/*backtest
start: 2017-06-26 00:00:00
end: 2022-02-16 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"xxx_USDT"}]
*/
var symbols = ['ETH_Usdt', 'BCH_Usdt', 'XRP_Usdt', 'EOS', 'LTC', 'TRX', 'ETC', 'LINK', 'XLM', 'ADA', 'XMR', 'DASH', 'ZEC', 'XTZ', 'BNB', 'ATOM', 'ONT', 'IOTA', 'BAT', 'VET', 'NEO', 'QTUM', 'IOST']
var n =0.5 //初始下单数
var MarginLevel = 20//合约杠杆
var profit = 0.4 //期望收益 ，不能小于手续费
var bet=1//倍率
//取随机数
function sum(m, n) {
var num = Math.floor(Math.random() * (m - n) + n);
return num;
}
function main() {
exchange.SetContractType("swap")
exchange.SetMarginLevel(MarginLevel)
var position = []
while (true) {
position = exchange.GetPosition()
if (position.length == 0) {
//取随机数作为方向
var redom = sum(0, 2)
Log(redom)
if (redom == 0,1,2,3,4,5) {
n=0.5
exchange.SetDirection("sell")
exchange.Sell(-1, n, "开空")
}
if (redom == 5,6,7,8,9,10) {
n=0.5
exchange.SetDirection("buy")
exchange.Buy(-1, n, "开多")
}
if (redom == 0) {
n=0.5
exchange.SetDirection("sell")
exchange.Sell(-1, n, "开空")
}
if (redom == 1) {
n=0.5
exchange.SetDirection("buy")
exchange.Buy(-1, n, "开多")
}
}
if (position.length > 0) {
if (position[0].Type == 0) {
//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) {
n=0.5
exchange.SetDirection("buy")
exchange.Buy(-1, n, "多头")
}
}
//负盈利大于保证金 则加仓
if (position[0].Profit < position[0].Margin * -1) {
n=n*bet
exchange.SetDirection("buy")
exchange.Buy(-1, position[0].Amount=n)
}
}
if (position[0].Type == 1) {
if (position[0].Profit > profit) {
exchange.SetDirection("closesell")
exchange.Buy(-1, position[0].Amount)
let redom = Math.random()
if (redom > 0.5) {
n=0.5
exchange.SetDirection("sell")
exchange.Sell(-1, n, "空头")
}
}
if (position[0].Profit < position[0].Margin * -1) {
n=n*bet
exchange.SetDirection("sell")
exchange.Sell(-1, position[0].Amount=n)
}
}
Sleep(60000)
}
}
}
EvanTanda-tanda: arah adalah beli, order tidak sah jenis Jual
Awan ringanTuhan, tulislah JS yang banyak berdagang dengan Martin.