/*backtest
start: 2017-06-26 00:00:00
end: 2022-02-16 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/
var MarginLevel=20
exchange.SetMarginLevel(MarginLevel)
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 bet=ratio
var n = baseAmount
while (true) {
var pos = _C(exchange.GetPosition)
var price = firstPrice - index * baseSpacing
n=n*ratio
index++
exchange.SetDirection("buy")
exchange.Buy(price, amount=n)
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)
}
}
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