/*backtest
start: 2021-06-01 00:00:00
end: 2021-09-22 00:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
*/
// 定义对象
var e = exchange
e.SetContractType('swap')
var LastBarTime = 0
Idle = -1
status = Idle
// 链接交易所, 获取相关信息
function UpdateInfo() {
var account = exchange.GetAccount()
records = exchange.GetRecords()
ticker = exchange.GetTicker()
balance = account.Stocks
Bar = records[records.length - 1]
}
// 指标计算获取
function Get_MA() {
var MA_10 = TA.MA(records, 10)
MA_close_10 = MA_10[MA_10.length - 1]
var MA_20 = TA.MA(records, 20)
MA_close_20 = MA_20[MA_20.length - 1]
var MA_30 = TA.MA(records, 30)
MA_close_30 = MA_30[MA_30.length - 1]
}
// 开平仓规则
function onTick() {
if (LastBarTime !== Bar.Time) { // K线结束后进行交易
if (status === PD_LONG) {
if (Bar.Close < MA_close_10) {
exchange.SetDirection("closebuy")
exchange.Sell(ticker.Buy, Amount)
status = Idle
}
}
if (status === PD_SHORT) {
if (Bar.Close > MA_close_10) {
exchange.SetDirection("closesell")
exchange.Buy(ticker.Sell, Amount)
status = Idle
}
}
Sleep(1 * 1000)
if (status === Idle) {
if (Bar.Close > MA_close_20 ) {
exchange.SetDirection("buy")
exchange.Buy(ticker.Sell, Amount)
status = PD_LONG
}
if (Bar.Close < MA_close_20 ) {
exchange.SetDirection("sell")
exchange.Sell(ticker.Buy, Amount)
status = PD_SHORT
}
}
LastBarTime = Bar.Time
}
}
function main() {
// 主函数, 不停循环
while (1) {
// 链接交易所, 获取相关信息
UpdateInfo()
// 指标计算获取
Get_MA()
// 开平仓规则
onTick()
// 打印balance
LogStatus(balance)
// 轮询sleep时间
Sleep(5 * 1000)
}
}
The MongolsHow to play