Unilateral grid strategy (2018-08-21 14:55:37)
0
Follow
80
Followers
网格可以自定义方向
先买后卖:
网格会从首价格开始向下挂买单, 每个买单间隔 "价格间隔" 这个参数, 挂单数量为"单笔数量", 挂够 "总数量" 个买单, 有任意买单成交以后, 程序会在买价基础上加 "价差(元)" 这个参数的的值的价格挂出卖单, 卖出, 卖出以后,重新按原来这个网格的价格挂买入单
先卖后买:
操作刚好相反
策略最大的风险就是单边行情, 价格波动超出网格范围.
网格带有自动止损和移动功能
Source
JavaScript
// Grid can customize direction
// Basic trading operation: buy first and then sell.
// The grid will start to send buying order at the price that below the first price, which is the price follow
// by the first price (second latest buying price, third latest buying price…and so on). Each buying order is separated by
// the "price interval" parameter. The number of pending orders is "single quantity", and will send the order total until
// the "total quantity" is filled.
// After any buying order is completed, the program will be on the basis of the buying price, add the price of the "price
// difference" parameter to the sell price, after the order has been sold, and then re-start the progress of this
// grid strategy (checking, place order, wait until it executed, sell)
// Selling short first and then buy to cover: the operation is just the opposite
// The biggest risk of this strategy is when the market trend is unilateral moving, and the price fluctuations are exceeding the grid.
// The following code has made the grid with automatic stop loss and movement function.Strategy parameters
Commands
Related strategies
Comment
All comments (0)
No data
- 1
