/*backtest
start: 2021-05-1 00:00:00
end: 2021-05-28 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
args: [["OpType",1]]
*/
//各功能测试
exchange.SetContractType("swap") //合约设置
// exchange.SetCurrency("TRX_USDT");
// exchange.SetMarginLevel(20) //合约倍数设置
//exchange.IO("trade_margin")
//exchange.IO("currency", "STPT_USDT")
var account = _C(exchange.GetAccount) //帐户信息
var log_profit = 0
var log_profit_intervel = 1000 * 60 * 5
var symbol_list = [] //"1.5倍vol,kdj与ma多头" //index位置详解 0=>交易对 1=>价格精度 2=>量精度 3=>注释 4=>订单ID 5=>当前币种最大亏损 6=>..... 苦于数组严谨性。除了前面固定数据有用后面发生意外不影响？？？？
var symbol_list1 = [] //"3倍vol,当前涨幅4%或者vol5倍"
var symbol_list2 = [] //"三连涨"
var order_list = []
var num = 0 //记录补仓数量
var loss = 0.6
var loss_m = 0
if (_G("symbol")) {
symbol_list = _G("symbol")
order_list = _G("orderlist")
Log("上一次数据", symbol_list)
Log("上一次数据完成数据", order_list)
}
// 撤单函数
function CancelPendingOrders() {
Sleep(1000); // 休眠 1秒
var ret = false;
while (true) {
var orders = null;
// 持续获取未成交订单数组，如果返回异常，则继续获取
while (!(orders = exchange.GetOrders())) {
Sleep(1000); // 休眠 1秒
}
if (orders.length == 0) { // 如果订单数组为空
return ret; // 返回撤单状态
}
for (var j = 0; j < orders.length; j++) { // 遍历未成交订单数组
exchange.CancelOrder(orders[j].Id, orders[j]); // 依次取消未成交订单
ret = true;
if (j < (orders.length - 1)) {
Sleep(1000); // 休眠 1秒
}
}
}
}
function symbols() {
log_profit_intervel = 1000 * 60 * 5
if (Date.now() - log_profit > log_profit_intervel && !IsVirtual()) { //全部交易对
log_profit = Date.now()
var symbol = JSON.parse(HttpQuery("https://www.binance.com/fapi/v1/exchangeInfo"))
let symbol_all = []
symbol.symbols.forEach(function(v, k, arr) {
if (v.quoteAsset == "USDT" && v.contractType == "PERPETUAL") {
let str = v.symbol.split("USDT", 1)
str = str + "_USDT"
symbol_all.push([str, v.pricePrecision, v.quantityPrecision])
}
})
// exchange.SetCurrency("TRX_USDT"); //交易对设置
//exchange.SetPrecision(priceScale, amountScale) //精度设置
for (let i = 0; i < symbol_all.length; i++) {
if (symbol_list.length > 0) {
let flag = false
symbol_list.forEach(function(v, k, arr) {
// Log(v[0],symbol_all[i][0])
if (v[0] == symbol_all[i][0]) {
flag = true;
}
})
if (flag) {
continue;
}
}
exchange.SetCurrency(symbol_all[i][0])
// exchange.SetCurrency("DOGE_USDT")
exchange.SetPrecision(symbol_all[i][1], symbol_all[i][2])
let records = exchange.GetRecords(60 * 60 * 1)
let kdj = TA.KDJ(records, 9, 3, 3)
let ma7 = TA.EMA(records, 7)
let ma25 = TA.EMA(records, 25)
// let records1 = exchange.GetRecords(60 * 15)
// let kdj1 = TA.KDJ(records1, 9, 3, 3)
let len = records.length - 1
let rs = records[len]
let rs1 = records[len - 1] //上一条数据
// if ((rs.Close > rs.Open && rs.Volume > rs1.Volume * 1.5 && rs.Close / rs.Open > 1.04) || (rs.Close > rs.Open && rs.Volume > rs1.Volume * 2))
// if (rs.Close > rs.Open && _Cross(kdj[0], kdj[1]) > 0 && _Cross(kdj[0], kdj[1]) < 3 && rs.Close / rs.Low < 1.03 && _Cross(kdj1[0], kdj1[1]) > 0 && _Cross(kdj1[0], kdj1[1]) < 3)
if (rs.Close > rs.Open && rs.Volume > rs1.Volume * 1.5 && _Cross(kdj[0], kdj[1]) > 0 && _Cross(ma7, ma25) > 0) {
symbol_list.push([symbol_all[i][0], symbol_all[i][1], symbol_all[i][2], "多要求",0,0]) //加入数据保存
}
if ((rs.Close > rs.Open && rs.Volume > rs.Volume * 1.5 && rs.Close / rs.Open > 1.02) || (rs.Close > rs.Open && rs.Volume > rs1.Volume * 2)) {
symbol_list1.push([symbol_all[i][0], symbol_all[i][1], symbol_all[i][2]]) //加入数据保存
}
if (records[len - 2].Close > records[len - 2].Open && records[len - 1].Close > records[len - 1].Open && records[len].Close > records[len].Open) {
symbol_list.push([symbol_all[i][0], symbol_all[i][1], symbol_all[i][2], "三连涨",0,0]) //加入数据保存
}
Sleep(100)
}
Log("一般要求", symbol_list)
Log("可能大涨", symbol_list1)
// Log("三连涨", symbol_list2)
}
}
function main() {
var increase = [] //加仓设置
if (IsVirtual()) { //模拟盘需要，实盘自动忽略
symbol_list.push([exchange.GetCurrency(), priceScale, amountScale])
}
while (1) {
symbols()
// Log("开始", symbol_list)
if (symbol_list.length > 0 && 1 == 1) {
for (let i = 0; i < symbol_list.length; i++) {
//考虑直接买入
if (symbol_list[i][0] == "ADA_USDT" || symbol_list[i][0] == "BTCDOM_USDT") { //设置不想做的交易对
continue;
}
if (!IsVirtual()) {
exchange.SetCurrency(symbol_list[i][0]); //交易对设置
}
exchange.SetPrecision(symbol_list[i][1], symbol_list[i][2]) //精度设置
exchange.SetMarginLevel(MarginLevel) //合约倍数
let records = exchange.GetRecords(60 * 60 * 1)
let kdj = TA.KDJ(records, 9, 3, 3)
let account = exchange.GetAccount()
let position = _C(exchange.GetPosition) //持仓信息
let Amount = position[0] ? position[0].Amount : 0
let ticker = _C(exchange.GetTicker); // 获取 Tick 数据
let ma7 = TA.EMA(records, 7)
let ma25 = TA.EMA(records, 25)
let money = bet * MarginLevel //买入数量为 2U的商品
if (_N(money / ticker.Sell, symbol_list[i][2]) == 0) {
continue;
}
let orderid //下单后第一时间得到订单ID
let pos //临时获取持仓信息
// Log(symbol_list[i])
if (typeof(symbol_list[i][4]) != "undefined" && symbol_list[i][4] > 0 ) {
let exid = exchange.GetOrder(symbol_list[i][4])
if (exid && exid.Status) {
Log(symbol_list[i],"-----盈利------")
let id = symbol_list.splice(i, 1) //清除数据防止二次买入
Log(id[0])
id[0].push("盈利", "技术有限")
order_list.push(id[0])
CancelPendingOrders() //清理无效定单
if (IsVirtual()) { //模拟盘需要，实盘自动忽略
symbol_list.push([exchange.GetCurrency(), priceScale, amountScale])
}
}
}
if (!position[0] && _Cross(kdj[0], kdj[1]) > 0 && _Cross(ma7,ma25)>0) { //新开仓 _Cross(kdj[0], kdj[1]) < 4 &&
CancelPendingOrders() //清理无效定单
exchange.SetDirection("buy")
exchange.Buy(-1, money / ticker.Sell, symbol_list[i], "开仓价:", ticker.Last, "#ccff00")
Sleep(100)
CancelPendingOrders() //清理无效定单
pos = exchange.GetPosition()
if(pos[0]){
exchange.SetDirection("closebuy")
orderid = exchange.Sell(_N(pos[0].Price * 1.01,symbol_list[i][1]), pos[0].Amount, "预挂单111111111111111111", "持仓数量:", pos[0].Amount, "| 浮动亏盈:", pos[0].Profit, "| Margin:", pos[0].Margin, "| 现有资金:", account.Balance, "| 持仓均价:", pos[0].Price, "-------|", loss_m, symbol_list[i], "#0000ff")
if(orderid){symbol_list[i][4] = orderid}
}
} else if (position[0] && position[0].Profit > position[0].Margin * 0.2) { //盈利20%就清仓 实际就是1%的涨幅 此处为20倍
num = 0
loss = 0.6
exchange.SetDirection("closebuy")
exchange.Sell(-1, position[0].Amount, "盈利", position[0].Profit, symbol_list[i], ticker.Last)
CancelPendingOrders() //清理无效定单
if (!IsVirtual()) { //实盘需要
let id = symbol_list.splice(i, 1) //清除数据防止二次买入
Log(id[0])
id[0].push("盈利", position[0].Profit)
order_list.push(id[0])
}
} else if (position[0] && position[0].Margin / bet < 2.5 && position[0].Profit * -1 > position[0].Margin * 0.2) { //跌1%补一次
let nn = 0.2 //指数
if (position[0].Profit * -1 / position[0].Margin > 0.4) {
nn = position[0].Profit * -1 / position[0].Margin
Log(nn, "---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------")
}
if (_N(position[0].Amount * nn, symbol_list[i][2]) == 0) {
continue;
}
exchange.SetDirection("buy")
exchange.Buy(-1, position[0].Amount * nn, "补仓", ticker.Last, symbol_list[i], "持仓数量:", position[0].Amount, "| 浮动亏盈:", position[0].Profit, "| Margin:", position[0].Margin, "| 现有资金:", account.Balance, "| 持仓均价:", position[0].Price, "-------|", loss_m, symbol_list[i], "#0000ff")
Sleep(100)
CancelPendingOrders() //清理无效定单
pos = exchange.GetPosition()
exchange.SetDirection("closebuy")
orderid = exchange.Sell(_N(pos[0].Price * 1.01,symbol_list[i][1]), pos[0].Amount, "预挂单", "持仓数量:", pos[0].Amount, "| 浮动亏盈:", pos[0].Profit, "| Margin:", pos[0].Margin, "| 现有资金:", account.Balance, "| 持仓均价:", pos[0].Price, "-------|", loss_m, symbol_list[i], "#0000ff")
if(orderid){symbol_list[i][4] = orderid}
} else if (position[0] && position[0].Margin / bet >= 2.5 && position[0].Profit * -1 > position[0].Margin * 2) { //本金亏完在补一次
exchange.SetDirection("buy")
exchange.Buy(-1, position[0].Amount * 2, "补仓", ticker.Last, symbol_list[i], "持仓数量:", position[0].Amount, "| 浮动亏盈:", position[0].Profit, "| Margin:", position[0].Margin, "| 现有资金:", account.Balance, "| 持仓均价:", position[0].Price, "-------|", loss_m, symbol_list[i], "#0000ff")
Sleep(100)
CancelPendingOrders() //清理无效定单
pos = exchange.GetPosition()
exchange.SetDirection("closebuy")
orderid = exchange.Sell(_N(pos[0].Price * 1.01,symbol_list[i][1]), pos[0].Amount, "预挂单", "持仓数量:", pos[0].Amount, "| 浮动亏盈:", pos[0].Profit, "| Margin:", pos[0].Margin, "| 现有资金:", account.Balance, "| 持仓均价:", pos[0].Price, "-------|", loss_m, symbol_list[i], "#0000ff")
if(orderid){symbol_list[i][4] = orderid}
}
Sleep(300)
if (pos && pos[0] && 1==0) {
// Log(pos[0])
exchange.SetDirection("buy")
exchange.Buy(_N(pos[0].Price * 0.9,symbol_list[i][1]), pos[0].Amount * 2, "10%预购", "当前价格", ticker.Last, "持仓数量:", pos[0].Amount, "| 浮动亏盈:", pos[0].Profit, "| Margin:", pos[0].Margin, "| 现有资金:", account.Balance, "| 持仓均价:", pos[0].Price, "-------|", loss_m, symbol_list[i], "#ff0000")
}
if (position[0]) loss_m = position[0].Profit < loss_m ? position[0].Profit : loss_m
symbol_list[i][5] = loss_m
Sleep(300)
}
}
// Log("已经清算的数据",order_list)
// Log("结束", symbol_list)
_G("orderlist", order_list)
_G("symbol", symbol_list)
Sleep(1000 * 1)
// Log("辛辛苦苦过一轮")
let cmd = GetCommand()
if (cmd) {
Log(cmd)
let arr = cmd.split(":")
if (arr[0] == "要做空") {
dan = 100
} else if (arr[0] == "检查symbol_list") {
Log("没数据就是没有符合条件的", symbol_list)
} else if (arr[0] == "已经清算的数据") {
Log("已经清算的数据", order_list)
} else if (arr[0] == "清除持久数据数据") {
Log("已经清算的数据")
_G("symbol", null)
_G("orderlist", null)
_G(null)
}
}
}
}
sxj3388Bagaimana untuk menyelesaikan masalah dengan lebih banyak lawatan?
sxj3388Mudah berhenti secara automatik
sxj3388Bagaimana boleh jumlah saham dikuasai dua kali ganda daripada modal?
Pengemiscannot read property 'Price' of undefined at main 226 baris
PengemisAda masalah dengan bekalan ini.
xxs1xxs1Ini tidak selesai. Banyak perkara yang tidak difahami. Terutamanya tidak tahu bagaimana untuk mendapatkan semua keadaan pasaran semasa. Tidak tahu bagaimana untuk menguruskan semua kedudukan, hanya boleh membuat satu rundingan.
Putih kecilHi, kesesuaian ini tidak berfungsi?
xxs1xxs1Ini sebenarnya merupakan Martin, hanya untuk memastikan kawalan kedudukan tidak mati di jalan.
xxs1xxs1Hai? Kodnya ada di sini. Ada yang tidak faham?
PengemisHai, bagaimana untuk menghubungi anda?
xxs1xxs1https://www.fmz.com/strategy/315410 Beliau menulis satu buku yang boleh dibaca sekali sahaja. Mengikut hasil simpanan untuk memeriksa sama ada individu memerlukan simpanan tambahan atau simpanan bersih Ini akan mengurangkan pertanyaan yang tidak perlu.
xxs1xxs1Adakah ada sebab? Mungkin kerana ia melebihi jumlah lawatan maksimum tunggal; iaitu 2,400 lawatan setiap minit.
AtomTeman-teman, bolehkah anda tambahkan pautan?
xxs1xxs1Tambah if verifikasi. Maksudnya untuk mengesahkan sama ada kedudukan wujud. Penambahan ini adalah untuk mengelakkan terlalu banyak pasangan dagangan daripada wujud pada masa yang sama. Tidak boleh, saya tidak menemui masalah ini.
xxs1xxs1Yang ini anda ubah. Lakukan semua transaksi bersama. Kesannya lebih jelas. Jika boleh membuat perbandingan kenaikan dan penurunan semua pasangan dagangan; jika didapati kebanyakan jatuh; langkah kenaikan harga boleh dipertimbangkan lebih besar; contohnya, 20% permulaan langsung hanya diisi; Salah satu perubahan sebelum ini adalah untuk mengawal bahagian ini. Bolehkah anda menghantar satu kepada saya jika anda boleh?
Putih kecilTerima kasih kerana menerangkan, strategi yang hebat!
xxs1xxs1Percubaan ini berkesan. Jika diuji pada cakera sebenar; tidak memerlukan ketepatan tetapan, disediakan oleh platform