Binance USDT perpetual grid strategy ver 0.0.9

Author: ChaoZhang, Date: 2021-04-02 12:26:00
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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


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梦想身价八位数 超哥,问下,假如我有100万U,这个策略可以跑起来吗?有没有什么要求或者条件?

xyii 考虑一下币安联合保证金呗

8908mm 怎么加你?

ye1991 能不能出个FTX 可以用的 强列求

ChaoZhang * 2022-05-26 redsword 修改持仓方向失败后退出 * 2022-05-22 redsword 修复止损不起作用的bug * 2022-05-20 redsword 添加网格交易价值校验

xyii 加一个只做Maker (Post Only) 选项吧 毕竟是网格,我减少间隔比例撸手续费很容易出现Taker

活着 持仓价值过低无法挂单啥意思

ChaoZhang * 2022-05-19 redsword 修复状态栏有时平仓不起作用的问题

ChaoZhang * 2022-05-19 redsword 修复获取精度不准确的bug * 2022-05-16 redsword 兼容英文界面

ChaoZhang * 2022-05-08 redsword 修复转向间距不为0的BUG

持之淡然 Futures_OP 4: 400: {"code":-4061,"msg":"Order's position side does not match user's setting."}一直提示这个错误,买了加微信也不会,打水漂了

hans0621 3.16更新了点啥?

Neo1898 mark一下

YY量化 设置了半天不跑是怎么回事

traderrubi telegram do you have?

钢骨 哪里购买

hans0621 预期回归价格,这个参数怎么理解?

北落师门 能不能给加一个底仓功能。

zz791377920 如果能做个等差间隔 就更好了。

hans0621 里面有几个交易对可以做?还是币安里所有交易对都可以做?比如BTC/BUSD可以做吗?还有是无限网格吗?和币安自带的网格交易最大的区别在哪里?

wangtovo 可以设置杠杆吗?

lkqsmjc 这个直接复制就可以么?还用设置什么么?

铁拳无敌沈万三 请问内测版和正式版有什么区别呢

轻轻的云 建议增加三个按钮,分别选择 做空 做多 跟随系统,用来人工决定做多做空或者跟随策略判断的方向。

qiyuewin 微信没通过呀,怎么机器人一直做多?

宇宙男德 本策略能否用于okex?

allenwang8221 能否同时做多个币? 如果可以的话 ,应该怎么操作

liuda1988 你好。你的微信添加不了,购买后不会使用。请问找哪个售后给指导一下呢?

咕咕嘚 币安不是自己就有u本位的网格吗,,,为何还要这个?

989bksheep InternalError: platformId: Binance, currency: XRPUSDT, Msg: invalid currency at <anonymous> (native) at Register (__FILE__) at __reg__ (__FILE__:17) at <eval> (__FILE__:25) 出现这错误怎么办

谭雅少尉 币安的永续网格策略能否用于okex?

pakill 支持回测么

u 出1个..选择方向的吧. 1.做多 2.做空 3.现在这种震荡

migmigmig 这和币优那个一样吧

ChaoZhang 不推荐,风险太大

ChaoZhang 微信 fmz_zhangchao

ChaoZhang https://www.fmz.com/strategy/370976 已上线

ChaoZhang 新版本支持ftx,这两天上架

jackma fmz没有通用接口可以实现仅挂单

ChaoZhang 你持仓方面设置错了,去币安改一下持仓方向,是单向还是双向

ChaoZhang 3.6添加了止损选项,添加了指定挂单数量

paopao 等差爆仓更快

小草 都可以。币安自带网格也可以用,原理有些不同

ChaoZhang 要知道每个参数的意思,策略手册里有介绍

ChaoZhang 新功能会在内测版本上测试,没有bug以后,会更新到正式版本上

ChaoZhang 现货网格和期货网格是两个东西,不能类比

铁拳无敌沈万三 比如说现货杠杆网格 币价横盘和往上走都是安全的 而这个策略币价出下限和上限都很危险 而币价也不可能永远在设定的区间内横盘

MightyTeam 币安的网格是在上下限区间内挂满订单的,而fmz这个策略只挂附近2张单,其他钱都可用作保证金

MightyTeam 不管什么策略,合约只要开了杠杆,就都有可能爆仓

铁拳无敌沈万三 币价逐渐波动出起始位置过多就有可能爆仓啊

ChaoZhang 不行,只能币安

ChaoZhang 群里问客服,或者添加微信 fmz_zhangchao 或者看视频教程

轻轻的云 好像这个可以自动判断方向的。

ChaoZhang 可以

allenwang8221 那是否可以同一个策略开多个机器人 从而来实现多币种呢?

ChaoZhang 不支持多币种

zzzz 为什么说这个策略会比币安的网格利用率高?背后逻辑区别是什么?

MightyTeam 发明者的这个合约网格策略 ,起始是没有仓位的,而且资金利用率比币安的网格利用率要高很多 币优的合约网格,上下限 限制很大,发明者这个合约策略长期跑下来的话,肯定是盈利的,而且无需判断方向,很好的一个策略

轻轻的云 或者出一个 可以用TV发方向消息然后策略进行操作。

:) 币优的免费。