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ग्रिड ट्रेडिंग रणनीति

लेखक:अच्छाई, बनाया गयाः 2018-08-23 13:45:27, अद्यतन किया गयाः

floatProfit, उच्चतम लाभ बिंदु:, profitMax, Start stop loss); // आउटपुट जानकारी संतुलनखाता ((orgखाता, Initखाता); // संतुलित खाता यदि (StopLossMode == 0) { // स्टॉप लॉस मोड प्रसंस्करण के अनुसार, यदि स्टॉप लॉस मोड 0 के बराबर है, तो स्टॉप लॉस के बाद कार्यक्रम समाप्त हो जाता है. Stop loss exit फेंकें; // बंद करने के लिए त्रुटि Stop Loss Exit रणनीति फेंकें. } अन्य { return true; // स्टॉप लॉस आउटपुट मोड को छोड़कर, यानी: स्टॉप लॉस के बाद ग्रिड को फिर से कास्ट करें. } } } यदि (EnableAccountCheck && EnableStopWin) { // यदि पता लगाने का खाता चालू है और लाभ लेने के लिए चालू है if (floatProfit > StopWin) { // यदि फ्लोटिंग लाभ और हानि लाभ लेने से अधिक है लॉग ((वर्तमान फ्लोटिंग लाभ और हानि, floatProfit, प्रारंभ लाभ लेने); // आउटपुट लॉग balanceAccount ((orgAccount, InitAccount); // संतुलित खाते की प्रारंभिक वसूली (लाभ लें) यदि (StopWinMode == 0) { // ले लाभ मोड के अनुसार. Take profit exit फेंकें; // लाभ लेने के बाद बाहर निकलें } अन्य { सच लौटें; // लाभ लेने के बाद सच लौटें, ग्रिड कास्ट करना जारी रखें } } } var distance = 0; // दूरी रिकॉर्ड करने के लिए एक चर घोषित करें यदि (EnableAccountCheck && AutoMove) { // यदि खाता का पता लगाने चालू है और ग्रिड स्वचालित रूप से चलता है अगर (BuyFirst) { // अगर यह पहले खरीद और फिर बेचने के लिए है distance = ticker.Last - FirstPrice; // दूरी को एक मान असाइन करेंः वर्तमान मूल्य घटाकर पहली कीमत, दूरी की गणना करें } else { // अन्य स्थितियाँः पहले बेचें और फिर खरीदें दूरी = FirstPrice - ticker.Last; // दूरी को एक मान असाइन करें: पहली कीमत से घटकर वर्तमान मूल्य, दूरी की गणना करें } var refish = false; // क्या टैग चर को फिर से डालना है if (!isHold && isTimeout()) { // यदि कोई स्थिति नहीं है (isHold गलत है) और timeout (isTimeout true देता है) लॉग ((बहुत लंबे समय तक कोई स्थिति नहीं, ग्रिड को स्थानांतरित करना शुरू करें);
refish = true; // मार्क री-कास्ट } if (distance > MaxDistance) { // यदि वर्तमान दूरी इंटरफ़ेस मापदंडों द्वारा निर्धारित अधिकतम दूरी से अधिक है, तो चिह्न फिर से डाला जाता है लॉग (("मूल्य ग्रिड अंतराल से बहुत परे है, ग्रिड को स्थानांतरित करना शुरू करें, वर्तमान दूरीः ", _N(दूरी, परिशुद्धता), वर्तमान मूल्यः, टिकर.अंतिम); refish = सच; } यदि (refish) { // यदि refish सच है, संतुलन समारोह निष्पादित शेष खाता ((orgखाता, Initखाता); return true; // यह कास्ट फ़ंक्शन true लौटाता है } }

        var holdDirection, holdAmount = "--",                                       // Declare three variables, position direction, number of positions, position price
            holdPrice = "--";
        if (isHold) {                                                               // When holding a position
            if (RestoreProfit && ProfitAsOrg) {                                     // If you start to restore the last profit and the last profit is included in the average price
                if (BuyFirst) {                                                     // If it is buy first and then sell 
                    money_diff += LastProfit;                                       // Add the last profit to money_diff, that is, the last time the income is converted into the money difference
                                                                                    // (in the case of the first buy, the money difference is negative, that is, the cost), 
                                                                                    // which is equivalent to the opening cost.
                } else {                                                            // If it is sell first, then buy
                    money_diff -= LastProfit;                                       // The difference between buying and selling is positive, why - ?
                }
            }

            // Dealing with buying first and then selling
            holdAmount = amount_diff;                                               // The difference in the value of the coins is given to the number of
                                                                                    // positions (the difference in the coins is the position at the moment)
            holdPrice = (-money_diff) / amount_diff;                                // Calculate the average price of the position by dividing the difference between
                                                                                    // the money and the difference in the coins, 
                                                                                    // Note: If money_diff is negative, then amount_diff must be positive, so be sure 
                                                                                    // to add a minus sign before money_diff so that the calculated price is a positive number.
            // Dealing with selling first and then buying
            if (!BuyFirst) {                                                        // If it is selling first and then buying, it will trigger the update of the open position and 
                                                                                    // the average price of the position.
                holdAmount = -amount_diff;                                          // The coins difference is negative, so the counter is reversed
                holdPrice = (money_diff) / -amount_diff;                            // Calculate the average price of the position.
            }
            holdAmount = _N(holdAmount, 4);                                         // Positions, retain 4 decimal places.
            holdPrice = _N(holdPrice, Precision);                                   // The average price of the position, retaining the Precision decimal.
            holdDirection = BuyFirst ? "long" : "short";                            // According to the "first buy then sell" or "first sell then buy" to holdDirection assigned long or short
        } else {                                                                    // If isHold is false, assign "--" to holdDirection
            holdDirection = "--";
        }
        table = {                                                                   // Assign an object to the declared table variable to display the table information on the FMZ robot status bar
            type: 'table',                                                          // See the API documentation LogStatus function, here to initialize the type attribute 'table' for
                                                                                    // display in the status bar as a table
            title: 'Operating status',                                              // Title of the table
            cols: ['Use funds', 'Holding position', 'Position size', 'Average price of position', 'Total floating profit and loss', 'Current grid profit and loss', 
                   'Number of casting grids', 'Grid offset', 'Real placing order', 'Latest coin price'],   // The column name of the table
            rows: [                                                                                                                   // Progressive data for the table
                [_N(actualNeedMondy, 4), holdDirection, holdAmount, holdPrice, _N(floatProfitAll, 4) + ' ( ' + _N(floatProfitAll * 100 / actualNeedMondy, 4) + ' % )',
                 floatProfit, fishCount, (AutoMove && distance > 0) ? ((BuyFirst ? "up" : "down") + "Deviation: " + _N(distance) + " dollar") : "--", trader.RealLen(), ticker.Last]
                // One row of data
            ]
        };
        
    }                                                                               // Process some tasks every 5 seconds and update the robot status bar table object table 
    
    var orders = _C(trader.GetOrders);                                              // Get all unexecuted orders
    if (table) {                                                                    // If the table has been assigned a table object
        if (!EnableDynamic) {                                                       // If the dynamic order is not activated
            table.rows[0][8] = orders.length;                                       // Update the length of the pending order array in the first row and the 9th column of the status bar table.
        }
        LogStatus('`' + JSON.stringify(table) + '`');                               // Call the FMZ platform API LogStatus to display the status bar table of the settings
    }
    for (var idx = 0; idx < canNum; idx++) {                                        // Traverse the number of available grids nodes.
        var openPrice = _N((BuyFirst ? FirstPrice - (idx * PriceGrid) : FirstPrice + (idx * PriceGrid)), Precision);        // As the node index idx traverses, construct the opening price
                                                                                                                            // of each node (the direction is buying first, then sold, 
                                                                                                                            // or selling first and then buy) 
        var coverPrice = _N((BuyFirst ? openPrice + PriceDiff : openPrice - PriceDiff), Precision);     // Open and close position spread, that is, the profit margin of each node
        var state = fishTable[idx];                                                                     // Assignment status of the fishnet node
        var fishId = uuidTable[idx];                                                                    // Numbering
        
        // The judgment here is: filtering unfinished orders
        if (hasOrder(orders, fishId)) {                                                                 // If all unexecuted orders, there is an order with the ID fishId in the pending order array
            continue;                                                                                   // Skip this loop and continue the loop
        }

        if (fishId != -1 && IsSupportGetOrder) {                                                        // The grid node id is not equal to the initial value, that is, the order is placed, 
                                                                                                        // and the exchange supports GetOrder
            var order = trader.GetOrder(fishId);                                                        // Get the order for the fishId number
            // The judgment here is as follows: Filter the grid node where the order is not found, the following logic (state == STATE_WAIT_COVER), etc. will not trigger
            if (!order) {                                                                               // Failed to get an order if !order is true 
                Log("Failed to get order information, ID: ", fishId);                                   // Output log
                continue;                                                                               // Skip this loop and continue the loop
            }
            // The judgment here is as follows: Filtering the grid nodes that are in a suspended state, not completed, or not fully completed, 
            // the logic of the following judgment (state == STATE_WAIT_COVER) and so on will not be triggered.
            if (order.Status == ORDER_STATE_PENDING) {                                                  // If the order status is pending on the exchange
                //Log("Order status is not completed, ID: ", fishId);
                continue;                                                                               // Skip this loop and continue to loop
            }
        }

        if (state == STATE_WAIT_COVER) {                                                                // If the current node status is waiting to be closed
            var coverId = CoverFunc(coverPrice, (BuyFirst ? amountS[idx] : amountB[idx]), (BuyFirst ? 'Complete the buying order:' : 'Complete the selling order:'), openPrice, 'volume:',
                                   (BuyFirst ? amountB[idx] : amountS[idx]));
            // Call the closing function CoverFunc to send the closing order

            if (typeof(coverId) === 'number' || typeof(coverId) === 'string') {        // Determine if the value returned by the closing function is a value (returned directly by the FMZ API) 
                                                                                       // or a string (returned by the buy/Sell function of the trader object)
                fishTable[idx] = STATE_WAIT_CLOSE;                                     // The closing order has been send and the update status is: STATE_WAIT_CLOSE Waiting for the node task to complete
                uuidTable[idx] = coverId;                                              // Store the order number in the idx location corresponding to the uuidTable.
            }
        } else if (state == STATE_WAIT_OPEN || state == STATE_WAIT_CLOSE) {            // If the status is waiting for opening or waiting for completion
            var openId = OpenFunc(openPrice, BuyFirst ? amountB[idx] : amountS[idx]);  // Open the position order.
            if (typeof(openId) === 'number' || typeof(openId) === 'string') {          // Determine whether the order placing is successful
                fishTable[idx] = STATE_WAIT_COVER;                                     // Update status for waiting for closing
                uuidTable[idx] = openId;                                               // Record current node order ID
                if (state == STATE_WAIT_CLOSE) {                                       // If it is waiting for completion (it will only be triggered after the open position order is placed)
                    ProfitCount++;                                                     // Cumulative gaining profit times
                    var account = _C(exchange.GetAccount);                             // Get current account information
                    var ticker = _C(exchange.GetTicker);                               // Get current market information
                    var initNet = _N(((InitAccount.Stocks + InitAccount.FrozenStocks) * ticker.Buy) + InitAccount.Balance + InitAccount.FrozenBalance, 8);
                    // Calculate the initial net asset value
                    var nowNet = _N(((account.Stocks + account.FrozenStocks) * ticker.Buy) + account.Balance + account.FrozenBalance, 8);
                    // Calculate the current net asset value
                    var actualProfit = _N(((nowNet - initNet)) * 100 / initNet, 8);    // Calculated rate of return
                    if (AmountType == 0) {                                             // According to the same amount of buy and sell, the custom amount is different.
                        var profit = _N((ProfitCount * amount * PriceDiff) + LastProfit, 8);      // Calculation: the sum of the profit and loss of all profit nodes and the 
                                                                                                  // last time of the net profit and loss which is the total profit and loss
                        Log((BuyFirst ? 'Complete the sell order:' : 'Complete the buy order:'), coverPrice, 'volume:', (BuyFirst ? amountS[idx] : amountB[idx]), 'Closing position profit', profit);
                        // Output order completion information
                    } else {
                        Log((BuyFirst ? 'Complete the sell order:' : 'Complete the buy order:'), coverPrice, 'volume:', (BuyFirst ? amountS[idx] : amountB[idx]));
                    }
                }
            }
        }
    }
    Sleep(CheckInterval);                        // Grid logic is mainly while loop detection, each time a pause is checked, CheckInterval is: detection interval
}
return true;                                     // This time of the casting grid is completed, return true

}

main function (() { // रणनीति का मुख्य कार्य, कार्यक्रम यहाँ से शुरू होता है. यदि (ResetData) { // RestData इंटरफ़ेस पैरामीटर है, तो डिफ़ॉल्ट सही है, और यह नियंत्रित करता है कि क्या सभी डेटा स्टार्टअप पर साफ किए जाते हैं. सभी डिफ़ॉल्ट रूप से साफ किए जाते हैं. LogProfitReset(); // सभी राजस्व को साफ़ करने के लिए API LogProfitReset फ़ंक्शन निष्पादित करें. LogReset(); // सभी लॉग को साफ़ करने के लिए API लॉग रीसेट फ़ंक्शन निष्पादित करें. } // exchange.SetMaxDigits(Precision) // अप्रचलित, इसके बजाय exchange.SetPrecision का उपयोग करें. exchange.SetPrecision(Precision, 3) // exchange.SetPrecision(2, 3); // मूल्य दशमलव स्थान सटीकता को 2 अंकों पर सेट करें, और विविधता क्रम आकार दशमलव स्थान सटीकता 3 अंकों है। // परिशुद्धता इंटरफ़ेस पैरामीटर。

if (typeof(AmountType) === 'undefined') {        // Order quantity type, 0: "Buy and sell the same amount", 1: "Custom amount", detect if the parameter is undefined, the default setting is 0.
    AmountType = 0;                              // Typeof will detect the type of AmountType. If undefined is "undefined", assign a value of 0 to AmountType.
}
if (typeof(AmountDot) === 'undefined') {         // The maximum number of digits of the order quantity decimal point AmountDot is undefined, set AmountDot to 3.
    AmountDot = 3;                               // In fact, it has been set by exchange.SetPrecision(Precision, 3), and it will be truncated at the bottom.
}
if (typeof(EnableDynamic) === 'undefined') {     // Check if the dynamic pending order parameter is enabled. If EnableDynamic is undefined, set to false will not be enabled.
    EnableDynamic = false;
}
if (typeof(AmountCoefficient) === 'undefined') { // If not defined, the default setting is "*1"
    AmountCoefficient = "*1";
}
if (typeof(EnableAccountCheck) === 'undefined') {// If not defined, the Enable Money Verification parameter is set to true, which is turned on.
    EnableAccountCheck = true;
}
BuyFirst = (OpType == 0);                        // Assign value to BuyFirst according to the setting of OpType, OpType sets the grid type, 0: buy first and then sell, 1: sell first and then buy
IsSupportGetOrder = exchange.GetName().indexOf('itstamp') == -1;    // Check the name of the exchange, whether it is Bitstamp or not
if (!IsSupportGetOrder) {
    Log(exchange.GetName(), "Does not support GetOrder, may affect the stability of the strategy.");
}

SetErrorFilter("502:|503:|S_U_001|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|refused|EOF|When");
// SetErrorFilter  Filter error messages 

exchange.SetRate(1); 
Log('Exchange rate conversion has been disabled, the current currency is', exchange.GetBaseCurrency());    // Disable exchange rate conversion

if (!RestoreProfit) {     //  If the last profit is restored to false, then LastProfit will be assigned a value of 0, that is, it will not be restored.
    LastProfit = 0;
}

var orgAccount = _C(exchange.GetAccount);     // Get account information, here record the initial account information when the strategy starts running, 
                                              // used to calculate some income, such as: overall floating profit and loss. 
                                              // There are several parameters in this strategy that are passed to this variable.
var fishCount = 1;                            // time of casting grids initial is 1
while (true) {                                // Strategy main loop
    if (!fishing(orgAccount, fishCount)) {    // casting grid function fishing
        break;
    }
    fishCount++;                              // Number of casting grids accumulated
    Log("the number of", fishCount, "casting girds...");      // Output Casting grids information.
    FirstPriceAuto = true;                    // Reset first price is automatically true
    Sleep(1000);                              // Polling interval 1000 milliseconds
}

}


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