(Note: The ETF real market displayed aims to improve its own trading system while communicating with you and making progress together on various problems encountered in the grid strategy.) ）
Or the old point of view, the first round should be over, if tomorrow can not hit a new high, then the probability of the back is a ** trend.
Today's intelligent condition single operation is quite satisfactory,A total of 9 transactions were automated.
The grid condition sheet for the Nasdaq ETF has been added, and the specific parameters are listed below.
Today as a whole showed a trend of opening low and going high and then falling back, today the farming ETF successfully traded 5, of which 2 bought low and 3 sold high.
At present, the total matching grid income of this target is 35 yuan, which is still relatively good compared to the total amount of 10,000 yuan.
Next, it is still set according to the parameters of the grid condition order, so that it runs automatically as little as possible without human intervention.
Semiconductor ETFs traded a total of 4 transactions today, of which 3 were sold high and 1 was bought low.
At present, the total matching income of the grid is 28 yuan, which is relatively ideal.
Since I set it to 0530 yuan is the upper range of this grid trading, so it almost broke through the upper range upwards during the intraday.
I will talk about how to operate when breaking through the upper and lower ranges in the next article, so I will not repeat it here.
If multiple grid conditional orders are set up with multiple targets with little or even opposite correlations, it will help to improve a margin of safety in our grid strategy as a whole.
Grid trading itself is to earn money, and its advantage is to earn corresponding profits at a relatively safe margin.
Therefore, we need to flatten the entire grid to reduce the probability of a general rise or fall, so I added a grid condition sheet for the Nasdaq ETF.
The latest daily chart of the Nasdaq ETF is shown above, and I set the upper range to 135 yuan, the lower range is set to 125 yuan.
At present, the Nasdaq ETF is in an upward trend, and there is a high probability of a new high, and today is a normal drawdown, so I use it as a bottom position today.
The specific parameters are as follows:
Underlying: Nasdaq ETF
Total amount: 10,000 yuan (divided into 10 parts**).
Interval: 125 yuan—135 yuan.
Step size: **001 yuan sell, **001 yuan**.
The number of orders per transaction: 1000 (about 1000 yuan).
Current number of open positions: (4000).
The reason for the relatively large step size setting is that the NASDAQ ETF itself fluctuates slightly more, so I have doubled the step size compared to the farmed ETF.
My ETF fee rate is currently 0 million4. Therefore, I do not calculate the transaction cost for pair trading.