How to brush a grid strategy to change the high-frequency brushing strategy

How to brush a grid strategy to change the high-frequency brushing strategy This article introduces the method of brushing quantity for a stable bull and bear market, as long as the market fluctuates, there is a lot, and in the off-season, you can make a certain amount, for reference. The method is to use the grid strategy to brush the quantity.Applicable to peopleIt is also suitable for people who are marketers and those who need to maintain a low level of fees. It is not suitable for people who want to get rich through the grid, because the grid strategy is not a wealthy strategy, the average income is not high, the grid is more suitable for brushing. Normally, the grid is a strategy for profit-making price differences in the range. The characteristic of the research is a network in the range, and if the market repeatedly shocks in the range, then the grid will repeatedly eat the price difference, making stable money.The advantages of gridsThe more volatile the market is, the greater the potential profit.Disadvantages of the gridIf the market goes out of the grid, the strategy will not run down. The market falls too deep, positions are overweight and even there is a risk of a bull market. To prevent a bull market, it is necessary to run a large grid of small positions, and during the billing period is not moving, so that the utilization of funds is limited, the frequency of doing a single is not high. It is well known that the grid strategy is a reversal strategy, whereas the maker is essentially a reversal listing. More than 90% of the pages are maker pages.The key is how to scale up.Below, we're going to try to change the grid strategy to try to change the unwalking strategy to the walking strategy. First, the main requirements of the brushing strategy should be summarized. Brushing orders generally tend to be done with maker orders as much as possible, profit is not high, at least to save money, preferably the universal strategy can be run in different exchanges in different trades, the greater the flow the better, assuming capital security.First of allThe net is a counter-strategy that can be done with maker itself, and that doesn't need to change.SecondlyThe net strategy differs from the thin order strategy, the former is very liquidity-friendly, the latter is a very general strategy, which is to say that the reversal is to raise the price, reverse the price, and simply rough. So the net strategy of changing the brush list strategy has a lot of potential, just solving the problem of how to start, you can make a good brush list strategy. The design direction is to increase the flow of water as much as possible on a cost-saving basis.How to save?The first is to reduce the size of the inflation, the traditional grid will first buy 50% of the position, so the advantage is that the market rises because there is a bottom position, the profit will not run too much. If the profit is secondary, the flow of water is the main demand, then the bottom position can not be, directly from 1 position; then the price rises specified grid, then the flat position and instantly open position, cycle brush. If the market is falling, it is raised according to the rules, because there is no bottom of the market, the float losses are less, and the lower position of the high position is also more favorable to the later full stop. Suppose there is an extreme market, and prices keep falling and falling, then you need to set up a heaven and earth order to save money. That is, you can directly calculate when the market drops to 0, the account has funds to be encoded, so as much as possible, but you never break the position, right?The savings setting reduces the utilization of funds, and compensation needs to be found from other sources.We can make the grid smaller. The general principle is to increase the cumulative flow of water as much as possible by doing single frequency. For example, BTC, the brushed grid can set the grid to 5 yuan a grid, so that hundreds of thousands of yuan a grid can eat more subtle fluctuations, improving the single rate. According to the experience of the author, 5 yuan is basically equivalent to pseudo-high frequency, and the frequency of transactions is not low. It is generally not advisable to pay 5 yuan for an appearance. If you are a negative appearance fee, then the interval between appearances can be as small as possible. If it is a positive appearance fee, consider the impact of the appearance fee, preferably about 3 times the appearance fee. In other words, the traditional grid sells one for each upper grid and buys one for each down.Appearance setThe key to the success of the grid strategy is to brush the pages, and if you have any doubts, you can ask me why. After the sale, immediately continue to open the order, continue to go up and continue to sell floating positions, fall and continue to replenish the position, without letting go of any slight fluctuations, by these slight fluctuations to accumulate flow, the market jumps and jumps, the flow will come out.Control of windThe size of the grid can be fixed or dynamic, adjusted according to the change in the market. Most of the time, the smaller the grid, the more fluctuations can be eaten, the greater the flow of water. If the market falls out, the grid is slightly larger, which favors wind control. The disadvantage of not setting a bottom position is that if the profitability of the market decreases, the advantage is that the market decreases, you do not need to wait for the market to return to the starting point to unlock everything. However, even without a bottom position, there will be a problem with the bidding, although the bidding will continue to flow as long as the market is in a jump strategy, and because the sky and sky order is set, the bidding is returned to the order but there will be no problem with the bidding. So it is also necessary to create a custom rule to adjust the size of the position to quickly lower the price of the position, so as to complete the goal of a full draw as soon as possible.Position managementThe author's experience is to divide the grid position into 3 levels. First hit 1, used for most of the market. If the market is particularly volatile, then hit 2, so that 2 is 2 times 1 and the drawdown rate is much faster. Play 3 until the whole set is even, and then play 3 at the most, and no more coding. 123 is equivalent to most of the fixed positions, not higher than 1248 Martins on the amount of capital and market requirements. Simple, less is affordable, the effect is also good. 2 is 2 times 1, pulling down quickly. 3 is 12 sum, pulling down is not slow, hitting 3 is enough.SummarizeTraditional grid brushing strategies have changed mainly in several aspects: All the makers ordered; reduced processing fees, exchange fees. In addition to the above, the government has also taken steps to ensure that the funds are allocated in a balanced manner. Grid stacking, flexible grids coming in, coming in right after; always online to eat up any slight fluctuations. 123 method of position management; increase capital turnover rate. There are also conventional wind-control strategies to keep up, such as preventing outages, preventing API errors, preventing traffic traps, etc. The change in strategy is not much, mainly because the logic used in the rules is implemented well and can basically be brushed off. According to the author's experience, there can be more than 200 times the monthly flow of water when the market is good, and more than 50 times the flow of water when the market is calm. There are some low-order high-frequency strategies, which can make 500 times the flow of water a day, compared to the net brushing strategy of the flow of water is not much advantage, the net strategy is better in not eating the liquidity of the market, as long as it is set reasonable not afraid of any market, at any time can be safe and stable hanging, drought protection.The high-frequency brushing strategy of the grid is suitable for a wide range of people, you can do whatever you want, while the low-order strategy has high technical requirements, not everyone can develop a strategy that does not lose money. Net high-frequency brushing strategies can also make a certain profit, with daily earnings between $50,000 and $20,000 under the sky and sky order setting, related to the level of fees and market volatility, and also related to the stop-loss setting, for reference only. VX: wgjyfyz, looking for funding and cooperation, welcome to exchange. 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