/*backtest start: 2017-06-26 00:00:00 end: 2022-02-16 00:00:00 period: 1d basePeriod: 1h exchanges: [{"eid":"Futures_Binance","currency":"xxx_USDT"}] */ var symbols = ['ETH_Usdt', 'BCH_Usdt', 'XRP_Usdt', 'EOS', 'LTC', 'TRX', 'ETC', 'LINK', 'XLM', 'ADA', 'XMR', 'DASH', 'ZEC', 'XTZ', 'BNB', 'ATOM', 'ONT', 'IOTA', 'BAT', 'VET', 'NEO', 'QTUM', 'IOST'] var n =0.5 //初始下单数 var MarginLevel = 20//合约杠杆 var profit = 0.4 //期望收益 ,不能小于手续费 var bet=1//倍率 //取随机数 function sum(m, n) { var num = Math.floor(Math.random() * (m - n) + n); return num; } function main() { exchange.SetContractType("swap") exchange.SetMarginLevel(MarginLevel) var position = [] while (true) { position = exchange.GetPosition() if (position.length == 0) { //取随机数作为方向 var redom = sum(0, 2) Log(redom) if (redom == 0,1,2,3,4,5) { n=0.5 exchange.SetDirection("sell") exchange.Sell(-1, n, "开空") } if (redom == 5,6,7,8,9,10) { n=0.5 exchange.SetDirection("buy") exchange.Buy(-1, n, "开多") } if (redom == 0) { n=0.5 exchange.SetDirection("sell") exchange.Sell(-1, n, "开空") } if (redom == 1) { n=0.5 exchange.SetDirection("buy") exchange.Buy(-1, n, "开多") } } if (position.length > 0) { if (position[0].Type == 0) { //盈利大于期望 if (position[0].Profit > profit) { exchange.SetDirection("closebuy") exchange.Sell(-1, position[0].Amount) let redom = Math.random() if (redom < 0.5) { n=0.5 exchange.SetDirection("buy") exchange.Buy(-1, n, "多头") } } //负盈利大于保证金 则加仓 if (position[0].Profit < position[0].Margin * -1) { n=n*bet exchange.SetDirection("buy") exchange.Buy(-1, position[0].Amount=n) } } if (position[0].Type == 1) { if (position[0].Profit > profit) { exchange.SetDirection("closesell") exchange.Buy(-1, position[0].Amount) let redom = Math.random() if (redom > 0.5) { n=0.5 exchange.SetDirection("sell") exchange.Sell(-1, n, "空头") } } if (position[0].Profit < position[0].Margin * -1) { n=n*bet exchange.SetDirection("sell") exchange.Sell(-1, position[0].Amount=n) } } Sleep(60000) } } }
- ¿ Por qué?Dirección es comprar, orden inválida tipo Vender
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