我正在考虑各种网格交易策略，我想知道当价格超出电网范围时，最佳的行动（如果有）是什么。
在下图中，价格在4码网格之内，下面有2个购买，上面有2个卖出。
说价格高于最高买入或卖出最低的价格。如果发生这种情况，可以：
- 什么都不做，并希望价格恢复到网格范围。
- 设置停止损失或获利，并在触发时取消网格。
- 降低或提高网格。因此，价格可以更接近网格或内部。
我现在想不出任何其他方法。欢迎任何建议。
I'm considering various grid trading strategies and I'm wondering what's the optimal action (if any) to take when the price goes out of grid bounds.
In the image below, the price is within a size 4 grid, with 2 buys below and 2 sells above.
Say the price goes above the highest buy or below the lowest sell. If that happens, one can:
- Do nothing, and hope that the price goes back into grid bounds.
- Set a stop loss or take profit and cancel the grid when they trigger.
- Lowering or raising the grid. Price can thus be closer to the grid or inside it.
I can't think of any other ways right now. Any suggestions are welcome.
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我设计了一种名为Bollmaker的新交易策略，以克服电网交易的缺点 - 价格范围问题。
查看此内容，这是一种开源策略：
I designed a new trading strategy called bollmaker in order to overcome the drawbacks of grid trading -- price range issue.
check this out, it's an open source strategy:
https://medium.com/bbgo/bbgo-bollmaker-trading-strategy-3a4e80b482e3