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2. Dual Thrust OKEX futures (teaching)

Dual Thrust OKEX futures (teaching)

Author: Inventors quantify - small dreams, Date: 2018-08-20 09:44:55
Tags: TrendStudy

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var STATE_IDLE = 0
var STATE_LONG = 1
var STATE_SHORT = 2
var State = STATE_IDLE
var LastBarTime = 0
var UpTrack = 0
var DownTrack = 0
var InitAccount = null

function GetPosition(posType) {
    var positions = exchange.GetPosition()
    for (var i = 0; i < positions.length; i++) {
        if (positions[i].Type === posType) {
            return [positions[i].Price, positions[i].Amount];
        }
    }
    return [0, 0]
}

function CancelPendingOrders() {
    while (true) {
        var orders = exchange.GetOrders()
        for (var i = 0; i < orders.length; i++) {
            exchange.CancelOrder(orders[i].Id)
            Sleep(500)
        }
        if (orders.length === 0) {
            break
        }
    }
}

function Trade(currentState, nextState) {
    var pfn = nextState === STATE_LONG ? exchange.Buy : exchange.Sell
    if (currentState !== STATE_IDLE) {
        exchange.SetDirection(currentState === STATE_LONG ? "closebuy" : "closesell")
        while (true) {
            var amount = GetPosition(currentState === STATE_LONG ? PD_LONG : PD_SHORT)[1]
            if (amount === 0) {
                break
            }
            pfn(nextState === STATE_LONG ? _C(exchange.GetTicker).Sell * 1.001 : _C(exchange.GetTicker).Buy * 0.999, amount)
            Sleep(500)
            CancelPendingOrders()
        }
        var account = exchange.GetAccount()
        LogProfit(_N(account.Stocks - InitAccount.Stocks, 3), "收益率:", _N((account.Stocks - InitAccount.Stocks) * 100 / InitAccount.Stocks, 3) + '%')
    }
    exchange.SetDirection(nextState === STATE_LONG ? "buy" : "sell")
    while (true) {
        var pos = GetPosition(nextState === STATE_LONG ? PD_LONG : PD_SHORT)
        if (pos[1] >= AmountOP) {
            Log("持仓均价", pos[0], "数量:", pos[1])
            break
        }
        pfn(nextState === STATE_LONG ? _C(exchange.GetTicker).Sell * 1.001 : _C(exchange.GetTicker).Buy * 0.999, AmountOP-pos[1])
        Sleep(500)
        CancelPendingOrders()
    }
}

function onTick() {
    var records = exchange.GetRecords()
    if (!records || records.length <= NPeriod) {
        return
    }
    var Bar = records[records.length - 1]
    $.PlotRecords(records, 'K线')
    if (LastBarTime !== Bar.Time) {
        var HH = TA.Highest(records, NPeriod, 'High')
        var HC = TA.Highest(records, NPeriod, 'Close')
        var LL = TA.Lowest(records, NPeriod, 'Low')
        var LC = TA.Lowest(records, NPeriod, 'Close')
        var Range = Math.max(HH - LC, HC - LL)
        UpTrack = _N(Bar.Open + (Ks * Range), 3)
        DownTrack = _N(Bar.Open - (Kx * Range), 3)
        $.PlotHLine(UpTrack, 'UpTrack')
        $.PlotHLine(DownTrack, 'DownTrack')
        LastBarTime = Bar.Time
    }

    LogStatus("Price:", Bar.Close, "Up:", UpTrack, "Down:", DownTrack, "Date:", new Date())
    var msg
    if (State === STATE_IDLE || State === STATE_SHORT) {
        if (Bar.Close >= UpTrack) {
            msg  = '做多 触发价: ' + Bar.Close + ' 上轨:' + UpTrack
            Log(msg)
            Trade(State, STATE_LONG)
            State = STATE_LONG
            $.PlotFlag(Bar.Time, msg, '多', 'flag', 'red') 
        }
    }

    if (State === STATE_IDLE || State === STATE_LONG) {
        if (Bar.Close <= DownTrack) {
            msg = '做空 触发价: ' + Bar.Close + ' 下轨:' + DownTrack
            Log(msg)
            Trade(State, STATE_SHORT)
            $.PlotFlag(Bar.Time, msg, '空', 'circlepin', 'green')
            State = STATE_SHORT
        }
    }
}

function main() {
    exchange.SetContractType("quarter")
    exchange.SetMarginLevel(10)
    if (exchange.GetPosition().length > 0) {
        throw "策略启动前不能有持仓."
    }
    CancelPendingOrders()
    InitAccount = exchange.GetAccount()
    while (true) {
        onTick()
        Sleep(500)
    }
}

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• Moving Average Bot 30 lines
• Talib simple app to find three turtles
• rest version of OKEX cross-currency hedging strategy
• js R-Breaker
• (Learning) API and code learning document in the tutorial
• The trend is to follow the shock strategy.
• Statistical K-line retrospective on whether there is a trend
• Examples of using the template library
• The SuperTrend Strategy is taught.
• How to find the highs, lows, and demos of a certain number of bars on the front of the K line

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• Dynamic balanced alpha
• BitMEX Advanced API functionality V.1.1.0 (Futures: bulk ordering, editing orders, iceberg orders, one-click withdrawal, timed withdrawal) Python2/3
• Dynamic balance and city strategy (small and high)
• The 30 Line Gambler Strategy (doing nothing)
• OkEX Advanced API functionality V.1.1.0 (futures: bulk ordering, spot; TBD) Python 2/3
• GuoJian_First
• 30 tips for gamblers
• The dynamic balance and the city strategy
• 50+ platform hedging strategies to teach
• 50 lines of grid strategy (teach)
• [VNC] SVM Test
• Minimum number and accuracy of exchanges
• Fomo3D Smart Contract Monitoring is an open source software that is used to monitor and manage smart contracts.
• BitMEX Advanced API feature (Futures: ordered in bulk, withdrawn with one click) JavaScript
• Newcomers to CoinEx (LTC_USDT)
• Iceberg Buy Order
• Dual Thrust OKEX Feature
• Moving Average Bot 30 lines
• CoinPark exchange general protocol 6.27 16:00 update SSL verification is turned off
• Check to see if https://quant.la/Argus/ is working

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a624587332Running at a high speed

dsaidasiMy brother asked a question, the logic of this strategy is to detect if the price breaks through the rails and start a lot of money, specifically wait until the bar is gone before entering, or if every 0.5 second of detection finds the current price breaks through and immediately enter?

Inventors quantify - small dreamsYes, the strategy is the onTick mechanism, which will place an order once the price is triggered, but of course it can also be designed as an onBar mechanism.

a624587332A simple touch will open the program.