0111\u1ea7u ti\u00ean, l\u1ee3i th\u1ebf \u0111\u00f3 thu\u1ed9c v\u1ec1 m\u00f4 h\u00ecnh d\u1eef li\u1ec7u ch\u1ee9 kh\u00f4ng ph\u1ea3i th\u1ecb tr\u01b0\u1eddng.<\/p>\n<h2 id=\"ftd-exec\">Tick l\u00e0 c\u1ea7n nh\u01b0ng ch\u01b0a \u0111\u1ee7: th\u1eddi gian kh\u1edbp l\u1ec7nh<\/h2>\n<p>Ngay c\u1ea3 m\u1ed9t b\u1ed9 d\u1eef li\u1ec7u tick ho\u00e0n h\u1ea3o c\u0169ng cho k\u1ebft qu\u1ea3 l\u1ea1c quan n\u1ebfu m\u1ecdi l\u1ec7nh \u0111\u1ec1u kh\u1edbp t\u1ea1i gi\u00e1 c\u1ee7a tick \u0111\u00e3 k\u00edch ho\u1ea1t n\u00f3. Trong giao d\u1ecbch th\u1ef1c, lu\u00f4n c\u00f3 \u0111\u1ed9 tr\u1ec5 gi\u1eefa quy\u1ebft \u0111\u1ecbnh v\u00e0 l\u00fac kh\u1edbp l\u1ec7nh: n\u1ec1n t\u1ea3ng c\u1ee7a b\u1ea1n, m\u1ea1ng, qu\u00e1 tr\u00ecnh x\u1eed l\u00fd c\u1ee7a broker. Trong kho\u1ea3ng tr\u1ec5 \u0111\u00f3, th\u1ecb tr\u01b0\u1eddng v\u1eabn ti\u1ebfp t\u1ee5c ch\u1ea1y. V\u00e0o ng\u00e0y y\u00ean \u1eafng, t\u00e1c \u0111\u1ed9ng ch\u1ec9 l\u00e0 m\u1ed9t ph\u1ea7n nh\u1ecf c\u1ee7a pip; trong m\u1ed9t bi\u1ebfn \u0111\u1ed9ng nhanh, \u0111\u00f3 l\u00e0 kh\u00e1c bi\u1ec7t gi\u1eefa giao d\u1ecbch th\u1eafng v\u00e0 giao d\u1ecbch thua.<\/p>\n<p>M\u00f4 h\u00ecnh \u0111\u00fang s\u1ebd ti\u1ebfn v\u1ec1 ph\u00eda tr\u01b0\u1edbc trong lu\u1ed3ng tick m\u1ed9t kho\u1ea3ng b\u1eb1ng ph\u1ea7n g\u1eedi y\u00eau c\u1ea7u trong th\u1eddi gian kh\u1edbp l\u1ec7nh c\u1ee7a b\u1ea1n v\u00e0 kh\u1edbp t\u1ea1i gi\u00e1 bid ho\u1eb7c ask \u0111\u01b0\u1ee3c b\u00e1o \u1edf th\u1eddi \u0111i\u1ec3m sau \u0111\u00f3. C\u00e1ch n\u00e0y t\u1ea1o ra tr\u01b0\u1ee3t gi\u00e1 th\u1ef1c t\u1ebf, c\u1ea3 d\u01b0\u01a1ng l\u1eabn \u00e2m, m\u00e0 kh\u00f4ng c\u1ea7n \u0111o\u00e1n m\u1ed9t con s\u1ed1 tr\u01b0\u1ee3t gi\u00e1. Ch\u00fang t\u00f4i gi\u1ea3i th\u00edch m\u00f4 h\u00ecnh n\u00e0y, b\u1ed1n th\u00e0nh ph\u1ea7n c\u1ee7a \u0111\u1ed9 tr\u1ec5 v\u00e0 m\u1ed9t v\u00ed d\u1ee5 t\u00ednh to\u00e1n trong b\u00e0i vi\u1ebft v\u1ec1 <a href=\"https:\/\/bjftradinggroup.com\/latency-arbitrage-backtest-execution-time-gap\/\">kho\u1ea3ng c\u00e1ch th\u1eddi gian kh\u1edbp l\u1ec7nh trong backtest arbitrage \u0111\u1ed9 tr\u1ec5<\/a>, v\u00e0 c\u00e1ch \u0111o tr\u01b0\u1ee3t gi\u00e1 tr\u00ean c\u00e1c l\u1ec7nh kh\u1edbp th\u1ef1c t\u1ebf trong <a href=\"https:\/\/bjftradinggroup.com\/forex-slippage-explained\/\">gi\u1ea3i th\u00edch v\u1ec1 tr\u01b0\u1ee3t gi\u00e1 forex<\/a>.<\/p>\n<p>\u0110\u00e2y c\u0169ng l\u00e0 c\u00e2u tr\u1ea3 l\u1eddi ph\u1ed5 bi\u1ebfn nh\u1ea5t cho c\u00e2u h\u1ecfi &#8220;v\u00ec sao k\u1ebft qu\u1ea3 th\u1ef1c t\u1ebf c\u1ee7a t\u00f4i kh\u00e1c v\u1edbi backtest?&#8221; D\u1eef li\u1ec7u kh\u00f4ng c\u00f3 v\u1ea5n \u0111\u1ec1; m\u00f4 h\u00ecnh kh\u1edbp l\u1ec7nh \u0111\u00e3 gi\u1ea3 \u0111\u1ecbnh \u0111\u1ed9 tr\u1ec5 b\u1eb1ng kh\u00f4ng. M\u1ed9t nguy\u00ean t\u1eafc kinh nghi\u1ec7m t\u1ed1t l\u00e0 ki\u1ec3m tra v\u1edbi th\u1eddi gian kh\u1edbp l\u1ec7nh \u0111o \u0111\u01b0\u1ee3c c\u1ee7a b\u1ea1n v\u00e0 ki\u1ec3m tra l\u1ea1i v\u1edbi gi\u00e1 tr\u1ecb g\u1ea5p 1.5 \u0111\u1ebfn 2 l\u1ea7n. Chi\u1ebfn l\u01b0\u1ee3c s\u1ee5p \u0111\u1ed5 \u1edf gi\u00e1 tr\u1ecb cao h\u01a1n l\u00e0 chi\u1ebfn l\u01b0\u1ee3c mong manh.<\/p>\n<h2 id=\"ftd-storage\">L\u01b0u tr\u1eef, \u0111\u1ecbnh d\u1ea1ng v\u00e0 x\u1eed l\u00fd<\/h2>\n<p>D\u1eef li\u1ec7u tick c\u00f3 dung l\u01b0\u1ee3ng l\u1edbn, v\u00e0 \u0111\u1ecbnh d\u1ea1ng b\u1ea1n ch\u1ecdn \u1ea3nh h\u01b0\u1edfng \u0111\u1ebfn c\u1ea3 dung l\u01b0\u1ee3ng \u1ed5 \u0111\u0129a l\u1eabn t\u1ed1c \u0111\u1ed9 m\u00e0 b\u1ed9 t\u1ed1i \u01b0u h\u00f3a c\u00f3 th\u1ec3 ph\u00e1t l\u1ea1i d\u1eef li\u1ec7u. \u01af\u1edbc t\u00ednh s\u01a1 b\u1ed9 cho m\u1ed9t c\u1eb7p ti\u1ec1n ch\u00ednh s\u00f4i \u0111\u1ed9ng:<\/p>\n<div class=\"ftd-cards\">\n<div class=\"ftd-card\"><span class=\"ftd-card-v\">~39 M<\/span><span class=\"ftd-card-l\">S\u1ed1 tick m\u1ed7i n\u0103m<\/span><span class=\"ftd-card-n\">v\u1edbi kho\u1ea3ng 150,000 b\u00e1o gi\u00e1 m\u1ed7i ng\u00e0y giao d\u1ecbch &times; 260 ng\u00e0y (feed s\u00f4i \u0111\u1ed9ng g\u1eedi nhi\u1ec1u h\u01a1n, feed b\u1ecb gi\u1edbi h\u1ea1n g\u1eedi \u00edt h\u01a1n)<\/span><\/div>\n<div class=\"ftd-card\"><span class=\"ftd-card-v\">~2 GB<\/span><span class=\"ftd-card-l\">D\u1ea1ng v\u0103n b\u1ea3n CSV<\/span><span class=\"ftd-card-n\">kho\u1ea3ng 50 byte m\u1ed7i d\u00f2ng v\u1edbi chu\u1ed7i ng\u00e0y gi\u1edd \u0111\u1ea7y \u0111\u1ee7, bid v\u00e0 ask<\/span><\/div>\n<div class=\"ftd-card\"><span class=\"ftd-card-v\">~0.6 GB<\/span><span class=\"ftd-card-l\">D\u1ea1ng nh\u1ecb ph\u00e2n g\u1ecdn<\/span><span class=\"ftd-card-n\">d\u1ea5u th\u1eddi gian 8 byte + hai gi\u00e1 s\u1ed1 nguy\u00ean 4 byte t\u00ednh b\u1eb1ng point = 16 byte m\u1ed7i tick, tr\u01b0\u1edbc khi n\u00e9n<\/span><\/div>\n<\/div>\n<p class=\"ftd-note\">\u01af\u1edbc t\u00ednh theo b\u1eadc \u0111\u1ed9 l\u1edbn. C\u00e1c \u0111\u1ecbnh d\u1ea1ng c\u1ed9t c\u00f3 n\u00e9n th\u01b0\u1eddng thu nh\u1ecf t\u1ec7p tick th\u00eam v\u00e0i l\u1ea7n n\u1eefa.<\/p>\n<ul class=\"ftd-checks\">\n<li><strong>L\u01b0u gi\u00e1 d\u01b0\u1edbi d\u1ea1ng s\u1ed1 nguy\u00ean t\u00ednh b\u1eb1ng point<\/strong> (1.08512 &rarr; 108512). C\u00e1ch n\u00e0y tr\u00e1nh l\u1ed7i l\u00e0m tr\u00f2n d\u1ea5u ph\u1ea9y \u0111\u1ed9ng khi so s\u00e1nh gi\u00e1 v\u00e0 gi\u1ea3m m\u1ed9t n\u1eeda dung l\u01b0\u1ee3ng.<\/li>\n<li><strong>Ph\u00e2n v\u00f9ng theo m\u00e3 v\u00e0 theo ng\u00e0y.<\/strong> M\u1ed7i m\u00e3 m\u1ed7i ng\u00e0y m\u1ed9t t\u1ec7p gi\u00fap vi\u1ec7c ki\u1ec3m tra kho\u1ea3ng tr\u1ed1ng, t\u1ea3i l\u1ea1i m\u1ed9t ph\u1ea7n v\u00e0 t\u1ed1i \u01b0u h\u00f3a song song tr\u1edf n\u00ean \u0111\u01a1n gi\u1ea3n.<\/li>\n<li><strong>Gi\u1eef nguy\u00ean t\u1ec7p th\u00f4.<\/strong> L\u00e0m s\u1ea1ch sang m\u1ed9t b\u1ed9 d\u1eef li\u1ec7u ri\u00eang v\u00e0 l\u01b0u nh\u1eadt k\u00fd l\u00e0m s\u1ea1ch \u0111\u1ec3 b\u1ea1n c\u00f3 th\u1ec3 t\u00e1i t\u1ea1o b\u1ea5t k\u1ef3 k\u1ebft qu\u1ea3 n\u00e0o.<\/li>\n<li><strong>Gi\u1eef CSV \u0111\u1ec3 trao \u0111\u1ed5i.<\/strong> M\u1ed9t \u0111\u1ecbnh d\u1ea1ng \u0111\u01a1n gi\u1ea3n g\u1ed3m d\u1ea5u th\u1eddi gian, bid v\u00e0 ask l\u00e0 th\u1ee9 m\u00e0 h\u1ea7u h\u1ebft c\u00f4ng c\u1ee5 \u0111\u1ec1u nh\u1eadp \u0111\u01b0\u1ee3c. V\u00ed d\u1ee5, SharpTrader Optimizer ch\u1ea5p nh\u1eadn d\u1eef li\u1ec7u tick c\u1ee7a ri\u00eang b\u1ea1n d\u01b0\u1edbi d\u1ea1ng CSV v\u1edbi d\u1ea5u th\u1eddi gian, bid v\u00e0 ask.<\/li>\n<\/ul>\n<h2 id=\"ftd-pitfalls\">Nh\u1eefng c\u1ea1m b\u1eaby th\u01b0\u1eddng g\u1eb7p<\/h2>\n<ul class=\"ftd-checks\">\n<li><strong>G\u1ecdi n\u1ebfn n\u1ed9i suy l\u00e0 &#8220;d\u1eef li\u1ec7u tick&#8221;.<\/strong> H\u00e3y ki\u1ec3m tra xem c\u00f4ng c\u1ee5 c\u1ee7a b\u1ea1n ph\u00e1t l\u1ea1i b\u00e1o gi\u00e1 \u0111\u01b0\u1ee3c ghi l\u1ea1i hay t\u1ea1o ch\u00fang t\u1eeb n\u1ebfn.<\/li>\n<li><strong>Ki\u1ec3m tra tr\u00ean gi\u00e1 mid.<\/strong> B\u1ed9 d\u1eef li\u1ec7u ch\u1ec9 c\u00f3 gi\u00e1 mid b\u1ecf qua ho\u00e0n to\u00e0n spread; chi ph\u00ed ph\u1ea3i \u0111\u1ebfn t\u1eeb bid v\u00e0 ask.<\/li>\n<li><strong>Tr\u1ed9n nhi\u1ec1u ngu\u1ed3n trong m\u1ed9t b\u00e0i ki\u1ec3m tra.<\/strong> Gh\u00e9p t\u1ec7p c\u1ee7a hai nh\u00e0 cung c\u1ea5p t\u1ea1o ra b\u01b0\u1edbc nh\u1ea3y gi\u1ea3 t\u1ea1i \u0111i\u1ec3m n\u1ed1i v\u00e0 c\u00e1c ch\u1ebf \u0111\u1ed9 spread kh\u00e1c nhau trong c\u00f9ng m\u1ed9t giai \u0111o\u1ea1n.<\/li>\n<li><strong>B\u1ecf qua m\u00fai gi\u1edd v\u00e0 gi\u1edd m\u00f9a h\u00e8.<\/strong> B\u1ed9 l\u1ecdc phi\u00ean v\u00e0 logic rollover h\u1eb1ng ng\u00e0y b\u1ecb l\u1ec7ch m\u1ed9t c\u00e1ch \u00e2m th\u1ea7m.<\/li>\n<li><strong>L\u1ea5p kho\u1ea3ng tr\u1ed1ng b\u1eb1ng gi\u00e1 b\u1ecba ra.<\/strong> Chi\u1ebfn l\u01b0\u1ee3c c\u00f3 th\u1ec3 &#8220;giao d\u1ecbch&#8221; trong l\u00fac gi\u00e1n \u0111o\u1ea1n m\u00e0 th\u1ef1c t\u1ebf kh\u00f4ng h\u1ec1 c\u00f3 b\u00e1o gi\u00e1. Thay v\u00e0o \u0111\u00f3, h\u00e3y lo\u1ea1i tr\u1eeb c\u00e1c kho\u1ea3ng tr\u1ed1ng.<\/li>\n<li><strong>L\u00e0m s\u1ea1ch qu\u00e1 m\u1ee9c.<\/strong> X\u00f3a m\u1ecdi bi\u1ebfn \u0111\u1ed9ng l\u1edbn s\u1ebd lo\u1ea1i b\u1ecf c\u00e1c \u0111\u1ed9t bi\u1ebfn tin t\u1ee9c v\u00e0 b\u01b0\u1edbc nh\u1ea3y m\u00e0 m\u1ed9t s\u1ed1 chi\u1ebfn l\u01b0\u1ee3c \u0111\u01b0\u1ee3c x\u00e2y d\u1ef1ng \u0111\u1ec3 giao d\u1ecbch.<\/li>\n<li><strong>Kh\u1edbp l\u1ec7nh kh\u00f4ng \u0111\u1ed9 tr\u1ec5.<\/strong> Kh\u1edbp l\u1ec7nh ho\u00e0n h\u1ea3o t\u1ea1i tick t\u00edn hi\u1ec7u khi\u1ebfn g\u1ea7n nh\u01b0 m\u1ecdi chi\u1ebfn l\u01b0\u1ee3c ng\u1eafn h\u1ea1n \u0111\u1ec1u tr\u00f4ng c\u00f3 l\u00e3i.<\/li>\n<li><strong>T\u1ed1i \u01b0u h\u00f3a tr\u00ean to\u00e0n b\u1ed9 d\u1eef li\u1ec7u.<\/strong> Kh\u00f4ng c\u00f3 giai \u0111o\u1ea1n ngo\u00e0i m\u1eabu v\u00e0 ki\u1ec3m tra walk-forward, m\u1ed9t l\u01b0\u1edbi tham s\u1ed1 l\u1edbn s\u1ebd t\u00ecm ra m\u1ed9t \u0111\u01b0\u1eddng cong kh\u1edbp v\u1edbi qu\u00e1 kh\u1ee9 v\u00e0 kh\u00f4ng g\u00ec kh\u00e1c.<\/li>\n<\/ul>\n<h2 id=\"ftd-tools\">D\u1eef li\u1ec7u tick trong SharpTrader Optimizer<\/h2>\n<p>Ch\u00fang t\u00f4i x\u00e2y d\u1ef1ng <a href=\"https:\/\/bjftradinggroup.com\/product\/sharptrader-optimizer\/\">SharpTrader Optimizer<\/a> d\u1ef1a tr\u00ean c\u00e1c \u0111i\u1ec3m trong h\u01b0\u1edbng d\u1eabn n\u00e0y. C\u00f4ng c\u1ee5 ph\u00e1t l\u1ea1i tick bid\/ask l\u1ecbch s\u1eed th\u1ef1c thay v\u00ec n\u1ebfn n\u1ed9i suy, l\u1ea5y spread t\u1eeb m\u1ecdi tick v\u00e0 cho ph\u00e9p b\u1ea1n \u0111\u1eb7t th\u1eddi gian kh\u1edbp l\u1ec7nh t\u00ednh b\u1eb1ng mili gi\u00e2y \u0111\u1ec3 m\u1ed7i l\u1ec7nh \u0111\u01b0\u1ee3c kh\u1edbp t\u1eeb lu\u1ed3ng tick sau kho\u1ea3ng tr\u1ec5 \u0111\u00f3. B\u1ea1n c\u00f3 th\u1ec3 d\u00f9ng l\u1ecbch s\u1eed tick BJF Feed \u0111\u01b0\u1ee3c ghi t\u1ea1i c\u00e1c node London, Tokyo v\u00e0 New York, ho\u1eb7c nh\u1eadp tick t\u1eeb broker c\u1ee7a b\u1ea1n d\u01b0\u1edbi d\u1ea1ng CSV. L\u01b0\u1edbi tham s\u1ed1 ch\u1ea1y tr\u00ean m\u1ecdi nh\u00e2n CPU, \u0111i\u1ec1u n\u00e0y quan tr\u1ecdng khi m\u1ed9t n\u0103m d\u1eef li\u1ec7u c\u1ee7a m\u1ed9t c\u1eb7p ti\u1ec1n l\u00ean t\u1edbi h\u00e0ng ch\u1ee5c tri\u1ec7u tick.<\/p>\n<p>N\u1ebfu b\u1ea1n \u0111\u00e3 c\u00f3 chi\u1ebfn l\u01b0\u1ee3c ri\u00eang, b\u00e0i vi\u1ebft v\u1ec1 <a href=\"https:\/\/bjftradinggroup.com\/optimize-your-own-trading-bot-sharptrader\/\">ki\u1ec3m tra bot c\u1ee7a ri\u00eang b\u1ea1n trong SharpTrader<\/a> tr\u00ecnh b\u00e0y to\u00e0n b\u1ed9 quy tr\u00ecnh t\u1eeb m\u00e3 ngu\u1ed3n \u0111\u1ebfn t\u1ed1i \u01b0u h\u00f3a \u1edf c\u1ea5p \u0111\u1ed9 tick.<\/p>\n<div class=\"ftd-cta\">\n<h3>Ki\u1ec3m tra tr\u00ean \u0111\u00fang nh\u1eefng tick m\u00e0 chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a b\u1ea1n s\u1ebd g\u1eb7p<\/h3>\n<p>Tick bid\/ask th\u1ef1c, spread bi\u1ebfn \u0111\u1ed9ng tr\u00ean m\u1ecdi b\u00e1o gi\u00e1 v\u00e0 th\u1eddi gian kh\u1edbp l\u1ec7nh c\u1ee7a broker t\u00ednh b\u1eb1ng mili gi\u00e2y: ba y\u1ebfu t\u1ed1 \u0111\u1ea7u v\u00e0o quy\u1ebft \u0111\u1ecbnh m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c ng\u1eafn h\u1ea1n c\u00f3 tr\u1ee5 v\u1eefng trong giao d\u1ecbch th\u1ef1c hay kh\u00f4ng.<\/p>\n<p><a class=\"ftd-btn\" href=\"https:\/\/bjftradinggroup.com\/product\/sharptrader-optimizer\/\">Kh\u00e1m ph\u00e1 SharpTrader Optimizer<\/a><a class=\"ftd-btn ftd-btn-alt\" href=\"https:\/\/bjftradinggroup.com\/latency-arbitrage-backtest-execution-time-gap\/\">\u0110\u1ecdc: kho\u1ea3ng c\u00e1ch th\u1eddi gian kh\u1edbp l\u1ec7nh<\/a>\n<\/div>\n<div class=\"bjf-ff-wrap\"><div class=\"bjf-ff\" id=\"bjfff1123\" style=\"max-width:640px;margin:28px auto;padding:24px 26px;border:1px solid #d9e1ec;border-radius:12px;background:#f6f8fb\">\n<p style=\"margin:0 0 6px;font-size:20px;font-weight:700;color:#0f1b2d\">M\u00e1y qu\u00e9t ch\u00eanh l\u1ec7ch gi\u00e1 mi\u1ec5n ph\u00ed + kh\u00f3a h\u1ecdc email ng\u1eafn<\/p>\n<p style=\"margin:0 0 16px;font-size:15px;line-height:1.55;color:#44505f\">Nh\u1eadn li\u00ean k\u1ebft m\u00e1y qu\u00e9t mi\u1ec5n ph\u00ed v\u00e0 v\u00e0i email ng\u1eafn, th\u1ef1c t\u1ebf t\u1eeb Boris: ch\u00eanh l\u1ec7ch gi\u00e1 th\u1ef1c s\u1ef1 c\u00f3 \u00fd ngh\u0129a g\u00ec sau chi ph\u00ed, c\u00e1ch ki\u1ec3m th\u1eed chi\u1ebfn l\u01b0\u1ee3c tr\u01b0\u1edbc khi m\u1ea1o hi\u1ec3m ti\u1ec1n th\u1eadt v\u00e0 c\u00f4ng c\u1ee5 n\u00e0o ph\u00f9 h\u1ee3p v\u1edbi th\u1ecb tr\u01b0\u1eddng c\u1ee7a b\u1ea1n. Kh\u00f4ng th\u1ed5i ph\u1ed3ng. Email \u0111\u01b0\u1ee3c g\u1eedi b\u1eb1ng ti\u1ebfng Anh.<\/p>\n<form method=\"post\" novalidate>\n<input type=\"hidden\" name=\"market\" value=\"forex\"><input type=\"hidden\" name=\"source\" value=\"blog\"><input type=\"hidden\" name=\"ts\" value=\"1793486954\"><input type=\"hidden\" name=\"ref\" value=\"forex-tick-data-backtesting\"><input type=\"hidden\" name=\"lang\" value=\"vi\"><div style=\"position:absolute;left:-9999px\" aria-hidden=\"true\"><label>Website<input type=\"text\" name=\"website\" tabindex=\"-1\" autocomplete=\"off\"><\/label><\/div>\n<div style=\"display:flex;flex-wrap:wrap;gap:10px\">\n<input type=\"text\" name=\"first_name\" placeholder=\"T\u00ean\" aria-label=\"T\u00ean\" autocomplete=\"given-name\" style=\"flex:1 1 160px;min-width:0;padding:11px 12px;border:1px solid #c9d3df;border-radius:8px;font-size:15px\">\n<input type=\"email\" name=\"email\" required placeholder=\"Email\" aria-label=\"Email\" autocomplete=\"email\" style=\"flex:2 1 220px;min-width:0;padding:11px 12px;border:1px solid #c9d3df;border-radius:8px;font-size:15px\">\n<button type=\"submit\" style=\"flex:1 1 160px;padding:11px 16px;border:0;border-radius:8px;background:#c9962a;color:#0f1b2d;font-weight:700;font-size:15px;cursor:pointer\">G\u1eedi cho t\u00f4i<\/button>\n<\/div>\n<p style=\"margin:10px 0 0;font-size:12px;line-height:1.5;color:#6b7785\">Khi g\u1eedi, b\u1ea1n \u0111\u1ed3ng \u00fd nh\u1eadn email t\u1eeb BJF Trading Group v\u1ec1 c\u00f4ng c\u1ee5 arbitrage v\u00e0 ph\u1ea7n m\u1ec1m giao d\u1ecbch. B\u1ea1n c\u00f3 th\u1ec3 h\u1ee7y \u0111\u0103ng k\u00fd b\u1ea5t c\u1ee9 l\u00fac n\u00e0o. Xem <a href=\"https:\/\/bjftradinggroup.com\/vi\/privacy-policy\/\">Ch\u00ednh s\u00e1ch quy\u1ec1n ri\u00eang t\u01b0<\/a> c\u1ee7a ch\u00fang t\u00f4i.<\/p>\n<p class=\"bjf-ff-msg\" role=\"status\" style=\"margin:10px 0 0;font-size:15px;font-weight:600\"><\/p>\n<\/form><\/div>\n<script>(function(){var M={\"invalid\":\"Vui l\\u00f2ng nh\\u1eadp email h\\u1ee3p l\\u1ec7.\",\"sending\":\"\\u0110ang g\\u1eedi\\u2026\",\"done\":\"Xong! H\\u00e3y ki\\u1ec3m tra h\\u1ed9p th\\u01b0 c\\u1ee7a b\\u1ea1n sau v\\u00e0i ph\\u00fat.\",\"err\":\"\\u0110\\u00e3 x\\u1ea3y ra l\\u1ed7i, vui l\\u00f2ng th\\u1eed l\\u1ea1i.\",\"net\":\"L\\u1ed7i m\\u1ea1ng, vui l\\u00f2ng th\\u1eed l\\u1ea1i.\",\"srv\":false};var b=document.getElementById('bjfff1123');if(!b)return;var f=b.querySelector('form'),m=b.querySelector('.bjf-ff-msg');f.addEventListener('submit',function(e){e.preventDefault();var d=new FormData(f);if(!\/^[^\\s@]+@[^\\s@]+\\.[^\\s@]+$\/.test(d.get('email')||'')){m.style.color='#b42318';m.textContent=M.invalid;return;}var btn=f.querySelector('button');btn.disabled=true;m.style.color='#44505f';m.textContent=M.sending;fetch('\/wp-json\/bjf\/v1\/subscribe',{method:'POST',body:d}).then(function(r){return r.json()}).then(function(j){if(j&&j.ok){m.style.color='#1a7f4b';m.textContent=M.done;f.querySelectorAll('input,button').forEach(function(x){x.disabled=true});if(window.gtag)gtag('event','generate_lead',{form_source:d.get('source')});if(window.fbq)fbq('track','Lead',{content_name:d.get('source')});}else{btn.disabled=false;m.style.color='#b42318';m.textContent=(M.srv&&j&&j.msg)||M.err;}}).catch(function(){btn.disabled=false;m.style.color='#b42318';m.textContent=M.net;});});})();<\/script>\n<\/div>\n<h2 id=\"ftd-faq\">C\u00e2u h\u1ecfi th\u01b0\u1eddng g\u1eb7p<\/h2>\n<div class=\"ftd-faq\">\n<h3>D\u1eef li\u1ec7u tick forex l\u00e0 g\u00ec?<\/h3>\n<p>D\u1eef li\u1ec7u tick forex l\u00e0 b\u1ea3n ghi m\u1ecdi thay \u0111\u1ed5i b\u00e1o gi\u00e1 c\u1ee7a m\u1ed9t c\u1eb7p ti\u1ec1n, k\u00e8m d\u1ea5u th\u1eddi gian, gi\u00e1 bid, gi\u00e1 ask v\u00e0 \u0111\u00f4i khi kh\u1ed1i l\u01b0\u1ee3ng ch\u00e0o gi\u00e1. N\u00f3 gi\u1eef \u0111\u00fang th\u1ee9 t\u1ef1, th\u1eddi \u0111i\u1ec3m v\u00e0 spread c\u1ee7a c\u00e1c l\u1ea7n c\u1eadp nh\u1eadt gi\u00e1, nh\u1eefng th\u1ee9 m\u00e0 d\u1eef li\u1ec7u n\u1ebfn l\u00e0m m\u1ea5t.<\/p>\n<h3>T\u00f4i c\u00f3 th\u1ec3 l\u1ea5y d\u1eef li\u1ec7u tick forex mi\u1ec5n ph\u00ed \u1edf \u0111\u00e2u?<\/h3>\n<p>M\u1ed9t s\u1ed1 broker ECN v\u00e0 nh\u00e0 t\u1ed5ng h\u1ee3p c\u00f4ng b\u1ed1 mi\u1ec5n ph\u00ed tick bid\/ask l\u1ecbch s\u1eed cho c\u00e1c c\u1eb7p ti\u1ec1n ch\u00ednh, v\u00e0 nhi\u1ec1u broker cho ph\u00e9p b\u1ea1n t\u1ea3i l\u1ecbch s\u1eed c\u1ee7a ri\u00eang h\u1ecd. Kho l\u01b0u tr\u1eef mi\u1ec5n ph\u00ed h\u1eefu \u00edch cho nghi\u00ean c\u1ee9u, nh\u01b0ng ch\u00fang th\u1ec3 hi\u1ec7n gi\u00e1 c\u1ee7a m\u1ed9t n\u01a1i giao d\u1ecbch, v\u00ec v\u1eady h\u00e3y x\u00e1c nh\u1eadn k\u1ebft qu\u1ea3 cu\u1ed1i c\u00f9ng tr\u00ean tick ghi l\u1ea1i t\u1eeb broker c\u1ee7a ch\u00ednh b\u1ea1n.<\/p>\n<h3>D\u1eef li\u1ec7u tick c\u00f3 t\u1ed1t h\u01a1n d\u1eef li\u1ec7u 1 ph\u00fat \u0111\u1ec3 backtest kh\u00f4ng?<\/h3>\n<p>V\u1edbi c\u00e1c chi\u1ebfn l\u01b0\u1ee3c c\u00f3 m\u1ee5c ti\u00eau v\u00e0 c\u1eaft l\u1ed7 trong ph\u1ea1m vi v\u00e0i pip, scalping, giao d\u1ecbch tin t\u1ee9c v\u00e0 arbitrage, c\u00e2u tr\u1ea3 l\u1eddi l\u00e0 c\u00f3: n\u1ebfn m\u1ed9t ph\u00fat che gi\u1ea5u th\u1ee9 t\u1ef1 gi\u00e1 cao nh\u1ea5t v\u00e0 th\u1ea5p nh\u1ea5t, c\u00e1c b\u01b0\u1edbc nh\u1ea3y gi\u00e1 v\u00e0 spread th\u1ef1c. V\u1edbi chi\u1ebfn l\u01b0\u1ee3c swing c\u00f3 c\u1eaft l\u1ed7 r\u1ed9ng, d\u1eef li\u1ec7u m\u1ed9t ph\u00fat s\u1ea1ch v\u1edbi spread th\u1ef1c t\u1ebf th\u01b0\u1eddng l\u00e0 \u0111\u1ee7.<\/p>\n<h3>V\u00ec sao t\u00f4i nh\u1eadn \u0111\u01b0\u1ee3c k\u1ebft qu\u1ea3 backtest kh\u00e1c nhau tr\u00ean hai ngu\u1ed3n d\u1eef li\u1ec7u?<\/h3>\n<p>Forex giao ngay kh\u00f4ng c\u00f3 b\u0103ng giao d\u1ecbch trung t\u00e2m, n\u00ean m\u1ed7i ngu\u1ed3n l\u00e0 g\u00f3c nh\u00ecn c\u1ee7a m\u1ed9t n\u01a1i giao d\u1ecbch kh\u00e1c nhau. Spread, t\u1ea7n su\u1ea5t b\u00e1o gi\u00e1, m\u00fai gi\u1edd, c\u00e1ch x\u1eed l\u00fd gi\u1edd m\u00f9a h\u00e8 v\u00e0 quy t\u1eafc l\u00e0m s\u1ea1ch \u0111\u1ec1u kh\u00e1c nhau. H\u00e3y so s\u00e1nh gi\u00e1 v\u00e0 spread theo gi\u1edd gi\u1eefa hai b\u1ed9 d\u1eef li\u1ec7u \u0111\u1ec3 t\u00ecm nguy\u00ean nh\u00e2n, v\u00e0 tin v\u00e0o ngu\u1ed3n g\u1ea7n nh\u1ea5t v\u1edbi n\u01a1i kh\u1edbp l\u1ec7nh c\u1ee7a b\u1ea1n.<\/p>\n<h3>M\u1ed9t n\u0103m d\u1eef li\u1ec7u tick forex c\u1ea7n bao nhi\u00eau dung l\u01b0\u1ee3ng l\u01b0u tr\u1eef?<\/h3>\n<p>V\u1edbi m\u1ed9t c\u1eb7p ti\u1ec1n ch\u00ednh s\u00f4i \u0111\u1ed9ng, kho\u1ea3ng h\u00e0ng ch\u1ee5c tri\u1ec7u tick m\u1ed7i n\u0103m: kho\u1ea3ng 2 GB d\u01b0\u1edbi d\u1ea1ng v\u0103n b\u1ea3n CSV ho\u1eb7c kho\u1ea3ng 0.6 GB \u1edf \u0111\u1ecbnh d\u1ea1ng nh\u1ecb ph\u00e2n g\u1ecdn tr\u01b0\u1edbc khi n\u00e9n. Nhi\u1ec1u c\u1eb7p ti\u1ec1n qua nhi\u1ec1u n\u0103m s\u1ebd nhanh ch\u00f3ng l\u00ean t\u1edbi h\u00e0ng ch\u1ee5c gigabyte.<\/p>\n<h3>V\u00ec sao backtest b\u1eb1ng d\u1eef li\u1ec7u tick c\u1ee7a t\u00f4i cho th\u1ea5y kh\u1edbp l\u1ec7nh ho\u00e0n h\u1ea3o?<\/h3>\n<p>V\u00ec b\u00e0i ki\u1ec3m tra kh\u1edbp m\u1ed7i l\u1ec7nh t\u1ea1i tick \u0111\u00e3 t\u1ea1o ra t\u00edn hi\u1ec7u. L\u1ec7nh th\u1ef1c c\u1ea7n th\u1eddi gian \u0111\u1ec3 \u0111\u1ebfn broker, v\u00e0 gi\u00e1 thay \u0111\u1ed5i trong kho\u1ea3ng \u0111\u00f3. H\u00e3y m\u00f4 ph\u1ecfng th\u1eddi gian kh\u1edbp l\u1ec7nh b\u1eb1ng c\u00e1ch ti\u1ebfn v\u1ec1 ph\u00eda tr\u01b0\u1edbc trong lu\u1ed3ng tick v\u00e0 kh\u1edbp t\u1ea1i gi\u00e1 bid ho\u1eb7c ask \u1edf th\u1eddi \u0111i\u1ec3m sau \u0111\u00f3, \u0111\u1ed3ng th\u1eddi ki\u1ec3m tra v\u1edbi \u0111\u1ed9 tr\u1ec5 g\u1ea5p 1.5 \u0111\u1ebfn 2 l\u1ea7n \u0111\u1ed9 tr\u1ec5 b\u1ea1n \u0111o \u0111\u01b0\u1ee3c.<\/p>\n<h3>T\u00f4i c\u1ea7n c\u1ea3 bid v\u00e0 ask, hay ch\u1ec9 gi\u00e1 mid l\u00e0 \u0111\u1ee7?<\/h3>\n<p>B\u1ea1n c\u1ea7n c\u1ea3 hai. L\u1ec7nh mua kh\u1edbp \u1edf gi\u00e1 ask v\u00e0 l\u1ec7nh b\u00e1n kh\u1edbp \u1edf gi\u00e1 bid, n\u00ean spread l\u00e0 chi ph\u00ed th\u1ef1c tr\u00ean m\u1ecdi giao d\u1ecbch. B\u1ed9 d\u1eef li\u1ec7u ch\u1ec9 c\u00f3 gi\u00e1 mid lo\u1ea1i b\u1ecf chi ph\u00ed \u0111\u00f3 v\u00e0 khi\u1ebfn c\u00e1c chi\u1ebfn l\u01b0\u1ee3c ng\u1eafn h\u1ea1n tr\u00f4ng t\u1ed1t h\u01a1n th\u1ef1c t\u1ebf.<\/p>\n<\/div>\n<p class=\"ftd-note\">B\u00e0i vi\u1ebft n\u00e0y mang t\u00ednh gi\u00e1o d\u1ee5c v\u00e0 kh\u00f4ng ph\u1ea3i l\u00e0 l\u1eddi khuy\u00ean t\u00e0i ch\u00ednh. C\u00e1c v\u00ed d\u1ee5, bi\u1ec3u \u0111\u1ed3 v\u00e0 s\u1ed1 li\u1ec7u \u0111\u01b0\u1ee3c ghi l\u00e0 minh h\u1ecda kh\u00f4ng ph\u1ea3i s\u1ed1 \u0111o c\u1ee7a b\u1ea5t k\u1ef3 broker hay chi\u1ebfn l\u01b0\u1ee3c c\u1ee5 th\u1ec3 n\u00e0o; ngu\u1ed3n d\u1eef li\u1ec7u, quy \u01b0\u1edbc v\u00e0 chi ph\u00ed kh\u00e1c nhau gi\u1eefa c\u00e1c nh\u00e0 cung c\u1ea5p v\u00e0 thay \u0111\u1ed5i theo th\u1eddi gian.<\/p>\n<p><script type=\"application\/ld+json\">\n{\n  \"@context\": \"https:\/\/schema.org\",\n  \"@graph\": [\n    {\n      \"@type\": \"Article\",\n      \"headline\": \"D\u1eef li\u1ec7u tick forex cho backtest: Ngu\u1ed3n d\u1eef li\u1ec7u, ki\u1ec3m tra ch\u1ea5t l\u01b0\u1ee3ng v\u00e0 nh\u1eefng c\u1ea1m b\u1eaby\",\n      \"description\": \"D\u1eef li\u1ec7u tick forex \u0111\u1ebfn t\u1eeb \u0111\u00e2u, v\u00ec sao hai b\u1ed9 d\u1eef li\u1ec7u kh\u00f4ng bao gi\u1edd kh\u1edbp nhau, ki\u1ec3m tra ch\u1ea5t l\u01b0\u1ee3ng tr\u01b0\u1edbc khi tin v\u00e0o backtest, m\u00fai gi\u1edd, spread bi\u1ebfn \u0111\u1ed9ng v\u00e0 th\u1eddi gian kh\u1edbp l\u1ec7nh.\",\n      \"image\": \"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2026\/10\/article-cover-forex-tick-data-backtesting-1200x630-1.webp\",\n      \"author\": {\n        \"@type\": \"Organization\",\n        \"name\": \"BJF Trading Group\",\n        \"url\": \"https:\/\/bjftradinggroup.com\/\"\n      },\n      \"publisher\": {\n        \"@type\": \"Organization\",\n        \"name\": \"BJF Trading Group\",\n        \"url\": \"https:\/\/bjftradinggroup.com\/\"\n      },\n      \"datePublished\": \"2026-10-31\",\n      \"dateModified\": \"2026-10-31\",\n      \"mainEntityOfPage\": \"https:\/\/bjftradinggroup.com\/forex-tick-data-backtesting\/\"\n    },\n    {\n      \"@type\": \"HowTo\",\n      \"name\": \"C\u00e1ch chu\u1ea9n b\u1ecb d\u1eef li\u1ec7u tick forex cho backtest\",\n      \"step\": [\n        {\n          \"@type\": \"HowToStep\",\n          \"position\": 1,\n          \"name\": \"Ch\u1ecdn ngu\u1ed3n ph\u00f9 h\u1ee3p v\u1edbi c\u00e2u h\u1ecfi\",\n          \"text\": \"Ch\u1ecdn ngu\u1ed3n ph\u00f9 h\u1ee3p v\u1edbi c\u00e2u h\u1ecfi. L\u1ecbch s\u1eed mi\u1ec5n ph\u00ed d\u00e0i cho nghi\u00ean c\u1ee9u v\u00e0 \u0111\u1ed9 b\u1ec1n v\u1eefng; tick ghi l\u1ea1i t\u1eeb broker c\u1ee7a b\u1ea1n cho b\u01b0\u1edbc ki\u1ec3m tra cu\u1ed1i; th\u00eam m\u1ed9t feed tham chi\u1ebfu n\u1ebfu chi\u1ebfn l\u01b0\u1ee3c so s\u00e1nh c\u00e1c feed.\"\n        },\n        {\n          \"@type\": \"HowToStep\",\n          \"position\": 2,\n          \"name\": \"Chu\u1ea9n h\u00f3a d\u1ea5u th\u1eddi gian\",\n          \"text\": \"Chu\u1ea9n h\u00f3a d\u1ea5u th\u1eddi gian. Chuy\u1ec3n m\u1ecdi th\u1ee9 sang UTC v\u1edbi \u0111\u1ed9 ph\u00e2n gi\u1ea3i mili gi\u00e2y, \u00e1p d\u1ee5ng \u0111\u00fang quy t\u1eafc gi\u1edd m\u00f9a h\u00e8 c\u1ee7a ngu\u1ed3n, v\u00e0 gi\u1eef th\u1ee9 t\u1ef1 g\u1ed1c l\u00e0m ti\u00eau ch\u00ed ph\u00e2n \u0111\u1ecbnh khi tr\u00f9ng th\u1eddi gian.\"\n        },\n        {\n          \"@type\": \"HowToStep\",\n          \"position\": 3,\n          \"name\": \"Chu\u1ea9n h\u00f3a gi\u00e1\",\n          \"text\": \"Chu\u1ea9n h\u00f3a gi\u00e1. C\u00f9ng s\u1ed1 ch\u1eef s\u1ed1 cho m\u1ed7i m\u00e3, bid v\u00e0 ask \u1edf hai c\u1ed9t ri\u00eang, kh\u00f4ng d\u00f9ng d\u1eef li\u1ec7u ch\u1ec9 c\u00f3 gi\u00e1 mid n\u1ebfu chi\u1ebfn l\u01b0\u1ee3c ph\u1ea3i tr\u1ea3 spread.\"\n        },\n        {\n          \"@type\": \"HowToStep\",\n          \"position\": 4,\n          \"name\": \"X\u00f3a c\u00e1c l\u1ed7i hi\u1ec3n nhi\u00ean\",\n          \"text\": \"X\u00f3a c\u00e1c l\u1ed7i hi\u1ec3n nhi\u00ean. B\u1ea3n tr\u00f9ng ho\u00e0n to\u00e0n, spread b\u1ecb \u0111\u1ea3o ho\u1eb7c b\u1eb1ng kh\u00f4ng, tick cu\u1ed1i tu\u1ea7n, \u0111\u1ed9t bi\u1ebfn c\u00f4 l\u1eadp c\u00f3 \u0111\u1ea3o ng\u01b0\u1ee3c.\"\n        },\n        {\n          \"@type\": \"HowToStep\",\n          \"position\": 5,\n          \"name\": \"L\u1eadp danh s\u00e1ch kho\u1ea3ng tr\u1ed1ng v\u00e0 giai \u0111o\u1ea1n \u0111\u1ee9ng y\u00ean\",\n          \"text\": \"L\u1eadp danh s\u00e1ch kho\u1ea3ng tr\u1ed1ng v\u00e0 giai \u0111o\u1ea1n \u0111\u1ee9ng y\u00ean. L\u01b0u ch\u00fang th\u00e0nh danh s\u00e1ch c\u00e1c kho\u1ea3ng th\u1eddi gian b\u1ecb lo\u1ea1i tr\u1eeb thay v\u00ec l\u1ea5p \u0111\u1ea7y b\u1eb1ng gi\u00e1 b\u1ecba ra.\"\n        },\n        {\n          \"@type\": \"HowToStep\",\n          \"position\": 6,\n          \"name\": \"\u0110\u1ed1i chi\u1ebfu v\u1edbi ngu\u1ed3n th\u1ee9 hai\",\n          \"text\": \"\u0110\u1ed1i chi\u1ebfu v\u1edbi ngu\u1ed3n th\u1ee9 hai. So s\u00e1nh gi\u00e1 mid v\u00e0 spread theo gi\u1edd v\u1edbi m\u1ed9t b\u1ed9 d\u1eef li\u1ec7u kh\u00e1c; kh\u00e1c bi\u1ec7t l\u1edbn v\u00e0 k\u00e9o d\u00e0i cho th\u1ea5y v\u1ea5n \u0111\u1ec1 v\u1ec1 thang gi\u00e1, m\u00fai gi\u1edd ho\u1eb7c feed.\"\n        },\n        {\n          \"@type\": \"HowToStep\",\n          \"position\": 7,\n          \"name\": \"Chia giai \u0111o\u1ea1n\",\n          \"text\": \"Chia giai \u0111o\u1ea1n. D\u00e0nh ri\u00eang m\u1ed9t khung ngo\u00e0i m\u1eabu (v\u00ed d\u1ee5 25% cu\u1ed1i) v\u00e0 m\u1ed9t l\u1ecbch walk-forward tr\u01b0\u1edbc khi t\u1ed1i \u01b0u h\u00f3a b\u1ea5t c\u1ee9 \u0111i\u1ec1u g\u00ec.\"\n        },\n        {\n          \"@type\": \"HowToStep\",\n          \"position\": 8,\n          \"name\": \"Thi\u1ebft l\u1eadp gi\u1ea3 \u0111\u1ecbnh kh\u1edbp l\u1ec7nh\",\n          \"text\": \"Thi\u1ebft l\u1eadp gi\u1ea3 \u0111\u1ecbnh kh\u1edbp l\u1ec7nh. Spread bi\u1ebfn \u0111\u1ed9ng l\u1ea5y t\u1eeb tick, th\u1eddi gian kh\u1edbp l\u1ec7nh th\u1ef1c c\u1ee7a b\u1ea1n t\u00ednh b\u1eb1ng mili gi\u00e2y, ph\u00ed hoa h\u1ed3ng m\u1ed7i lot. Sau \u0111\u00f3 ch\u1ea1y b\u00e0i ki\u1ec3m tra.\"\n        }\n      ]\n    },\n    {\n      \"@type\": \"FAQPage\",\n      \"mainEntity\": [\n        {\n          \"@type\": \"Question\",\n          \"name\": \"D\u1eef li\u1ec7u tick forex l\u00e0 g\u00ec?\",\n          \"acceptedAnswer\": {\n            \"@type\": \"Answer\",\n            \"text\": \"D\u1eef li\u1ec7u tick forex l\u00e0 b\u1ea3n ghi m\u1ecdi thay \u0111\u1ed5i b\u00e1o gi\u00e1 c\u1ee7a m\u1ed9t c\u1eb7p ti\u1ec1n, k\u00e8m d\u1ea5u th\u1eddi gian, gi\u00e1 bid, gi\u00e1 ask v\u00e0 \u0111\u00f4i khi kh\u1ed1i l\u01b0\u1ee3ng ch\u00e0o gi\u00e1. N\u00f3 gi\u1eef \u0111\u00fang th\u1ee9 t\u1ef1, th\u1eddi \u0111i\u1ec3m v\u00e0 spread c\u1ee7a c\u00e1c l\u1ea7n c\u1eadp nh\u1eadt gi\u00e1, nh\u1eefng th\u1ee9 m\u00e0 d\u1eef li\u1ec7u n\u1ebfn l\u00e0m m\u1ea5t.\"\n          }\n        },\n        {\n          \"@type\": \"Question\",\n          \"name\": \"T\u00f4i c\u00f3 th\u1ec3 l\u1ea5y d\u1eef li\u1ec7u tick forex mi\u1ec5n ph\u00ed \u1edf \u0111\u00e2u?\",\n          \"acceptedAnswer\": {\n            \"@type\": \"Answer\",\n            \"text\": \"M\u1ed9t s\u1ed1 broker ECN v\u00e0 nh\u00e0 t\u1ed5ng h\u1ee3p c\u00f4ng b\u1ed1 mi\u1ec5n ph\u00ed tick bid\/ask l\u1ecbch s\u1eed cho c\u00e1c c\u1eb7p ti\u1ec1n ch\u00ednh, v\u00e0 nhi\u1ec1u broker cho ph\u00e9p b\u1ea1n t\u1ea3i l\u1ecbch s\u1eed c\u1ee7a ri\u00eang h\u1ecd. Kho l\u01b0u tr\u1eef mi\u1ec5n ph\u00ed h\u1eefu \u00edch cho nghi\u00ean c\u1ee9u, nh\u01b0ng ch\u00fang th\u1ec3 hi\u1ec7n gi\u00e1 c\u1ee7a m\u1ed9t n\u01a1i giao d\u1ecbch, v\u00ec v\u1eady h\u00e3y x\u00e1c nh\u1eadn k\u1ebft qu\u1ea3 cu\u1ed1i c\u00f9ng tr\u00ean tick ghi l\u1ea1i t\u1eeb broker c\u1ee7a ch\u00ednh b\u1ea1n.\"\n          }\n        },\n        {\n          \"@type\": \"Question\",\n          \"name\": \"D\u1eef li\u1ec7u tick c\u00f3 t\u1ed1t h\u01a1n d\u1eef li\u1ec7u 1 ph\u00fat \u0111\u1ec3 backtest kh\u00f4ng?\",\n          \"acceptedAnswer\": {\n            \"@type\": \"Answer\",\n            \"text\": \"V\u1edbi c\u00e1c chi\u1ebfn l\u01b0\u1ee3c c\u00f3 m\u1ee5c ti\u00eau v\u00e0 c\u1eaft l\u1ed7 trong ph\u1ea1m vi v\u00e0i pip, scalping, giao d\u1ecbch tin t\u1ee9c v\u00e0 arbitrage, c\u00e2u tr\u1ea3 l\u1eddi l\u00e0 c\u00f3: n\u1ebfn m\u1ed9t ph\u00fat che gi\u1ea5u th\u1ee9 t\u1ef1 gi\u00e1 cao nh\u1ea5t v\u00e0 th\u1ea5p nh\u1ea5t, c\u00e1c b\u01b0\u1edbc nh\u1ea3y gi\u00e1 v\u00e0 spread th\u1ef1c. V\u1edbi chi\u1ebfn l\u01b0\u1ee3c swing c\u00f3 c\u1eaft l\u1ed7 r\u1ed9ng, d\u1eef li\u1ec7u m\u1ed9t ph\u00fat s\u1ea1ch v\u1edbi spread th\u1ef1c t\u1ebf th\u01b0\u1eddng l\u00e0 \u0111\u1ee7.\"\n          }\n        },\n        {\n          \"@type\": \"Question\",\n          \"name\": \"V\u00ec sao t\u00f4i nh\u1eadn \u0111\u01b0\u1ee3c k\u1ebft qu\u1ea3 backtest kh\u00e1c nhau tr\u00ean hai ngu\u1ed3n d\u1eef li\u1ec7u?\",\n          \"acceptedAnswer\": {\n            \"@type\": \"Answer\",\n            \"text\": \"Forex giao ngay kh\u00f4ng c\u00f3 b\u0103ng giao d\u1ecbch trung t\u00e2m, n\u00ean m\u1ed7i ngu\u1ed3n l\u00e0 g\u00f3c nh\u00ecn c\u1ee7a m\u1ed9t n\u01a1i giao d\u1ecbch kh\u00e1c nhau. Spread, t\u1ea7n su\u1ea5t b\u00e1o gi\u00e1, m\u00fai gi\u1edd, c\u00e1ch x\u1eed l\u00fd gi\u1edd m\u00f9a h\u00e8 v\u00e0 quy t\u1eafc l\u00e0m s\u1ea1ch \u0111\u1ec1u kh\u00e1c nhau. H\u00e3y so s\u00e1nh gi\u00e1 v\u00e0 spread theo gi\u1edd gi\u1eefa hai b\u1ed9 d\u1eef li\u1ec7u \u0111\u1ec3 t\u00ecm nguy\u00ean nh\u00e2n, v\u00e0 tin v\u00e0o ngu\u1ed3n g\u1ea7n nh\u1ea5t v\u1edbi n\u01a1i kh\u1edbp l\u1ec7nh c\u1ee7a b\u1ea1n.\"\n          }\n        },\n        {\n          \"@type\": \"Question\",\n          \"name\": \"M\u1ed9t n\u0103m d\u1eef li\u1ec7u tick forex c\u1ea7n bao nhi\u00eau dung l\u01b0\u1ee3ng l\u01b0u tr\u1eef?\",\n          \"acceptedAnswer\": {\n            \"@type\": \"Answer\",\n            \"text\": \"V\u1edbi m\u1ed9t c\u1eb7p ti\u1ec1n ch\u00ednh s\u00f4i \u0111\u1ed9ng, kho\u1ea3ng h\u00e0ng ch\u1ee5c tri\u1ec7u tick m\u1ed7i n\u0103m: kho\u1ea3ng 2 GB d\u01b0\u1edbi d\u1ea1ng v\u0103n b\u1ea3n CSV ho\u1eb7c kho\u1ea3ng 0.6 GB \u1edf \u0111\u1ecbnh d\u1ea1ng nh\u1ecb ph\u00e2n g\u1ecdn tr\u01b0\u1edbc khi n\u00e9n. Nhi\u1ec1u c\u1eb7p ti\u1ec1n qua nhi\u1ec1u n\u0103m s\u1ebd nhanh ch\u00f3ng l\u00ean t\u1edbi h\u00e0ng ch\u1ee5c gigabyte.\"\n          }\n        },\n        {\n          \"@type\": \"Question\",\n          \"name\": \"V\u00ec sao backtest b\u1eb1ng d\u1eef li\u1ec7u tick c\u1ee7a t\u00f4i cho th\u1ea5y kh\u1edbp l\u1ec7nh ho\u00e0n h\u1ea3o?\",\n          \"acceptedAnswer\": {\n            \"@type\": \"Answer\",\n            \"text\": \"V\u00ec b\u00e0i ki\u1ec3m tra kh\u1edbp m\u1ed7i l\u1ec7nh t\u1ea1i tick \u0111\u00e3 t\u1ea1o ra t\u00edn hi\u1ec7u. L\u1ec7nh th\u1ef1c c\u1ea7n th\u1eddi gian \u0111\u1ec3 \u0111\u1ebfn broker, v\u00e0 gi\u00e1 thay \u0111\u1ed5i trong kho\u1ea3ng \u0111\u00f3. H\u00e3y m\u00f4 ph\u1ecfng th\u1eddi gian kh\u1edbp l\u1ec7nh b\u1eb1ng c\u00e1ch ti\u1ebfn v\u1ec1 ph\u00eda tr\u01b0\u1edbc trong lu\u1ed3ng tick v\u00e0 kh\u1edbp t\u1ea1i gi\u00e1 bid ho\u1eb7c ask \u1edf th\u1eddi \u0111i\u1ec3m sau \u0111\u00f3, \u0111\u1ed3ng th\u1eddi ki\u1ec3m tra v\u1edbi \u0111\u1ed9 tr\u1ec5 g\u1ea5p 1.5 \u0111\u1ebfn 2 l\u1ea7n \u0111\u1ed9 tr\u1ec5 b\u1ea1n \u0111o \u0111\u01b0\u1ee3c.\"\n          }\n        },\n        {\n          \"@type\": \"Question\",\n          \"name\": \"T\u00f4i c\u1ea7n c\u1ea3 bid v\u00e0 ask, hay ch\u1ec9 gi\u00e1 mid l\u00e0 \u0111\u1ee7?\",\n          \"acceptedAnswer\": {\n            \"@type\": \"Answer\",\n            \"text\": \"B\u1ea1n c\u1ea7n c\u1ea3 hai. L\u1ec7nh mua kh\u1edbp \u1edf gi\u00e1 ask v\u00e0 l\u1ec7nh b\u00e1n kh\u1edbp \u1edf gi\u00e1 bid, n\u00ean spread l\u00e0 chi ph\u00ed th\u1ef1c tr\u00ean m\u1ecdi giao d\u1ecbch. B\u1ed9 d\u1eef li\u1ec7u ch\u1ec9 c\u00f3 gi\u00e1 mid lo\u1ea1i b\u1ecf chi ph\u00ed \u0111\u00f3 v\u00e0 khi\u1ebfn c\u00e1c chi\u1ebfn l\u01b0\u1ee3c ng\u1eafn h\u1ea1n tr\u00f4ng t\u1ed1t h\u01a1n th\u1ef1c t\u1ebf.\"\n          }\n        }\n      ]\n    }\n  ]\n}\n<\/script>\n<\/div>\n<p><\/p>","protected":false},"excerpt":{"rendered":"<p>D\u1eef li\u1ec7u tick forex \u0111\u1ebfn t\u1eeb \u0111\u00e2u, v\u00ec sao hai b\u1ed9 d\u1eef li\u1ec7u cho c\u00f9ng m\u1ed9t c\u1eb7p ti\u1ec1n kh\u00f4ng bao gi\u1edd kh\u1edbp nhau, v\u00e0 c\u00e1ch ki\u1ec3m tra, l\u00e0m s\u1ea1ch tick tr\u01b0\u1edbc khi tin v\u00e0o m\u1ed9t b\u1ea3n backtest: n\u1ebfn n\u1ed9i suy v\u00e0 tick \u0111\u01b0\u1ee3c ghi l\u1ea1i, feed c\u1ee7a broker v\u00e0 feed tham chi\u1ebfu, m\u00fai gi\u1edd v\u00e0 gi\u1edd m\u00f9a h\u00e8, ki\u1ec3m tra ch\u1ea5t l\u01b0\u1ee3ng, spread bi\u1ebfn \u0111\u1ed9ng, th\u1eddi gian kh\u1edbp l\u1ec7nh v\u00e0 l\u01b0u tr\u1eef.<\/p>\n","protected":false},"author":1,"featured_media":15734,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[53,221],"tags":[],"class_list":["post-15733","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-arbitrage-software","category-forex-trading"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v28.7 (Yoast SEO v28.8) - https:\/\/yoast.com\/product\/yoast-seo-premium-wordpress\/ -->\n<title>D\u1eef li\u1ec7u tick forex \u0111\u1ec3 backtest: Ngu\u1ed3n &amp; ki\u1ec3m tra ch\u1ea5t l\u01b0\u1ee3ng<\/title>\n<meta name=\"description\" content=\"D\u1eef li\u1ec7u tick forex \u0111\u1ebfn t\u1eeb \u0111\u00e2u, v\u00ec sao c\u00e1c b\u1ed9 d\u1eef li\u1ec7u kh\u00e1c nhau, v\u00e0 c\u00e1c b\u01b0\u1edbc ki\u1ec3m tra ch\u1ea5t l\u01b0\u1ee3ng, ch\u1ec9nh m\u00fai gi\u1edd, m\u00f4 ph\u1ecfng 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