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auto-grid-trading's Introduction

Auto Grid Trading

背景


E大公开的网格策略越来越多的人跟车,由于大家设置的参数都相同,在卖出单委托的时候经常发生踩踏行为,迟迟不成交,或者有人抢跑。在此背景下,我们希望参考E大的网格交易的历史文章加上自己的理解,来实现一个自动网格交易策略生成器。

方法论

网格1.0

  1. 确定交易品种。
  2. 列出网格表格。表格中包括交易价格、交易金额、交易日期。
  3. 做压力测试。
  4. 设置交易提醒。
  5. 按照交易提醒进行交易。

路线图


  • v0.1 版本预计实现功能如下:
    1. 输入品种代码能判断是否可以作为网格品种
    2. 如果可以确定其0网位置和网格大小

参考资料


  1. 波段策略.网格之一:写在前面、体系以及策略
  2. 波段策略.网格之二:网格策略基础/1.0版
  3. 波段策略.网格之三:网格策略进阶/2.0版

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