the so-called network trad forextradingwebsiteonlineg method ( cashback forextradingmethod), also known as f forex trading sitehnet trading method, refers to a point as the base point, each up or down a certain number of points to hang a certain number of short or long single, set a profit target, but do not set a stop loss, when the price progresses in the desired direction when the position is closed with profit, forextradingbrokerwebsite at the original point to hang the same buy single or sell single so that the cloth under the formation of these trading orders like a Fishnet-like array, in the oscillating market back and forth profit grid trading method is the most taboo unilateral market market, specifically for the oscillating market, it is in the arbitrage trading in the advantages of the clear can be systematically governed by large capital trading according to the characteristics of the spread fluctuations, set up the following grid operating practices: network trading method to do Shanghai gold futures and au (t + d) cross-market trading schematic here agreement, the gold spread as a single species for trading, if the clear Do long, the actual operation to the corresponding number of lots at the same time to do more futures, short spot; if the pure short, the actual operation to the same number of lots at the same time to do more spot, short futures This is pure to futures minus spot spread as an example to illustrate, if the use of spot minus futures, it is necessary to invert the direction of the single for the convenience of explanation, the following said this false single species for the gold spread as shown in the table, set to 0 as the central axis (the actual situation can be self Adjustment, each time different, this article is only schematic), in the price difference up to them 1.5 or -1.5 above or below the cloth corresponding to the purchase and sale orders, each up to them a corresponding scale, according to the plan to do short or do more gold difference, while setting its stop gain for 2 yuan / gram, do not set a stop loss is a simple hypothetical demonstration system operation: set the initial price of gold difference for 0, when up to them 1.5 yuan / gram, build a short single 5 hands, set the stop gain price for -0.5 yuan / gram; when the price continues to move up to 2 yuan / gram, and then build a short single 5 hands, set a stop-gain price of 0 yuan / gram, at this time the floating profit and loss of -2500 yuan; when the price continues to move up to 2.5 yuan / gram, and then build a short single 8 hands, set a stop-gain price of 0.5 yuan / gram, at this time the floating profit and loss of -7500 yuan and so on, the highest price of the people greater than 4 yuan / gram, the maximum position of 130 people Hands, while the floating profit and loss is as much as -66500 yuan set the price to reach 4 yuan after the downward retracement, when they reached 0 yuan, the profit is +2500000, there are still 5 hands of short orders did not reach their intended target and retain and when the price continues to progress downward, touching -1.5 yuan / gram, the short single has been completely closed, according to the above law began to build a long position the above position layout maximum consumption of margin calculated by 40,000 / hand, when the market When the market fluctuations are violent full position maximum need of 5.2 million margin, in order to prevent the risk of unilateral collapse, the amount of margin on both sides at least up to their 10 million, that is, the leverage is only 4 times to 5 times their relative safety boundary risk briefly described in the actual operation, spot arbitrage also has some risks, need to pay special attention to the first pure basis difference for a long time irrational changes lead to losses speculative arbitrage operations based on the clear spread should be in theoretical However, if the spread does not return to the theoretical or empirical value as expected for a long time, especially in the near delivery month when the position needs to be forcibly closed, as well as in futures trading for three consecutive days up or down, the Roach will be forced to close the position, which will make the arbitrage operation fail and expose the unilateral position to the market risk. Both sides of the contract may not be able to close the position on time, miss the opportunity to trade, you will lose fees and losses brought about by adverse changes in the spread In addition, arbitrage must take into account the cost of holding positions, too long a position will increase the cost of holding positions, swallowing profits Secondly, the failure of the clear operation arbitrage requires the operator to capture irrational spreads in a timely manner, bilateral orders than unilateral orders have greater uncertainty, in the price change is intense During the period, there may be a side has been traded, the other side can not be traded in a timely manner, making unilateral positions exposed to market risk, arbitrage into pure speculative operations once again clear unilateral positions arbitrage operations from the unilateral view positions fully exposed to market risk, if the capital risk is not properly governed, cross-market arbitrage is very likely to violent price fluctuations when unilateral positions, making unilateral positions exposed to market risk & nbsp nbsp; Grid trading method inherently has three major advantages: 1, do not need to judge the timing, reduce operational pressure timing choice is the difficulty of all technical analysis, in the long run, more than 2,000 transactions, it is unlikely that someone relying on timing choices to beat the market 2, not afraid of market changes market participants, the economic environment will make the market change, thus making the existing trading system failure 3. 3, you can use any other analysis methods in the grid any effective method will increase the effectiveness of the grid because of the absolute strength of these three advantages, so that many people are attracted to the real grid trading method is not a short term trading system to pull the net the greater the range, the smaller the chances of prices running outside the net but the short term approach is obviously helpful for the establishment of the grid A good short term approach can result in fewer orders being hung in the counter-trend direction, while taking advantage of heavy positions in the counter-trend direction, which is a necessary prerequisite for the grid method to be utilized in the real world. The direction of the trend is exponential rise, so since someone can make the capital retraction is very small, then the strength of its profit closing must be very amazing another direction, is JOVE proposed to close the grid regularly method, his way is when the grid profit or loss reaches 10% to close all positions so that he can get very many times 10% profit (because the market more than 80% of the time are in consolidation) In other cases, the loss of only 10% of his way is also worth considering, which on the one hand the advantages of the grid on the other hand to avoid the impact of the long trend for the grid, but the closure of the grid is, after all, a claim, if there is a way to deal with the impact of the long trend for the grid, then it is clear that the permanent grid has greater potential in the future, never claim until the profit is closed is the grid method of operation This is only my personal speculation, it is difficult to say that there is a reliable theoretical basis can be envisaged, in a year later, the operation of the interval reached a new region, in this region, the operation of the single volume than a year ago may be 1 to 2 times larger, this time a year ago at the far end of the hanging of those single for the book loss is not so great impact as long as you can always ensure that the profit closing constantly increase the available As long as you can always ensure that the profits close the position and keep increasing the available funds, then the closer to the current the greater the amount of the single, the greater the impact on the account has a general rule, before pulling the net need to prepare a year of volatility range, such as EURUSD is 2000 points, CHFJPY is 1000 points, and then adjust the size of the grid and the size of the single, so that the maximum retracement does not exceed 20% of the total funds, and then do more than a few pairs at the same time
