/*
Shannon's Demon Demo Code
Copyright 2018 FawkesPan
Contact : i@fawkex.me / Telegram@FawkesPan
Do What the Fuck You Want To Public License
*/
function onTick(){
var Account = exchange.GetAccount();
var Depth = exchange.GetDepth();
var Buy = Depth.Asks[1].Price;
var Sell = Depth.Bids[1].Price;
var StockValue = Account.Stocks * Buy;
var TotalValue = Account.Balance + StockValue;
var Half = TotalValue / 2;
var Records = exchange.GetRecords(PERIOD_M1);
var RSI = TA.RSI(Records, 14);
//Log("StockValue:", StockValue ," TotalValue:", TotalValue);
var LastRSI = RSI[RSI.length -1];
//Log(LastRSI);
if (StockValue / Half > DS && LastRSI > RSIS) {
Log("StockValue:", StockValue ," TotalValue:", TotalValue);
Log("StockValue Too High. Re Balancing...");
var ToBeSold = (Account.Stocks * Buy - Account.Balance) / 2 / Buy;
Log(exchange.Sell(Buy,ToBeSold));
Sleep(DELAY*1000*5);
}
if (Half / StockValue > DB && LastRSI < RSIB) {
Log("StockValue:", StockValue ," TotalValue:", TotalValue);
Log("StockValue Too Low. Re Balancing...");
var ToBeBought = (Account.Balance - Account.Stocks * Buy) / 2 / Sell;
Log(exchange.Buy(Sell,ToBeBought));
Sleep(DELAY*1000*5);
}
}
function main(){
while(true){
onTick();
Sleep(DELAY*1000);
}
}
dayTrader2018Please teach me, after the judgment, the price of buying is buying two, the price of selling is buying two, how this is considered, but there is a consideration of the situation when there is no deal!
The HarvesterRSI strategy? The pullback is a little big.
FawkesPanThis is just a run-and-go test to see how it works.
FawkesPanIt's not RSI, it's Shannon's demon. This is a reference link to https://blog.enigma.co/is-there-a-free-lunch-in-the-crypto-markets-c4aa331443f1?gi=da410865d041 The RSI is used to help prevent balancing positions when buying at the top of the hill and selling at the bottom of the hill