Binance USDT perpetual grid strategy ver 0.0.9

Binance perpetual single-currency grid strategy

Binance USDT perpetual grid strategy ver 0.0.9

FMZ quantitative trading platform use teaching

https://www.youtube.com/watch?v=hlkvrRqEHTE

Video tutorial on using the perpetual grid strategy

https://www.youtube.com/watch?v=_xj_rLJc8rw

Principles of perpetual grid strategy

Trading on the USDT based perpetual contract of Binance futures, compared with the spot grid, we can go short without holding currency, and the trading and accounting returns are all USDT, which can be leveraged. Therefore, compared with the spot grid strategy, the perpetual grid is more convenient and simple, and it certainly increases the risk of blow-up. The principle of the specific grid strategy is the same as that of the spot grid strategy. Please refer to the article in our library: https://www.fmz.com/digest-topic/5944. The strategy needs to set two main parameters: grid transaction value and grid spacing ratio. If the spacing ratio is set to 0.01 and the transaction value is set to 500, 500USDT will be going short for every 1% increase in the price of the transaction currency, and ditto for going long if it decrease. The grid strategy needs to rely on shocks to make profits. If the price returns to the initial price in the future, all grid profits will be realized. If it has an obvious independent market, such as a 100% increase in one day, the grid will have an obvious floating loss, moreover, if the transaction value is too large, there is a risk of blow-up. In addition, trading pairs need to be active to trade frequently and increase profits.

Strategy risks

1. Risk of blow-up. Futures have leverage, and the grid strategy is to scale in positions against the trend. If the positions are too many, it is likely to blow-up
2. API error. If the returned position is delayed or the data is incorrect, the strategy will be abnormal
3. The risk of rate loss is not large. Generally, the increase is a positive rate. Going short will obtain rate profits

Strategy update

2020-05-31 -1. Added daily amplitude and increase and decrease in the daily estimated return table, so that the return of the day can be compared to compare the impact of amplitude on returns -2. Optimized status bar display

2020-05-27 -1. Added the daily estimated return table to see the proportion of estimated returns and commissions -2. Added the shutdown blow-up price to display the blow-up price that will not be added after closing the real bot, which is different from the blow-up price in the status bar