Sumber dimuat naik... memuat...

MyLanguage Doc

Penulis:Pencipta Kuantiti - Impian Kecil, Dicipta: 2022-06-30 18:24:06, Dikemas kini: 2024-02-06 17:36:19

[TOC]

MyLanguage Doc

MyLanguage adalah bahasa perdagangan berprogram yang serasi dan dipertingkatkan dengan MyLanguage. MyLanguage FMZ Quant akan menjalani pemeriksaan sintaks yang ketat. Sebagai contoh, apabila menggunakan peningkatan bahasa untuk menyematkan kod bahasa JavaScript, karakter ruang tambahan selepas%%Operator akan menyebabkan kesilapan dilaporkan.

  • Arahan asas

    • ## Kontrak

    Kontrak Cryptocurrency

    Kontrak Cryptocurrency

    this_week     cryptocurrency futures contract this week
    next_week     cryptocurrency futures contract next week
    month         cryptocurrency futures contract month
    quarter       cryptocurrency futures contract quarter
    next_quarter  cryptocurrency futures contract next quarter
    third_quarter cryptocurrency futures contract third quarter
    last_quarter  contract last quarter
    
    
    XBTUSD        BITMEX perpetual contract
    swap          cryptocurrency futures perpetual contracts other than BITMEX exchange
    
    
    For details, please refer to the exchange.SetContractType() function section of the JavaScript/Python/C++ documentation
    

    MyLanguage Doc

    • ## Peralihan

    Variabel adalah ruang yang dibuka dalam memori komputer untuk menyimpan data.

    buka pembolehubah pertama

    // assign 1 to variable a
    a:=1;
    

    DalamMyLanguage, ia mudah untuk membezakan daridata volume:

    1. Data bernilai tunggal: Hanya ada satu nilai, seperti:0, 1, 'abc'.
    2. Data urutan: urutan data yang terdiri daripada sekumpulan data bernilai tunggal, seperti:Close(harga penutupan), di manaClosemengandungi harga penutupann periods. [ 10.1 , 10.2 , 10.3 , 10.4 , 10.5 ...]

    Membezakan dari jenis pembolehubah

    1. Jenis rentetan: ia mesti dibungkus dengan `'', jenis rentetan tidak dibenarkan untuk digunakan secara langsung, dan ia perlu output ke pandangan dengan fungsi.
    INFO(CLSOE>OPEN,'OK!');
    
    1. Jenis nilai: termasuk bilangan bulat, nombor koma terapung (desimal).
    // integer
    int:=2;
    
    
    // decimal
    float:=3.1;
    
    1. Jenis Boolean, menggunakan 1 (untuk benar) atau 0 (untuk palsu): 1, 0, benar atau palsu. Contohnya:A:=1>0;Selepas kod ini dijalankan, nilaiAialah 1.
    // The closing price of the current period is greater than -999, you will find that the return value of each period is 1, which means true, because the closing price is almost impossible to be negative.
    is_true:=Close>-999;
    
    1. Peralihan global
    VARIABLE:VALUE1:10;     // Declare a global variable, assign the value 10, and execute it only once.
    

    Perhatikan bahawa apabila backtesting:

    VARIABLE:NX:0;    // The initial global variable NX is 0
    NX..NX+1;         // Accumulate 1 each time
    INFO(1,NX);       // Print NX every time
    

    Pada mulanya,INFOcetakan pernyataan101Mungkin tidak.0Pada mulanya? Sebabnya ialah terdapat 100 garis K awal dalam backtest, dan 100 garis K telah dijalankan, yang telah terkumpul 100 kali. Harga sebenar bergantung kepada berapa banyak K-line yang diperoleh pada mulanya.

    • ### Peraturan penamaan

    Dalam kebanyakan sistem, penamaan pembolehubah tidak membenarkan penggunaan sistem kata-kata terhad (nama pembolehubah terbina dalam, nama fungsi).Close, CDi samping itu, nombor murni atau nombor utama tidak dibenarkan. Akhirnya, ia tidak dibenarkan menjadi sangat panjang, dan sistem yang berbeza mempunyai sekatan panjang yang berbeza. Pada hakikatnya, anda tidak perlu risau tentang kecekapan sistem arus perdana s parsing Cina. Saya percaya bahawa MyLanguage sangat mesra kepada Cina. Untuk pengaturcara yang berpengalaman, disyorkan agar anda menggunakan dua peraturan penamaan berikut:

     1. Chinese name
    
      // elegant output
      5-day moving average:=MA(C,5);
    
     2. English + underline
    
      // Output
      move_avg_5:=MA(C,5);
    

    Jika anda lebih suka bahasa Inggeris, cuba untuk membuat makna pembolehubah anda yang mudah difahami.A1, AAA, BBB.... Percayalah, apabila anda mengkaji semula kod penunjuk anda dalam beberapa hari, anda akan sangat malang kerana kehilangan ingatan.

    Oleh itu, mula sekarang, gunakan MyLanguage sepenuhnya! Saya berharap ia boleh menjadi alat yang kuat untuk analisis dan membuat keputusan anda.

    • ## Jenis Data

    Jenis data adalah konsep asas. Apabila kita menetapkan data yang jelas kepada pembolehubah secara bertulis, pembolehubah juga menjadi jenis data itu sendiri.

    • 1. Jenis Nilai:
      1.2.3.1.1234.2.23456 ...
    
    • 2. Jenis rentetan:
      '1' .'2' .'3' ,String types must be wrapped with ''
    
    • Data urutan:
      A collection of data consisting of a series of single-valued data
    
    • 4. Jenis Boolean (Boolean):

    Penggunaan1mewakilitruedan0untukfalse.

    Contoh

      // declare a variable of value type
      var_int := 1;
      // Declare a variable for sequence data
      var_arr := Close;
      // The string type cannot be declared alone, it needs to be combined with the function
      INFO(C>O, 'positive line');
    
    • ## Operator

    Operasi dan pengiraan yang digunakan untuk melaksanakan kod penunjuk hanyalah simbol yang terlibat dalam operasi.

    • ### Operator Tugas

    untuk menetapkan nilai kepada pembolehubah

     - 1. `:`
    
    
    ```:```, represents assignment and output to the graph (subgraph).
    
    
    ```
    Close1:Close;      // Assign Close to the variable Close1 and output to the figure
    ```
    
     - 2. `:=`
    
    
    ```:=```, represents assignment, but is not output to the graph (main graph, sub graph...), nor is it displayed in the status bar table.
    
    
    ```
    Close2:=Close;     // Assign Close to the variable Close2
    ```
    
     - 3. `^^`
    
    
    ```^^```, Two ```^``` symbols represent assignment, assign values to variables and output to the graph (main graph).
    
    
    ```
    lastPrice^^C;
    ```
    
     - 4. `..`
    
    
    ```..```, two ```.``` symbols represent assignment, assign values to variables and display variable names and values in the chart, but do not draw pictures to the chart (main picture, sub-picture...).
    
    
    ```
    openPrice..O
    ```
    
    • ### Operator hubungan

    Operator relasional adalah operator binari yang digunakan dalam ungkapan bersyarat untuk menentukan hubungan antara dua data.

    Nilai pulangan: Jenis Boolean, sama adatrue(1) ataufalse(0).

     - 1. more than```>```
    
    
    ```
    // Assign the operation result of 2>1 to the rv1 variable, at this time rv1=1
    rv1:=2>1;
    ```
    
     - 2. less than```<```
    
    
    ```
    // Returns false, which is 0, because 2 is greater than 1
    rv3:=2<1;
    ```
    
     - 3. more than or equal to```>=```
    
    
    ```
    x:=Close;
    // Assign the result of the operation that the closing price is more than or equal to 10 to the variable rv2
    // Remark that since close is a sequence of data, when close>=10 is performed, the operation is performed in each period, so each period will have a return value of 1 and 0
    rv2:=Close>=10;
    ```
    
     - 4. less than or equal to```<=```
    
    
    ```
    omitted here
    ```
    
     - 5. equal to```=```
    
    
    ```
    A:=O=C;     // Determine whether the opening price is equal to the closing price.
    ```
    
     - 6. Not equal to```<>```
    
    
    ```
    1<>2       // To determine whether 1 is not equal to 2, the return value is 1 (true)
    ```
    
    • ### Operator Logik

    Nilai pulangan: Jenis Boolean, sama adatrue(1) ataufalse(0).

     1. The logical and ```&&```, can be replaced by ```and```, and the left and right sides of the and connection must be established at the same time.
    
      // Determine whether cond_a, cond_b, cond_c are established at the same time
      cond_a:=2>1;
      cond_b:=4>3;
      cond_c:=6>5;
      cond_a && cond_b and cond_c;    // The return value is 1, established
    
     2. Logical or ```||```, you can use ```or``` to replace the left and right sides of the or link, one side is true (true), the whole is true (return value true).
    
      cond_a:=1>2;
      cond_b:=4>3;
      cond_c:=5>6;
      cond_a || cond_b or cond_c;    // The return value is 1, established
    
     3. ```()``` operator, the expression in parentheses will be evaluated first.
    
      1>2 AND (2>3 OR 3<5)    // The result of the operation is false
      1>2 AND 2>3 OR 3<5      // The result of the operation is true
    
    • ### Operator aritmatika
      Return value: numeric type
    

    Operator aritmatika adalah operator aritmatika. Ia adalah simbol untuk melengkapkan operasi aritmatika asas (operator aritmatika), yang merupakan simbol yang digunakan untuk memproses empat operasi aritmatika.

     - **plus +**
    
    
    ```
    A:=1+1;      // return 2
    ```
    
     - **minus -**
    
    
    ```
    A:=2-1;      // return 1
    ```
    
     - **multiply \**
    ```
    A:=2*2;      // return 4
    ```
    
     - **divide /**
    
    
    ```
    A:=4/2;      // return 2
    ```
    
    • Fungsi

      • ### Fungsi

    Dalam dunia pengaturcaraan, fungsi adalah sekeping kod yang melaksanakan fungsi tertentu.

      function(param1,param2,...)
    
     - Composition:
    
    
    Function name (parameter1, parameter2, ...), may have no parameters or have multiple parameters. For example, ```MA(x,n);``` means to return to the simple moving average of ```x``` within ```n``` periods. Among them, ```MA()``` is a function, ```x``` and ```n``` are the parameters of the function.
    
    
    When using a function, we need to understand the basic definition of the function, that is, what data can be obtained by calling the function. Generally speaking, functions have parameters. When we pass in parameters, we need to ensure that the incoming data type is consistent. At this stage, the code hinting function of most IDEs is very imperfect. There is a data type of the parameter given, which brings some trouble to our use, and ```MA(x,n);``` is interpreted as:
    
    
    ```
    Return to simple moving average
    Usage:
    AVG:=MA(X,N): N-day simple moving average of X, algorithm (X1+X2+X3+...+Xn)/N, N supports variables
    ```
    
    
    This is very unfriendly to beginners, but next, we will dissect the function thoroughly, trying to find a quick way to learn and use the function.
    
    • ### Mengembalikan nilai

    Untuk belajar fungsi dengan cepat, kita perlu memahami konsep pertama, ia dipanggil return value, Kembali, seperti namanya, bermaksud kembali kembali; Nilai mewakili nilai tertentu, maka makna nilai pulangan adalah: data yang boleh diperoleh.

      // Because it will be used in the following code, the variable return_value is used to receive and save the return value of function()
      // retrun_value := function(param1,param2);
      // For example:
      AVG:=MA(C,10);     // AVG is retrun_value, function is MA function, param1 parameter: C is the closing price sequence data, param2 parameter: 10.
    
    • ### Parameter

    Kedua, konsep penting kedua fungsi adalah parameter, dan nilai pulangan yang berbeza boleh diperolehi dengan lulus dalam parameter yang berbeza.

      // The variable ma5 receives the 5-day moving average of closing prices
      ma5:=MA(C,5);
      // The variable ma10 receives the 10-day moving average of closing prices
      ma10:=MA(C,10);
    

    Parameter pertamaXdaripada pembolehubah di atasma5, ma10adalahC(harga penutupan), sebenarnya,Cadalah juga fungsi (mengembalikan urutan harga penutupan dari pembukaan kepada sekarang), tetapi ia tidak mempunyai parameter.MA()fungsi yang kita mahu mendapatkan purata bergerak harga penutupan untuk beberapa hari. fungsi menjadi lebih fleksibel untuk digunakan melalui parameter.

    • Bagaimana untuk belajar

      • 1. Pertama, kita perlu memahami apa fungsi lakukan, iaitu, apa data fungsi ini boleh kembali kepada kita.
      • 2. perkara terakhir adalah untuk memahami jenis nilai balik. selepas semua, kita menggunakan fungsi untuk mendapatkan nilai balik.
      • 3. Di samping itu, kita perlu tahu jenis data parameterMA(x,n), jika anda tidak tahu jenis data parameterx, n, ia tidak akan dapat mendapatkan nilai pulangan dengan betul.

    Dalam pengenalan dan penggunaan fungsi berikut, ikuti tiga prinsip di atas.

    • Peningkatan bahasa

      • MyLanguagedanJavaScriptpengaturcaraan campuran bahasa
      %%
      // This can call any API quantified of FMZ
      scope.TEST = function(obj) {
          return obj.val * 100;
      }
      %%
      Closing price: C;
      Closing price magnified 100 times: TEST(C);
      The last closing price is magnified by 100 times: TEST(REF(C, 1)); // When the mouse moves to the K-line of the backtest, the variable value will be prompted
    
     - ```scope```object
    
    
    The ```scope``` object can add attributes and assign anonymous functions to attributes, and the anonymous function referenced by this attribute can be called in the code part of MyLanguage.
    
     - ```scope.getRefs(obj)```function
    
    
    In ```JavaScript``` code block, call the ```scope.getRefs(obj)``` function to return the data of the passed in ```obj``` object.
    
    
    The ```JavaScript``` code wrapped with the following ```%% %%``` will get the ```C``` passed in when the ```TEST(C)``` function in MyLanguage code is called Close price.
    The ```scope.getRefs``` function will return all the closing prices of this K-line data. Because of the use of ```throw "stop"``` to interrupt the program, the variable ```arr``` contains the closing price of the first bar only. You can try to delete ```throw "stop"```, it will execute the ```return``` at the end of the ```JavaScript``` code, and return all closing price data.
    
    
    ```
    %%
    scope.TEST = function(obj){
        var arr = scope.getRefs(obj)
        Log("arr:", arr)
        throw "stop"
        return
    }
    %%
    TEST(C);
    ```
    
     - scope.bars
    
    
    Access all K-line bars in the ``JavaScript`` code block.
    
    
    The ```TEST``` function returns a value. 1 is a negative line and 0 is a positive line.
    
    
    ```
    %%
    scope.TEST = function(){
        var bars = scope.bars
        return bars[bars.length - 1].Open > bars[bars.length - 1].Close ? 1 : 0    // Only numeric values can be returned
    }
    %%
    arr:TEST;                                                                      
    ```
    
    
    ```
    # Attention:
    # An anonymous function received by TEST, the return value must be a numeric value.
    # If the anonymous function has no parameters, it will result in an error when calling TEST, writing VAR:=TEST; and writing VAR:=TEST(); directly.
    # TEST in scope.TEST must be uppercase.
    ```
    
     - scope.bar
    
    
    In the ```JavaScript``` code block, access the current bar.
    
    
    Calculate the average of the high opening and low closing prices.
    
    
    ```
    %%
    scope.TEST = function(){
        var bar = scope.bar
        var ret = (bar.Open + bar.Close + bar.High + bar.Low) / 4
        return ret
    }
    %%
    avg^^TEST;
    ```
    
     - scope.depth
    
    
    Access to market depth data (order book).
    
    
    ```
    %%
    scope.TEST = function(){
        Log(scope.depth)
        throw "stop"             // After printing the depth data once, throw an exception and pause
    }
    %%
    TEST;
    ```
    
     - scope.symbol
    
    
    Get the name string of current trading pair.
    
    
    ```
    %%
    scope.TEST = function(){
        Log(scope.symbol)
        throw "stop"
    }
    %%
    TEST;
    ```
    
     - scope.barPos
    
    
    Get the Bar position of the K-line.
    
    
    ```
    %%
    scope.TEST = function(){
        Log(scope.barPos)
        throw "stop"
    }
    %%
    TEST;
    ```
    
     - scope.get\_locals('name')
    
    
    This function is used to get the variables in the code section of MyLanguage.
    
    
    ```
    V:10;
    %%
    scope.TEST = function(obj){
        return scope.get_locals('V')
    }
    %%
    GET_V:TEST(C);
    ```
    
    
    ```
    # Attention:
    # If a variable cannot calculate the data due to insufficient periods, call the scope.get_locals function in the JavaScript code at this time
    # When getting this variable, an error will be reported: line:XX - undefined locals A variable name is undefined
    ```
    
     - scope.canTrade
    
    
    The ```canTrade``` attribute marks whether the current bar can be traded (whether the current Bar is the last one)
    
    
    For example, judging that the market data is printed when the strategy is in a state where the order can be traded
    ```
    %%
    scope.LOGTICKER = function() {
        if(exchange.IO("status") && scope.canTrade){
            var ticker = exchange.GetTicker();
            if(ticker){
                Log("ticker:", ticker);
                return ticker.Last;
            }
        }
    }
    %%
    LASTPRICE..LOGTICKER;
    ```
    
    • Contoh aplikasi:

      %%
      scope.TEST = function(a){
        if (a.val) {
            throw "stop"
        }    
      }
      %%
      O>C,BK;
      C>O,SP;
      TEST(ISLASTSP);
      

      Hentikan strategi selepas membuka dan menutup kedudukan sekali.

    • Rujukan berbilang tempoh

      Sistem akan memilih tempoh garis K asas yang sesuai secara automatik, dan menggunakan data tempoh garis K asas ini untuk mensintesis semua data garis K rujukan untuk memastikan ketepatan data.

      • Penggunaan:#EXPORT formula_name ... #ENDJika formula tidak dihitung hanya untuk mendapatkan data dari tempoh yang berbeza, anda juga boleh menulis formula kosong.

    Rumus kosong ialah:

      #EXPORT TEST 
      NOP;
      #END           // end
    
    • Penggunaan:#IMPORT [MIN,period,formula name] AS variable valueDapatkan pelbagai data tempoh yang ditetapkan (harga penutupan, harga pembukaan, dan lain-lain, yang diperoleh oleh nilai pembolehubah).

    PeraturanMINdalamIMPORTPerintah bermaksudtahap minit.MyLanguage dari platform FMZ Quant, dan hanyaMINtahap yang disokong dalamIMPORTPerintah. Tempoh bukan standard kini disokong. Sebagai contoh, anda boleh menggunakan#IMPORT [MIN, 240, TEST] AS VAR240untuk mengimport data seperti tempoh 240 minit (4 jam) K-line.

    Contoh kod:

      // This code demonstrates how to reference formulas of different periods in the same code
      // #EXPORT extended grammar, ending with #END marked as a formula, you can declare multiple
      #EXPORT TEST 
      Mean value 1: EMA(C, 20);
      Mean value 2: EMA(C, 10);
      #END // end
    
    
      #IMPORT [MIN,15,TEST] AS VAR15 // Quoting the formula, the K-line period takes 15 minutes
      #IMPORT [MIN,30,TEST] AS VAR30 // Quoting the formula, the K-line period takes 30 minutes
      CROSSUP(VAR15.Mean value is 1, VAR30.Mean value is 1),BPK;
      CROSSDOWN(VAR15.Mean value is 2, VAR30.Mean value is 2),SPK;
      The highest price in fifteen minutes:VAR15.HIGH;
      The highest price in thirty minutes:VAR30.HIGH;
      AUTOFILTER;
    
    • Perlu berhati-hati apabila menggunakanREF, LLV, HHVdan arahan lain untuk merujuk data apabila merujuk data dalam beberapa tempoh.
      (*backtest
      start: 2021-08-05 00:00:00
      end: 2021-08-05 00:15:00
      period: 1m
      basePeriod: 1m
      exchanges: [{"eid":"Futures_OKCoin","currency":"ETH_USD"}]
      args: [["TradeAmount",100,126961],["ContractType","swap",126961]]
      *)      
    
    
      %%
      scope.PRINTTIME = function() {
          var bars = scope.bars;
          return _D(bars[bars.length - 1].Time);
      }
      %%
      BARTIME:PRINTTIME;      
    
    
      #EXPORT TEST 
      REF1C:REF(C,1);
      REF1L:REF(L,1);
      #END // end      
    
    
      #IMPORT [MIN,5,TEST] AS MIN5
      INFO(1, 'C:', C, 'MIN5.REF1C:', MIN5.REF1C, 'REF(MIN5.C, 1):', REF(MIN5.C, 1), 'Trigger BAR time:', BARTIME, '#FF0000');
      INFO(1, 'L:', L, 'MIN5.REF1L:', MIN5.REF1L, 'REF(MIN5.L, 1):', REF(MIN5.L, 1), 'Trigger BAR time:', BARTIME, '#32CD32');
      AUTOFILTER;
    

    Membandingkan perbezaan antaraMIN5.REF1CdanREF(MIN5.C, 1),kita boleh mencari:

      ```REF(MIN5.C, 1)``` is the K -line period of the current model (the above code backtest period is set to 1 minute, i.e. ```period: 1m``), the closing price of the 5-minute period where the penultimate BAR is located at the current moment.
      These two definitions are differentiated, and they can be used as needed.
    
    - ## Mode Description
    
     - ### Signal filtering model of one opening and one leveling
    
    
      In the model, the ```AUTOFILTER``` function is written to control and realize the signal filtering of one opening and one closing. When there are multiple opening signals that meet the conditions, the first signal is taken as the valid signal, and the same signal on the K-line will be filtered out.
    
    
      Instructions supported by filtering model: BK, BP, BPK, SK, SP, SPK, CLOSEOUT, etc. Instructions with lot numbers such as BK(5) are not supported.
    
    
      For example
    

    MA1: MA(CLOSE,5); MA2: MA(KELAS,10); CROSSUP(C,MA1),BK; CROSSUP(MA1,MA2),BK; C>BKPRICE+10

    
    
    

    Pengertian: Seperti dalam contoh di atas, apabila AUTOFILTER tidak ditetapkan, baris ketiga BK, baris keempat BK dan baris kelima SP dicetuskan secara berurutan, dan setiap K-line mencetuskan isyarat sekali.
    Jika AUTOFILTER ditetapkan, selepas mencetuskan BK, hanya SP yang dicetuskan, isyarat BK yang lain diabaikan, dan setiap garis K mencetuskan isyarat sekali.

    
     - ### Increase and decrease position model
    
    
      The ```AUTOFILTER``` function is not written in the model, allowing continuous opening signals or continuous closing signals, which can increase and decrease positions.
    
    
      Supported instructions: BK(N), BP(N), SK(N), SP(N), CLOSEOUT, BPK(N), SPK(N), open and close orders without lot size are not supported.
      (1)Instruction grouping is supported.
      (2)When multiple instruction conditions are satisfied at the same time, the signals are executed in the order in which the conditional statements are written.
      For example:
    
    
    

    MA1: MA(CLOSE,5); MA2: MA(KELAS,10); CROSSUP(C,MA1),BK(1); CROSSUP(MA1,MA2),BK(1); C>BKPRICE+10

    
    
      Use ```TRADE\_AGAIN```
      It is possible to make the same command line, multiple signals in succession.
    
    
    

    Pengertian: Contoh di atas dijalankan satu demi satu, dan isyarat selepas pelaksanaan tidak lagi dicetuskan. Set semula status model selepas menutup kedudukan. Garis K mencetuskan isyarat sekali.

    
     - ### Model with one K-line and one signal
    
    
      Regardless of whether the K-line is finished, the signal is calculated in real-time orders, that is, the K-line is placed before the order is completed; the K-line is reviewed at the end. If the position direction does not match the signal direction at the end of the K-line, the position will be automatically synchronized.
    
    
      For example:
    

    MA1: MA(CLOSE,5); MA2: MA ((CLOSE,10); CROSSUP(MA1,MA2),BPK; //Rata-rata bergerak 5 tempoh melintasi ke atas, dan rata-rata bergerak 10 tempoh pergi panjang. CROSSDOWN(MA1,MA2),SPK; //Rata-rata bergerak 5 tempoh melintasi ke bawah, dan rata-rata bergerak 10 tempoh menjadi pendek. Autofilter;

    
     - ### A model of multiple signals on one K-line
    
    
      The model uses ```multsig``` to control and implement multiple signals from one K-line.
    
    
      Regardless of whether the K-line is finished, the signal is calculated in real-time.
    
    
      The signal is not reviewed, there is no signal disappearance, and the direction of the signal is always consistent with the direction of the position.
    
    
      If multiple signal conditions are met in one K-line, it can be executed repeatedly.
    
    
    

    Contohnya: MA1: MA(CLOSE,5); MA2: MA(KELAS,10); CROSSUP(MA1,MA2),BK; C>BKPRICE+10

    
    
      ```MULTSIG``` can execute multiple command lines within one K-line.
      A command line is only signaled once.
    

    O,BK; // Syarat-syarat ini semua boleh dilaksanakan dalam K-garis Bar, tetapi hanya satu isyarat setiap baris 10+O,BK; // Strategi ditambah TRADE_AGAIN(10; ia boleh membuat beberapa isyarat setiap baris 20+O,BK; 40+O,BK; MULTSIG ((1,1,10);

    
    
      Supplement:
      1.The model of adding and reducing positions, two ways of one signal and one K-line: placing an order at the closing price and placing an order at the order price, are both supported.
      2.The model of adding and reducing positions also supports ordering of multiple signals from one K-line.
      The model of adding and reducing positions, write the ```multsig``` function to realize multiple additions or multiple reductions on one K-line.
    
    - ## Execution mode
    
    
    ![MyLanguage Doc](/upload/asset/28d0c387f293478294600.png)
    
     - ### Bar model
    
    
      The Bar model refers to the model that is executed after the current BAR is completed, and the trading is executed when the next BAR starts.
    
     - ### Tick model
    
    
      The Tick model means that the model is executed once for each price movement and trades immediately when there is a signal.
      The Tick model ignores the previous day's signal (the previous day's signal is executed immediately on the same day), and the Tick model focuses only on the current market data to determine whether the signal is triggered.
    
    - ## Chart display
    
     - ### Additional indicators for main chart
    
    
      > Use operator ```^^```, set indicators are displayed on the main chart while assigning values to variables.
    
    
    

    MA60^^MA(C, 60); // Hitung penunjuk purata dengan parameter 60

    
    
      ![MyLanguage Doc](/upload/asset/168d6ee1bbb8c7c9be63.png)
    
     - ### Additional Indicators for sub-chart
    
    
      Use operator ```:```, set indicators are displayed on the sub-chart while assigning values to variables.
    
    
    

    ATR:MA(MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)),26); // Tugaskan nilai kepada pembolehubah ATR, simbol : diikuti dengan formula untuk mengira ATR

    
    
      ![MyLanguage Doc](/upload/asset/7b032733df1539ff923b539b1dea72d0.png)
    
    
      If you don't want it to be displayed on the main or subchart, use the "..." operator.
    
    
    

    MA60..MA(C, 60); // Hitung penunjuk purata dengan parameter 60

    
    
      You can use ```DOT``` and ```COLORRED``` to set the line type and color of the line, etc., in line with the habits of users familiar with the MyLanguage.
    
    - ## Common problems
    
    
    > Introduce the **problems** commonly encountered in the process of writing indicators, usually the points that need to be paid attention to when writing (continuously added).
    
     - Remark the semicolon ```;``` at the end.
     - Remark that system keywords cannot be declared as variables.
     - Remark that the string uses **single quotes**, for example: the string ```'Open position'```.
    
     - ### Remark 
    
    
      Annotation
    
         - ```// The Remark content ``` (input method can be typed in both Chinese and English) means that the code is not compiled during the execution process, that is, the content after ```//``` is not executed. Usually we use it to mark the meaning of the code, when it is convenient for code review, it can be quickly understood and recalled.
    
         - ```{ Remark content }```Block Remark.
    
    
        ```
        A:=MA(C,10);
        {The previous line of code is to calculate the moving average.}
        ```
    
         - ```(* Remark content *)```Block Remark.
    
    
        ```
        A:=MA(C,10);
        (*The previous line of code is to calculate the moving average.*)
        ```
    
     - ### Input
    
    
      When writing code, because the input method is often switched between Chinese and English, resulting in symbol errors. The common errors are as follows: colon ```:```, terminator ```;```, comma ```, ```, brackets ```()```, etc. These characters in different states of Chinese and English need attention.
    
    
      > If you use Sogou, Baidu, or Bing input methods, you can quickly switch between Chinese and English by pressing the ```shift``` key once.
    
     - ### Error-prone logic
    
         1. At least, not less than, not less than: the corresponding relational operator ```>=```.
         2. Up to, at most, no more than: the corresponding relational operator ```<=```.
    
     - ### Strategy launch synchronization
    
    
      In the futures strategy, if there is a manually opened position before the strategy robot starts, when the robot starts, it will detect the position information and synchronize it to the actual position status.
      In the strategy, you can use the ```SP```, ```BP```, ```CLOSEOUT``` commands to close the position.
    
    
    

    Peratusan jika (!scope.init) { var ticker = pertukaran.GetTicker(); pertukaran.Beli ((ticker.Sell+10, 1); scope.init = benar; { C: $ 00FFFF } Peratusan C>0, CLOSEOUT; `

    • ### Posisi dua hala tidak disokong

    MyLanguage tidak menyokong kontrak yang sama dengan kedua-dua kedudukan panjang dan pendek.

  • Petikan data K-line

    • ## Terbuka

    Dapatkan harga pembukaan carta K-line.

    Harga pembukaan

    Fungsi: OPEN, singkatan O

    Parameter: tiada

    Penjelasan: Mengembalikan harga pembukaan periode ini

    Data urutan

    OPEN gets the opening price of the K-line chart.
    
    
    Remark:
    1.It can be abbreviated as O.
    
    
    Example 1:
    OO:=O;           //Define OO as the opening price; Remark that the difference between O and 0.
    Example 2:
    NN:=BARSLAST(DATE<>REF(DATE,1));
    OO:=REF(O,NN);   //Take the opening price of the day
    Example 3:
    MA5:=MA(O,5);    //Define the 5-period moving average of the opening price (O is short for OPEN).
    
    • ## Tinggi

    Dapatkan harga tertinggi pada carta K-line.

    Harga tertinggi

    Fungsi: HIGH, singkatan H

    Parameter: tiada

    Penjelasan: Kembalikan harga tertinggi untuk tempoh ini

    Data urutan

    HIGH achieved the highest price on the K-line chart.
    
    
    Remark:
    1.It can be abbreviated as H.
    
    
    Example 1:
    HH:=H;         // Define HH as the highest price
    Example 2:
    HH:=HHV(H,5);  // Take the maximum value of the highest price in 5 periods
    Example 3:
    REF(H,1);      // Take the highest price of the previous K-line
    
    • ## rendah

    Dapatkan harga terendah pada carta K-line.

    Harga terendah

    Fungsi: LOW, disingkat L

    Parameter: tiada

    Penjelasan: Kembalikan harga terendah untuk tempoh ini

    Data urutan

    LOW gets the lowest price on the K-line chart.
    
    
    Remark:
    1.It can be abbreviated as L.
    
    
    Example 1:
    LL:=L;            // Define LL as the lowest price
    Example 2:
    LL:=LLV(L,5);     // Get the minimum value of the lowest price in 5 periods
    Example 3:
    REF(L,1);         // Get the lowest price of the previous K-line
    
    • ## DENGAN

    Dapatkan harga penutupan carta K-line.

    Harga penutupan

    Fungsi: CLOSE, disingkat sebagai C

    Parameter: tiada

    Penjelasan: Mengembalikan harga penutupan periode ini

    Data urutan

    CLOSE Get the closing price of the K-line chart
    
    
    Remarks:
    1.Obtain the latest price when the intraday K-line has not finished.
    2.It can be abbreviated as C.
    
    
    Example 1:
    A:=CLOSE;          //Define the variable A as the closing price (A is the latest price when the intraday K-line has not finished)
    Example 2:
    MA5:=MA(C,5);      //Define the 5-period moving average of the closing price (C is short for CLOSE)
    Example 3:
    A:=REF(C,1);       //Get the closing price of the previous K-line
    
    • ## VOL

    Dapatkan jumlah dagangan carta garis K.

    Volume dagangan

    Fungsi: VOL, disingkat sebagai V

    Parameter: tiada

    Penjelasan: Mengembalikan jumlah dagangan periode ini

    Data urutan

    VOL obtains the trading volume of the K-line chart.
    
    
    Remarks:
     It can be abbreviated as V.
    The return value of this function on the current TICK is the cumulative value of all TICK trading volume on that day.
    
    
    Example 1:
    VV:=V;       // Define VV as the trading volume
    Example 2:
    REF(V,1);    // Indicates the trading volume of the previous period
    Example 3:
    V>=REF(V,1); // The trading volume is greater than the trading volume of the previous period, indicating that the trading volume has increased (V is the abbreviation of VOL)
    
    • ## OPI

    Ambil kedudukan keseluruhan semasa di pasaran niaga hadapan (kontrak).

    OpenInterest:OPI;
    
    • ## REF

    Pengutipan ke hadapan.

    Reference the value of X before N periods.
    
    
    Remarks:
    1.When N is a valid value, but the current number of K-lines is less than N, returns null;
    2.Return the current X value when N is 0;
    3.Return a null value when N is null.
    4.N can be a variable.
    
    
    Example 1:
    REF(CLOSE,5);Indicate the closing price of the 5th period before the current period is referenced
    Example 2:
    AA:=IFELSE(BARSBK>=1,REF(C,BARSBK),C);//Take the closing price of the K-line of the latest position opening signal
    // 1)When the BK signal is sent, the bar BARSBK returns null, then the current K-line REF(C, BARSBK) that sends out the BK signal returns null;
    // 2)When the BK signal is sent out, the K-line BARSBK returns null, and if BARSBK>=1 is not satisfied, it is the closing price of the K-line.
    // 3)The K-line BARSBK after the BK signal is sent, returns the number of periods from the current K-line between the K-line for purchasing and opening a position, REF(C,BARSBK)
    Return the closing price of the opening K-line.
    // 4)Example: three K-lines: 1, 2, and 3, 1 K-line is the current K-line of the position opening signal, then returns the closing price of the current K-line, 2, 3
    The K-line returns the closing price of the 1 K-line.
    
    • ## UNIT

    Dapatkan unit perdagangan kontrak data.

    Get the trading unit of the data contract.
    Usage:
    UNIT takes the trading unit of the loaded data contract.
    

    Spot mata wang kripto

    Nilai UNIT ialah 1.

    Masa hadapan mata wang kripto

    Nilai UNIT berkaitan dengan mata wang kontrak.

    OKEX futures currency standard contracts: 1 contract for BTC represents $100, 1 contract for other currencies represents $10
    
    • ## MINPRICE

    Harga variasi minimum kontrak data.

    Take the minimum variation price of the data contract.
    Usage:
    MINPRICE; Take the minimum variation price of the loaded data contract.
    
    • ## MINPRICE1

    Harga variasi minimum kontrak perdagangan.

    Take the minimum variation price of a trading contract.
    Usage:
    MINPRICE1; Take the minimum variation price of a trading contract.
    
  • Fungsi masa

    • ## BARPOS

    Ambil kedudukan garis K.

    BARPOS, Returns the number of periods from the first K-line to the current one.
    
    
    Remarks:
    1.BARPOS returns the number of locally available K-line, counting from the data that exists on the local machine.
    2.The return value of the first K-line existing in this machine is 1.
    
    
    Example 1:LLV(L,BARPOS);        // Find the minimum value of locally available data.
    
    
    Example 2:IFELSE(BARPOS=1,H,0); // The current K-line is the first K-line that already exists in this machine, and it takes the highest value, otherwise it takes 0.
    
    • ## DAYBARPOS

    DAYBARPOS K-line BAR semasa adalah K-line BAR hari ini.

    • ## PERIOD

    Nilai tempoh adalah bilangan minit.

    1, 3, 5, 15, 30, 60, 1440
    
    • ## Tarikh

    TarikhFungsi DATE, Dapatkan tahun, bulan, dan hari tempoh sejak 1900.

    Example 1:
    AA..DATE;                  // The value of AA at the time of testing is 220218, which means February 18, 2022
    
    • ## Masa

    Masa untuk mengambil K-line.

    TIME, the time of taking the K-line.
    
    
    Remarks:
    1.The function returns in real time in the intraday, and returns the starting time of the K-line after the K-line is completed.
    2.This function returns the exchange data reception time, which is the exchange time.
    3.The TIME function returns a six-digit form when used on a second period, namely: HHMMSS, and displays a four-digit form on other periods, namely: HHMM.
    4.The TIME function can only be loaded in periods less than the daily period, and the return value of the function is always 1500 in the daily period and periods above the daily period.
     5. It requires attention when use the TIME function to close a position at the end of the day
    (1).It is recommended to set the time for closing positions at the end of the market to the time that can actually be obtained from the return value of the K-line (for example: the return time of the last K-line in the 5-minute period of the thread index is 1455, and the closing time at the end of the market is set to TIME>=1458, CLOSEOUT; the signal of closing the position at the end of the market cannot appear in the effect test)
    (2).If the TIME function is used as the condition for closing the position at the end of the day, it is recommended that the opening conditions should also have a corresponding time limit (for example, if the condition for closing the position at the end of the day is set to TIME>=1458, CLOSEOUT; then the condition TIME needs to be added to the corresponding opening conditions. <1458; avoid re-opening after closing)
    
    
    Example 1:
    C>O&&TIME<1450,BK;
    C<O&&TIME<1450,SK;
    TIME>=1450,SP;
    TIME>=1450,BP;
    AUTOFILTER;
    // Close the position after 14:50.
    Example 2:
    ISLASTSK=0&&C>O&&TIME>=0915,SK;
    
    • ## Tahun

    Year.

    YEAR, year of acquisition.
    
    
    Remark:
    The value range of YEAR is 1970-2033.
    
    
    Example 1:
    N:=BARSLAST(YEAR<>REF(YEAR,1))+1;
    HH:=REF(HHV(H,N),N);
    LL:=REF(LLV(L,N),N);
    OO:=REF(VALUEWHEN(N=1,O),N);
    CC:=REF(C,N);                               // Take the highest price, lowest price, opening price, and closing price of the previous year
    Example 2:
    NN:=IFELSE(YEAR>=2000 AND MONTH>=1,0,1);
    
    • ## Bulan

    Ambil bulan ini.

    MONTH, returns the month of a period.
    
    
    Remark:
    The value range of MONTH is 1-12.
    
    
    Example 1:
    VALUEWHEN(MONTH=3&&DAY=1,C);                // Take its closing price when the K-line date is March 1
    Example 2:
    C>=VALUEWHEN(MONTH<REF(MONTH,1),O),SP;
    
    • ## Hari

    Dapatkan bilangan hari dalam tempoh

    DAY, returns the number of days in a period.
    
    
    Remark:
    The value range of DAY is 1-31.
    
    
    Example 1:
    DAY=3&&TIME=0915,BK;                      // 3 days from the same day, at 9:15, buy it
    Example 2:
    N:=BARSLAST(DATE<>REF(DATE,1))+1;
    CC:=IFELSE(DAY=1,VALUEWHEN(N=1,O),0);      // When the date is 1, the opening price is taken, otherwise the value is 0
    
    • ## jam

    Hour.

    HOUR, returns the number of hours in a period.
    
    
    Remark:
    The value range of HOUR is 0-23
    
    
    Example 1:
    HOUR=10;                                   // The return value is 1 on the K-line at 10:00, and the return value on the remaining K-lines is 0
    
    • ## MINUT

    Minute.

    MINUTE, returns the number of minutes in a period.
    
    
    Remarks:
    1: The value range of MINUTE is 0-59
    2: This function can only be loaded in the minute period, and returns the number of minutes when the K-line starts.
    Example 1:
    MINUTE=0;                                 // The return value of the minute K-line at the hour is 1, and the return value of the other K-lines is 0
    Example 2:
    TIME>1400&&MINUTE=50,SP;                   // Sell and close the position at 14:50
    
    • ## HARI minggu

    Dapatkan nombor minggu ini.

    WEEKDAY, get the number of the week.
    
    
    Remark:
    1: The value range of WEEKDAY is 0-6. (Sunday ~ Saturday)
    
    
    Example 1:
    N:=BARSLAST(MONTH<>REF(MONTH,1))+1;
    COUNT(WEEKDAY=5,N)=3&&TIME>=1450,BP;
    COUNT(WEEKDAY=5,N)=3&&TIME>=1450,SP;
    AUTOFILTER;                               // Automatically close positions at the end of the monthly delivery day
    Example 2:
    C>VALUEWHEN(WEEKDAY<REF(WEEKDAY,1),O)+10,BK;
    AUTOFILTER;
    
  • Fungsi penilaian logik

    • ## BARSTATUS

    Kembalikan status kedudukan untuk tempoh semasa.

    BARSTATUS returns the position status for the current period.
    
    
    Remark:
    The function returns 1 to indicate that the current period is the first period, returns 2 to indicate that it is the last period, and returns 0 to indicate that the current period is in the middle.
    
    
    Example:
    A:=IFELSE(BARSTATUS=1,H,0);              // If the current K-line is the first period, variable A returns the highest value of the K-line, otherwise it takes 0
    
    • ## Antara

    Between.

    BETWEEN(X,Y,Z) indicates whether X is between Y and Z, returns 1 (Yes) if established, otherwise returns 0 (No).
    
    
    Remark:
    1.The function returns 1(Yse) if X=Y, X=Z, or X=Y and Y=Z.
    
    
    Example 1:
    BETWEEN(CLOSE,MA5,MA10);                // It indicates that the closing price is between the 5-day moving average and the 10-day moving average
    
    • ## BARSLASTCOUNT

    BARSLASTCOUNT(COND) mengira bilangan tempoh berturut-turut yang memenuhi syarat, mengira ke hadapan dari tempoh semasa.

    Remark:
     1. The return value is the number of consecutive non zero periods calculated from the current period
     2. the first time the condition is established when the return value of the current K-line BARSLASTCOUNT(COND) is 1
    
    
    Example:
    BARSLASTCOUNT(CLOSE>OPEN);
    //Calculate the number of consecutive positive periods within the current K-line
    
    • ## CROSS

    Fungsi silang.

    CROSS(A,B) means that A crosses B from bottom to top, and returns 1 (Yes) if established, otherwise returns 0 (No)
    
    
    Remark:
    1.To meet the conditions for crossing, the previous k-line must satisfy A<=B, and when the current K-line satisfies A>B, it is considered to be crossing.
    
    
    Example 1:
    CROSS(CLOSE,MA(CLOSE,5));              // Indicates that the closing line crosses the 5-period moving average from below
    
    • ## Rintisan

    Crossdown

    CROSSDOWN(A,B): indicates that when A passes through B from top to bottom, it returns 1 (Yes) if it is established, otherwise it returns 0 (No)
    
    
    Remark:
    1.CROSSDOWN(A,B) is equivalent to CROSS(B,A), and CROSSDOWN(A,B) is easier to understand
    
    
    Example 1:
    MA5:=MA(C,5);
    MA10:=MA(C,10);
    CROSSDOWN(MA5,MA10),SK;               // MA5 crosses down MA10 to sell and open a position
    // CROSSDOWN(MA5,MA10),SK; Same meaning as CROSSDOWN(MA5,MA10)=1,SK;
    
    • ## CROSSUP

    Crossup.

    CROSSUP(A,B) means that when A crosses B from the bottom up, it returns 1 (Yes) if it is established, otherwise it returns 0 (No)
    
    
    Remark:
    1.CROSSUP(A,B) is equivalent to CROSS(A,B), and CROSSUP(A,B) is easier to understand.
    
    
    Example 1:
    MA5:=MA(C,5);
    MA10:=MA(C,10);
    CROSSUP(MA5,MA10),BK;                 // MA5 crosses MA10, buy open positions
    // CROSSUP(MA5,MA10),BK;与CROSSUP(MA5,MA10)=1,BK; express the same meaning
    
    • ## Semua

    Tentukan sama ada ia sentiasa dipenuhi.

    EVERY(COND,N), Determine whether the COND condition is always satisfied within N periods. The return value of the function is 1 if it is satisfied, and 0 if it is not satisfied.
    
    
    Remarks:
    1.N contains the current K-line.
    2.If N is a valid value, but there are not so many K-lines in front, or N is a null value, it means that the condition is not satisfied, and the function returns a value of 0.
    3.N can be a variable.
    
    
    Example 1:
    EVERY(CLOSE>OPEN,5);                // Indicates that it has been a positive line for 5 periods
    Example 2:
    MA5:=MA(C,5);                       // Define a 5-period moving average
    MA10:=MA(C,10);                     // Define a 10-period moving average
    EVERY(MA5>MA10,4),BK;               // If MA5 is greater than MA10 within 4 periods, then buy the open position
    // EVERY(MA5>MA10,4),BK; has the same meaning as EVERY(MA5>MA10,4)=1,BK;
    
    • ## wujud

    Tentukan sama ada terdapat kepuasan.

    EXIST(COND, N) judges whether there is a condition that satisfies COND within N periods.
    
    
    Remarks:
    1.N contains the current K-line.
    2.N can be a variable.
    3.If N is a valid value, but there are not so many K-lines in front, it is calculated according to the actual number of periods.
    
    
    Example 1:
    EXIST(CLOSE>REF(HIGH,1),10);     // Indicates whether there is a closing price greater than the highest price of the previous period in 10 periods, returns 1 if it exists, and returns 0 if it does not exist
    Example 2:
    N:=BARSLAST(DATE<>REF(DATE,1))+1;
    EXIST(C>MA(C,5),N);              // Indicates whether there is a K-line that satisfies the closing price greater than the 5-period moving average on the day, returns 1 if it exists, returns 0 if it does not exist
    
    • ## Jika

    Fungsi keadaan.

    IF(COND,A,B)Returns A if the COND condition is true, otherwise returns B.
    
    
    Remarks:
    1.COND is a judgment condition; A and B can be conditions or values.
    2.This function supports the variable circular reference to the previous period's own variable, that is, supports the following writing Y: IF(CON,X,REF(Y,1)).
    Example 1:
    IF(ISUP,H,L);                   // The K-line is the positive line, the highest price is taken, otherwise the lowest price is taken
    Example 2:
    A:=IF(MA5>MA10,CROSS(DIFF,DEA),IF(CROSS(D,K),2,0));     // When MA5>MA10, check whether it satisfies the DIFF and pass through DEA, otherwise (MA5 is not greater than MA10), when K and D are dead fork, let A be assigned a value of 2, if none of the above conditions are met, A is assigned a value of 0
    A=1,BPK;                                                // When MA5>MA10, the condition for opening a long position is to cross DEA above the DIFF
    A=2,SPK;                                                // When MA5 is not greater than MA10, use K and D dead forks as the conditions for opening short positions
    
    • ## IFELSE

    Fungsi keadaan.

    ` IFELSE(COND,A,B) Mengembalikan A jika syarat COND adalah benar, jika tidak, mengembalikan B.

    Nota: 1.COND adalah keadaan penilaian; A dan B boleh menjadi keadaan atau nilai. 2.Fungsi ini menyokong rujukan bulatan pembolehubah kepada pembolehubah masa sebelumnya, iaitu menyokong tulisan berikut Y: IFELSE ((CON,X,REF ((Y,1)); Contoh 1: IFELSE ((ISUP,H,L); // Garis K adalah garis positif, harga tertinggi diambil, jika tidak harga terendah diambil Contoh 2: A:=IFELSE(MA5>MA10,CROSS(DIFF,DEA),IFELSE(CROSS(D,K,2,0)); // Apabila MA5>MA10, periksa sama ada ia memenuhi DIFF dan lulus melalui DEA, jika tidak (MA5 tidak lebih besar daripada MA10), apabila K dan D adalah garpu mati, biar A diberikan nilai 2, jika tiada syarat di atas dipenuhi, A diberikan nilai 0 A=1,BPK; // Apabila MA5>MA10, syarat untuk membuka kedudukan panjang adalah untuk melintasi DEA di atas DIFF A=2,SPK; // Apabila MA5 tidak lebih besar daripada MA10, menggunakan K dan D garpu mati sebagai conditio


Kandungan berkaitan

Lebih lanjut