¡Publicando el concepto de stop loss móvil, estrategias para aprender a usarlas, y usarlas con cuidado!
function main() {
var STATE_IDLE = -1;
var state = STATE_IDLE;
var initAccount = $.GetAccount();
Log(initAccount);
var pos = null;
var table = {
type : 'table',
title : '账户信息',
cols : ['阶段', '钱', '币'],
rows : [['初始', initAccount.Balance, initAccount.Stocks], ['当前', 0, 0]],
};
while (true) {
var status = '';
var nowAccount = null;
if (state === STATE_IDLE) {
var n = $.Cross(FastPeriod, SlowPeriod);
if (Math.abs(n) >= EnterPeriod) {
var opAmount = parseFloat((initAccount.Stocks * PositionRatio).toFixed(3));
pos = n > 0 ? $.Buy(opAmount) : $.Sell(opAmount);
if (pos) {
opAmount = pos.amount;
pos.stopLossPrice = n > 0 ? (pos.price * (1-StopLoss)) : (pos.price * (1 + StopLoss));
pos.holdProfitPrice = n > 0 ? (pos.price * (1+TrailingStopLoss)) : (pos.price * (1 - TrailingStopLoss));
state = n > 0 ? PD_LONG : PD_SHORT;
Log("开仓详情", pos, "交叉周期", n);
}
}
} else {
var ticker = exchange.GetTicker();
if (!ticker) {
Sleep(Interval*1000);
continue;
}
var dynamicProfit = 0;
var shouldCover = false;
var enableTS = false;
if (state === PD_LONG) {
dynamicProfit = (ticker.Last - pos.price) * pos.amount;
if (ticker.Last > pos.holdProfitPrice) {
pos.stopLossPrice = pos.holdProfitPrice * (1-StopLoss);
pos.holdProfitPrice += (pos.price * TrailingStopLoss);
enableTS = true;
}
shouldCover = ticker.Last < pos.stopLossPrice;
} else {
dynamicProfit = (pos.price - ticker.Last) * pos.amount;
if (ticker.Last < pos.holdProfitPrice) {
pos.stopLossPrice = pos.holdProfitPrice * (1+StopLoss);
pos.holdProfitPrice -= (pos.price * TrailingStopLoss);
enableTS = true;
}
shouldCover = ticker.Last > pos.stopLossPrice;
}
if (enableTS) {
Log("触发移动止损, 锁定利润百分比:", _N(Math.abs((pos.price-ticker.Last)/pos.price)) + '%', "当前价格:", ticker.Last, "持仓盈亏:", dynamicProfit);
}
status = ["持仓类型", (state === PD_LONG ? "多仓" : "空仓"), "持仓均价:", pos.price, "数量:", pos.amount, "浮动盈亏:", _N(dynamicProfit), "止损价:", pos.stopLossPrice].join(' ');
if (status.length > 0) {
status += '\n';
}
if (shouldCover) {
Log("止损, 持仓均价:", pos.price, "数量:", pos.amount, "浮动盈亏:", _N(dynamicProfit), "最后成交价:", ticker.Last);
nowAccount = $.GetAccount();
var obj = state === PD_LONG ? $.Sell(nowAccount.Stocks - initAccount.Stocks) : $.Buy(initAccount.Stocks - nowAccount.Stocks);
state = STATE_IDLE;
nowAccount = $.GetAccount();
LogProfit(nowAccount.Balance - initAccount.Balance, '钱:', nowAccount.Balance, '币:', nowAccount.Stocks, '平仓详情:', obj, "交叉周期", n);
}
}
if (!nowAccount) {
nowAccount = $.GetAccount();
}
if (nowAccount.Balance !== table.rows[1][1] || nowAccount.Stocks !== table.rows[1][2]) {
table.rows[1] = ['当前 #ff0000', nowAccount.Balance, nowAccount.Stocks];
}
status += '`'+JSON.stringify(table)+'`';
LogStatus(status);
Sleep(Interval*1000);
}
}