动态间距

Lesson Overview

In "Grid & Range Strategies" → "动态网格设计", this lesson "动态间距" builds knowledge you can apply immediately.

动态间距常用历史波动缩放，但频繁重建水平会导致重复成交和成本。调整应保留已开库存及旧单归属，不能重算后把浮亏抹掉。 以已完成bar算ATR→按固定倍数定间距→限制更新频率→取消/继承旧挂单规则→保持原持仓账本。 本课作业：教学间距=1.5ATR，ATR从2升4。间距怎样变？旧仓可否按新网格重标入场价？

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸动态间距常用历史波动缩放，但频繁重建水平会导致重复成交和成本。调整应保留已开库存及旧单归属，不能重算后把浮亏抹掉。
• ▸以已完成bar算ATR→按固定倍数定间距→限制更新频率→取消/继承旧挂单规则→保持原持仓账本。
• ▸本课作业：教学间距=1.5ATR，ATR从2升4。间距怎样变？旧仓可否按新网格重标入场价？

Practical Application

After studying, complete the companion practice lesson to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "动态网格设计"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of 动态间距 on your own.