まず取引を開始し,利潤平衡を指定し,平衡できない場合,ストップポイントを超えると,低コスト価格を引き上げ,利益が出るまで引き上げ,お金がない場合またはコインが追加された場合,逆手を始めます.
例えば,現在10元均価でオープンした多ポジションで,目標利潤は5毛金で,プログラムは10.5元販売された注文を掛ける.価格が下がった場合,現在の価格に近い価格に追加して,平均価格を調整し,目標利潤の注文を掛ける.
戦略の自動反電話機
もし,当時は多取引をした場合,利益が出た場合,自動的に再多取引を行う.もし,セットされ,反手持コインを空売りにする場合,空売り利益を得た後,空売りを続け,空売りが加えられなくなるまで,反手が多取引を開始し,このように循環し続けます.上回利益があった限り,前回の開拓方向を維持しています. 戦略は自動的に,積み上げが必要とする量と目標の利点を計算します. 注目すべきこと
この戦略には,実際に操作したり,学習したりできる完全な回復機構があります. この戦略で100%儲かる前提は 十分な資金準備ができることです 資金が足りていない場合,自動反転をします. 浮動的利益と損失を生む. 十分な資金があれば,自動的な反発は必要ありません. 戦略はパラメータを調整することで,高周波の取引戦略を実現することができます. フォートウォッチは,フューチャーに適していない. フォートウォッチは簡単にブレイクされるので,現貨のみ操作できます. オープンソースの目的
閉ざされた車を作る代わりに 量的な取引の輪に より多くの人を巻き込むことです
V1.1 OKCoin の 0.001 コインを凍結し,プログラムが滞留するバグを修正
詳細については,移動:https://www.fmz.com/#!/bbs-topic/38
var TradeType = OpType == 0 ? ORDER_TYPE_BUY : ORDER_TYPE_SELL;
var OrgAccount = null;
var Counter = {s : 0, f: 0};
var LastProfit = 0;
var AllProfit = 0;
var LastTicker = null;
function _N(v, precision) {
if (typeof(precision) != 'number') {
precision = 4;
}
var d = parseFloat(v.toFixed(Math.max(10, precision+5)));
s = d.toString().split(".");
if (s.length < 2 || s[1].length <= precision) {
return d;
}
var b = Math.pow(10, precision);
return Math.floor(d*b)/b;
}
function EnsureCall(e, method) {
var r;
while (!(r = e[method].apply(this, Array.prototype.slice.call(arguments).slice(2)))) {
Sleep(Interval);
}
return r;
}
function StripOrders(e, orderId) {
var order = null;
if (typeof(orderId) == 'undefined') {
orderId = null;
}
while (true) {
var dropped = 0;
var orders = EnsureCall(e, 'GetOrders');
for (var i = 0; i < orders.length; i++) {
if (orders[i].Id == orderId) {
order = orders[i];
} else {
var extra = "";
if (orders[i].DealAmount > 0) {
extra = "成交: " + orders[i].DealAmount;
} else {
extra = "未成交";
}
e.CancelOrder(orders[i].Id, orders[i].Type == ORDER_TYPE_BUY ? "买单" : "卖单", extra);
dropped++;
}
}
if (dropped == 0) {
break;
}
Sleep(300);
}
return order;
}
function updateProfit(e, account, ticker) {
if (typeof(account) == 'undefined') {
account = GetAccount(e);
}
if (typeof(ticker) == 'undefined') {
ticker = EnsureCall(e, "GetTicker");
}
var profit = (((account.Stocks + account.FrozenStocks) - (OrgAccount.Stocks + OrgAccount.FrozenStocks)) * ticker.Last) + ((account.Balance + account.FrozenBalance) - (OrgAccount.Balance + OrgAccount.FrozenBalance));
LogProfit(_N(profit + LastProfit, 4), "币数:", _N(account.Stocks + account.FrozenStocks, 4), "钱数:", _N(account.Balance + account.FrozenBalance, 4));
}
var preMsg = "";
function GetAccount(e, waitFrozen) {
if (typeof(waitFrozen) == 'undefined') {
waitFrozen = false;
}
var account = null;
var alreadyAlert = false;
while (true) {
account = EnsureCall(e, "GetAccount");
if (!waitFrozen || (account.FrozenStocks < MinStock && account.FrozenBalance < 0.01)) {
break;
}
if (!alreadyAlert) {
alreadyAlert = true;
Log("发现账户有冻结的钱或币", account);
}
Sleep(Interval);
}
msg = "成功: " + Counter.s + " 次, " + (AutoReverse ? "被":"解") + "套: " + Counter.f + " 次, 当前账户 钱: " + account.Balance + " 币: " + account.Stocks;
if (account.FrozenStocks > 0) {
msg += " 冻结的币: " + account.FrozenStocks;
}
if (account.FrozenBalance > 0) {
msg += " 冻结的钱: " + account.FrozenBalance;
}
if (LastTicker != null && OrgAccount != null && OrgAccount != null) {
var profit = (((account.Stocks + account.FrozenStocks) - (OrgAccount.Stocks + OrgAccount.FrozenStocks)) * LastTicker.Last) + ((account.Balance + account.FrozenBalance) - (OrgAccount.Balance + OrgAccount.FrozenBalance));
msg += " 平仓盈亏: " + AllProfit + ", 浮动盈亏: " + _N(profit, 4);
msg += " (初始账户 钱: " + OrgAccount.Balance + " 币 : " + OrgAccount.Stocks + ")";
}
if (msg != preMsg) {
preMsg = msg;
LogStatus(msg, "#ff0000");
}
return account;
}
// mode = 0 : direct buy, 1 : buy as buy1
function Trade(e, tradeType, tradeAmount, mode, slidePrice, maxAmount, maxSpace, retryDelay) {
var initAccount = GetAccount(e, true);
var nowAccount = initAccount;
var orderId = null;
var prePrice = 0;
var dealAmount = 0;
var diffMoney = 0;
var isFirst = true;
var tradeFunc = tradeType == ORDER_TYPE_BUY ? e.Buy : e.Sell;
var isBuy = tradeType == ORDER_TYPE_BUY;
while (true) {
var ticker = EnsureCall(e, 'GetTicker');
LastTicker = ticker;
var tradePrice = 0;
if (isBuy) {
tradePrice = _N((mode == 0 ? ticker.Sell : ticker.Buy) + slidePrice, 4);
} else {
tradePrice = _N((mode == 0 ? ticker.Buy : ticker.Sell) - slidePrice, 4);
}
if (orderId == null) {
if (isFirst) {
isFirst = false;
} else {
nowAccount = GetAccount(e, true);
}
var doAmount = 0;
if (isBuy) {
diffMoney = _N(initAccount.Balance - nowAccount.Balance, 4);
dealAmount = _N(nowAccount.Stocks - initAccount.Stocks, 4);
doAmount = Math.min(maxAmount, tradeAmount - dealAmount, _N((nowAccount.Balance-10) / tradePrice, 4));
} else {
diffMoney = _N(nowAccount.Balance - initAccount.Balance, 4);
dealAmount = _N(initAccount.Stocks - nowAccount.Stocks, 4);
doAmount = Math.min(maxAmount, tradeAmount - dealAmount, nowAccount.Stocks);
}
if (doAmount < MinStock) {
break;
}
prePrice = tradePrice;
orderId = tradeFunc(tradePrice, doAmount);
} else {
if (Math.abs(tradePrice - prePrice) > maxSpace) {
orderId = null;
}
var order = StripOrders(exchange, orderId);
if (order == null) {
orderId = null;
}
}
Sleep(retryDelay);
}
if (dealAmount <= 0) {
return null;
}
return {price: _N(diffMoney / dealAmount, 4), amount: dealAmount};
}
function loop(isFirst) {
var minStock = MinStock;
var initAccount = GetAccount(exchange, true);
Log(initAccount);
var holdPrice = 0;
var holdAmount = 0;
if (RestoreIt && isFirst) {
LastProfit = RestoreProfit;
TradeType = RestoreType == 0 ? ORDER_TYPE_BUY : ORDER_TYPE_SELL;
holdPrice = RestorePrice;
holdAmount = RestoreAmount;
if (holdAmount != 0) {
initAccount = {
Stocks: initAccount.Stocks,
FrozenStocks: initAccount.FrozenStocks,
Balance: initAccount.Balance,
FrozenBalance: initAccount.FrozenBalance,
};
if (RestoreType == 0) {
initAccount.Stocks -= holdAmount;
initAccount.Balance += (holdPrice * holdAmount);
} else {
initAccount.Stocks += holdAmount;
initAccount.Balance -= (holdPrice * holdAmount);
}
OrgAccount = initAccount;
Log("恢复持仓状态为:", RestoreType == 0 ? "做多" : "做空", "均价:", holdPrice, "数量:", holdAmount);
if (RestoreType == 0) {
holdAmount = Math.min(initAccount.Stocks, holdAmount);
}
}
if (LastProfit != 0) {
AllProfit = LastProfit;
LogProfit(LastProfit, "恢复上次盈利");
}
}
if (holdAmount == 0) {
var obj = Trade(exchange, TradeType, OpAmount, OpMode, SlidePrice, MaxAmount, MaxSpace, Interval);
if (!obj) {
throw "出师不利, 开仓失败";
} else {
Log(TradeType == ORDER_TYPE_BUY ? "开多仓完成" : "开空仓完成", "均价:", obj.price, "数量:", obj.amount);
}
Log(GetAccount(exchange, true));
holdPrice = obj.price;
holdAmount = obj.amount;
}
var openFunc = TradeType == ORDER_TYPE_BUY ? exchange.Buy : exchange.Sell;
var coverFunc = TradeType == ORDER_TYPE_BUY ? exchange.Sell : exchange.Buy;
var isFinished = false;
while (!isFinished) {
var account = GetAccount(exchange, true);
var openAmount = 0;
var openPrice = 0;
var coverPrice = 0;
var canOpen = true;
if (TradeType == ORDER_TYPE_BUY) {
var upLine = AddLine;
openPrice = _N(holdPrice - AddGoal, 4);
openAmount = _N((holdAmount * (holdPrice - openPrice - upLine)) / upLine, 4);
coverPrice = _N(holdPrice + ProfitGoal, 4);
if (_N(account.Balance / openPrice, 4) < openAmount) {
Log("没有钱加多仓, 需要加仓: ", openAmount, "个");
if (AutoReverse) {
return holdAmount;
} else {
canOpen = false;
}
}
} else {
var upLine = -AddLine;
openPrice = _N(holdPrice + AddGoal, 4);
coverPrice = _N(holdPrice - ProfitGoal, 4);
openAmount = _N((holdAmount * (holdPrice - openPrice - upLine) / upLine), 4);
if (account.Stocks < openAmount) {
Log("没有币加空仓, 需要币:", openAmount);
if (AutoReverse) {
return holdAmount;
} else {
canOpen = false;
}
}
}
if (holdAmount < minStock) {
Log("剩余币数过小, 放弃操作", holdAmount);
return 0;
}
openAmount = Math.max(minStock, openAmount);
var order_count = 0;
var openId = null;
var coverId = null;
if (!canOpen) {
openId = -1;
Log("进入等待解套模式");
}
for (var i = 0; i < 10; i++) {
if (!openId) {
openId = openFunc(openPrice, openAmount);
}
if (!coverId) {
coverId = coverFunc(coverPrice, holdAmount);
}
if (openId && coverId) {
break;
}
Sleep(Interval);
}
if (!openId || !coverId) {
StripOrders(exchange);
throw "下单失败";
}
if (openId > 0) {
order_count++;
}
if (coverId > 0) {
order_count++;
}
var preAccount = account;
while (true) {
Sleep(Interval);
var ticker = EnsureCall(exchange, "GetTicker");
var orders = EnsureCall(exchange, "GetOrders");
LastTicker = ticker;
var nowAccount = GetAccount(exchange);
var diff = nowAccount.Stocks + nowAccount.FrozenStocks - preAccount.Stocks;
if (orders.length != order_count || Math.abs(diff) >= minStock) {
StripOrders(exchange);
nowAccount = GetAccount(exchange, true);
//Log(nowAccount);
var diffAmount = nowAccount.Stocks - initAccount.Stocks;
var diffMoney = nowAccount.Balance - initAccount.Balance;
if (Math.abs(diffAmount) < minStock) {
AllProfit= _N(AllProfit + (holdAmount * ProfitGoal), 4);
LogProfit(AllProfit, "平仓完成, 达到目标盈利点, 单次盈利", _N(holdAmount * ProfitGoal, 4));
initAccount = nowAccount;
isFinished = true;
if (!canOpen) {
Counter.f++;
}
break;
}
var newHoldPrice = 0;
var newHoldAmount = 0;
if (TradeType == ORDER_TYPE_BUY) {
newHoldAmount = _N(diffAmount, 4);
newHoldPrice = _N((-diffMoney) / diffAmount, 4);
} else {
newHoldAmount = _N(-diffAmount, 4);
newHoldPrice = _N(diffMoney / (-diffAmount), 4);
}
// if open again, we need adjust hold positions's price
var isAdd = false;
if (newHoldAmount > holdAmount) {
holdPrice = newHoldPrice;
isAdd = true;
}
holdAmount = newHoldAmount;
if (!isAdd) {
// reset initAccount
initAccount = {
Stocks : nowAccount.Stocks,
Balance : nowAccount.Balance,
FrozenBalance : nowAccount.FrozenBalance,
FrozenStocks : nowAccount.FrozenStocks,
};
if (TradeType == ORDER_TYPE_BUY) {
initAccount.Stocks -= holdAmount;
initAccount.Balance += holdAmount * holdPrice;
} else {
initAccount.Stocks += holdAmount;
initAccount.Balance -= holdAmount * holdPrice;
}
initAccount.Stocks = _N(initAccount.Stocks, 4);
initAccount.Balance = _N(initAccount.Balance, 4);
Log("持仓前账户调整为: ", initAccount);
}
Log((TradeType == ORDER_TYPE_BUY ? "多仓" : "空仓"), (isAdd ? "加仓后" : "平仓后"), "重新调整持仓, 均价: ", holdPrice, "数量", holdAmount);
Log("买一:", ticker.Buy, "卖一:", ticker.Sell, "上次成交价:", ticker.Last);
Log(nowAccount);
break;
}
}
}
return 0;
}
function onexit() {
StripOrders(exchange);
Log("Exit");
}
function main() {
if (AddLine > AddGoal || AddLine <= 0) {
throw "加仓均价目标错误";
}
if (exchange.GetName().indexOf("Future") != -1) {
throw "只支持现货, 期货容易爆仓, 暂不支持";
}
if (exchange.GetRate() != 1) {
Log("已禁用汇率转换");
exchange.SetRate(1);
}
EnableLogLocal(SaveLocal);
Interval *= 1000;
SetErrorFilter("502:|503:|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF");
StripOrders(exchange);
OrgAccount = GetAccount(exchange);
var isFirst = true;
LogStatus("启动成功");
while (true) {
var ret = loop(isFirst);
isFirst = false;
if (ret != 0) {
Counter.f++;
if (TradeType == ORDER_TYPE_BUY) {
TradeType = ORDER_TYPE_SELL;
Log("开始反手做空");
} else {
TradeType = ORDER_TYPE_BUY;
Log("开始反手做多");
}
} else {
Counter.s++;
}
Sleep(Interval);
}
}
JjkkZb取引では,多期取引が完了し,買取・売却の注文を掲示し,支払いが完了し,アカウントに凍結された金やコインが見つかったことを提示します.
トニー7hなぜ勝率が100%で予想収益がマイナスなのか? /upload/asset/10bb1893b448a3ea908a8.png
トニー7h勝率が100%で 予想収益がマイナスになるのはなぜか?
モモックス@zero 図のように,追加された注文ごとに,コスト価格+−2円で注文されるので,コストの減価が市場価格よりもゆっくり変動するので,頻繁に追加する問題は起こらないのでしょうか? https://dn-filebox.qbox.me/e5d9e9be02f4545b3f75d4cb14f911045afe850f.png
モモックス@zero 大神,私が質問したいのは,なぜ2度目の追加入札の価格が,現在の市場価格+−ではなく,現在のコスト価格+−で,意図的なのか,それとも誤りなのか.
ゼロ勝率とは,取引が完了したときにのみ得率を計算するものです. 予想された収益は,取引が完了したかどうかにかかわらず,市場価格の平衡後の収益を計算します.
モモックスそうです,私は理解しています. 私はしばらく走りました. 収益は不安定です. 逆転は大きいです. どのように改善するか,電話をしてください.
ゼロ波動の時に頻繁に上場し,この戦略は大きく逆転します.
ゼロ市場価格の下落は,制御不能になる. 市場価格の下落は,制御不能になる.