Grid trading что это
Обновлено: 25.06.2024
Grid trading is a trading bot that automates the buying and selling of futures contracts. It is designed to place orders in the market at preset intervals within a configured price range.
Grid trading is when orders are placed above and below a set price, creating a grid of orders at incrementally increasing and decreasing prices. In this way, it constructs a trading grid. For example, a trader could place buy-orders at every $1,000 below the market price of Bitcoin, while also placing sell-orders at every $1,000 above Bitcoin’s market price. This takes advantage of ranging conditions.
Grid trading performs the best in volatile and sideways markets when prices fluctuate in a given range. This technique attempts to make profits on small price changes. The more grids you include, the greater the frequency of trades will be. However, it comes with an expense as the profit you make from each order is lower.
Thus, it is a tradeoff between making small profits from many trades, versus a strategy with lower frequency but generates a bigger profit per order.
Binance Grid Trading is now live on USDⓈ-M Futures. Users can customize and set grid parameters, to determine the upper and lower limits of the grid and the number of grids. Once the grid is created, the system will automatically buy or sell orders at preset prices.
Suppose you expect Bitcoin to hover in a price range between $50,000 to $60,000 in the next 24-hours. In this case, you could set up a grid trading system to trade within this predicted range.
On the grid trading panel, you could set parameters of the strategy, including:
- The upper and lower boundaries of the price range,
- The number of orders to be placed within the configured price range,
- The width between each buy- and sell-limit order.
In this scenario, as the price of Bitcoin falls towards $55,000, the grid trading bot will accumulate buy positions on the way down at a lower price than the market. As prices recover, the bot will sell on the way up at a higher price than the market. This strategy essentially attempts to profit from price reversions.
Risk Warning: Grid trading as a strategic trading tool should not be regarded as financial or investment advice from Binance. Grid trading is used at your discretion and at your own risk. Binance will not be liable to you for any loss that might arise from your use of the feature. It is recommended that users should read and fully understand the Grid Trading Tutorial and make risk control and rational trading within your financial ability.
How to calculate Current Margin
Current margin = present notional / current leverage
Current margin=（present notional-position_notional_value）/ leverage + isolatedWalletBalance
The Active order shows all open orders（including partial filled)
Buy order book: sort by limit order price from high to low, top to bottom
Sell order book: sort by limit order price from low to high, top to bottom
A summary of all completed orders. Each transaction consists of a pair of the corresponding buy and sell orders, the transaction type is FILO (First In Last Out), profits can be calculated based on each pair of matched buy and sell orders, and the remaining order awaiting to be matched will have profits displayed as --。
BNB commission fee is converted into margin assets at the real-time exchange rate at the time of the transaction.
Grid Trading Mechanism
Users can choose to start grid limit orders immediately or choose to trigger when the market price reaches a certain value. The grid orders will be triggered when the chosen trigger price (Last price or Mark price) rises above or falls below the trigger price you enter.
Defining the initial structure of grid strategy
The initial structure is to determine a series of price levels, according to the latest market price (buy, sell, mid-price), place sell limit orders at a price higher than the market price, and a buy limit order at a price lower than the market price, and wait for the price to be triggered.
Note that the number of limit orders is the number of grids +1 at the time of initial construction because no positions are held. One of them (the one near the latest market price) is the initial opening order waiting to be executed;
For neutral grids, the strategy will begin with no initial position. The initial position will be triggered when the market trades beyond the nearest price point after the initial construction.
Suppose you have set your strategy parameters as such:
The price distribution will be as follows: $20,000, $25,000, $30,000, $35,000, $40,000, $45,000
Initial sell orders for the neutral grid will be placed above the current market price. Meanwhile, the buy orders will be populated below the current market price. Do note that the price nearest to the market price would be excluded. In this scenario, the initial grid limit orders will be populated as such:
| Side | Price |
| Sell | $45,000 |
| Sell | $40,000 |
| Buy | $30,000 |
| Buy | $25,000 |
| Buy | $20,000 |
Grid update means that every time a price point is touched i.e. limit order is filled, the grid limit order will update in time. The price of the most recently executed order will always be the one that is left blank, then buy or sell limit orders are filled in again according to the set parameters, thus the number of limit orders in the grid is maintained, as shown in the following example.
The initial market price is $10,010, and the grid limit price at each unit is:
Assuming that the price drops to $10,000 and the buy order is executed, it is the initial open position, and the grid limit order becomes:
The price rises to $10,100 and the sell order is executed, and the grid limit orders are updated as follows:
When the price drops to $9,900 and two buy orders are executed, the grid limit orders are updated as follows:
Users can choose to manually terminate grid operation or to set Stop Trigger.
Stop Trigger means that when the market price rises above Stop_upper_limit or falls below Stop_lower_limit i.e. the market is no longer following a swinging trend, the grid will stop its operation.
Users can choose whether to cancel all orders and close all positions manually or automatically after the grid is stopped.
Note that during the grid operation, the following scenarios will cause the grid to terminate:
- Manually terminate the grid;
- Insufficient margin causes some positions to be liquidated or fail to place orders;
- Manually cancel some or all grid limit orders;
- Manually close some or all grid positions;
- When the delivery contract is delivered, the product no longer exists and the grid strategy will be automatically stopped. During the delivery process, the system will automatically remove user limit orders and settle open positions.
The system will prompt for above actions if a grid is currently in operation, notification as shown below:
The recommended grid trading leverage is lower than 20, because when the leverage is too high, the insufficient margin may cause position liquidation or opening order, and lead the grid to terminate. If the leverage is higher than 20x, a second confirmation will pop up to remind users.
Grid Trading parameters
The first parameter that you must select is the contract on which the trading bot will be deployed.
Determine the type of margin for the grid trading position: Isolated or Cross margin modes. In an isolated margin mode, the margin is independent in each trading pair. Meanwhile, the margin is shared between all trading pairs in the futures account for cross margin mode.
Select your desired leverage amount. Leverage magnifies both gains and losses. With leverage, you can magnify relatively small price movements to potentially create profits that justify your time and effort. But do bear in mind that leverage is a double-edged sword, and you must use it prudently.
Set the lower price and the upper price of the grid (cannot be modified after the grid order is placed). If the highest or lowest grid is exceeded, no more positions will be opened. For example, if the current BTCUSDT price is $48,000, the user judges that the price will fall when it reaches above $49,000, in this case, the upper price can be set to $49,000. After the price reaches $49,000, the grid will no longer open positions.
5. Mode: Arithmetic / Geometric (cannot be modified after the grid order is placed)
Arithmetic: Each grid has an equal price difference.
The arithmetic grid divides the price range from grid_lower_limit to grid_upper_limit into grid_count by equal price difference.
price_diff = (grid_upper_limit - grid_lower_limit) / grid_count
Example: Arithmetic price_diff = 100: 1000, 1100, 1200, 1300, 1400. (the next price is 100 higher than the previous one)
Geometric: Each grid has an equal price difference ratio.
The geometric grid divides the price range from grid_lower_limit to grid_upper_limit by into grid_count by equal price ratio.
price_ratio = (grid_upper_limit / grid_lower_limit) ^ (1/grid_count)
price_diff_percentage = ( (grid_upper_limit / grid_lower_limit) ^ (1/grid_count) - 1) * 100%
Example: Geometric grid price_diff_percentage = 10%: 1000, 1100, 1210, 1331, 1464.1. (the next price is 10% higher than the previous one)
6. Grids (i.e. number of limit orders) — cannot be modified after the grid order is placed.
1. Arithmetic grid, price_diff=(grid_upper_limit - grid_lower_limit)/gridCount<tickSize
2. Geometric grid, min_price_diff=grid_lower_limit*price_ratio<tickSize , price_ratio = (grid_upper_limit / grid_lower_limit) ^ (1/grid_count)
Note that if Profit/grid is below maker commission, the system will prompt that the total grid profit may not cover trading fee.
How to calculate? (Profit/grid is estimated and for reference only)
profit_per_grid_lower=[1+ (grid_upper_limit - grid_lower_limit)/(grid_count* grid_upper_limit )]*(1-commission%)^2-1
profit_per_grid_higher=[1+(grid_upper_limit - grid_lower_limit)/(grid_count*grid_lower_limit)]*(1-commission%)^2-1
For example: Price interval 1000-2000，Grid_count 10，Commission 0.1%，then the price difference of each grid is: (2000-1000)/10=100，profit_per_grid_lower = ((2000+100)/2000)×(1-0.1%)×(1-0.1%)-1=4.79%；profit_per_grid_higher = ((1000+100)/1000)×(1-0.1%)×(1-0.1%)-1=9.78%
profit_per_grid_geo=(grid_upper_limit/grid_lower_limit)^(1/grid_count)-1-2*transaction fee%
For example：Price interval 1000-2000，Grid_count 10，Commission 0.1%，then the price ratio of each grid is: (2000-1000) ^ (1/10) = 107.18%, Profit/grid = 107.18%-1-2×0.1%=6.98%
8. Initial margin (cannot be modified after the grid order is placed)
User can manually input or drag the slider (the percentage of the investable amount is up to 100%, Initial margin = percentage * margin balance), and it must be within the interval between the min_initial_margin and the margin balance.
min_initial_margin= minQty*sum(price)/（leverage*adjust_coef）
adjust_coef: the current default is 0.9, it will be adjusted according to market conditions
9. Total investment (cannot be modified after the grid order is placed)
After leverage is set，the minimum Initial_value = sum(price * minQty)；the maximum Initial_value = margin * leverage
grid_qty = adjust_coef * initial_margin*leverage / sum(price)
11. Available margin balance (i.e. margin balance of USDⓈ-M Futures account)
12. Trigger_type: Last price / Mark price（Optional, can be modified before the grid is triggered)
1. Grid trigger type: When the last price or market price you choose reaches the set trigger price, the grid will start running.
2. Stop trigger type: When the last price or market price of the symbol you choose reaches the set top or bottom stop price, the grid will be stopped.
13. Trigger_price（Optional, can be modified before the grid is triggered)
The grid orders will be triggered when Last Price / Mark price rises above or falls below the trigger price you enter.
14. Stop_upper_limit / Stop_lower_limit , i.e. Stop loss top price / Stop loss bottom price (Optional, can be modified before the grid is triggered)
Stop loss top price should be higher than upper price, last price and trigger price; when the latest market price reaches Stop_upper_limit, the grid will stop working.
Stop loss bottom price should be less than lower price, last price and trigger price; when the latest market price reaches Stop_lower_limit, the grid will stop working.
15. Cancel all Orders on Stop (Optional, ticked by default, can be modified before the grid is triggered)
Enable cancel all orders on stop to automatically cancel all unfilled orders for the symbol when the grid stops; when disabled, you can cancel all manually after the grid stops.
16. Close all Positions on Stop (Optional, can be modified before the grid is triggered)
Enable close all positions on stop to automatically close all the open positions at the market price for the symbol when the grid stops; when disabled, you can close all positions manually after the grid stops.
*The above parameter setting suggestions are for reference only. Futures trading carries a substantial risk and the possibility of both significant profits and losses. Past gains are not indicative of future returns. All of your margin balance may be liquidated in the event of extreme price movement.
How to check History
Click on the [History] tab to check grid transaction history and view grid details and completed orders.
Grid Trading Strategy: Step-By-Step Guide
Grid trading is a method in which a trader does not just open one deal, but rather creates a sequence of orders at incrementally increasing or decreasing prices around the current price point. The amount of orders depends on the trader, what matters is that they are all set in regular intervals.
When could it be potentially used?
This method is intended to take advantage of the market volatility and execute as many orders as possible during price fluctuations. The grid method might be useful in a ranging market when there is no particular trend.
The advantages of such an approach are evident: this strategy usually works in unpredictable conditions where the price keeps bouncing up and down. With that said, the trader should still have an approximation on when to end the grid and exit the deals.
Nonetheless, it is worth noting that no indicator can guarantee accurate information 100% of the time. From time to time all indicators will provide false information, and the Grid method is not an exception. It is your duty, as a trader, to understand true signals from false ones.
Running with or against the trend
There are two ways to implement this method. Trading with-the-trend suggests placing Buy orders above the entry point and Sell orders below it, when expecting the price to trend in one direction. An opposite method involves placing the Sell orders above the entry and Buy orders below it, if the price is expected to swing up and down. This approach is called against-the-trend.
How to apply it?
Let’s look at an example of how the grid method could be executed on Forex on the IQ Option platform.
In the example, the with-the-trend approach is being used. A Sell deal was opened on EUR/USD with a $5 investment. The deal is opened at the level of 1.1230.
Example of a starting point for the grid trading strategy
According to the grid strategy, several pending orders should be created at the same distance from one another. In this example, an interval of 5 pips was chosen and 2 levels above and below the starting point. Which means that two pending Sell orders at the levels of 1.1225 and 1.1220 and two Buy orders at the levels of 1.1235 and 1.1240 were created.
Pending orders around the entry point
Take Profit and Stop Loss levels were also set for each of the deals, which is very important as it adjusts the order to close if it reaches a certain profit or loss level. It allows for managing the risks related to this strategy.
What is left to do is to wait until the price runs up or down, triggering the orders. There could be more orders in the grid, the standard amount that traders generally use is 3-5.
There are two ways to exit the deals: either close the full grid at the same time, or close the deals one by one once they reach a certain target.
Step by step guide
In order to better understand how this approach works, you may try it out on the practice account. Here is a checklist of the necessary steps in order to implement the grid trading method. You may save them or write them down for your next trading plan.
1. You may decide if you will be opening orders with-the-trend or against it.
2. You may decide on an entry point, amount of pending orders and the interval between them.
3. You may determine the investment amount and the Stop Loss/ Take Profit levels. Make sure you have a good understanding of the potential losses you may bear in case the market goes against you.
4. You may create the pending orders, making sure to stick with the plan.
5. You may exit the deals once the desired amount of profit is generated or when the acceptable loss level is reached.
Note that there is no strategy that has a 100% success rate. Grid trading is not an exception: this approach requires learning and strategizing and it may cause financial losses.
NOTE: This article is not an investment advice. Any references to historical price movements or levels is informational and based on external analysis and we do not warranty that any such movements or levels are likely to reoccur in the future.
In accordance with European Securities and Markets Authority’s (ESMA) requirements, binary and digital options trading is only available to clients categorized as professional clients.
GENERAL RISK WARNING
CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage.
73% of retail investor accounts lose money when trading CFDs with this provider.
You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.
Для кого используется сеточная торговля?
Что такое сеточная торговля?
Set-up Your Grid Trading Strategy
1. After logging in, go to the USDⓈ-M Futures trading interface and click [Grid Trading].
If you’re using Binance App, tap [Futures] - [USDⓈ-M Futures] - [Grid Trading].
2. Select a symbol to execute the strategy and set the grid parameters. Click [Create] to confirm.
Please note that the following situations may cause grid creation to fail:
- When you are currently running a grid trading on the selected symbol.
- When you have open orders or positions on the selected symbol.
- When you are under hedge position mode, please adjust to one-way mode.
- When you exceed the limit, the total quantity of working and limit triggered grid trading is 10.
Grid trading - стратегия сетки заказов
Сеточная торговля - любимая стратегия трейдеров, которые любят азартные игры :-). Почему…? Торговлю на рынках в настоящее время можно считать очень разнообразной. Некоторые акции демонстрируют сильный тренд, а есть и те, которые большую часть времени подвергаются консолидации. Трейдеров можно разделить на определенные группы. Одна группа - это так называемые последователи тренда - следующие за трендом другие контр-трейдеры, для которых ключевой аспект торговли противоположен текущему тренду. Есть и те, кто лучше всего чувствует себя на рынке в консолидации. Независимо от того, какой стиль торговли мы предпочитаем, каждая стратегия требует определенных допущений. Постоянно прибыльные трейдеры точно знают, почему они открывают каждую позицию. В сегодняшней статье мы познакомимся с одним из популярных методов торговли, а именно с сеточной стратегией.
Что такое сеточная торговля?
Grid Trading в бесплатном переводе означает торговля с использованием сетки ордеров, Идея всей методологии заключается в размещении отложенных ордеров в местах, равномерно отстоящих друг от друга. Основным рынком, на котором используется эта торговая техника, является рынок форекс. Это связано с адекватной ликвидностью и волатильностью. Кроме того, цена очень часто снова возвращается к так называемой уровень баланса. Нельзя отрицать, что сеть будет работать лучше всего на сильно консолидированных рынках. Основное предположение стратегии основано на размещении ордеров на равных расстояниях. Например, если текущая цена составляет 1.2000, и трейдер хочет продавать каждые 50 пунктов, то отдельные ордера на продажу будут на уровнях 1.2050, 1.2100, 1.2150 и т. Д. Конечно, такая же ситуация может возникнуть при покупке - тогда первый ордер на 1.1950, 1.1900 и т.д. Это создает четную сетку ордеров.
Пример сетки заказов. диаграмма EUR/USDИнтервал D1. источник: xNUMX XTB xStation
Используя сетку, мы предполагаем определенное развитие событий, но всегда оставляем место для возможных ошибок и усреднения позиции потерь. Несомненно, этот тип стратегии вызывает много споров, потому что усреднение позиции с потерями, как правило, не очень хорошая идея. Это очень важно в сетке правильное управление положением и определение максимально допустимой потери заранее.
Как построить сетку вакансий
Сетка может быть разделена на несколько категорий. Несомненно, лучшим рынком для реализации такой стратегии является рынок консолидации. Предпосылка проста: мы зарабатываем как в периоды повышения, так и уменьшения. Вся идея заключается в том, чтобы закрывать ордера с прибылью, независимо от направления цены. Конечно, никогда не бывает, что все вещи дают вам деньги. Самое важное, что нужно иметь в виду во время сетки, это размещать прибыль, превышающую максимальное использование капитала. На каком расстоянии я должен разместить последующие заказы? Здесь нет четкого ответа. ATR или Average True Range могут быть полезны - индикатор определяет средний диапазон трафика. Еще одна вещь, которую нужно иметь в виду, это положение и управление капиталом.
Если рынок, на котором находится наша сетка, находится в консолидации, укажите максимальный риск и точку, где мы закрываем всю сетку. Мы всегда устанавливаем также стоп-лоссв противном случае мы рискуем максимальной суммой капитала, который у нас есть. Например, риск равен 10%, мы настраиваем сетку таким образом, чтобы максимальный убыток по всем позициям составлял только сумму нашего депозита. Также стоит определить, сколько уровней будет иметь сетка. Например, если мы определим, что максимальное количество позиций равно 5, пипсы 10 отстоят друг от друга, а цена переместится на 60 с исходного уровня, мы автоматически закроем сетку, поскольку цена достигнет нашего уровня SL.
За кого торгует Grid?
Фактически, каждый трейдер может работать в сетке. Однако стоит помнить, что установка одновременных ордеров на покупку и продажу не освобождает вас от определения уровня, на котором мы закрываем все открытые позиции. В случае внезапного изменения тренда без правильных предположений, урок будет очень болезненным. Если сетка должна приносить прибыль, все аспекты должны быть указаны до размещения ордеров на счете, включая закрытие сетки как по прибыли, так и по убыткам.
Внимание! Сетка повышает риск чрезмерной подверженности риску, поэтому, если вы решите выбрать этот тип стратегии, правильно оцените возможности капитала и масштаб потерь с возможным провалом.
Каждая стратегия требует определенных допущений, каждая по-своему определяет рынок вместе с прогнозируемым сценарием относительно дальнейшего направления рынка. Поэтому, следуя определенной стратегии, нам нужно знать, как она определяет тренд и с каким интервалом. Трейдеры тратят много времени на определение стратегии, которая будет отмечена как «идеальная». У всех трейдеров, регулярно получающих прибыль на финансовых рынках, разные инвестиционные стратегии. Часто эти стратегии парадоксальным образом исключают друг друга. Что отличает этих спекулянтов, так это то, что они приносят положительную доходность. Поэтому не стоит тратить свое драгоценное время на построение идеальной системы, а стоит сосредоточиться на том, что именно мы ищем на графике. Если мы ищем сильные тренды, тестировать стратегию на рынке не стоит, для которого характерна сильная консолидация. Начнем с определения тренда, а уже потом будем применять данную стратегию. Таким образом, мы приходим к представлению о том, что это такое сеточная торговля и на каком рынке ее стоит использовать.
Как создать сетку для стратегии Grid Trading?
Возникает вопрос, на каком расстоянии друг от друга следует размещать последующие заказы. Всегда ли это 50, 20 или, может быть, 100 пунктов? Ответ очевиден. Нет единого значения, которое мы должны использовать при создании меша. В качестве помощи в определении оптимального уровня для построения сетки мы можем использовать индикатор ATR или средний истинный диапазон. Этот индикатор определяет средний диапазон трафика. Его можно использовать для определения расстояния между отдельными уровнями цен.
Как и в случае с любым другим методом инвестирования и спекуляции, управление позицией и капиталом имеет важное значение в сетевой торговле для получения дохода. В случае создания сетки ордеров по инструменту, который находится в процессе консолидации, трейдер должен ответить на вопрос, насколько он может рискнуть по данной стратегии и когда он решит закрыть всю сетку. Хотя легко определить, когда мы публикуем прибыль, гораздо труднее определить, когда отражать убыток. Хотя это неприятно, мы должны помнить о том, что вы всегда должны устанавливать SL, иначе вы рискуете максимальной суммой имеющегося у вас капитала.
Сеточная торговля, которая предназначена для максимизации прибыли, без ограничения убытков, всегда приведет к банкротству нашего счета. Слишком много людей теряют деньги, игнорируя оптимальную настройку SL.
How to check Active Grid
For contracts in grid trading, users can click on the leverage displayed next to the symbol to adjust the grid leverage.
- If close all positions on stop is enabled with open positions under the grid, all positions would be closed at market price after terminating the grid. The P&L of closing positions are not included in the grid profit.
- Funding fees incurred during strategy working are not included in the grid profit.
Cumulative profits of all completed orders. For arithmetic grid type, total profits = number of completed orders * Profit/grid - total commission
Unrealized profit and loss on open orders calculated based on Mark Price / Last Price, and return on equity percentage
Starting from the grid creation, when the operation time exceeds 1 day, the operation time is displayed as 1d2h9m; when the operation time exceeds 1 year, the operation time is displayed as 1y1d2h9m, updated every minute; if the operation time is less than 1 minute, it is displayed as —
Please refer to the calculation of liquidation price
- New：When the grid is created but not triggered
- Working：After the grid is triggered
- Adjust margin
Adjust margin is available only on Isolated margin mode.
Click on termination to stop grid operation. Users can choose whether to cancel unfilled orders and close all positions manually or automatically after the grid is stopped.
When "cancel all orders on stop" is enabled, the system will automatically cancel all the unfilled orders for the symbol when the grid is stopped; When close all positions on stop is enabled, the system will automatically close all the open positions at the market price for the symbol when the grid is stopped.
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