Find the currency with the highest average amplitude for grid trading
/* jshint esversion: 6 */
// var Day = 30; //统计天数
var Quote = "USDT"; //计价货币,BUSD或者USDT
function GetAmplitude(klineList) {
let ret = {
ampl: 0,
change: 0,
maxAmpl: 0,
maxAmplTime: 0,
minAmpl: 100,
minAmplTime: 0,
maxChange: 0,
minChange: 0,
avgAmpl: 0,
avgChange: 0,
day: 0,
};
for (let i = 0; i < klineList.length; i++) {
const item = klineList[i];
amp = (parseFloat(item.High - item.Low) / parseFloat(item.Open)) * 100.0; //振幅
change = (parseFloat(item.Close - item.Open) / parseFloat(item.Open)) * 100.0; //涨幅
if (amp > ret.maxAmpl) {
ret.maxAmpl = amp;
ret.maxAmplTime = item.Time;
}
if (amp < ret.minAmpl) {
ret.minAmpl = amp;
ret.minAmplTime = item.Time;
}
if (change > ret.maxChange) {
ret.maxChange = change;
}
if (change < ret.minChange) {
ret.minChange = change;
}
ret.ampl += amp;
ret.change += change;
ret.day = i + 1;
}
ret.avgAmpl = ret.ampl / klineList.length;
ret.avgChange = ret.change / klineList.length;
return ret;
}
function main() {
exchange.SetContractType("swap");
exchange.SetMaxBarLen(1000);
let table = {
type: "table",
title: "振幅信息",
cols: ["币种", "天数", "平均振幅%", "最大振幅%", "最大振幅时间", "最小振幅", "最小振幅时间", "总振幅%", "平均涨跌幅%", "最大涨幅%", "最大跌幅%", "涨跌幅%"],
rows: [],
};
let info = exchange.IO("api", "GET", "/fapi/v1/exchangeInfo");
for (let i = 0; i < info.symbols.length; i++) {
const ele = info.symbols[i];
if (ele.contractType == "PERPETUAL" && ele.status == "TRADING" && ele.quoteAsset == Quote) {
let symbol = ele.baseAsset + "_" + Quote;
exchange.SetCurrency(symbol);
let records = exchange.GetRecords(PERIOD_D1);
if (records.length < Day) {
Log(ele.baseAsset + Quote+".P", records.length);
continue; //只统计够天数的币种
}
let ampls = GetAmplitude(records.splice(-1 * (Day + 1), Day));
//
table.rows.push([
ele.baseAsset + Quote+".P", //币种
ampls.day, //天数
_N(ampls.avgAmpl, 2), //平均振幅
_N(ampls.maxAmpl, 2), //最大振幅
_D(ampls.maxAmplTime), //最大振幅时间
_N(ampls.minAmpl, 2), //最小振幅
_D(ampls.minAmplTime), //最小振幅时间
_N(ampls.ampl, 2), //总振幅
_N(ampls.avgChange, 2), //平均涨幅
_N(ampls.maxChange, 2), //最大涨幅
_N(ampls.minChange, 2), //最小涨幅
_N(ampls.change, 2), //总涨幅
]);
}
}
LogStatus("`" + JSON.stringify(table) + "`\n");
}