この戦略は学習用のみで,実用版では必ず爆破します!!!!!!!!!! ありがとうございました. シンプルなマーティンガー 原則として,負けたものは2倍にして, 期待した利益を得るまで負ける. 試用用なので,すべての下記は市販価格で,実盤は走っていません!
/*backtest
start: 2017-06-26 00:00:00
end: 2022-02-16 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
var m =LongAmount //初始下单数
var n = ShortAmount //初始下单数
var MarginLevel1 =MarginLevel //合约杠杆
var SetContractType1=SetContractType // 合约类型
var longprofit = profit //期望收益 ，多单不能小于手续费
var shortprofits = profits//期望收益 ，空单不能小于手续费
var longbet1 =longbet //开多倍率
var shortbet2=shortbet //开空倍率
StopProfit /=StopProfit ;
StopLoss /=StopLoss ;
//取随机数
function sum(m, n) {
var num = Math.floor(Math.random() * (m - n) + n);
return num;
}
function main(){
while(true){
LogProfit(exchange.GetAccount().Balance)
Sleep(2000)
}
}
function main() {
exchange.SetContractType(SetContractType1)
exchange.SetMarginLevel(MarginLevel1)
var position = []
while (true) {
position = exchange.GetPosition()
if (position.length == 0) {
//取随机数0、1作为方向
var redom = sum(2, 0)
Log(redom)
redom=0==short //做空
if (redom == 0) {
n=ShortAmount
exchange.SetDirection("sell")
exchange.Sell(-1, n, "开空")
}
redom=1==long //做多
if (redom == 1) {
m=LongAmount
exchange.SetDirection("buy")
exchange.Buy(-1, m, "开多")
}
}
if (position.length > 0) {
if (position[0].Type == 0) {
//多头盈利大于期望
if (position[0].Profit >profit) {
exchange.SetDirection("closebuy")
exchange.Sell(-1, position[0].Amount)
let redom = Math.random()
if (redom < 0.5) {
m=LongAmount
exchange.SetDirection("buy")
exchange.Buy(-1, m, "平多头开多头头寸")
}
}
//多头负盈利大于保证金 则加仓
if (position[0].Profit <position[0].Margin * -1) {
longbet1=longbet
m=m*longbet
exchange.SetDirection("buy")
exchange.Buy(-1, position[0].Amount=m)
}
}
//空头盈利大于期望
if (position[0].Type == 1) {
if (position[0].Profit > profits) {
exchange.SetDirection("closesell")
exchange.Buy(-1, position[0].Amount)
let redom = Math.random()
if (redom > 0.5) {
n=ShortAmount
exchange.SetDirection("sell")
exchange.Sell(-1, n, "平空头开空头头寸")
}
}
//空头负盈利大于保证金 则加仓
if (position[0].Profit <position[0].Margin * -1 ) {
shortbet2=shortbet
n=n*shortbet
exchange.SetDirection("sell")
exchange.Sell(-1, position[0].Amount=n)
}
}
Sleep(60000)
}
}
}
745098522期待した利益はどのように計算されますか?