簡単で 学ぶために コードが一番いいのは注釈です
アイスマンの委託購入,小文字Mで注文を分割して購入し,市場の衝撃を避けるのは,Bitcoin量化取引への簡単な入門の良い学習戦略です
function main(){
var initAccount = _C(exchange.GetAccount)
while(true){
var account = _C(exchange.GetAccount)
var dealAmount = account.Stocks - initAccount.Stocks
var ticker = _C(exchange.GetTicker)
if(BUYAMOUNT - dealAmount > BUYSIZE){
var id = exchange.Buy(ticker.Sell, BUYSIZE)
Sleep(INTERVAL*1000)
if(id){
exchange.CancelOrder(id) // May cause error log when the order is completed, which is all right.
}else{
throw 'buy error'
}
}else{
account = _C(exchange.GetAccount)
var avgCost = (initAccount.Balance - account.Balance)/(account.Stocks - initAccount.Stocks)
Log('Iceberg order to buy is done, avg cost is ', avgCost) // including fee cost
return
}
}
}
小草氷山戦略の最も簡単な方法は,教材のみです.