chenzhuosteve / grid-trading Goto Github PK
View Code? Open in Web Editor NEW网格策略,参考了ETF拯救世界的文章
Home Page: https://chenzhuosteve.github.io/grid-trading/
License: MIT License
网格策略,参考了ETF拯救世界的文章
Home Page: https://chenzhuosteve.github.io/grid-trading/
License: MIT License
我看E大的加码方式是加在金额上,然后依次推导出数量.
比如第一次买入10000元,每股2块.一共买入5000股
加码5%,幅度5%之后是
买入10500元.每股1.9元. 是5526股.
卖出金额=卖出股数 X 卖出价格
是不是?
但是当卖出价格小于1并且精确到小数点后三位的时候 比如 价格是0.85 网格百分比是5% 这个时候第一格的卖出价格是 0.892
然后购买数量比较大时 比如11100
这个时候计算的卖出金额就不对.应该是 0.892 X 11100 = 9901.2
而工具计算的是 9906.750¥
正在试着用python把E大的网格策略模拟出来,就是大佬网页上呈现的那个表格,请问可以解释一下思路吗
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