{"id":43973,"date":"2026-06-22T22:07:14","date_gmt":"2026-06-23T03:07:14","guid":{"rendered":"https:\/\/library-staging.tradingtechnologies.com\/doc\/capturing-fills-data-2\/"},"modified":"2026-06-22T22:07:22","modified_gmt":"2026-06-23T03:07:22","slug":"capturing-fills-data-2","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/ja\/capturing-fills-data-2\/","title":{"rendered":"\u7d04\u5b9a\u30c7\u30fc\u30bf\u306e\u53d6\u5f97"},"content":{"rendered":"<p><!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p>     <!-- in source YML header, should also match the filename\/url --><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p>            <script src=\"https:\/\/player.vimeo.com\/api\/player.js\"><\/script><iframe id=\"videoPlayer\" frameborder=\"0\" allowfullscreen=\"\" mozallowfullscreen=\"\" webkitallowfullscreen=\"\" src=\"https:\/\/player.vimeo.com\/video\/286942299?api=1&amp;autoplay=0&amp;speed=true\"><\/iframe><\/p>\n<p>\u3053\u306e\u30bb\u30af\u30b7\u30e7\u30f3\u3067\u306f\u3001\u30ed\u30b8\u30c3\u30af\u3092\u4f5c\u6210\u3057\u3066\u3001\u30a8\u30f3\u30c8\u30ea\u6ce8\u6587\u7d04\u5b9a\u304b\u3089\u30c7\u30fc\u30bf\u3092\u62bd\u51fa\u3057\u3001\u30c7\u30fc\u30bf\u3092\u4f5c\u6210\u3057\u3066\u5b9f\u884c\u4e2d\u306e\u5e73\u5747\u59cb\u5024\u3092\u8a08\u7b97\u3059\u308b\u306e\u306b\u4f7f\u7528\u3057\u307e\u3059\u3002\u5e73\u5747\u306e\u59cb\u5024\u306f\u5f8c\u306b\u3001Scalper \u30a2\u30eb\u30b4\u306e\u30a8\u30b0\u30b8\u30c3\u30c8\u4fa1\u683c\u3092\u8a08\u7b97\u3059\u308b\u306e\u306b\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-algo-fills-highlighted-1.png\" alt=\"Add-PIC\"><\/p>\n<p>\u3053\u306e\u30bb\u30af\u30b7\u30e7\u30f3\u3067\u306f\u4ee5\u4e0b\u306e\u5185\u5bb9\u3092\u8aac\u660e\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<ul>\n<li>\u9023\u7d9a\u30e1\u30c3\u30bb\u30fc\u30b8\u3068\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8\u306e\u9055\u3044\u3002<\/li>\n<li>ADL \u306e\u6570\u5f0f\u30a8\u30c7\u30a3\u30bf\u30fc\u306e\u4f7f\u7528\u3002<\/li>\n<li>\u7b97\u8853\u30d6\u30ed\u30c3\u30af\u3092\u4f7f\u3063\u305f\u8a08\u7b97\u306e\u5b9f\u884c\u3002<\/li>\n<\/ul>\n<h2>ADL \u306e\u30e1\u30c3\u30bb\u30fc\u30b8\u9023\u7d9a\u30e1\u30c3\u30bb\u30fc\u30b8\u3068\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8<\/h2>\n<p>ADL \u306e\u30d6\u30ed\u30c3\u30af\u9593\u3067\u6e21\u3055\u308c\u305f\u30c7\u30fc\u30bf\u306f\u30e1\u30c3\u30bb\u30fc\u30b8\u3068\u547c\u3070\u308c\u307e\u3059\u3002ADL \u306b\u306f\u4ee5\u4e0b\u306e2\u3064\u306e\u30bf\u30a4\u30d7\u306e\u30e1\u30c3\u30bb\u30fc\u30b8\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<ul>\n<li><a href=\"abc-continuous-vs-discrete-event-messages.html#continuous\">\u9023\u7d9a\u30e1\u30c3\u30bb\u30fc\u30b8<\/a>: \u7279\u5b9a\u306e\u30c7\u30fc\u30bf\u306e\u9023\u7d9a\u5165\u529b\u3002<\/li>\n<li><a href=\"abc-continuous-vs-discrete-event-messages.html#discrete\">\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8<\/a>: \u3042\u308b\u6642\u9593\u306e\u7279\u5b9a\u306e\u6642\u70b9\u3067\u9001\u4fe1\u3055\u308c\u305f\u500b\u3005\u306e\u30e1\u30c3\u30bb\u30fc\u30b8\u3067\u3001\u30a4\u30d9\u30f3\u30c8\u306b\u3088\u308a\u30c8\u30ea\u30ac\u30fc\u3055\u308c\u305f\u3082\u306e\u3002\u30d5\u30a3\u30fc\u30eb\u30c9\u306b\u30a4\u30d9\u30f3\u30c8\u306b\u95a2\u3059\u308b\u8a73\u7d30\u304c\u4fdd\u5b58\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/li>\n<\/ul>\n<p>\u3053\u308c\u307e\u3067\u3001Scapler \u30a2\u30eb\u30b4\u306f\u9023\u7d9a\u30e1\u30c3\u30bb\u30fc\u30b8\u3092\u4f7f\u7528\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<ul>\n<li>[<a href=\"tb-instrument-block.html\">Instrument<\/a>] \u30d6\u30ed\u30c3\u30af\u306f\u9650\u6708\u30c7\u30fc\u30bf\u306e\u9023\u7d9a\u30d5\u30a3\u30fc\u30c9\u3092\u51fa\u529b\u3057\u307e\u3059\u3002<\/li>\n<li>[<a href=\"tb-field-block.html\">Field<\/a>] \u30d6\u30ed\u30c3\u30af\u306f\u9023\u7d9a\u3057\u3066\u3001\u9078\u629e\u3057\u305f\u9650\u6708\u306e\u6700\u826f\u8cb7\u5024\u3092\u51fa\u529b\u3057\u307e\u3059\u3002<\/li>\n<li>[<a href=\"bb-number-block.html\">Number<\/a>] \u30d6\u30ed\u30c3\u30af\u306f 5 \u306e\u9023\u7d9a\u51fa\u529b\u3092\u63d0\u4f9b\u3057\u307e\u3059\u3002<\/li>\n<\/ul>\n<p>\u6b21\u306b\u3001[<strong>Entry Order<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e<a href=\"abc-continuous-vs-discrete-event-messages.html#discrete\">\u96e2\u6563\u30a4\u30d9\u30f3\u30c8 \u30e1\u30c3\u30bb\u30fc\u30b8<\/a>\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002\u3053\u308c\u306f \u7d04\u5b9a\u51fa\u529b\u30dd\u30fc\u30c8\u3092\u901a\u3058\u3066\u653e\u51fa\u3055\u308c\u308b\u30e1\u30c3\u30bb\u30fc\u30b8\u3067\u3042\u308a\u3001\u3053\u306e\u30d6\u30ed\u30c3\u30af\u306b\u3088\u308a\u767a\u6ce8\u3055\u308c\u305f\u6ce8\u6587\u3092\u4f7f\u3063\u3066\u767a\u751f\u3057\u305f\u5404\u7d04\u5b9a\u306e\u500b\u3005\u306e\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8\u3092\u51fa\u529b\u3057\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-dm-1.png\" alt=\"\"><\/p>\n<p>\u7d04\u5b9a\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8\u306b\u306f\u3001\u7d04\u5b9a\u4fa1\u683c\u3084\u7d04\u5b9a\u679a\u6570\u306a\u3069\u306e\u7d04\u5b9a\u306b\u95a2\u3059\u308b\u60c5\u5831\u3092\u53d6\u5f97\u3059\u308b\u6b04\u304c\u542b\u307e\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n<h2>\u5e73\u5747\u59cb\u5024\u306e\u8a08\u7b97<\/h2>\n<p>Scalper \u30a2\u30eb\u30b4\u306f\u3001\u3059\u3079\u3066\u306e\u57f7\u884c\u6e08\u307f\u30a8\u30f3\u30c8\u30ea\u6ce8\u6587\u306e\u5e73\u5747\u59cb\u5024\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002\u3053\u308c\u306f\u5f8c\u306b\u30a8\u30b0\u30b8\u30c3\u30c8\u4fa1\u683c\u306e\u8a08\u7b97\u306b\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002\u5e73\u5747\u59cb\u5024\u3092\u8a08\u7b97\u3059\u308b\u306b\u306f<\/p>\n<ul>\n<li>\u30dd\u30b8\u30b7\u30e7\u30f3\u306e\u30b3\u30b9\u30c8\u3067\u3042\u308b\u30d0\u30ea\u30e5\u30fc \u30a2\u30c3\u30c8 \u30ea\u30b9\u30af (VaR) \u3092\u8a08\u7b97\u3057\u307e\u3059\u3002<\/li>\n<li>\u3059\u3079\u3066\u306e\u30a8\u30f3\u30c8\u30ea\u6ce8\u6587\u306e\u7d04\u5b9a\u679a\u6570\u3092\u5408\u8a08\u3057\u307e\u3059\u3002<\/li>\n<li>\u5408\u8a08\u7d04\u5b9a\u679a\u6570\u3067 VaR \u3092\u5272\u7b97\u3057\u3001\u5e73\u5747\u59cb\u5024\u3092\u6c7a\u5b9a\u3057\u307e\u3059\u3002<\/li>\n<\/ul>\n<h3>VaR \u306e\u8a08\u7b97<\/h3>\n<p>\u30a8\u30f3\u30c8\u30ea\u6ce8\u6587\u304b\u3089\u7d04\u5b9a\u3092\u53d7\u4fe1\u3059\u308b\u3068\u3001\u3053\u308c\u3089\u306e\u7d04\u5b9a\u306e\u5408\u8a08\u306f\u3001\u5404\u7d04\u5b9a\u306e\u679a\u6570\u3067\u4fa1\u683c\u3092\u639b\u3051\u7b97\u3057\u3066\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002<a href=\"db-value-accumulator-block.html\">ValueAccumulator<\/a> \u30d6\u30ed\u30c3\u30af\u3092\u4f7f\u3063\u3066\u3001\u5404\u7d04\u5b9a\u306b\u3053\u306e\u8a08\u7b97\u3092\u5b9f\u884c\u3067\u304d\u3001\u5404\u7d50\u679c\u306e\u5b9f\u884c\u5408\u8a08\u3092\u84c4\u7a4d\u3057\u307e\u3059\u3002\u30d6\u30ed\u30c3\u30af\u306f\u63d0\u4f9b\u3055\u308c\u305f\u6570\u5f0f\u3092\u4f7f\u3063\u3066\u65b0\u898f\u306e\u5024\u3092\u8a08\u7b97\u3057\u3001\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8\u304c\u30d6\u30ed\u30c3\u30af\u306b\u5165\u529b\u3059\u308b\u5ea6\u306b\u84c4\u7a4d\u3057\u307e\u3059\u3002<\/p>\n<p>\u6ce8\u6587\u306e\u7d04\u5b9a\u304b\u3089 VaR \u3092\u8a08\u7b97\u3059\u308b\u306b\u306f<\/p>\n<ol>\n<li>[<strong>Blocks<\/strong>] \u30d1\u30cd\u30eb\u304b\u3089\u3001[<a href=\"db-value-accumulator-block.html\">ValueAccumulator<\/a>] \u30d6\u30ed\u30c3\u30af\u3092\u63a2\u3057\u3001\u30ad\u30e3\u30f3\u30d0\u30b9\u3067 [<strong>Entry Order<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e\u53f3\u306b\u914d\u7f6e\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-1-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>[Entry Order] \u30d6\u30ed\u30c3\u30af\u306e [<strong>Fills<\/strong>] \u51fa\u529b\u30dd\u30fc\u30c8\u3092 [ValueAccumulator] \u30d6\u30ed\u30c3\u30af\u306e\u4e0a\u90e8\u306e\u5165\u529b\u30dd\u30fc\u30c8\u306b\u63a5\u7d9a\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-2-1.png\" alt=\"\"><\/p>\n<p>\u3053\u306e\u30a8\u30c3\u30b8\u304c\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8\u3092\u901a\u904e\u3057\u305f\u3068\u3044\u3046\u8996\u899a\u7684\u306a\u8868\u793a\u3092\u63d0\u4f9b\u3059\u308b\u305f\u3081\u30a8\u30c3\u30b8\u306f\u7570\u306a\u3063\u3066\u8868\u793a\u3055\u308c\u3066\u3044\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002<\/li>\n<li>[<strong>Block Properties<\/strong>] \u30d1\u30cd\u30eb\u306b\u3066\u3001[<strong>Name<\/strong>] \u3092 [<strong>VAR<\/strong>] \u306b\u8a2d\u5b9a\u3057\u307e\u3059\u3002<\/li>\n<li>[<strong>Formula<\/strong>] \u6b04\u306e<strong>\u7de8\u96c6<\/strong>\u30ea\u30f3\u30af\u3092\u30af\u30ea\u30c3\u30af\u3057\u3066\u3001\u8a08\u7b97\u3067\u4f7f\u7528\u3059\u308b\u30d6\u30ed\u30c3\u30af\u306e\u6570\u5f0f\u3092\u5b9a\u7fa9\u3057\u307e\u3059\u3002\n<\/p>\n<p>\u30d6\u30ed\u30c3\u30af\u306e [<a href=\"ac-formula-editor.html\">Formula Editor<\/a>] \u304c\u8868\u793a\u3055\u308c\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-3-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>[<strong>Formula Builder<\/strong>] \u306b\u3066\u3001\u6570\u5f0f\u3092\u4f5c\u6210\u3057\u3066\u7d04\u5b9a\u4fa1\u683c\u3068\u7d04\u5b9a\u679a\u6570\u3092\u639b\u3051\u7b97\u3057\u3001\u53d7\u4fe1\u3059\u308b\u7d04\u5b9a\u306e\u30b3\u30b9\u30c8\u3092\u6c7a\u5b9a\u3057\u307e\u3059\u3002\n<\/p>\n<p>\u30d6\u30ed\u30c3\u30af\u306b\u9001\u4fe1\u3055\u308c\u305f\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8\u6b04\u306b\u30a2\u30af\u30bb\u30b9\u3059\u308b\u306b\u306f\u3001\u4f7f\u7528\u3059\u308b\u5024\u306e\u540d\u524d\u306e\u5f8c\u306b # \u3092\u5165\u529b\u3057\u307e\u3059\u3002\u30bf\u30a4\u30d7\u3059\u308b\u3068\u3001\u30a8\u30c7\u30a3\u30bf\u30fc\u306b\u5229\u7528\u53ef\u80fd\u306a\u30e1\u30c3\u30bb\u30fc\u30b8\u306e\u6b04\u304c\u8868\u793a\u3055\u308c\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-4-1.png\" alt=\"\"><\/p>\n<ul>\n<li>[<strong>#<\/strong>] \u3092\u30bf\u30a4\u30d7\u3057\u3066\u30ea\u30b9\u30c8\u304b\u3089<sgtrong>[fillPrice] \u3092\u9078\u629e\u3057\u3001<\/sgtrong>\u6570\u5f0f\u306b [<strong>fillPrice<\/strong>] \u6b04\u3092\u8ffd\u52a0\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-5-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>\u639b\u3051\u7b97\u306e\u5834\u5408\u306f [<strong>*<\/strong>] \u3092\u5165\u529b\u3057\u3001[<strong>fillQuantity<\/strong>] \u6b04\u3092\u9078\u629e\u3057\u3066\u6570\u5f0f\u3092\u5b8c\u4e86\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-6-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>[<strong>Save<\/strong>] (\u4fdd\u5b58) \u3092\u30af\u30ea\u30c3\u30af\u3057\u307e\u3059\u3002\n<\/p>\n<p>[Block Properties] \u306e [Formula] \u6b04\u306b\u30d6\u30ed\u30c3\u30af\u6570\u5f0f\u304c\u8868\u793a\u3055\u308c\u3066\u3044\u308b\u306e\u304c\u5206\u304b\u308a\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-7-1.png\" alt=\"\"><\/p>\n<\/li>\n<\/ul>\n<\/li>\n<\/ol>\n<h3>\u5408\u8a08\u7d04\u5b9a\u679a\u6570\u306e\u8ffd\u8de1<\/h3>\n<p>\u6ce8\u6587\u304b\u3089\u53d7\u4fe1\u3057\u305f\u3059\u3079\u3066\u306e\u7d04\u5b9a\u306e\u5e73\u5747\u4fa1\u683c\u3092\u6c7a\u5b9a\u3059\u308b\u306b\u306f\u3002\u3059\u3079\u3066\u306e\u7d04\u5b9a\u306e\u679a\u6570\u3092\u8ffd\u8de1\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002VaR \u3092\u8a08\u7b97\u3059\u308b\u306e\u306b\u4f7f\u7528\u3059\u308b\u306e\u3068\u540c\u69d8\u3067\u3001[<a href=\"db-value-accumulator-block.html\">ValueAccumulator<\/a>] \u30d6\u30ed\u30c3\u30af\u3092\u4f7f\u7528\u3057\u3066\u3001\u5b9f\u884c\u4e2d\u306e\u7d04\u5b9a\u679a\u6570\u306e\u5408\u8a08\u3092\u4fdd\u6301\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u5408\u8a08\u7d04\u5b9a\u6e08\u307f\u679a\u6570\u3092\u8ffd\u8de1\u3059\u308b\u306b\u306f<\/p>\n<ol>\n<li>\u5225\u306e [ValueAccumlator] \u30d6\u30ed\u30c3\u30af\u3092 [<strong>VAR<\/strong>] \u306e\u4e0b\u306e\u30ad\u30e3\u30f3\u30d0\u30b9\u306b\u30c9\u30e9\u30c3\u30b0\u3057\u3001[<strong>Entry Order<\/strong>] \u7d04\u5b9a\u51fa\u529b\u30dd\u30fc\u30c8\u306b\u63a5\u7d9a\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-qty-1-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>[<strong>Block Properties<\/strong>] \u30d1\u30cd\u30eb\u306b\u3066\u3001[<strong>Name<\/strong>] \u3092 [<strong>Fill Qty<\/strong>] \u306b\u8a2d\u5b9a\u3057\u307e\u3059\u3002<\/li>\n<li>[Formula Editor] \u3092\u958b\u3044\u3066 [#] \u3092\u30bf\u30a4\u30d7\u3057\u3001\u6570\u5f0f\u306b [fillQty] \u6b04\u3092\u8ffd\u52a0\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-qty-2-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>[<strong>Save<\/strong>] (\u4fdd\u5b58) \u3092\u30af\u30ea\u30c3\u30af\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/d2a60r40jam9et.cloudfront.net\/adl_ja\/Content\/bfa-scalper-fiils-qty-3.png\" alt=\"\"><\/p>\n<\/li>\n<\/ol>\n<h3>\u5e73\u5747\u59cb\u5024\u306e\u8a08\u7b97<\/h3>\n<p>\u6700\u5f8c\u306b\u3001[VAR] \u30d6\u30ed\u30c3\u30af\u3068 [Fill Qty] \u30d6\u30ed\u30c3\u30af\u304b\u3089\u306e\u5024\u3092\u4f7f\u3063\u3066\u3001\u5e73\u5747\u59cb\u5024\u3092\u6c7a\u5b9a\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002[Divide] \u30d6\u30ed\u30c3\u30af\u3092\u4f7f\u3063\u3066\u3053\u306e\u8a08\u7b97\u3092\u5b9f\u884c\u3057\u307e\u3059\u3002<\/p>\n<p>\u5e73\u5747\u59cb\u5024\u3092\u6c7a\u5b9a\u3059\u308b\u306b\u306f<\/p>\n<ol>\n<li>[Blocks] \u30d1\u30cd\u30eb\u304b\u3089\u3001\u30ad\u30e3\u30f3\u30d0\u30b9\u306b [<a href=\"ab-divide-block.html\">Divide<\/a>] \u30d6\u30ed\u30c3\u30af\u3092\u30c9\u30e9\u30c3\u30b0\u3057\u307e\u3059\u3002[<strong>Average Open Price<\/strong>] \u306b\u540d\u524d\u3092\u5909\u66f4\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-price-1-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>[<strong>VAR<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e\u4e0a\u90e8\u306e\u6570\u5024\u51fa\u529b\u30dd\u30fc\u30c8\u3092 [<strong>Average Open Price<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e\u4e0a\u90e8\u306e\u5165\u529b\u30dd\u30fc\u30c8\u306b\u63a5\u7d9a\u3057\u307e\u3059\u3002<\/li>\n<li>[<strong>Fill Qty<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e\u4e0a\u90e8\u306e\u6570\u5024\u51fa\u529b\u30dd\u30fc\u30c8\u3092 [<strong>Average Open Price<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e\u4e0b\u90e8\u306e\u5165\u529b\u30dd\u30fc\u30c8\u306b\u63a5\u7d9a\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-price-2-1.png\" alt=\"\"><\/p>\n<\/li>\n<\/ol>\n<h2>\u30ed\u30b8\u30c3\u30af\u306e\u30c6\u30b9\u30c8<\/h2>\n<p>\u30a2\u30eb\u30b4\u3067\u7d9a\u884c\u3059\u308b\u524d\u306b\u3001\u7d04\u5b9a\u30ed\u30b8\u30c3\u30af\u3092\u30c6\u30b9\u30c8\u3057\u3066\u3001\u610f\u56f3\u3057\u305f\u3068\u304a\u308a\u306b\u30a2\u30eb\u30b4\u304c\u6a5f\u80fd\u3057\u3066\u3044\u308b\u3053\u3068\u3092\u78ba\u8a8d\u3059\u308b\u3088\u3046\u306b\u304a\u3059\u3059\u3081\u3057\u307e\u3059\u3002<\/p>\n<p>\u30ed\u30b8\u30c3\u30af\u3092\u30c6\u30b9\u30c8\u3059\u308b\u306b\u306f\u3001\u4ee5\u524d\u306e\u3088\u3046\u306b\u540c\u3058\u30bb\u30c3\u30c8\u30a2\u30c3\u30d7\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\n<ol>\n<li>[<strong>Values<\/strong>] \u30bf\u30d6\u306b\u3066\u3001\u5927\u304d\u306a\u6ce8\u6587\u679a\u6570\u3092\u5165\u529b\u3057\u3001\u5404\u7d04\u5b9a\u304c\u30d6\u30ed\u30c3\u30af\u5024\u3092\u9069\u5207\u306b\u66f4\u65b0\u3059\u308b\u3053\u3068\u3092\u78ba\u8a8d\u3067\u304d\u307e\u3059\u3002<\/li>\n<li>\u30a2\u30eb\u30b4\u3092\u5b9f\u884c\u3057\u3066\u3001[<strong>VAR<\/strong>]\u3001[<strong>Fill Qty<\/strong>]\u3001 and [<strong>Average Open Price<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e\u6570\u5024\u51fa\u529b\u3092\u76e3\u8996\u3057\u3001\u4e88\u6e2c\u3057\u305f\u3068\u304a\u308a\u306b\u66f4\u65b0\u3057\u3066\u3044\u308b\u3053\u3068\u3092\u78ba\u8a8d\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-test-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>\u30a2\u30eb\u30b4\u3092\u4e2d\u6b62\u3057\u307e\u3059\u3002<\/li>\n<\/ol>\n<p>\u3053\u308c\u3067\u7d04\u5b9a\u304b\u3089\u30c7\u30fc\u30bf\u3092\u53d6\u5f97\u3057\u3001\u305d\u306e\u30c7\u30fc\u30bf\u3067\u8a08\u7b97\u3092\u5b9f\u884c\u3059\u308b\u3053\u3068\u3092\u6b63\u5e38\u306b\u5b8c\u4e86\u3067\u304d\u307e\u3057\u305f\u3002\u3053\u308c\u3089\u306e\u5024\u3092\u4f7f\u3063\u3066\u3001\u30a8\u30b0\u30b8\u30c3\u30c8\u6ce8\u6587\u306e\u4fa1\u683c\u3068\u679a\u6570\u3092\u6c7a\u5b9a\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p><!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p>     <!-- in source YML header, should also match the filename\/url --><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p>            <script src=\"https:\/\/player.vimeo.com\/api\/player.js\"><\/script><iframe id=\"videoPlayer\" frameborder=\"0\" allowfullscreen=\"\" mozallowfullscreen=\"\" webkitallowfullscreen=\"\" src=\"https:\/\/player.vimeo.com\/video\/286942299?api=1&amp;autoplay=0&amp;speed=true\"><\/iframe><\/p>\n<p>\u3053\u306e\u30bb\u30af\u30b7\u30e7\u30f3\u3067\u306f\u3001\u30ed\u30b8\u30c3\u30af\u3092\u4f5c\u6210\u3057\u3066\u3001\u30a8\u30f3\u30c8\u30ea\u6ce8\u6587\u7d04\u5b9a\u304b\u3089\u30c7\u30fc\u30bf\u3092\u62bd\u51fa\u3057\u3001\u30c7\u30fc\u30bf\u3092\u4f5c\u6210\u3057\u3066\u5b9f\u884c\u4e2d\u306e\u5e73\u5747\u59cb\u5024\u3092\u8a08\u7b97\u3059\u308b\u306e\u306b\u4f7f\u7528\u3057\u307e\u3059\u3002\u5e73\u5747\u306e\u59cb\u5024\u306f\u5f8c\u306b\u3001Scalper \u30a2\u30eb\u30b4\u306e\u30a8\u30b0\u30b8\u30c3\u30c8\u4fa1\u683c\u3092\u8a08\u7b97\u3059\u308b\u306e\u306b\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-algo-fills-highlighted-1.png\" alt=\"Add-PIC\"><\/p>\n<p>\u3053\u306e\u30bb\u30af\u30b7\u30e7\u30f3\u3067\u306f\u4ee5\u4e0b\u306e\u5185\u5bb9\u3092\u8aac\u660e\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<ul>\n<li>\u9023\u7d9a\u30e1\u30c3\u30bb\u30fc\u30b8\u3068\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8\u306e\u9055\u3044\u3002<\/li>\n<li>ADL \u306e\u6570\u5f0f\u30a8\u30c7\u30a3\u30bf\u30fc\u306e\u4f7f\u7528\u3002<\/li>\n<li>\u7b97\u8853\u30d6\u30ed\u30c3\u30af\u3092\u4f7f\u3063\u305f\u8a08\u7b97\u306e\u5b9f\u884c\u3002<\/li>\n<\/ul>\n<h2>ADL \u306e\u30e1\u30c3\u30bb\u30fc\u30b8\u9023\u7d9a\u30e1\u30c3\u30bb\u30fc\u30b8\u3068\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8<\/h2>\n<p>ADL \u306e\u30d6\u30ed\u30c3\u30af\u9593\u3067\u6e21\u3055\u308c\u305f\u30c7\u30fc\u30bf\u306f\u30e1\u30c3\u30bb\u30fc\u30b8\u3068\u547c\u3070\u308c\u307e\u3059\u3002ADL \u306b\u306f\u4ee5\u4e0b\u306e2\u3064\u306e\u30bf\u30a4\u30d7\u306e\u30e1\u30c3\u30bb\u30fc\u30b8\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<ul>\n<li><a href=\"abc-continuous-vs-discrete-event-messages.html#continuous\">\u9023\u7d9a\u30e1\u30c3\u30bb\u30fc\u30b8<\/a>: \u7279\u5b9a\u306e\u30c7\u30fc\u30bf\u306e\u9023\u7d9a\u5165\u529b\u3002<\/li>\n<li><a href=\"abc-continuous-vs-discrete-event-messages.html#discrete\">\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8<\/a>: \u3042\u308b\u6642\u9593\u306e\u7279\u5b9a\u306e\u6642\u70b9\u3067\u9001\u4fe1\u3055\u308c\u305f\u500b\u3005\u306e\u30e1\u30c3\u30bb\u30fc\u30b8\u3067\u3001\u30a4\u30d9\u30f3\u30c8\u306b\u3088\u308a\u30c8\u30ea\u30ac\u30fc\u3055\u308c\u305f\u3082\u306e\u3002\u30d5\u30a3\u30fc\u30eb\u30c9\u306b\u30a4\u30d9\u30f3\u30c8\u306b\u95a2\u3059\u308b\u8a73\u7d30\u304c\u4fdd\u5b58\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/li>\n<\/ul>\n<p>\u3053\u308c\u307e\u3067\u3001Scapler \u30a2\u30eb\u30b4\u306f\u9023\u7d9a\u30e1\u30c3\u30bb\u30fc\u30b8\u3092\u4f7f\u7528\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<ul>\n<li>[<a href=\"tb-instrument-block.html\">Instrument<\/a>] \u30d6\u30ed\u30c3\u30af\u306f\u9650\u6708\u30c7\u30fc\u30bf\u306e\u9023\u7d9a\u30d5\u30a3\u30fc\u30c9\u3092\u51fa\u529b\u3057\u307e\u3059\u3002<\/li>\n<li>[<a href=\"tb-field-block.html\">Field<\/a>] \u30d6\u30ed\u30c3\u30af\u306f\u9023\u7d9a\u3057\u3066\u3001\u9078\u629e\u3057\u305f\u9650\u6708\u306e\u6700\u826f\u8cb7\u5024\u3092\u51fa\u529b\u3057\u307e\u3059\u3002<\/li>\n<li>[<a href=\"bb-number-block.html\">Number<\/a>] \u30d6\u30ed\u30c3\u30af\u306f 5 \u306e\u9023\u7d9a\u51fa\u529b\u3092\u63d0\u4f9b\u3057\u307e\u3059\u3002<\/li>\n<\/ul>\n<p>\u6b21\u306b\u3001[<strong>Entry Order<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e<a href=\"abc-continuous-vs-discrete-event-messages.html#discrete\">\u96e2\u6563\u30a4\u30d9\u30f3\u30c8 \u30e1\u30c3\u30bb\u30fc\u30b8<\/a>\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002\u3053\u308c\u306f \u7d04\u5b9a\u51fa\u529b\u30dd\u30fc\u30c8\u3092\u901a\u3058\u3066\u653e\u51fa\u3055\u308c\u308b\u30e1\u30c3\u30bb\u30fc\u30b8\u3067\u3042\u308a\u3001\u3053\u306e\u30d6\u30ed\u30c3\u30af\u306b\u3088\u308a\u767a\u6ce8\u3055\u308c\u305f\u6ce8\u6587\u3092\u4f7f\u3063\u3066\u767a\u751f\u3057\u305f\u5404\u7d04\u5b9a\u306e\u500b\u3005\u306e\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8\u3092\u51fa\u529b\u3057\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-dm-1.png\" alt=\"\"><\/p>\n<p>\u7d04\u5b9a\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8\u306b\u306f\u3001\u7d04\u5b9a\u4fa1\u683c\u3084\u7d04\u5b9a\u679a\u6570\u306a\u3069\u306e\u7d04\u5b9a\u306b\u95a2\u3059\u308b\u60c5\u5831\u3092\u53d6\u5f97\u3059\u308b\u6b04\u304c\u542b\u307e\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n<h2>\u5e73\u5747\u59cb\u5024\u306e\u8a08\u7b97<\/h2>\n<p>Scalper \u30a2\u30eb\u30b4\u306f\u3001\u3059\u3079\u3066\u306e\u57f7\u884c\u6e08\u307f\u30a8\u30f3\u30c8\u30ea\u6ce8\u6587\u306e\u5e73\u5747\u59cb\u5024\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002\u3053\u308c\u306f\u5f8c\u306b\u30a8\u30b0\u30b8\u30c3\u30c8\u4fa1\u683c\u306e\u8a08\u7b97\u306b\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002\u5e73\u5747\u59cb\u5024\u3092\u8a08\u7b97\u3059\u308b\u306b\u306f<\/p>\n<ul>\n<li>\u30dd\u30b8\u30b7\u30e7\u30f3\u306e\u30b3\u30b9\u30c8\u3067\u3042\u308b\u30d0\u30ea\u30e5\u30fc \u30a2\u30c3\u30c8 \u30ea\u30b9\u30af (VaR) \u3092\u8a08\u7b97\u3057\u307e\u3059\u3002<\/li>\n<li>\u3059\u3079\u3066\u306e\u30a8\u30f3\u30c8\u30ea\u6ce8\u6587\u306e\u7d04\u5b9a\u679a\u6570\u3092\u5408\u8a08\u3057\u307e\u3059\u3002<\/li>\n<li>\u5408\u8a08\u7d04\u5b9a\u679a\u6570\u3067 VaR \u3092\u5272\u7b97\u3057\u3001\u5e73\u5747\u59cb\u5024\u3092\u6c7a\u5b9a\u3057\u307e\u3059\u3002<\/li>\n<\/ul>\n<h3>VaR \u306e\u8a08\u7b97<\/h3>\n<p>\u30a8\u30f3\u30c8\u30ea\u6ce8\u6587\u304b\u3089\u7d04\u5b9a\u3092\u53d7\u4fe1\u3059\u308b\u3068\u3001\u3053\u308c\u3089\u306e\u7d04\u5b9a\u306e\u5408\u8a08\u306f\u3001\u5404\u7d04\u5b9a\u306e\u679a\u6570\u3067\u4fa1\u683c\u3092\u639b\u3051\u7b97\u3057\u3066\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002<a href=\"db-value-accumulator-block.html\">ValueAccumulator<\/a> \u30d6\u30ed\u30c3\u30af\u3092\u4f7f\u3063\u3066\u3001\u5404\u7d04\u5b9a\u306b\u3053\u306e\u8a08\u7b97\u3092\u5b9f\u884c\u3067\u304d\u3001\u5404\u7d50\u679c\u306e\u5b9f\u884c\u5408\u8a08\u3092\u84c4\u7a4d\u3057\u307e\u3059\u3002\u30d6\u30ed\u30c3\u30af\u306f\u63d0\u4f9b\u3055\u308c\u305f\u6570\u5f0f\u3092\u4f7f\u3063\u3066\u65b0\u898f\u306e\u5024\u3092\u8a08\u7b97\u3057\u3001\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8\u304c\u30d6\u30ed\u30c3\u30af\u306b\u5165\u529b\u3059\u308b\u5ea6\u306b\u84c4\u7a4d\u3057\u307e\u3059\u3002<\/p>\n<p>\u6ce8\u6587\u306e\u7d04\u5b9a\u304b\u3089 VaR \u3092\u8a08\u7b97\u3059\u308b\u306b\u306f<\/p>\n<ol>\n<li>[<strong>Blocks<\/strong>] \u30d1\u30cd\u30eb\u304b\u3089\u3001[<a href=\"db-value-accumulator-block.html\">ValueAccumulator<\/a>] \u30d6\u30ed\u30c3\u30af\u3092\u63a2\u3057\u3001\u30ad\u30e3\u30f3\u30d0\u30b9\u3067 [<strong>Entry Order<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e\u53f3\u306b\u914d\u7f6e\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-1-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>[Entry Order] \u30d6\u30ed\u30c3\u30af\u306e [<strong>Fills<\/strong>] \u51fa\u529b\u30dd\u30fc\u30c8\u3092 [ValueAccumulator] \u30d6\u30ed\u30c3\u30af\u306e\u4e0a\u90e8\u306e\u5165\u529b\u30dd\u30fc\u30c8\u306b\u63a5\u7d9a\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-2-1.png\" alt=\"\"><\/p>\n<p>\u3053\u306e\u30a8\u30c3\u30b8\u304c\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8\u3092\u901a\u904e\u3057\u305f\u3068\u3044\u3046\u8996\u899a\u7684\u306a\u8868\u793a\u3092\u63d0\u4f9b\u3059\u308b\u305f\u3081\u30a8\u30c3\u30b8\u306f\u7570\u306a\u3063\u3066\u8868\u793a\u3055\u308c\u3066\u3044\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002<\/li>\n<li>[<strong>Block Properties<\/strong>] \u30d1\u30cd\u30eb\u306b\u3066\u3001[<strong>Name<\/strong>] \u3092 [<strong>VAR<\/strong>] \u306b\u8a2d\u5b9a\u3057\u307e\u3059\u3002<\/li>\n<li>[<strong>Formula<\/strong>] \u6b04\u306e<strong>\u7de8\u96c6<\/strong>\u30ea\u30f3\u30af\u3092\u30af\u30ea\u30c3\u30af\u3057\u3066\u3001\u8a08\u7b97\u3067\u4f7f\u7528\u3059\u308b\u30d6\u30ed\u30c3\u30af\u306e\u6570\u5f0f\u3092\u5b9a\u7fa9\u3057\u307e\u3059\u3002\n<\/p>\n<p>\u30d6\u30ed\u30c3\u30af\u306e [<a href=\"ac-formula-editor.html\">Formula Editor<\/a>] \u304c\u8868\u793a\u3055\u308c\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-3-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>[<strong>Formula Builder<\/strong>] \u306b\u3066\u3001\u6570\u5f0f\u3092\u4f5c\u6210\u3057\u3066\u7d04\u5b9a\u4fa1\u683c\u3068\u7d04\u5b9a\u679a\u6570\u3092\u639b\u3051\u7b97\u3057\u3001\u53d7\u4fe1\u3059\u308b\u7d04\u5b9a\u306e\u30b3\u30b9\u30c8\u3092\u6c7a\u5b9a\u3057\u307e\u3059\u3002\n<\/p>\n<p>\u30d6\u30ed\u30c3\u30af\u306b\u9001\u4fe1\u3055\u308c\u305f\u96e2\u6563\u30e1\u30c3\u30bb\u30fc\u30b8\u6b04\u306b\u30a2\u30af\u30bb\u30b9\u3059\u308b\u306b\u306f\u3001\u4f7f\u7528\u3059\u308b\u5024\u306e\u540d\u524d\u306e\u5f8c\u306b # \u3092\u5165\u529b\u3057\u307e\u3059\u3002\u30bf\u30a4\u30d7\u3059\u308b\u3068\u3001\u30a8\u30c7\u30a3\u30bf\u30fc\u306b\u5229\u7528\u53ef\u80fd\u306a\u30e1\u30c3\u30bb\u30fc\u30b8\u306e\u6b04\u304c\u8868\u793a\u3055\u308c\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-4-1.png\" alt=\"\"><\/p>\n<ul>\n<li>[<strong>#<\/strong>] \u3092\u30bf\u30a4\u30d7\u3057\u3066\u30ea\u30b9\u30c8\u304b\u3089<sgtrong>[fillPrice] \u3092\u9078\u629e\u3057\u3001<\/sgtrong>\u6570\u5f0f\u306b [<strong>fillPrice<\/strong>] \u6b04\u3092\u8ffd\u52a0\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-5-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>\u639b\u3051\u7b97\u306e\u5834\u5408\u306f [<strong>*<\/strong>] \u3092\u5165\u529b\u3057\u3001[<strong>fillQuantity<\/strong>] \u6b04\u3092\u9078\u629e\u3057\u3066\u6570\u5f0f\u3092\u5b8c\u4e86\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-6-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>[<strong>Save<\/strong>] (\u4fdd\u5b58) \u3092\u30af\u30ea\u30c3\u30af\u3057\u307e\u3059\u3002\n<\/p>\n<p>[Block Properties] \u306e [Formula] \u6b04\u306b\u30d6\u30ed\u30c3\u30af\u6570\u5f0f\u304c\u8868\u793a\u3055\u308c\u3066\u3044\u308b\u306e\u304c\u5206\u304b\u308a\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-var-7-1.png\" alt=\"\"><\/p>\n<\/li>\n<\/ul>\n<\/li>\n<\/ol>\n<h3>\u5408\u8a08\u7d04\u5b9a\u679a\u6570\u306e\u8ffd\u8de1<\/h3>\n<p>\u6ce8\u6587\u304b\u3089\u53d7\u4fe1\u3057\u305f\u3059\u3079\u3066\u306e\u7d04\u5b9a\u306e\u5e73\u5747\u4fa1\u683c\u3092\u6c7a\u5b9a\u3059\u308b\u306b\u306f\u3002\u3059\u3079\u3066\u306e\u7d04\u5b9a\u306e\u679a\u6570\u3092\u8ffd\u8de1\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002VaR \u3092\u8a08\u7b97\u3059\u308b\u306e\u306b\u4f7f\u7528\u3059\u308b\u306e\u3068\u540c\u69d8\u3067\u3001[<a href=\"db-value-accumulator-block.html\">ValueAccumulator<\/a>] \u30d6\u30ed\u30c3\u30af\u3092\u4f7f\u7528\u3057\u3066\u3001\u5b9f\u884c\u4e2d\u306e\u7d04\u5b9a\u679a\u6570\u306e\u5408\u8a08\u3092\u4fdd\u6301\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u5408\u8a08\u7d04\u5b9a\u6e08\u307f\u679a\u6570\u3092\u8ffd\u8de1\u3059\u308b\u306b\u306f<\/p>\n<ol>\n<li>\u5225\u306e [ValueAccumlator] \u30d6\u30ed\u30c3\u30af\u3092 [<strong>VAR<\/strong>] \u306e\u4e0b\u306e\u30ad\u30e3\u30f3\u30d0\u30b9\u306b\u30c9\u30e9\u30c3\u30b0\u3057\u3001[<strong>Entry Order<\/strong>] \u7d04\u5b9a\u51fa\u529b\u30dd\u30fc\u30c8\u306b\u63a5\u7d9a\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-qty-1-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>[<strong>Block Properties<\/strong>] \u30d1\u30cd\u30eb\u306b\u3066\u3001[<strong>Name<\/strong>] \u3092 [<strong>Fill Qty<\/strong>] \u306b\u8a2d\u5b9a\u3057\u307e\u3059\u3002<\/li>\n<li>[Formula Editor] \u3092\u958b\u3044\u3066 [#] \u3092\u30bf\u30a4\u30d7\u3057\u3001\u6570\u5f0f\u306b [fillQty] \u6b04\u3092\u8ffd\u52a0\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-qty-2-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>[<strong>Save<\/strong>] (\u4fdd\u5b58) \u3092\u30af\u30ea\u30c3\u30af\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/d2a60r40jam9et.cloudfront.net\/adl_ja\/Content\/bfa-scalper-fiils-qty-3.png\" alt=\"\"><\/p>\n<\/li>\n<\/ol>\n<h3>\u5e73\u5747\u59cb\u5024\u306e\u8a08\u7b97<\/h3>\n<p>\u6700\u5f8c\u306b\u3001[VAR] \u30d6\u30ed\u30c3\u30af\u3068 [Fill Qty] \u30d6\u30ed\u30c3\u30af\u304b\u3089\u306e\u5024\u3092\u4f7f\u3063\u3066\u3001\u5e73\u5747\u59cb\u5024\u3092\u6c7a\u5b9a\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002[Divide] \u30d6\u30ed\u30c3\u30af\u3092\u4f7f\u3063\u3066\u3053\u306e\u8a08\u7b97\u3092\u5b9f\u884c\u3057\u307e\u3059\u3002<\/p>\n<p>\u5e73\u5747\u59cb\u5024\u3092\u6c7a\u5b9a\u3059\u308b\u306b\u306f<\/p>\n<ol>\n<li>[Blocks] \u30d1\u30cd\u30eb\u304b\u3089\u3001\u30ad\u30e3\u30f3\u30d0\u30b9\u306b [<a href=\"ab-divide-block.html\">Divide<\/a>] \u30d6\u30ed\u30c3\u30af\u3092\u30c9\u30e9\u30c3\u30b0\u3057\u307e\u3059\u3002[<strong>Average Open Price<\/strong>] \u306b\u540d\u524d\u3092\u5909\u66f4\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-price-1-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>[<strong>VAR<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e\u4e0a\u90e8\u306e\u6570\u5024\u51fa\u529b\u30dd\u30fc\u30c8\u3092 [<strong>Average Open Price<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e\u4e0a\u90e8\u306e\u5165\u529b\u30dd\u30fc\u30c8\u306b\u63a5\u7d9a\u3057\u307e\u3059\u3002<\/li>\n<li>[<strong>Fill Qty<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e\u4e0a\u90e8\u306e\u6570\u5024\u51fa\u529b\u30dd\u30fc\u30c8\u3092 [<strong>Average Open Price<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e\u4e0b\u90e8\u306e\u5165\u529b\u30dd\u30fc\u30c8\u306b\u63a5\u7d9a\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-price-2-1.png\" alt=\"\"><\/p>\n<\/li>\n<\/ol>\n<h2>\u30ed\u30b8\u30c3\u30af\u306e\u30c6\u30b9\u30c8<\/h2>\n<p>\u30a2\u30eb\u30b4\u3067\u7d9a\u884c\u3059\u308b\u524d\u306b\u3001\u7d04\u5b9a\u30ed\u30b8\u30c3\u30af\u3092\u30c6\u30b9\u30c8\u3057\u3066\u3001\u610f\u56f3\u3057\u305f\u3068\u304a\u308a\u306b\u30a2\u30eb\u30b4\u304c\u6a5f\u80fd\u3057\u3066\u3044\u308b\u3053\u3068\u3092\u78ba\u8a8d\u3059\u308b\u3088\u3046\u306b\u304a\u3059\u3059\u3081\u3057\u307e\u3059\u3002<\/p>\n<p>\u30ed\u30b8\u30c3\u30af\u3092\u30c6\u30b9\u30c8\u3059\u308b\u306b\u306f\u3001\u4ee5\u524d\u306e\u3088\u3046\u306b\u540c\u3058\u30bb\u30c3\u30c8\u30a2\u30c3\u30d7\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\n<ol>\n<li>[<strong>Values<\/strong>] \u30bf\u30d6\u306b\u3066\u3001\u5927\u304d\u306a\u6ce8\u6587\u679a\u6570\u3092\u5165\u529b\u3057\u3001\u5404\u7d04\u5b9a\u304c\u30d6\u30ed\u30c3\u30af\u5024\u3092\u9069\u5207\u306b\u66f4\u65b0\u3059\u308b\u3053\u3068\u3092\u78ba\u8a8d\u3067\u304d\u307e\u3059\u3002<\/li>\n<li>\u30a2\u30eb\u30b4\u3092\u5b9f\u884c\u3057\u3066\u3001[<strong>VAR<\/strong>]\u3001[<strong>Fill Qty<\/strong>]\u3001 and [<strong>Average Open Price<\/strong>] \u30d6\u30ed\u30c3\u30af\u306e\u6570\u5024\u51fa\u529b\u3092\u76e3\u8996\u3057\u3001\u4e88\u6e2c\u3057\u305f\u3068\u304a\u308a\u306b\u66f4\u65b0\u3057\u3066\u3044\u308b\u3053\u3068\u3092\u78ba\u8a8d\u3057\u307e\u3059\u3002\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/bfa-scalper-fiils-test-1.png\" alt=\"\"><\/p>\n<\/li>\n<li>\u30a2\u30eb\u30b4\u3092\u4e2d\u6b62\u3057\u307e\u3059\u3002<\/li>\n<\/ol>\n<p>\u3053\u308c\u3067\u7d04\u5b9a\u304b\u3089\u30c7\u30fc\u30bf\u3092\u53d6\u5f97\u3057\u3001\u305d\u306e\u30c7\u30fc\u30bf\u3067\u8a08\u7b97\u3092\u5b9f\u884c\u3059\u308b\u3053\u3068\u3092\u6b63\u5e38\u306b\u5b8c\u4e86\u3067\u304d\u307e\u3057\u305f\u3002\u3053\u308c\u3089\u306e\u5024\u3092\u4f7f\u3063\u3066\u3001\u30a8\u30b0\u30b8\u30c3\u30c8\u6ce8\u6587\u306e\u4fa1\u683c\u3068\u679a\u6570\u3092\u6c7a\u5b9a\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[226],"class_list":["post-43973","doc","type-doc","status-publish","hentry","docs-category-lessons"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/43973","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/43973\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=43973"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=43973"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}