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最近在研究网格策略,求解各位大佬:
如果设定某一价格为基准价格,在价格上下按固定区间各挂一单,形成只有一对挂单的网格,然后不断轮询订单状态,当两单中的某一单成交时,取消另一订单,然后重新挂一对网格。
这种做法跟批量挂单,或者在基准价格两边挂5~10单有什么区别吗?因为我在回测上看,按程序的响应速度,你挂一单跟挂多单效果是一样的,这样子就不用影响成交率,也不用占用太多保证金,而在单边行情的时候损失也没那么大。
因为目前还没实盘,想问问各位大佬挂多张单的优势在哪里?
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