It is currently the fourth day of grid trading, and the total profit is madeyuan, calculated according to the total amount of 10,000 yuan, the rate of return is about
A total of 4 transactions were made today, two were sold low, two were sold high, and the pair income was 3$2.
Target: Farmed ETF
Total amount: 10,000 yuan (divided into 20 parts**).
Interval: 0610 yuan - 0710 yuan.
Step size: **0005 yuan sold, **0005 yuan**.
The number of orders per transaction: 800 (about 500 yuan).
Current number of open positions: 5600 (7 shares).
Since the order ** and sell ** are set to the second price of ask and the second price of buy respectively, today's orders are 100% filled.
The four transactions are just paired with two high toss and low sucksHowever, the buying and selling spacing is only 0002 yuan,The profit of a single pair is only 16 yuan, with me 0The step size matching income of 005 yuan is far from the same.
Then I went back to re-examine the delegate settings and found a solution.
The reason why the previous pending order could not be filled was because the ** of the order was the latest price.
December 28th.
As an example, if the underlying ** of a farmed ETF is from 0655 yuan rose to 0660 yuan, to 0If 655 yuan is the latest benchmark price, it will reach 0660 yuan**, our strategy should be to sell a copy of 0660 yuan, so the pending order to sell ** is 0660 yuan.
However, when it rises to 0When it is 660 yuan, it is very likely that the price of one is 0659 yuan, selling at a price of 0660 yuan. At this time we hang 0The sell order of 660 yuan ** needs to sell all the orders piled up in front of the price or **break through 0660 yuan makes it a buy price, and the commission can be executed.
But many times, the selling price may reach 0660 yuan, and then ** back, which caused our order to not be filled.
Therefore, I decided to set the order *** to the ask price and the order to sell ** to the bid price.
Then if the underlying ** is from 0655 yuan rose to 0660 yuan, if you put a sell order to buy, then the transaction should be 0659 yuan. When ** from the trigger price 0660 yuan rose to 0When it is 665 yuan, the transaction ** should be 0664 yuan, in line with my step length 0005 yuan requested.
Farmed ETFs have been at 0661—0.Around 665**, so the order ** that was reset in the afternoon has not been filled, and I will wait tomorrow to see if the average transaction price will meet my expectations.