Rombongan untuk strategi pasaran, yang paling asas untuk strategi pasaran, beli satu jual satu, rombongan untuk rombongan, harga jual satu jual satu. Sebagai contoh, sekarang jual 1 adalah 60 beli 1 adalah 70, strategi ini akan berada di antara 65 dengan pesanan penuh di bawah 65 dan lebih daripada 65 dengan pesanan penuh kerana perlu menyesuaikan susun atur pesanan secara berterusan, sementara ini dipanggil pendekatan frekuensi tinggi. Nota: Ujian simulasi GetTicker dengan harga jual beli tetap adalah 1.6. Kesan sebenar memerlukan ujian rak sebenar
function adjustFloat(v) {
return Math.floor(v*100)/100;
}
function GetOrders() {
var orders = null;
while (!(orders = exchange.GetOrders())) {
Sleep(Interval);
}
return orders;
}
function GetAccount() {
var account;
while (!(account = exchange.GetAccount())) {
Sleep(Interval);
}
return account;
}
function GetTicker(e) {
if (typeof(e) == 'undefined') {
e = exchange;
}
var ticker;
while (!(ticker = e.GetTicker())) {
Sleep(Interval);
}
return ticker;
}
function updateProfit(accountInit, accountNow, ticker) {
var netNow = accountNow.Balance + accountNow.FrozenBalance + ((accountNow.Stocks + accountNow.FrozenStocks) * ticker.Buy);
var netInit = accountInit.Balance + accountInit.FrozenBalance + ((accountInit.Stocks + accountInit.FrozenStocks) * ticker.Buy);
LogProfit(adjustFloat(netNow - netInit));
}
var InitAccount = null;
var LastOrdersLength = null;
function onTick() {
var ticker = GetTicker();
var account = GetAccount();
var orders = GetOrders();
if (LastOrdersLength != null && LastOrdersLength != orders.length) {
updateProfit(InitAccount, account, ticker);
}
LastOrdersLength = orders.length;
var mid = adjustFloat(ticker.Buy + ((ticker.Sell - ticker.Buy) / 2));
var numBuy = parseInt(Math.min(MaxNets / 2 , (mid - ticker.Buy) / Step, account.Balance / ticker.Buy / Lot));
var numSell = parseInt(Math.min(MaxNets / 2, account.Stocks / Lot));
var num = Math.max(numBuy, numSell);
var ordersKeep = [];
var queue = [];
for (var i = 1; i < num; i++) {
var buyPrice = adjustFloat(mid - (i * Step));
var sellPrice = adjustFloat(mid + (i * Step));
var alreadyBuy = false;
var alreadySell = false;
for (j = 0; j < orders.length; j++) {
if (orders[j].Type == ORDER_TYPE_BUY) {
if (Math.abs(orders[j].Price - buyPrice) < (Step / 2)) {
alreadyBuy = true;
ordersKeep.push(orders[j].Id);
}
} else {
if (Math.abs(orders[j].Price - sellPrice) < (Step / 2)) {
alreadySell = true;
ordersKeep.push(orders[j].Id);
}
}
}
if ((!alreadyBuy) && (i < numBuy)) {
queue.push([buyPrice, ORDER_TYPE_BUY]);
}
if ((!alreadySell) && (i < numSell)) {
queue.push([sellPrice, ORDER_TYPE_SELL]);
}
}
for (var i = 0; i < orders.length; i++) {
var keep = false;
for (var j = 0; j < ordersKeep.length; j++) {
if (orders[i].Id == ordersKeep[j]) {
keep = true;
}
}
if (!keep) {
exchange.CancelOrder(orders[i].Id);
LastOrdersLength--;
}
}
for (var i = 0; i < queue.length; i++) {
if (queue[i][1] == ORDER_TYPE_BUY) {
exchange.Buy(queue[i][0], Lot);
} else {
exchange.Sell(queue[i][0], Lot);
}
LastOrdersLength++;
}
}
function main() {
if (DisableLog) {
EnableLog(false);
}
InitAccount = GetAccount();
Log(InitAccount);
LoopInterval = Math.max(LoopInterval, 1);
Lot = Math.max(MinStock, Lot);
while (true) {
onTick();
Sleep(LoopInterval * 1000);
}
}
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