Counter-coupled two-way

Author: The Cabbage League, Created: 2021-07-25 13:25:14, Updated: 2021-10-18 19:55:21

The strategy is presentedModifications have been made to the usual two-way martins to counter-hedge positions when specific conditions are met.

Version updated to V1.3

  1. Removes price precision and sub-order precision settings, which are automatically obtained and set by the policy.
  2. Improved leverage ratio, the formula is: number of holdings plus initial downsizing x stop-loss percentage x leverage multiplier

Version updated to V1.2

  1. New hedging ratio
  2. New hedge funds

How to set parameters This image was last seen on Sina Weibo, so the WeChat kernel browser may be blocked from showing it when opened.

  1. Stop-loss percentage, such as Figure 0.003 where the stop-loss price is 1.003 of the opening position price, Multi-stop-loss price is 1.003 of the opening position price * 1.003, empty stop-loss price is opening position price / 1.003. The strategy is mainly in the hanging order mode of flattening the position, referring to the trading platform transaction fees, filling in a reasonable target profit percentage.
  2. If you run the coin-run strategy, it doesn't matter, you can directly order by the number of coins, omitting the conversion between coins and coins. The initial order is set according to your cost, such as setting 1/100, 1000 U for gold, setting the number of coins to be worth about 10 U, and then running according to the price of the coins, calculating the number of coins.
  3. Initial total equity, used to calculate initial capital, starting time, used to calculate profit. Default-1 is automatically obtained, no manual filling is required. Of course if the capital is increased or decreased later, you can actively modify the value inside, such as starting with 3000U, later adding 2000U, you can fill in 5000U.
  4. Reset is the reset of all logs, including earnings statistics, without special requirements.
  5. The contract multiplier is the contract leverage multiplier.
  6. The leverage multiplier is the multiplier of the existing position after the next leverage, such as 1.4, the leverage is 1 to 1.4 to 1.96 to 2.744 and so on. If the next volume is 100, then its future position will be 100 to 140 to 196 to 274.4
  7. Counterbalance is both a specific price reversed position, when holding multiple positions, the current price > holding equity + holding equity * (counterbalance-1) counterbalance position, when holding equity * (counterbalance-1)) the current price < holding equity - holding equity * (counterbalance-1)) reversed position, by default is above 1, if you want to change to a one-way Martin, then put the hedge threshold set higher than ((1+ target profit).
  8. The lower the hedge threshold, the easier it is to reverse position, and set to 0.9 is basically the full time zone double position mode. Different values will produce different reverse position conditions.
  9. The formula for hedging open positions is ((existing holding positions)Hedge open position ratio), such as 0.3, first hold 300 positions, when the reversal condition is reached, the open position is 3000.3=90. There is also a default value, if the result is less than the result set above, the value of the result set is listed by default. Assuming the result set to 100, even if the result is 90, the result will be listed by 100.

This strategy has a very high degree of freedom, and can be set to become a dynamic grid, one-way mart, two-way mart at the appropriate time, and two-way mart at all times.

The address of the disk ↓↓↓ https://www.fmz.com/robot/313897


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