是Martingale套利策略的变形版本 中文名 "马丁格尔套利策略"You can do it yourself.
First open the position, specify a leverage position, if it is not flat, over the stop loss point, then add the position to the low cost price, immediately add to the profitable exit, if the position is added to no money or coin added, then start doing the reverse, originally empty, then do more reverse, this is repeated.
For example, now 10 yuan open multiple positions, the target profit is 5 rupees, the program hang a 10.5 yuan sold order, at the same time hang a low price increase purchase, if the price drops, then increase to the current price, adjust the average price, hang a target profit order, if not, continue to increase the low average price, in fact, not, is set, then start doing the counter empty list.
Automated countermeasures of the strategy
- If you are currently making more positions, the profit is out, you will automatically make more positions, if you are suited, the counter holds the coin to make a blank position, after the blank position is profitable, continue to do blank position, until the increase in the position does not move, the counter begins to make more positions, this is a cycle. As long as the last time is profitable, always maintain the direction of the last opening position.
- The strategy will automatically calculate the new value of the amount of stock required and the target leverage.
What to look out for
- This strategy has a complete recovery mechanism that can be practiced or learned.
- The premise of this strategy is to make 100% profit: you have to be prepared to have enough money to invest.
- If you don't have enough money, let's do it automatically, and you'll have floating profits and losses.
- If you have enough money, you don't have to automatically reverse the process, you can just keep the process going.
- The strategy can be implemented as a high-frequency trading strategy by adjusting parameters.
- It's not suitable for futures, futures are easy to blow up, so only cash can be used.
- Floating profit and loss index (current coin number - initial coin number) * current coin price) + (current money - initial money)
The Purpose of Open Source
- It's about attracting more people to join the circle of quantitative trading instead of a closed car all day long.
The history
- V1.1 resolves a bug that caused OKCoin to freeze 0.001 coins and cause the program to get stuck
The policy is open-source:
https://www.fmz.com/#!/strategy/2406