Artillery Theory Chapter 5 Portfolio and Asset Allocation 2 Quantitative Grid Trading

Mondo Finance Updated on 2024-02-11

Grid trading is an automated trading strategy, based on the **volatility high sell low buy strategy, automatic repeated buying and selling to earn the difference. The core idea is to set a series of grids within a certain range, and when the grid falls on a certain grid, the corresponding ** or sell operation will be carried out. Investors can set up according to the condition order, divide the funds into multiple shares, starting from the benchmark price, automatically sell one copy every **x%, and automatically sell one copy every **y%, and repeatedly implement the conditional strategy within the ** range. The operational strategies of grid trading include:

Quantitative grid trading.

Set a valid fluctuation range: By default, there is no operation when the system exceeds the range, and you can set the take profit or stop loss beyond the range separately.

Set Base Price: It can be set to the current ** or the holding cost price.

Trigger condition: When the ** interval meets the trigger condition of the conditional order, the conditional order will be automatically triggered.

Execution of conditional strategy: According to the conditional order setting, automatic repeated buying and selling to earn the difference.

Grid trading has the characteristics of risk control and stable returns, which is suitable for investors with high risk tolerance and stable returns. However, it should be noted that grid trading does not guarantee high returns, and investors need to make judgments and decisions based on market conditions during the trading process.

The trigger strategies for grid trading include the following:

Define appropriate pressure and resistance levels: Determine the upper and lower limits of volatility so that most of the time it fluctuates. If the pressure and resistance levels are set too large, it will be difficult to trigger the trade; If the pressure and resistance levels are set too small, trades will be triggered frequently.

Set the width and number of grids: How many grids to set and the width of the grids can be determined according to the investor's own preferences.

Pick an active target: Grid trading is a strategy based on making profits, if the target is inactive, the volatility is not large, and it is difficult to trigger the transaction. Therefore, it is very important to pick active targets.

Determination parameters: determine the number and interval of grids, as well as the ratio of opening and closing positions.

Avoid false breakouts: In order to avoid false breakouts, it is necessary to touch the grid line, only the first time it crosses this line is a real trade signal, and the others do not form a breakout.

Retain sufficient available funds: In order to avoid frequent triggers**, insufficient amounts, resulting in reduced efficiency of grid trading, it is necessary to reserve sufficient available funds.

In conclusion, the trigger strategy of grid trading needs to be reasonably set according to market conditions and investors' risk tolerance to achieve a balance between risk and return. There are also risks associated with this strategy, as the uncertainty of market volatility may cause investors to miss out on some opportunities or face greater risks. Therefore, adequate market research and risk assessment are required before using this strategy.

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