/*backtest start: 2019-02-01 00:00:00 end: 2024-03-04 00:00:00 period: 1d basePeriod: 1h exchanges: [{"eid":"Binance","currency":"BTC_USDT"}] */ function main(){ var bought = false; var lastTime = 0; while (true) { var needCalculate = false; var records = exchange.GetRecords(PERIOD_D1); var lastK = records[records.length-1]; if (lastTime == 0 || lastK.Time > lastTime) { lastTime = lastK.Time; // 只有在新的一天数据来的时候才需要考虑是否交易 needCalculate = true; } if (!needCalculate) continue; var ma = TA.MA(records, PERIOD); var lastMa = ma[ma.length - 1]; var account = exchange.GetAccount(); var ticker = exchange.GetTicker(); if (lastK.Close >= lastMa && !bought) { exchange.Buy(ticker.Last, account.Balance * 0.95 / ticker.Last); bought = true; } else if (lastK.Close < lastMa && bought) { exchange.Sell(ticker.Last, account.Stocks); bought = false; } } }
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