Saturday, April 12, 2025

比特币网格交易利润影响因素分析

 比特币网格交易利润影响因素分析

主要影响因素及影响力排序


源 网格交易用户使用手册 

  1. 比特币价格波动区间:这是网格交易利润的首要驱动因素。价格在网格区间内波动幅度越大、次数越频繁,网格策略能够低买高卖的次数就越多,累积利润就越高 dipsway.com。若价格始终不动或单边直线运行,则网格很难有差价交易机会。(影响力最强)
  2. 本金(初始投资资金):投入本金规模直接决定了可参与网格交易的仓位大小,从而影响绝对利润规模。本金越多,每次网格交易的数量越大,获得的收益绝对额也越高,利润与投入资金近乎成正比 phemex.com。需要注意交易所最小交易额度对小本金用户的限制。(影响力次强)
  3. 网格数目:网格数量决定了价格区间被划分的颗粒度,进而影响每笔交易的幅度和频率。网格越多(网格间距越小),价格每波动一点点就会触发交易,频率高但单笔利润很小,手续费占比高 huobiglobal.zendesk.com。网格较少(间距大)则每笔收益更可观,但只有较大波动才触发,可能错过细小波动机会。因此网格数存在一优化平衡点,过多或过少都会降低整体收益率。(重要影响因素)
  4. 交易费用:手续费会直接减少每笔网格交易的净利润。对于频繁的小额交易策略,手续费占比越高,累积利润被侵蚀越严重 huobiglobal.zendesk.com。若每笔价差收益本就不高,高手续费(例如千分之几以上)可能令部分网格交易几乎不赚反亏。因此选择低费率交易平台和合理设置网格间距确保单笔利润覆盖手续费,是网格盈利的关键。(重要影响因素)
  5. 价格上下限设置:网格策略需要预先设定交易区间的下限价和上限价。区间设得是否合理将影响网格策略能否充分捕捉实际行情波动。一方面,区间需足够宽以涵盖预期的价格波动范围,否则价格一旦超出上下限,网格交易将停止,新行情带来的利润将无法捕获 pionex.com。另一方面,区间过宽会导致资金摊薄在过多挂单上,降低资金利用效率。因此,网格上下限应依据预期最大涨幅和最大跌幅来设定,并与自身风险承受能力相符 dipsway.com。本例中预期最低 $77,000、最高 $250,000 就是根据行情预测选定的区间。
  6. 其他因素:除上述主要因素外,还有一些次要因素也会影响网格利润:
    • 初始持仓策略:启动网格时基础币和计价币的分配比例会影响后续交易表现。初始持仓需保证在区间上下波动时都有足够筹码低买高卖。例如,上下限严重不对称(当前价靠近下限)时,可相应提高初始BTC持仓比例,确保价格上行时有足够币可逐级卖出获利 eudl.eu;反之亦然,以便价格下探时有资金买入低价筹码。
    • 网格间距类型:即网格价格刻度是等差(算术间隔)还是等比(百分比间隔)。等比间隔在大幅度波动区间内更实用,可保证每格收益率相近 huobiglobal.zendesk.com;等差间隔则在价格剧烈波动时,低价区域网格过于密集、高价区域过于稀疏,可能导致资金分配不均。合理选择间距算法能优化不同价位的收益和平衡风险。
    • 市场趋势特征:网格策略假设价格在区间内来回波动。如遇单边单向的强趋势行情,网格交易的获利机会会减少 phemex.com。例如持续上涨时,网格策略可能过早卖出仓位后只能持币观望,收益不及一直持有;持续下跌时则不断低价买入导致浮亏增加。因此行情走势(一段时间内回调次数)也影响实际盈利效果。
    • 交易对流动性:高流动性的市场能确保挂单以目标价快速成交 dipsway.com。若交易对流动性差,可能出现滑点或订单无法成交,从而影响网格策略的实际收益。此外交易所对最小下单金额的限制,也会影响小额本金用户网格划分的有效性,需将其考虑在内。
    • 风险管理:是否设置止损价位、止盈策略等也会影响最终利润。止损能防止极端行情下损失扩大,但过早止损可能错失随后区间内波动带来的盈利机会 atfx.com。因此在网格策略中平衡风控和盈利潜力也很重要。

利润模型简要说明

网格交易的利润来源于反复的“低买高卖”价差盈利。具体而言,交易者在预设区间内分布买卖挂单,当市场价格波动触及某一网格价位时触发对应买单或卖单。这样价格每上升穿越一个网格,就卖出一定数量币获取价差收益;每下降穿越一个网格,就买入一定数量币并为下一次上涨做好准备 huobiglobal.zendesk.com。每一次完整的下跌-上涨往复都实现了一次低买高卖盈利。例如,如果相邻两个网格价差为2%,扣除单次交易手续费成本后净利约为1.8%左右,那么每完成一轮上涨下跌循环即可获得约1.8%的收益。网格数量越多,每格价差越小,则单笔盈利百分比低但交易次数增多;网格越少则每笔收益百分比高但交易次数减少 huobiglobal.zendesk.com。

一个月期内的总利润可近似计算为:总利润 = Σ(每次网格交易盈利) – Σ(每次交易手续费),再加上持仓浮盈浮亏变化。其中“每次网格交易盈利”约等于网格间距(%)乘以当次交易基数(扣除手续费前) huobiglobal.zendesk.com。由于网格策略始终保持有未平仓的部分资产,期末总收益还包括未卖出部分币的市值变化。例如,本例中若比特币最终价接近区间上限,则网格策略可能已经卖出大部分BTC换成稳定币,实现多笔利润,但留下的一小部分BTC持仓在期末仍有浮动盈利;相反如果价跌向区间下限,策略将持有更多廉价买入的BTC,其市值损失可能被之前卖高买低赚取的差价部分抵消 phemex.com。总之,网格交易通过模型化假设价格在一定范围内往复波动,将大行情拆解为多次小行情来获利,理论上每格利润率控制在约0.5%~2%之间较为理想 btcc.com(过低则不足以覆盖手续费,过高则网格过稀疏降低交易频次)。


参数组合图形化分析

为了直观比较前三大因素(除价格波动外)的影响,可考虑两个可调参数在坐标轴、第三个因素用颜色表达。例如,下面的理论模型模拟了比特币价格在 $77,000–$250,000 区间波动一个月的情景,绘制了本金(X轴)与网格数(Y轴)对总利润的影响:



图中横轴为初始投入本金(USD),纵轴为网格数量,颜色表示一个月内累计的总利润(USD)。颜色由紫色到黄色渐变,偏紫表示利润较低,偏黄表示利润较高。可以看出,在其他条件相同的情况下,本金越高,整体利润越高(图中从左向右颜色逐渐变暖);同时,存在一个随网格数量变化的利润高点区域:颜色最亮并非出现在极端的网格数量,而是在中等网格数量附近。当网格数过多时,由于每格收益微薄且交易笔数剧增,手续费累计效应导致净利润反而下降(图中顶部区域颜色反而变暗) huobiglobal.zendesk.com;当网格数过少时,价格细小波动未被利用,虽然每笔利润高但交易次数太少,导致总收益也受到限制。因而,在给定的价格波动范围和手续费率下,存在一段网格数量的适宜区间可以让利润达到相对最大值。实际应用中,可通过类似图表或模拟计算寻找利润对参数的响应关系,从而选择收益最高的参数组合。

注:若将手续费率作为第三变量,也可以绘制不同手续费条件下的利润曲线图。例如,对于固定本金,可以绘制“网格数 vs. 利润”曲线,并用不同颜色表示不同手续费水平。高手续费的曲线将整体下移,表明在手续费提升时,任意网格数下净利润都会减少 huobiglobal.zendesk.com。通过观察不同手续费下利润峰值的位置变化,交易者可以评估手续费对最优网格设置的影响。通常手续费升高会使得最优网格间距拉大(即减少网格数),以确保每笔交易有更高的利润空间来抵消成本。





最优参数组合范围建议

结合以上分析,在当前价 $85,000、预期低点 $77,000、高点 $250,000的一月周期内,建议采用如下较优的网格策略参数范围:

  • 价格区间上下限:建议将网格区间设定为 $77,000 ~ $250,000,基本覆盖预期的最低价和最高价。这确保比特币价格在大部分时间都运行于网格范围内,不会因为超出区间而错失交易机会。同时区间不宜设得更宽,以免资金分散过度。后续应根据市场实际波动及时评估是否需要调整区间。
  • 网格数量:建议采用中等偏多的网格数,大致范围在 20~50格 左右。按照此区间计算,每格价格差约为2%~5%上下,单格利润率适中 btcc.com。在该范围内,网格密度既足以捕捉比特币日内/周内的中小幅波动,又不会让单笔交易利润摊薄到不足以覆盖手续费。经验上,震荡越频繁可以使用靠近上限的格数(更多的网格抓取微小波动),而如果预期行情大幅单边上行且回调较少,可取靠近下限的格数甚至更低,以减少过密网格过早卖出的弊端。
  • 手续费率控制:优选低手续费交易平台或账户等级。例如,选择现货交易手续费约 0.1% 或以下的交易所,或通过提高VIP等级、使用平台币抵扣手续费等方式将成本降至更低。低手续费能显著提高网格策略的净利润率,特别是在网格数量较多时效果更为明显 huobiglobal.zendesk.com。若手续费较高,则应相应降低网格数量(拉大网格间距)以保证每笔盈利覆盖手续费。
  • 投入本金规模:在 $500~$5,000 的给定本金范围内,建议根据自身风险偏好投入偏高的本金以获取更高绝对利润。在所建议的网格参数下,本金与利润大致成正比增长。但需确保每个网格订单分配的资金量不宜过小,否则可能遇到交易所最小下单限制或手续费占比过高的问题。比如,50格情况下$500本金意味着每格只有$10资金,可能无法成交或几乎无利可图;相反$5,000本金下每格约$100资金,则运作较为流畅。综合考虑,本金至少**$1000+**会使网格策略运转更稳健。
  • 初始仓位配置:鉴于当前价接近区间下限($85,000相对$77,000只高出约10%,而距离上限尚有较大涨幅空间),建议初始时将大部分资金配置为BTC持仓,小部分保留USDT。例如可以采用约70%基础币 (BTC) / 30%计价币 (USDT) 的初始比例。这种配置下,一旦行情上涨,机器人有足够的比特币在各网格价位分批卖出获利;若行情下探接近下限 $77,000,账户也保有一定USDT余额可逐步买入廉价BTC,从而为后续反弹做好布局 eudl.eu。这种持仓策略与预期的上涨行情相匹配,能够提升网格交易在单月大涨行情下的收益表现。

综上,在预期比特币一个月内于 $77,000~$250,000 区间震荡上行的情景下,最优的网格交易参数组合应当覆盖完整的波动区间、选择适中的网格密度并控制交易成本。在较低手续费的平台上投入尽可能多的资金、设置约20-50个网格、合理分配初始仓位后,网格策略可在捕捉市场波动获利的同时,将手续费影响降到最低,最大化单月利润。 dipsway.com btcc.com

参考文献:

  • Jia, Ruixin et al. “The Feasibility of Grid Trading Approach for Bitcoin Based on Backtesting.” ICEMME 2022 Conference, 2023 eudl.eu eudl.eu
  • Binance官方文档. “网格交易用户使用手册.” Huobi Global, 2024 huobiglobal.zendesk.com
  • Florian S. & Luca D. “Binance网格机器人, 您需要了解的一切.” DipSway 博客, 2021 dipsway.com
  • Pionex官方博客. “5 Steps to Profit with a Grid Trading Bot.” Pionex, 2023 pionex.com
  • BTCC问答社区. “每个网格的最佳利润是多少?” BTCC, 2024 btcc.com

• • ATFX分析. “什么是网格交易?看懂这篇就够了.” ATFX, 2023 atfx.com atfx.com


Wednesday, March 6, 2024

北美积极自我防御视频

 贩卖一些焦虑:下面视频(积极自我防御教学频道Active Self Protection ASP)展示美国生活中危险的一面,谨慎观看。面对生活里面危险,持枪是一种选择,有枪多练,正当防卫的同时,保护好自己。


Compliance Does Not Always Work As A Strategy 把安危交给歹徒决定吗  https://www.youtube.com/watch?v=-kNL6cFM_54&ab_channel=ActiveSelfProtection 


compare tools and without tools 有枪和没枪的不同结局 https://youtu.be/y1mvBfY0bNo 


Just About Perfect Counter-Ambush Ruins Robber's Day 完美的反击 https://youtu.be/0hWWoNuBY10  


Female Shopkeep Defends Herself From Thief | Active Self Protection 女店员伺机反击 https://www.youtube.com/watch?v=Fb2d4wA0Qzg


Florida Man Succumbs To Road Rage 高速路怒车内 https://youtu.be/R9hR1IeNiUI 


Concealed Carrier Loses His Life Trying to Stop Mass Shooting 避免介入第三方冲突:合法持枪者在试图阻止大规模射击时丧生 https://youtu.be/CQOHBSuY7TM 


Robber Gets Owned by Prepared Store Owner | Active Self Protection 洞察环境,快速拔枪 https://youtu.be/L2gHtOj4CLc


多场景下辣椒水的威力 Multiple Situations Involving Pepper Spray Teach Us About Its Viability https://www.youtube.com/watch?v=8v4NOZV2hOE&ab_channel=ActiveSelfProtection 

Sunday, December 24, 2023

AI Recommended a Book Out of Nowhere
Hallucination from Google Gemini?

Deployed Google Gemini today with docker, following guide https://github.com/babaohuang/GeminiProChat A great project BTW. 

The answer below got two issues:
1. The book with that title doesn't exist, although the author is the right one to ask about immigrants' success in US.
2. The links doesn't work :-(

Seems to be a case for hallucination. 




 

Monday, April 3, 2023

Fun stuff Visualize Piano Play 钢琴🎹演奏可视化这么玩的

Fun stuff Visualize Piano Play 钢琴🎹演奏可视化

  1. Go https://www.midiworld.com/search/?q=Beethoven+   
  2. Download Beethoven Symphony No.5 Mtv. 1 “Fate” midi file 
  3. Go to https://react-piano-player-63qjc9wca-tzmcion.vercel.app/ 
  4. Load the Midi file downloaded 
  5. After see figure loaded, click play button, enjoy!


  1. 打开网站 https://www.midiworld.com/search/?q=Beethoven+   
  2. 下载贝多芬命运交响曲Midi文件 Beethoven Symphony No.5 Mtv. 1 “Fate”
  3. 打开钢琴可视化网站 https://react-piano-player-63qjc9wca-tzmcion.vercel.app/ 
  4. 点右边文件调取刚才下载的Midi文件

  5. 等文件读取完毕,点左下角播放按钮欣赏:-)

Monday, March 28, 2022

Career change notes

 ————————————

如何找到自己的价值? https://www.weforum.org/agenda/2017/08/is-this-japanese-concept-the-secret-to-a-long-life/

Ask what do I want to do, what interests me, what I am good at. What’s paid well. Find a balance.


Find my capability strength

Competencies list https://www.123test.com/competencies-list/ 

Competency test Assess your competencies with this free Competency test https://www.123test.com/competency-test/ 


——————————

Jobseeker Tips

https://www.google.com/search?q=Job+Seeker+Tips&rlz=1C5CHFA_enUS890US890&sourceid=chrome&ie=UTF-8 



——————————

7 Warning Signs You Should Get A New Job

1) Complaining

2) You dread going to work every day

3) You are bored often

4) You know you’re going to be fired

5) You feel stuck and hopeless

6) You are complacent 

7) You’re not treated like a person

https://www.youtube.com/watch?v=E113bjf9Upg&ab_channel=DanLok 



———————————

Build a good LinkedIn profile to get attractions. 

LinkedIn and Indeed both have resume writers ($80-$400), from rewriting your resume to refreshing your LinkedIn profile to make it professional, avoiding being filtered by automatic algorithms used by HRs. 


Change the key skills in the resume for each job. Different job has different priority of skills and requirement. 

Only list related work history if too many. HR may ask about the work gaps if they find any. Be prepared. 


——————————

Youtube video list about a career change, tips

https://www.youtube.com/watch?v=jHg0b7Nai6c&list=PLJhPG4-vjV25A7pFLI4jJRCBXteUb75Bf&ab_channel=ZipJob 



————————————

A joke about how jobseekers’ resumes can be overstated. 


Reality vs. LinkedIn


Reality: I got my driving license


LinkedIn:

I am honored and thrilled to announce that I have been selected among the top 5 applicants who participated in the professional and the most-respected exam which evaluates the skills and ability to operate fuel-based vehicles. I cannot wait to see what the next chapter holds, and I cannot express my appreciation to the ministry of transportation, Wendy's, Google, NASA, my neighbors who supported me during this difficult journey.



———————————

Avoid meeting with 3rd party recruiters. They may not know well what skills you have and what the company needs. Waste time. You can always search for famous companies or search by job title. You know the best if a job is for you by read carefully the job descriptions. 


————————————

Job search

Use search engines like LinkedIn jobs, Indeed, google jobs, or a company’s official site (career page) to find recent job posts. 

Use Glassdoor to check salary range, internal information about a company, is this a good place to work? 


Subscribe to job alert to capture the trend of skills, needs, and potential of the growth of a company (are they hiring multiple positions? Did they get new investment?). 


———————————

Hidden job market. Your relationships, LinkedIn connections (HRs) may be good sources. 




————————

Interview

————————

Round 1 interview, mostly with HR. 

Questions to ask recruiters or HR:

  1. How long has the position been open?
  2. How many people have been interviewed for this position for its lifetime?
  3. Are they still alive? 
  4. Where are they come from?
  5. Are there any internal candidates?
  6. Why the position has been filled yet?
  7. What is the date by which you mean somebody to start?
  8. What happens if somebody doesn’t start on that date?

https://www.youtube.com/watch?v=-ru0bIRwVp0&ab_channel=AndrewLaCivita 


What is the interview process like?

Is this position new, or is it a backfill? If so, why did they leave?

Can you describe the position’s manager?

Have other candidates been passed over? If so, why?

What are the top three necessary skills for this job?

Can you describe the company’s culture?

How long have you worked for/with the company? What about this specific hiring manager?

Has the hiring manager ever passed on meeting a candidate you recommended?

Can you tell me about turnover at this company?

What’s the compensation package for this position like?

Is working remotely an option? If so, is it a long-term option, or will that change?

What kind of interview questions will I be asked?

Do you think I’m a good candidate for the position?

How did you find out about me?

Is there anything else I should know?

https://theinterviewguys.com/questions-to-ask-recruiters/ 



————————

Questions for Hiring Manager or future team members

My questions: to better understand the team goal, active dynamics. 

  1. How did you come to work here?
  2. What do you love most working here?
  3. What is your understanding as to the goal and challenges for the team this year? 
  4. How the team works internally, meet schedules, how to report?
  5. How does the team connect with other teams for help or offer help? 
  6. Does the next interviewer share the same point of view as you on the matter?
  7. The previous interviewer mentioned xxx, could you some give examples? 
  8. What skills or experiences do you see in me as a good fit for this job? And what more do you think it would be better to have? 
  9. How long the remote working mode will exists here? 

————————



———————————

After interview

Why I didn’t get the job? Most no response, but hope someone can give feedback. 

https://www.indeed.com/career-advice/finding-a-job/how-to-ask-why-you-didn't-get-the-job 




———————————————

How to negotiate salary?


1 - Do not try to negotiate via text or e-mail (body language, emotions)

Better: face 2 face or telephone (practice ahead)

2 - Come to the meeting with facts, not feelings

Research your contributions to the company, numbers, present things you do and things you can do in the future

3 - Ask questions, don’t make statements

Don’t justify, whoever asks the questions controls the conversation

4 - Set the agenda (What is the outcome we want from this meeting?)

Do you mind talking about compensation? Based on my research, someone with my skills, background the market rate is X-amount per year. Would you be comfortable with that?

5 - Don’t be needy

Not want/need, but: I would be more comfortable with that. Is there any flexibility? Would you be comfortable with that? -> be neutral

6 - Become more valuable

Add more value, not hours but what results you bring to the company, most CEOs are willing to pay more to compensate higher skills, 1 dollar more to the employer = 10 dollars more to the company?, every persons job is to generate revenue generate more sales/eliminate waste, years don’t equal results, ask the CEO: what can I do to bring more value to the company? Solve problems for him/her (ahead of the time, before it even comes up) That way you become invaluable

7 - Painting a picture in the CEO’s mind

If CEO says no: Communicate your goal, e.g. you want to become the most valuable team member, not to be an expense, but a revenue generator, not here to mess around, but to contribute. Help me to understand: right now I make X and my goal is Y or Z. Not immediately, but there’s a plan. Can you teach me, show me, tell me, what would it take to earn Z per year? What would be your expectations? = CEO is brainstorming with you. After that, pretend that this would happen: Would you be comfortable paying me Z per year, is that what I am hearing from you? If I can prove to you, would you be open to revisit this 90 days from now?


Solve problems before they come up and if the CEO is a true leader, he will give you a higher pay.


Everybody knows who is high performance and who not.

https://www.youtube.com/watch?v=_PtKv7IXrBI&ab_channel=DanLok 




—————

谈offer工资

https://www.1point3acres.com/bbs/thread-559735-1-1.html 


原文翻译自“Salary strategies everyone in tech already knows — but you don't”

https://posts.careerengine.us/p/5d8821af0247163ba86b9954 


Salary negotiation email

https://www.glassdoor.com/blog/guide/salary-negotiation-email/#What_is_a_salary_negotiation_email?



数据科学求职优培20保OFFER计划

https://www.zhitongguigu.com/index.php/data-science/?gclid=Cj0KCQiAuvOPBhDXARIsAKzLQ8GmM3lgpyVh61wMYyOLbHiJ92AsYKtsxZKV9i0J4oJWSvuxsYX29vcaAkgIEALw_wcB 




——————————

Alternative Career Training 


App academy: free Bootcamp

https://www.appacademy.io/?utm_medium=ppc&utm_source=google&utm_campaign=12968481833&gclid=Cj0KCQiA3rKQBhCNARIsACUEW_ayntXf0Y_Ui138vQ7j-3ju5z-x0ksUxWGMmNCQyT1ZsZygGOmf11waAjsWEALw_wcB 


生物信息那些事儿 https://www.zhihu.com/column/bioinfomatics 



年入百万?在美国当码农,真的很香吗? https://www.lapeople.com/news/m/103132.html 


[辞职 I Quit!] 离职前给leaving notice的 does & don’ts https://www.1point3acres.com/bbs/thread-547907-1-1.html


签好跳槽offer后,离职和入职的9个环节! https://posts.careerengine.us/p/60f84dacb0a8223643aafa2d



————————

Resignation letter examples

Dream job https://www.thebalancecareers.com/resignation-letter-for-a-dream-job-offer-2063534 

New job https://www.thebalancecareers.com/resignation-letter-for-a-new-job-opportunity-2063542 

 


——————————

How to quit your job?

Step by step guide https://youtu.be/-YzsZvqH2XA 


“All relationships are forever.“


Quick script

  1. You first
  2. I quit
  3. Final days
  4. Needs, questions, how can I help
  5. Nothing. but good things
  6. Please fill this out
  7. valuable contribution


Oh, this is difficult for me. Hard for me. I wrote some notes so I can refer to them. Please bear with me.


  1. Bob, I have some big news to share with you. And I want to share with you first before anyone finds out.
  2. I am going to be leaving _______, 
  3. and today is going to serve as my official two weeks notice
  4. So I want to call this meeting with you to see how I can make the most of these last couple of weeks and what I should be doing to help the person replacing me. And I want to ask you if there is anything you need for me or any questions you might have, and what I should be doing not just for the next couple of weeks but right now for the resignation process. (_______ has always been one of my goals in my career plan. During the time I was here, I have learned a lot about how to deal with _______. An opportunity came to me, and I decided to take it. )_______. And I will only say a positive thing about you, faculties and students here.  
  5. If you could do me a favor, please, here is a copy of my resignation for your files. And if you could take a few moments to fill up this personal survey. This is just for me, and I won’t be sharing it with anyone. It’s not an official document. It just helps me to grow personally and professionally. There are some questions about what you did and didn’t like working with me. What maybe I can improve on. You don’t have to put your name on it. I am just looking for some feedback. It’s not official. If I can come back in 15 minutes and grab that, I would really appreciate it. 
  6. Well, thanks, Bob. As a final note, I hope during my time here, I made a valuable contribution to _______ because I tried to do that.