GRID TRADING STRATEGY implemented in Python [basically must watch]

[@refaamoe]

First 😍

[@Algovibes]

👑

[@muggzzzzz]

Once upon a time I managed to increase my initial deposit by 5 times in one month using grid trading strategy, I didn't care about any trading signals, I could start trading in any time. But it has one downside - long one-sided price movement. If the price continuing to drop or to raise for too long, you will eventually lose your deposit, which was my case.

[@Algovibes]

Yessir. That's the big downside! Agreed.

[@markgamache6377]

It’s essentially a mean reversion. Typically those have a high win rate and infrequent large losses when the market moves against you. Will be interested in your stop-loss when you add that.

[@Algovibes]

Agreed. Thanks for watching and sharing your thoughts!

[@bryan-9742]

awesome insight. I agree!

[@ertbalalbert1312]

This is great. Thx. I would be interested in fine tuning this around how to structure the grid: e.g. are round numbers more relevant (liquidity clusters due to options). Dynamic grid sizes, based on volatility (e.g. diverence vs. means, ATRs, Bollingers, Box approaches)

[@Algovibes]

Welcome buddy!

[@jeffcapesNL]

Nice! I use grid bots often, you should consider implementing the trend or neutral if it goes sideways. That's the difficultly, it should cancel certain orders if the trend changed. But for now keep up the good work! Grusse!

[@Algovibes]

Thanks a lot for sharing your thoughts!

[@chefrocka2867]

Top...wieder was gelernt... man geht nie so dumm schlafen wie man morgens aufgestanden ist 😀 grüße aus stuggi

[@Algovibes]

Sehr gute Einstellung! :-) Danke dir

[@jitkadyan]

Very informative video and coding knowledge sharing sir , pls expand levels up to third buy or sell levels. also its implementation in the live market condition. Also very thankful to you for providing core content to us.

[@Algovibes]

Thanks a lot for your comment man. I will see what I can do!

[@navketan1965]

Sir, For grid type where you buy & sell equal volume at each grid level,what pip distance do you suggest for different currency pairs & cross currencies.Say for a pair daily ATR is 100 pips,then what should be grid distance--50 or 70 pips?Draw down has to be kept under control.And how about grid trading for indices--as indices are more mean reverting after all.Any robots?

[@Kopchani]

thank you king

[@Algovibes]

Thanks for watching Boss 👨🏽‍💼

[@georgeorfanidis3856]

Hi, in this example the shape of the price movement is a typical parabola with positive 'a'! Am wondering how could smd handle a negative 'a' in terms of cash management! Difficult to backtest grid strategies

[@Algovibes]

Interesting one, indeed! Thanks for watching mate

[@gusalexanian5454]

Thanks for sharing. How would you add a stop loss level to this strategy?

[@Algovibes]

Welcome man! Covered that somewhere in another Video. Please watch the whole Python for Finance and cryptobot playlist and if you still need anything very happy to support in finding what you are looking for!

[@ÜmitKirenci]

Thanks!

[@Algovibes]

Thank you for your support Ümit

[@gusalexanian5454]

Thank you for sharing, great video. For some reason the data frames only pull in Jupyter Notebooks and not in VS Code? Is there a reason for this/ is there a way to get the data to output in VS Code? Appreciate your help in advance

[@epicmonckey25001]

Hey @Algovibes something I'm finding interesting is that pandas will be deprecating the whole pd.to_datetime function with something else, I'm wondering if in a future video you could code something using the new syntax they recommend. Thanks, helpful as always : )

[@shirdarec6802]

Hey man! I appreciate all the content you are putting out, I recently became a tier 2 member to learn more, could you please put out a new link to the discord in the members group?

[@Algovibes]

Hi mate, thanks a lot for your comment, your kind words and becoming an Algovibes channel member. I just set up a new link.

[@shirdarec6802]

@@Algovibes Thanks for the welcome:D Coudl you also send me the source code through email, I already sent you a request.

[@shirdarec6802]

I am still waiting for this one, I appreciate it if I can get it asap

[@polkobra5455]

Hey Algo quick q do you know if Binance changed anything with their API keys? I get the exception code -2015 saying I don't have permission to get my account balance. My API key and secret are correct.

[@Algovibes]

I had to newly tick boxes again. Just double check the API management on the site and check if everything is set up properly.

[@andrewmachief8637]

Of all your algorithms you’ve created, are any worth actually using a live account on?

[@Algovibes]

That's the extremely valuable thing about my content: I give you the tools to exactly test that - for free. So what are you waiting for?

[@blazzz13]

Andrew Machief Man's shown you how to catch the fish but you just want the fish🤦‍♂

[@andrewmachief8637]

Just looking for the best fishing spot 😂, created some of them on quant connect and put them on a paper acc but just takes a while to see solid results moving forward from a backtest

[@bdcash]

I get a deprecation warning on the slided DF function. Alternative seems to work def sliced_df(date): return df[df.index.date == pd.Timestamp(date).date()]

[@mayankjain24in]

too good

[@Algovibes]

Thanks mate! Appreciate you leaving a comment

[@Ninja_bit]

Finally 🌹

[@Algovibes]

Yes :-) Thanks a lot for watching man!

[@arunavadatta7734]

@Algovibes can you make a tutorial about trailing stoploss based GUI trading system using tkinter and binance api ??????

[@mayankjain24in]

I think converting data frame to dictionary and then looping over it will take very less time instead of iterrows.

[@Algovibes]

Did you test it? What was the performance improvement? Would be surprising to me

[@izchak333]

can you make this strategy with like 5 grid BUT dynamic grid that make BIGER spread on higher ATR ta and biger deal also .. in that way it be good in volatility market to i tery to do this my self but not success :) it will make this strategy perfect becoz its good till volatility came and it came always .. ha and dynamic grid that follow the price if we have funds ...

[@Algovibes]

Very interesting idea! Thanks a lot for the suggestion.

[@izchak333]

I follow on you .. Triarbitraz its also some thing that i do And intresing me how you can do it ?

[@whereiam3804]

i want grid bot can u make for me ?

[@Algovibes]

Depends on your budget :-)

[@breezefor5966]

Good Morning um 18:30 Uhr? xD

[@Algovibes]

Maybe I am in the carribean 🤫

[@sukdeb5315]

It is now night in India Not morning 😄

[@Algovibes]

😁