Perkembangan teknologi yang lebih baik daripada teknologi yang lebih maju.
Nota:策略使用了交易模板类库
希望新手从此策略入门, 一步步学习编写策略, 并体验到模拟与真实环境对交易系统的影响
/*backtest start: 2019-01-01 00:00:00 end: 2019-07-01 00:00:00 period: 1d exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}] */ function main() { var STATE_IDLE = -1; var state = STATE_IDLE; var entryPrice = 0; var initAccount = _C(exchange.GetAccount); Log(initAccount); while (true) { if (state === STATE_IDLE) { var n = $.Cross(FastPeriod, SlowPeriod); if (Math.abs(n) >= EnterPeriod) { var account = _C(exchange.GetAccount); var ticker = _C(exchange.GetTicker); var obj = n > 0 ? $.Buy(_N(account.Balance * PositionRatio / ticker.Sell, 3)) : $.Sell(_N(account.Stocks * PositionRatio, 3)); if (obj) { opAmount = obj.amount; entryPrice = obj.price; state = n > 0 ? PD_LONG : PD_SHORT; Log("开仓详情", obj, "交叉周期", n); } } } else { var n = $.Cross(ExitFastPeriod, ExitSlowPeriod); var needCover = Math.abs(n) >= ExitPeriod && ((state === PD_LONG && n < 0) || (state === PD_SHORT && n > 0)); if (needCover) { Log("离市平仓"); } else { var ticker = _C(exchange.GetTicker); if (state === PD_LONG) { if (ticker.Buy < entryPrice*(1-StopLossRatio)) { needCover = true; Log("止损平仓"); } } else { if (ticker.Sell > entryPrice*(1+StopLossRatio)) { needCover = true; Log("止损平仓"); } } } if (needCover) { var nowAccount = _C(exchange.GetAccount); var obj = state === PD_LONG ? $.Sell(_N(nowAccount.Stocks - initAccount.Stocks, 3)) : $.Buy(_N(initAccount.Stocks - nowAccount.Stocks, 3)); state = STATE_IDLE; nowAccount = _C(exchange.GetAccount); LogProfit(nowAccount.Balance - initAccount.Balance, '钱:', nowAccount.Balance, '币:', nowAccount.Stocks, '平仓详情:', obj, "交叉周期", n); } } Sleep(Interval*1000); } }
jinxinxin163Apa itu perpustakaan templat urus niaga? Di mana anda boleh melihat maklumat berkaitan?
535346736Yang ini boleh digunakan.
BawangOrang tua hebat.
momoxUntuk menjadi kaya.
JunkoZero, ketua Weiwa