60 lines of code to implement an idea -- the contract copying strategy.

网格策略、马丁策略这种喜欢震荡行情的策略有其固有弊端，在ETH合约市场上也测试了一段时间的类似策略。也经常和FMZ.COM上的新老玩家们聊天分享经验。对于此类策略，有一点是非常赞同一位朋友的说法的。那就是币圈中做合约，做多相对于做空风险小了那么一丢丢。或者简单说就是下跌最惨就是归零，上涨是无限的。

So, Martin, is a strategy like doing more, doing nothing, pulling a long-range distribution of transcription risks better than doing both sides? This sounds good, but no one knows if it will stand up to the real world. But at least we can simply retest this idea. So we have today's article on how to design a contract transcription strategy.

基于FMZ.COM迅捷开发

The code to implement this idea is really very simple, thanks to the flexibility of the platform, the interface packaging, the powerful feedback system, etc. The entire code is only 60 lines (for code writing specifications, a lot of what can be abbreviated is not abbreviated).

The design of the strategy idea is simple, according to the initial price at the beginning of the logic, the interval is hung up and down, the price continues to go down, then continue to hang up the invoice, continue to copy. Then hang up the settlement order based on the holding price increases a certain profit margin, wait for the settlement. If the holding, then at the current price as the initial price repeat the above logic.

The source code of the strategy:

function cancelAll() {
    while (true) {
        var orders = _C(exchange.GetOrders)
        if (orders.length == 0) { 
            break 
        }
        for (var i = 0 ; i < orders.length ; i++) {
            exchange.CancelOrder(orders[i].Id, orders[i])
            Sleep(interval)
        }
    }
}

function getLong(arr, kind) {
    var ret = null 
    for (var i = 0 ; i < arr.length ; i++) {
        if (arr[i].Type == (kind == "pos" ? PD_LONG : ORDER_TYPE_BUY)) {
            ret = arr[i]
        }
    }
    return ret
}

function pendingBidOrders(firstPrice) {
    var index = 0
    var amount = baseAmount
    while (true) {
        var pos = _C(exchange.GetPosition)
        var price = firstPrice - index * baseSpacing
        amount *= ratio
        index++
        exchange.SetDirection("buy")
        exchange.Buy(price, amount)        
        if (pos.length != 0) {
            var longPos = getLong(pos, "pos")
            if (longPos) {
                exchange.SetDirection("closebuy")
                exchange.Sell(longPos.Price + profitTarget, longPos.Amount)
            }
        }
        while (true) {
            Sleep(interval)
            if (!getLong(_C(exchange.GetOrders), "orders")) {
                cancelAll()
                break
            }
            if (!getLong(_C(exchange.GetPosition), "pos")) {
                cancelAll()
                return 
            }
        }
    }
}

function main() {
    exchange.SetContractType(symbol)
    while (true) {
        pendingBidOrders(_C(exchange.GetTicker).Last)
    }
}

The design of the parameters is also simple:

This is just a few parameters.

Look at these dozens of lines of code.

In this case, you can set the timeframe of the retest:

Re-testing is running:

It looks like a lot of grid, Martin-type tactics taste.• New students who are learning the introduction are not afraid of the long strategy, easy to be dissuaded.• Short refined strategies are more suitable for introduction, easier to digest strategic ideas, learn logical design.

Strategic code is only for learning, research and development.