‘低买高卖、震荡行情、循环套利’
"Little-sales, tremors, cycling arbitrage."
一、什么是现货网格策略?
现货网格策略是一种在特定的价格区间中执行低买高卖的自动化策略,用户只需要设定区间最高价和最低价,确定好要细分的网格数,即可开始运行策略;如有需要,也可以预先设置好触发条件,待市场行情达到触发条件时,策略自动开始运行。 策略会计算每个小网格低买高卖的价格,自动挂单,随着市场波动,不断地低吸高抛赚取价格波动带来的收益。
The spot grid strategy is an automated strategy to implement low-cost high-sales in a given price range xff0c; the user only needs to set the best and lowest prices xff0c; determine the number of grids to be broken down xff0c; start running strategy xff1b; xff0c if needed; preset trigger conditions xff0c; xff0c when market conditions have reached trigger conditions xff0c; the strategy automatically starts running.
二、现货网格适用的场景
现货网格的核心是“高抛低吸震荡套利”,所以这种策略非常适合震荡行情以及震荡上涨行情,若市场出现下跌行情则会给您带来相应的亏损风险。
The core of the off-the-shelf grid is the “high drop low concussion arbitrage” & #xff0c; so this strategy is well suited to concussion and shock uplifting & #xff0c; if the market falls, you will be exposed to a corresponding loss risk.
如ETH在2022年6.19号创出881美元的低点,随后连续强势反弹,6.26达到1280美元附近,连续暴跌之后的强势反弹,或预示短期行情可能出现一波震荡走势。这时就可以使用现货网格策略。
For example, ETH created a low of $881 at 6.19 in 2022 xff0c; followed by a continuous strong rebound xff0c; 6.26 to the vicinity of $1280 xff0c; a strong rebound xff0c after a continuous collapse; or a possible wave of shocks in short-term movements.
可以设置这波反弹的高低点附近,如900–1250,为网格的区间最高价和最低价。默认行情等分线为网格线,可以看出,如果在6.26号创建网格交易,到7.18号左右价格突破网格最高价,在这三周的震荡行情中,该策略可以获取两波从1000–1250美元的涨幅收益,收益非常可观。
xff0c near the high and low point of the wave bouncer can be set; e.g. 900–1250, is the highest and lowest price between grids. The default line is the grid line xff0c; it can be seen that xff0c; if grid trading xff0c is created on 6.26 ; to the highest price of the grid xff0c at around 7.18; xff0c in the tremors of these three weeks; the strategy captures two waves from $1,000–$1250 xff0c; and the benefits are very impressive.
三、现货网格创建步骤、相关参数和实例教学
3.1 创建步骤
3.1 Creation steps
(1)进入okx交易所之后,在“交易”页面中选择“策略交易模式”,然后点击创建网格并选择现货网格。 (2)在交易页面中输入参数或者使用智能参数,然后确认投资金额,即可创建网格。(网格创建后投入的资金会从交易账户中隔离出去,独立在网格策略中使用) (3)创建完成后即可在交易页面下方的“策略”中查看和管理网格策略。 (4)策略运行期间可以随时提取网格套利产生的收益,或者停止网格。
& & #ff08; 1xff09; after entering the kx exchange & xff0c; selecting "strategy mode" & #xff0c on the 'transaction' page; then clicking to create the grid and selecting the active grid. & #xff08; 2xff09; entering parameters in the transaction page or using the smart parameter xff0c; then confirming the amount of investment xff0c; creating grids. ff08; xff08; funds invested after grid creation will isolate from the transaction account xff0c; using xff09 in the grid strategy independently; ff08; xffff09; viewing and managing grid strategies in the "strategy" at the end of the transaction page when creation is completed. & #ff08; 4ffff09; extracting the benefits of grids at any time during strategy operations #xff0c; or stopping grids.
3.2 网格策略的相关术语和参数
3.2 Terminology and parameters related to grid strategy
两种创建模式:
Two creation modesxff1a;
手动创建:根据自己对震荡行情的区间判断来设置参数和触发条件,目前欧易现货网格策略可以设置价格触发和 RSI 技术指标触发两种触发类型。
Manually create xff1a; set parameters and trigger conditions xff0c on the basis of their inter-segregation judgement of tremors; the current EAF grid strategy can set price triggers and RSI technical indicators trigger two trigger types.
智能创建:直接使用系统智能推荐的网格策略参数。(推荐参数的逻辑是:回测7日行情后,结合智能算法来推荐适合近期行情的参数)
Smart creation xff1a; direct use of system intelligence recommended grid policy parameters.
网格的具体参数: 区间最低价:市场价格低于区间最低价时,策略将不再执行下单操作。 区间最高价:市场价格高于区间最高价时,策略将不再执行下单操作。 网格数量:网格数量表示震荡区间中分割的挂单小区间数量。比如区间100-400、等差、网格数3,则是分为100-200、200-300、300-400这3个网格。 投入币种:用户可以选择是投资交易币种还是计价币种,或者两种币都投。 投入金额:在网格策略中投入的每种货币的数量。其中,每个币种的最大可用等于交易账户中目前该币种的最大可转出数量。 等差网格:每相邻两档挂单价格的差值相等(例如1、2、3、4)。 等比网格:每相邻两档挂单价格的比值相等(例如1、2、4、8)。 移动网格(选填):网格随价格上移或下移,并设置停止上移或下移的价格。 触发条件/停止条件:立即触发/停止、价格触发、RSI 触发、TradingView信号。 止盈价格:当币价上涨到该价位时,策略自动停止并卖出被占用的现货。 止损价格:当币价下跌到该价位时,策略自动停止并卖出被占用的现货。
Specific parameters for grids xff1a; Number of grids xff xff1a; Number of grids ff ff ff market price xff0c market price market price market price ff1a market price market price market price market price market price xff0c; Number of grids number of grids number of grids number of block ff number of blockages market price market price market price market price market price market price market price market price market price market price market price market price market price market price # ff net net price market value # net net net price price price price price price price # # # price # # # # # # # price # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
3.3 实例教学(以BTC/USDT交易对为例)
3.3 Example teaching & #xff08; for BTC/USDT transactions & #xff09;
设置参数 区间最低价:50,000USDT 区间最高价:100,000USDT 网格数量:50 网格模式:等差 投入金额:5000USDT 移动网格:向下移动 触发条件:立即触发 策略创建时BTC/USDT价格为:60,100USDT
Sets parameters & #xff1a; 50,000USDT & #xff1a; 100,000 USDT grids & #xff1a; 50 grid mode & #xff1a; equivalent input & #xff1a; 5000USDT mobile grid & #xff1a; moving down & #xff1a; immediately triggering BTC/USDT prices & #xff1a; 60,100 USDT at strategy creation
策略运行 第一阶段-初始挂单:系统会计算策略的每档价格分别是50,000、51,000、52,000……98,000、99,000、100,000,然后以这些价格挂上买单,如果市场深度较好,则策略开启后的挂单情况为50,000-60,000的每个价位上均挂有买单,62,000-100,000的每个价位均挂有卖单。 第二阶段-策略运行:如果市场价格向下跌破60,000,则该位置买单成交(低吸),程序自动在60,000-61,000这个小格子的对应上方位置(即61,000价位)挂上卖单(高抛)。如果价格上涨,则在卖单成交后在对应下方位置挂买单。 如此随着市场波动而循环地挂单和成交,就可以不断赚取震荡行情中的波动收益。 第三阶段-策略调整:当市场价格跌破区间最低价50,000,则自动调整网格向下移动,区间扩大,即在49,000的位置挂单。如果行情继续下跌,则会自动重复网格下移,在48,000甚至更低的地方进行挂单,直到达到停止下移价格或者触及止损而停止策略。
The first phase - xff1a; each stage of the system that calculates the strategy is 50,000, 51,000, 52,000, 98,000, 99,000, 100,000 xff0c; xff0c if the market depth is good xff0c; ff0c; xff09; xffoc; x000; 6000 ; ;
四、注意事项
1、现货网格不是万能的,只适合震荡行情,一旦出现单边行情,如单边上涨,跑出网格区间的上沿,则会出现踏空,即错过后面的上涨行情;单边下跌,跌破网格区间的最下沿,则会出现满仓套牢的情况。价格跑出网格区间,策略都会自动停止运行。所以建议在创建策略时,同时设置止盈止损。
1. The spot grid is not an all-powerful xff0c; it is only suitable for shock xff0c; in the event of unilateral moves xff0c; in the case of unilateral increases xff0c; in the case of running out of grid areas xff0c; in the case of running out of grid areas xff0c; in the case of missing ups and downs xff1b; in the case of falling grid areas xff0c; in the case of a full silo. Prices run out of grid areas xff0c; strategies will automatically stop running. So it is recommended that the strategy be created when xff0c; and in the case of loss and loss.
止盈/止损,是指当最新价格上涨超过止盈价格,或最新价格下跌超过止损价格后,网格策略停止,系统自动将标的货币卖出,并将所有资产返回至手动交易-全仓资金中。
xff0c; xff0c; xff0c after the latest price increase exceeds the stopover price xff0c; xff0c after the latest price drop exceeds the stoppage price; grid strategy stops xff0c; system automatically sells the currency xff0c; and returns all assets to manual transactions - full warehouse funds.
2、网格创建后投入的资金会从交易账户中隔离出去,独立在网格策略中使用。所以用户需要关注资金被转出后给交易账户中整体仓位带来的风险。 3、止盈止损触发后停止策略或者手动停止时,会有市价卖出交易货币的处理,如果风控系统判断会给市场带来风险,则可能卖币失败,用户可自行判断是否要继续手动卖币。 4、若在网格策略运行期间,币种遇到停盘、退市等不可预知的异常情况,网格策略将自动停止。
2 xff0c; used independently in the grid strategy. Users need to be concerned about the risks to the entire warehouse in the transaction account when the funds are transferred. 3 xff0c ff0c ,
五、最后总结:
注册有任何问题请添加 微信:MVIP619 拉你进入群
打开微信扫一扫
添加客服
进入交流群
发表评论