{"id":102,"date":"2024-10-12T20:33:38","date_gmt":"2024-10-12T17:33:38","guid":{"rendered":"https:\/\/blog.metu.edu.tr\/caglart\/?p=102"},"modified":"2024-10-12T21:23:20","modified_gmt":"2024-10-12T18:23:20","slug":"kripto-paralar-icin-algo-bot","status":"publish","type":"post","link":"https:\/\/blog.metu.edu.tr\/caglart\/2024\/10\/12\/kripto-paralar-icin-algo-bot\/","title":{"rendered":"KR\u0130PTO PARALAR \u0130\u00c7\u0130N ALGO\/BOT"},"content":{"rendered":"<p>F\u0130NANSAL F\u0130Z\u0130K -5-<\/p>\n<p>\u0130\u00e7erik: Finansal aloritmalar ve bunlara g\u00f6re AL\/SAT yapan robotlar evrensel olabilir mi?<\/p>\n<p>Finansal Teknik Analiz\u2019de kullan\u0131lan \u2018g\u00f6sterge\u2019lerin ne denli i\u00e7i bo\u015f ve i\u015fe yaramaz \u015feyler oldu\u011fundan s\u00f6z etmi\u015ftik \u00f6nceki yaz\u0131larda. Demi\u015ftik ki, o \u2018g\u00f6sterge\u2019lerden bir teki bile i\u015fe yarar olsa \u00f6rne\u011fin borsa olmaz. \u00c7\u00fcnk\u00fc herkes o g\u00f6stergeyi kullanmaya \u00e7al\u0131\u015f\u0131r. B\u00f6yle olunca da, sonu\u00e7 mal\u00fbm\u2026<br \/>\n\u0130yi ama fiyat verileri yani herhangi bir zaman periyodundaki A\u00e7\u0131l\u0131\u015f, Y\u00fcksek, D\u00fc\u015f\u00fck, Kapan\u0131\u015f + Hacim (OHLC+V) de\u011ferleri makul mu, i\u015fe yarar cinsten mi? \u00d6yle ya, o \u2018g\u00f6sterge\u2019ler bu t\u00fcr veri de\u011ferleri kullanm\u0131yor mu?<br \/>\nFinans piyasalar\u0131n\u0131 yahut en az\u0131ndan birini yenmenin, T\u00fcrk\u00e7esi, para kazanman\u0131n yolu grafik kullanmaktan ge\u00e7iyorsa; grafiklerin do\u011fru, d\u00fcr\u00fcst ve kand\u0131rmaca i\u00e7ermeyen, hilesiz olmas\u0131 elzem de\u011fil midir?<br \/>\nTabii ki b\u00f6yledir. Ama ne g\u00f6r\u00fcyoruz? Kullan\u0131c\u0131lara veri diye, sadece 4 tanecik, hadi bilemedin 5 tanecik de\u011fer veriliyor; (OHLC+V).<br \/>\n\u00d6rne\u011fin g\u00fcnde 8 saat i\u015flem g\u00f6ren BIST hisse fiyatlardaki de\u011fi\u015fiklikleri bu 4 bu\u00e7uk de\u011fer ile anlamam\u0131z\u0131 istiyorlar. \u015e\u00f6yle d\u00fc\u015f\u00fcnelim: Herhangi bir kitab\u0131n, diyelim; W. Shakespeare\u2019\u0131n Romeo ile Juliet\u2019inin her sayfas\u0131nda, sadece orijinalindeki ayn\u0131 sayfan\u0131n ilk harfi(O), en \u00e7ok ge\u00e7en yani o sayfada en \u00e7ok kullan\u0131lm\u0131\u015f olan harfi (H), en az kullan\u0131lm\u0131\u015f olan harfi (L) ve sayfan\u0131n son harfi (C), hadi bir de o sayfadaki toplam harf say\u0131s\u0131 (V) yer alsa, o kitaptan kim ne anlar ki?<br \/>\nHemen alttaki, bug\u00fcn \u00e7ekilmi\u015f bir kripto paran\u0131n birka\u00e7 saniyelik fiyat hareketlerinin vidyosu incelenebilir.<\/p>\n<div style=\"width: 480px;\" class=\"wp-video\"><video class=\"wp-video-shortcode\" id=\"video-102-1\" width=\"480\" height=\"320\" preload=\"metadata\" controls=\"controls\"><source type=\"video\/mp4\" src=\"https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/BitC-1.mp4?_=1\" \/><a href=\"https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/BitC-1.mp4\">https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/BitC-1.mp4<\/a><\/video><\/div>\n<p>\u015eimdi de, BIST&#8217;da son g\u00fcnlerin en hacimli paylar\u0131ndan EREGL&#8217;in son iki g\u00fcn\u00fcne ait dakika bazl\u0131 fiyat hareketleri ile ilgi fiyat hareketlerinde el de\u011fi\u015ftirilmi\u015f pay say\u0131lar\u0131n\u0131 sol eksende yatay olarak inceleyelim.<\/p>\n<p><a href=\"https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/EREGL.png\"><img loading=\"lazy\" decoding=\"async\" class=\"alignnone  wp-image-105\" src=\"https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/EREGL-300x245.png\" alt=\"\" width=\"623\" height=\"509\" srcset=\"https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/EREGL-300x245.png 300w, https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/EREGL-1024x837.png 1024w, https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/EREGL-768x628.png 768w, https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/EREGL-624x510.png 624w, https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/EREGL.png 1152w\" sizes=\"auto, (max-width: 623px) 100vw, 623px\" \/><\/a><\/p>\n<p>Hemen \u00fcstteki EREGL grafi\u011finde g\u00f6r\u00fclece\u011fi gibi &#8216;karakteristik&#8217; s\u0131fat\u0131yla sunulan A\u00e7\u0131l\u0131\u015f, Y\u00fcksek, D\u00fc\u015f\u00fck ve Kapan\u0131\u015f fiyatlar\u0131n\u0131n pek \u00f6nemi yoktur.<\/p>\n<p>Daha altta ise, bu sat\u0131rlar\u0131n yazan\u0131 taraf\u0131ndan geli\u015ftirilen bir algo\/bot sonu\u00e7lar\u0131 incelenebilir.<br \/>\nHemen alttakinin uygulama zaman dilimi 18.12.2017 (d\u00e2hil) ile 27.09.2024 (d\u00e2hil) aras\u0131d\u0131r.<\/p>\n<p><a href=\"https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/BTCUSDikisi.png\"><img loading=\"lazy\" decoding=\"async\" class=\"size-medium wp-image-103 aligncenter\" src=\"https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/BTCUSDikisi-235x300.png\" alt=\"\" width=\"235\" height=\"300\" srcset=\"https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/BTCUSDikisi-235x300.png 235w, https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/BTCUSDikisi.png 526w\" sizes=\"auto, (max-width: 235px) 100vw, 235px\" \/><\/a><\/p>\n<p>En alttaki grafi\u011fin zaman erimi ise, 09.11.2023 (d\u00e2hil) ile 27.09.2024 (d\u00e2hil) aras\u0131d\u0131r. Bu iki uygulamada da komisyon binde bir oran\u0131nda kald\u0131ra\u00e7 ise 1 olarak al\u0131nm\u0131\u015ft\u0131r. Dikey eksen yani algo\/botun getirisi bilerek (\u2018delibrately\u2019) g\u00f6sterilmemi\u015ftir. Kullan\u0131lan algo\/bot daha \u00f6nce \u00f6rnekledi\u011fimiz WTIUSD ve EURUSD \u00fcst\u00fcnde AL\/SAT yapan algo\/botlar ile karde\u015f say\u0131labilecek denli benze\u015f genetik kodlara (parametre ve fonksiyonlara) sahiptir ama ayn\u0131 de\u011fildir. Hi\u00e7biri zaman i\u00e7inde kendi kendine \u00f6\u011frenerek kendini geli\u015ftir_E_mez.<br \/>\nBir \u00fcst paragrafta s\u00f6z\u00fc edilen algo\/botlar\u0131n hi\u00e7birinde bilinen Teknik Analiz \u2018G\u00f6sterge\u2019lerinden hi\u00e7birini kullanmam\u0131\u015ft\u0131r.<br \/>\nYak\u0131nda kripto paralar i\u00e7in ba\u015fka bir algoritmaya dayal\u0131 bot \u00f6rne\u011fi inceleyece\u011fiz.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>F\u0130NANSAL F\u0130Z\u0130K -5- \u0130\u00e7erik: Finansal aloritmalar ve bunlara g\u00f6re AL\/SAT yapan robotlar evrensel olabilir mi? Finansal Teknik Analiz\u2019de kullan\u0131lan \u2018g\u00f6sterge\u2019lerin ne denli i\u00e7i bo\u015f ve i\u015fe yaramaz \u015feyler oldu\u011fundan s\u00f6z etmi\u015ftik \u00f6nceki yaz\u0131larda. Demi\u015ftik ki, o \u2018g\u00f6sterge\u2019lerden bir teki bile i\u015fe yarar olsa \u00f6rne\u011fin borsa olmaz. \u00c7\u00fcnk\u00fc herkes o g\u00f6stergeyi kullanmaya \u00e7al\u0131\u015f\u0131r. B\u00f6yle olunca da, [&hellip;]<\/p>\n","protected":false},"author":1425,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":"","_links_to":"","_links_to_target":""},"categories":[1],"tags":[],"class_list":["post-102","post","type-post","status-publish","format-standard","hentry","category-genel"],"_links":{"self":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts\/102","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/users\/1425"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/comments?post=102"}],"version-history":[{"count":0,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts\/102\/revisions"}],"wp:attachment":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/media?parent=102"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/categories?post=102"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/tags?post=102"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}