TradingView
Real_inwCoin
22 פבר׳ 2020 13:17

inwCoin Ultimate Grid Strategy 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

תיאור

inwCoin Ultimate Grid Strategy is the proof of concept of infamous grid trading strategy.

IDEA :
- The idea is to put the price level as a grids on the chart and when price cross up or cross down it will enter position.
- If the price move to next level it will take profit the last level and enter new position.

Caution :
- If market is trending into one direction, it's not wise to run this strategy counter trend. eg. run short grid when trend is up or run long grid when trend is down.
- So make sure you have something to define the big trend like Moving Average (18) TF weekly.
- I still can't try in range market ( sideway ) because this strategy using 5 min TF to work and tradingview don't provide data back that far.

How to use
1) Find out which start value of your asset that you want to use. Eg. BTC is 8000 for this time ( 22/2/2020 )
2) Define the spread of each grid as percent. ( eg. 2% for BTC ). You can choose small percent like 0.2% or 0.01 in asset like currency or altcoin/btc
3) The default grid level is 20 grids, so you can try and try again until you happy with the result.
4) This strategy is fix position size so it can easily calculate.
5) Don't forget to check "Properties" tab to try changing capital size and fee rate to match your criteria
6) This strategy is not perfect, it just some proof of concept to see if the strategy is working in real trade.


Extra :
If you want to access to alert for this strategy you can inbox me for detail.

הערות שחרור

Fixed Short Grid Bug

הערות שחרור

- Changed grid parameter from start price + increase percent to start price and end price for easily change value to match other assets price.
- Fixed short trade side bug.

הערות שחרור

- After checking entry-exit the whole day. I finally (hopefully) fixed the close entry bug!
Before : Position will close all when price touch the next grid level
After : Split each position into different ID, so it will not close all when sell/cover condition occured.
תגובות
QuantMEX
Very good bro! Can you let me see this code?
ArMi_86
Hi , I want to add Supertrend indicator or Moving Average for trend direction, I need the source code or if you can please add this item.Thanks
PJYWMVG4075
Hi I want to use your strategy for automatically scalping .How can I automate your strategy ?
javiermulti
Excelente!! Podrías aumentar número de grids? O enviarme el código? Gracias
Prospero42
Hi - I'm experimenting with grid trading too. In particular, I'm looking at how to make it adaptive so that it can find its own grid levels using moving averages, bands and channels. Just one question - I notice there is a big difference when using the Recalculate after every order is filled option. In the cases I've looked at, this increases profit considerably, and I was just wondering how exactly it is affecting your calculation.
עוד