Crypto Options Four-Dimensional Selector — Practical Monitoring Version v1.3.1

Common strategy

Created: 2026-08-12 15:12:54

Last modified: a month ago

Copy: 4

发明者量化-小小梦

1380

Followers

Strategy Description

A long-running cross-exchange options decision-support strategy. It continuously scans Deribit, Binance Options, and OKX, first performing a four-dimensional relative ranking and then applying absolute thresholds for bid-ask spread, slippage, valuation, stressed return, and breakeven move.

Only when a candidate reaches READY status does the strategy provide an exchange-compliant quantity, maximum reference limit price, and SGT exit time, with deduplicated notifications.

In PAPER mode, automatic entry responds only to the highest-scoring READY candidate.

The strategy does not access account data and never submits real orders.

Source

JavaScript

/*
 * 加密期权四维选品器 实用监控版 v1.3.1
 *
 * 只读研究工具：扫描三家交易所公开期权链，并可用真实盘口建立内部虚拟持仓。
 *
 * 安全边界：
 * - SCAN、MONITOR 与 PAPER 都不读取账户、不需要 API Key、不调用下单/撤单接口。
 * - PAPER 只修改策略自己的 _G 持久化账本，不触碰交易所模拟盘或真实账户。
 * - 不预测方向；Direction、ExpectedMovePct 和 HorizonDays 是用户观点的输入。
 * - 不把跨所 IV 差当作无风险套利；合约规则、保证金、结算和可交易地区可能不同。
 * - 当前公共 API 扫描不适合 FMZ 历史回测，应在实盘机器人中作为只读观察器运行。

Strategy parameters