Hypotheses
Faithful replication of FMZ’s BTC perpetual arithmetic grid
Tradable strategy by 恐龙宝宝: https://www.fmz.com/strategy/330440. Use BTCUSDT.BINANCE perpetual on 1-minute data. Source defaults are M=20 leverage, H=50 initial-position units, n1=1 BTC per grid order, grid=200 USDT,…
Hypothesis
Tradable strategy by 恐龙宝宝: https://www.fmz.com/strategy/330440. Use BTCUSDT.BINANCE perpetual on 1-minute data. Source defaults are M=20 leverage, H=50 initial-position units, n1=1 BTC per grid order, grid=200 USDT, xia=35000 USDT and shang=60000 USDT. The author’s separate 2021 backtest overrides H=30, n1=0.001 BTC, grid=300 USDT and xia=50000 USDT, with a 2500 USDT balance. On startup, restore buyp and sellp only if both saved values are truthy; otherwise set them to last price minus and plus grid and save them. Subsequent grid shifts are not saved. Preserve the source’s fixed BTC quantities when testing; its claimed performance is unverified.
Analysis
简易等差合约网格
Backtest and paper results are hypothetical. Trading involves risk of loss.