Una estrategia multi-cabeza es comprar BTC al contado, originalmente en efectivo de 1000 USD. Cada hora se ve si se rompe el canal de Keltner, y si se rompe, se hace más. La estrategia de lanzamiento: En caso de pérdida de 6%, el paro inmediato. 2, si se rompe la línea media de MA, se vende directamente; 3, Si el beneficio es de 10%, como una protección, hacer más directamente, hacer más si se encuentra con una caída de 10 por ciento consecutiva en las últimas 24 horas, indica que hay un evento repentino, detener el daño directamente.
En realidad, la estrategia fue muy buena, y los resultados han sido muy positivos. En realidad, la esencia es perder menos y ganar más.
'''
start: 2020-01-01 00:00:00
end: 2020-04-24 00:00:00
period: 1h
exchanges: [{"eid":"huobi","currency":"BTC_USDT","stocks":0,"meta":{"AccessKey":"7yngd7gh5g-a7ed9b1a-c05064c3-bab33","SecretKey":"553c2cd1-e229e1d2-25a536cb-db7d3"}}]
'''
import talib as ta
import pandas as pd
from datetime import datetime
from datetime import timedelta
import math
#coding:utf8
import sys
eid = -1
last_price = -1
def main():
global eid
global last_price
global ma
while True:
records = exchange.GetRecords(1*60*60)
e = exchange
kline1 = pd.DataFrame(records)
kline1['Time'] = kline1['Time'].map(lambda x: datetime.utcfromtimestamp(x/1000)+timedelta(hours=8))
kline1.columns = ['time','open','high','low','close','volume','oi']
r = kline1
#Log('最新k线时间',r.iloc[-1].time, ' 最新价格收盘价', r.iloc[-1].close)
leadLine1 = ta.EMA(r.close, 30)
leadLine2 = ta.SMA(r.close, 30)
UT=leadLine2 < leadLine1
DT=leadLine2 > leadLine1
# keltner channel
ma = ta.EMA(kline1.close, 80)
# 真实的范围函数
range1 = ta.TRANGE(kline1.high, kline1.low, kline1.close)
rangema = ta.EMA(range1, 80)
upper = ma + 3*rangema
lower = ma - 3*rangema
# minus and plus of adx/dmi
minus = ta.MINUS_DI(kline1.high,kline1.low, kline1.close,14)
plus = ta.PLUS_DI(kline1.high, kline1.low, kline1.close ,14)
volume0 = r.iloc[-1].volume
volume1 = r.iloc[-2].volume
rn = r.iloc[-1]
entry_long = rn.close > upper.iloc[-1] and (r.iloc[-1].volume+ r.iloc[-2].volume) >1.5 *(r.iloc[-4].volume+ r.iloc[-5].volume)
long = entry_long
exit_long = (rn.close < ma.iloc[-1] )
account = exchange.GetAccount()
amount = account.Stocks
#Log('Balance is ', account['Balance'], ' Btc amount is ', amount)
# 如果处于空仓状态
if (account['Balance'] >= 600 and amount < 0.001):
if long==True and account['Balance'] < 400 and amount<0.01:
Log('balance is ', account['Balance'], ' 余额不足400，退出！')
return
elif long== True and account['Balance'] >= 600: #第一次开多仓
Log('balance is ', account['Balance'])
Log('多仓位时间: ', rn.time, ' open is ', rn.open , ' close is ', rn.close, ' upper is ', upper.iloc[-1], ' volume 0\1 is', volume0 , 'volume 1 is ', volume1 ,
' plus is ',plus.iloc[-1], ' minus is ', minus.iloc[-1], '@')
exchange.Buy(-1,600)
last_price = rn.close + 10
Sleep(1000*60*15)
# 如果处于持仓状态
if amount>0.001 :
if amount > 0.0001 and rn.close <= last_price*0.94:
Log('止损平仓事件: ','balance is ', account['Balance'], rn.time, ' rn.close is ', rn.close, ' @')
id = exchange.Sell(-1, amount);
account = exchange.GetAccount()
amount = account.Stocks
Log('Balance is ', account['Balance'], ' Btc amount is ', amount)
eid = -1
#如果处于一直持仓又大跌状态，才卖出
elif amount > 0.0001 and rn.close >= last_price * 1.1 and rn.close <= r.iloc[-24].close*0.9:
Log('持仓周期内的大跌止损平仓事件: ', rn.time, ' rn.close is ', rn.close, ' @')
id = exchange.Sell(-1, amount);
eid = -1
account = exchange.GetAccount()
amount = account.Stocks
Log('Balance is ', account['Balance'], ' Btc amount is ', amount)
elif amount > 0.0001 and exit_long == True :
if rn.close <= last_price:
Log('位置下滑平仓位事件,亏损: amount is ',amount ,' time is ', rn.time, ' 价格是：',rn.close,' ma is ', ma.iloc[-1], ' 开仓价格',last_price,' 亏损幅度：',100*(last_price -rn.close)/last_price ,'% @')
eid = exchange.Sell(-1, amount)
# print(r.tail(10))
# print('ma is ' ,ma)
account = exchange.GetAccount()
amount = account.Stocks
Log('Balance is ', account['Balance'], ' Btc amount is ', amount)
elif rn.close > last_price*1.1 :
Log('超出10%盈利继续持仓')
account = exchange.GetAccount()
amount = account.Stocks
Log('Balance is ', account['Balance'], ' Btc amount is ', amount)
return
elif rn.close > last_price and rn.close <=last_price*1.1:
eid = exchange.Sell(-1, amount);
account = exchange.GetAccount()
amount = account.Stocks
Log('Balance is ', account['Balance'], ' Btc amount is ', amount)
Log('位置下滑平仓位事件,赚钱啦: amount is ',amount, ' time is ', rn.time, ' 价格是： ',rn.close,' ma is ', ma.iloc[-1],' 开仓价格',last_price,' 盈利幅度：',100*(rn.close-last_price )/last_price ,'% @' )
else:
id = exchange.Sell(-1, amount);
Log('最终位置下滑平仓位事件,赚钱啦: amount is ',amount, ' time is ', rn.time, ' 价格是： ',rn.close,' ma is ', ma.iloc[-1],' 开仓价格',last_price,' 盈利幅度：',100*(rn.close-last_price )/last_price ,'% @' )
eid = -1
account = exchange.GetAccount()
amount = account.Stocks
Log('Balance is ', account['Balance'], ' Btc amount is ', amount)
Sleep(1000*60*15)
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