Grid boleh menyesuaikan arah Beli dan jual dahulu: Grid akan menggantung invois dari harga awal ke bawah, setiap selang pembayaran. Perbezaan harga grid. Parameter ini, jumlah invois yang digantung adalah "bilangan tunggal", cukup untuk digantung. Jumlah total invois grid. Beli sebelum dijual: Operasi adalah sebaliknya.
Risiko terbesar strategi adalah pasaran sepihak, dengan turun naik harga di luar jangkauan grid.
Grid dengan fungsi penghentian automatik dan bergerak
function hasOrder(orders, orderId) {
for (var i = 0; i < orders.length; i++) {
if (orders[i].Id == orderId) {
return true;
}
}
return false;
}
function cancelPending() {
var ret = false;
while (true) {
if (ret) {
Sleep(Interval);
}
var orders = _C(exchange.GetOrders);
if (orders.length == 0) {
break;
}
for (var j = 0; j < orders.length; j++) {
exchange.CancelOrder(orders[j].Id, orders[j]);
ret = true;
}
}
return ret;
}
function valuesToString(values, pos) {
var result = '';
if (typeof(pos) === 'undefined') {
pos = 0;
}
for (var i = pos; i < values.length; i++) {
if (i > pos) {
result += ' ';
}
if (values[i] === null) {
result += 'null';
} else if (typeof(values[i]) == 'undefined') {
result += 'undefined';
} else {
switch (values[i].constructor.name) {
case 'Date':
case 'Number':
case 'String':
case 'Function':
result += values[i].toString();
break;
default:
result += JSON.stringify(values[i]);
break;
}
}
}
return result;
}
function Trader() {
var vId = 0;
var orderBooks = [];
var hisBooks = [];
var orderBooksLen = 0;
this.Buy = function(price, amount, extra) {
if (typeof(extra) === 'undefined') {
extra = '';
} else {
extra = valuesToString(arguments, 2);
}
vId++;
var orderId = "V" + vId;
orderBooks[orderId] = {
Type: ORDER_TYPE_BUY,
Status: ORDER_STATE_PENDING,
Id: 0,
Price: price,
Amount: amount,
Extra: extra
};
orderBooksLen++;
return orderId;
};
this.Sell = function(price, amount, extra) {
if (typeof(extra) === 'undefined') {
extra = '';
} else {
extra = valuesToString(arguments, 2);
}
vId++;
var orderId = "V" + vId;
orderBooks[orderId] = {
Type: ORDER_TYPE_SELL,
Status: ORDER_STATE_PENDING,
Id: 0,
Price: price,
Amount: amount,
Extra: extra
};
orderBooksLen++;
return orderId;
};
this.GetOrders = function() {
var orders = _C(exchange.GetOrders);
for (orderId in orderBooks) {
var order = orderBooks[orderId];
if (order.Status !== ORDER_STATE_PENDING) {
continue;
}
var found = false;
for (var i = 0; i < orders.length; i++) {
if (orders[i].Id == order.Id) {
found = true;
break;
}
}
if (!found) {
orders.push(orderBooks[orderId]);
}
}
return orders;
}
this.GetOrder = function(orderId) {
if (orderId && orderId.toString().indexOf("V") != 0) {
return exchange.GetOrder(orderId);
}
if (typeof(hisBooks[orderId]) !== 'undefined') {
return hisBooks[orderId];
}
if (typeof(orderBooks[orderId]) !== 'undefined') {
return orderBooks[orderId];
}
return null;
};
this.Len = function() {
return orderBooksLen;
};
this.RealLen = function() {
var n = 0;
for (orderId in orderBooks) {
if (orderBooks[orderId].Id > 0) {
n++;
}
}
return n;
};
this.Poll = function(ticker, priceDiff) {
var orders = _C(exchange.GetOrders);
for (orderId in orderBooks) {
var order = orderBooks[orderId];
if (order.Id > 0) {
var found = false;
for (var i = 0; i < orders.length; i++) {
if (order.Id == orders[i].Id) {
found = true;
}
}
if (!found) {
order.Status = ORDER_STATE_CLOSED;
hisBooks[orderId] = order;
delete(orderBooks[orderId]);
orderBooksLen--;
continue;
}
}
var diff = _N(order.Type == ORDER_TYPE_BUY ? (ticker.Buy - order.Price) : (order.Price - ticker.Sell));
var pfn = order.Type == ORDER_TYPE_BUY ? exchange.Buy : exchange.Sell;
if (order.Id == 0 && diff <= priceDiff) {
var realId = pfn(order.Price, order.Amount, order.Extra + "(距离: " + diff + (order.Type == ORDER_TYPE_BUY ? (" 买一: " + ticker.Buy) : (" 卖一: " + ticker.Sell))+")");
if (realId) {
order.Id = realId;
}
} else if (order.Id > 0 && diff > (priceDiff + 1)) {
var ok = true;
do {
ok = true;
exchange.CancelOrder(order.Id, "不必要的" + (order.Type == ORDER_TYPE_BUY ? "买单" : "卖单"), "委托价:", order.Price, "量:", order.Amount, ", 距离:", diff, order.Type == ORDER_TYPE_BUY ? ("买一: " + ticker.Buy) : ("卖一: " + ticker.Sell));
Sleep(200);
orders = _C(exchange.GetOrders);
for (var i = 0; i < orders.length; i++) {
if (orders[i].Id == order.Id) {
ok = false;
}
}
} while (!ok);
order.Id = 0;
}
}
};
}
function balanceAccount(orgAccount, initAccount) {
cancelPending();
var nowAccount = _C(exchange.GetAccount);
var slidePrice = 0.2;
var ok = true;
while (true) {
var diff = _N(nowAccount.Stocks - initAccount.Stocks);
if (Math.abs(diff) < MinStock) {
break;
}
var depth = _C(exchange.GetDepth);
var books = diff > 0 ? depth.Bids : depth.Asks;
var n = 0;
var price = 0;
for (var i = 0; i < books.length; i++) {
n += books[i].Amount;
if (n >= Math.abs(diff)) {
price = books[i].Price;
break;
}
}
var pfn = diff > 0 ? exchange.Sell : exchange.Buy;
var amount = Math.abs(diff);
var price = diff > 0 ? (price - slidePrice) : (price + slidePrice);
Log("开始平衡", (diff > 0 ? "卖出" : "买入"), amount, "个币");
if (diff > 0) {
amount = Math.min(nowAccount.Stocks, amount);
} else {
amount = Math.min(nowAccount.Balance / price, amount);
}
if (amount < MinStock) {
Log("资金不足, 无法平衡到初始状态");
ok = false;
break;
}
pfn(price, amount);
Sleep(1000);
cancelPending();
nowAccount = _C(exchange.GetAccount);
}
if (ok) {
LogProfit(_N(nowAccount.Balance - orgAccount.Balance));
Log("平衡完成", nowAccount);
}
}
var STATE_WAIT_OPEN = 0;
var STATE_WAIT_COVER = 1;
var STATE_WAIT_CLOSE = 2;
var ProfitCount = 0;
var BuyFirst = true;
var IsSupportGetOrder = true;
var LastBusy = 0;
function setBusy() {
LastBusy = new Date();
}
function isTimeout() {
if (MaxIdle <= 0) {
return false;
}
var now = new Date();
if (((now.getTime() - LastBusy.getTime()) / 1000) >= MaxIdle) {
LastBusy = now;
return true;
}
return false;
}
function onexit() {
if (CancelAllWS) {
Log("正在退出, 尝试取消所有挂单");
cancelPending();
}
Log("策略成功停止");
Log(_C(exchange.GetAccount));
}
function fishing(orgAccount, fishCount) {
setBusy();
var account = _C(exchange.GetAccount);
Log(account);
var InitAccount = account;
var ticker = _C(exchange.GetTicker);
var amount = _N(AmountOnce);
var amountB = [amount];
var amountS = [amount];
if (typeof(AmountType) !== 'undefined' && AmountType == 1) {
for (var idx = 0; idx < AllNum; idx++) {
amountB[idx] = BAmountOnce;
amountS[idx] = SAmountOnce;
}
} else {
for (var idx = 1; idx < AllNum; idx++) {
switch (AmountCoefficient[0]) {
case '+':
amountB[idx] = amountB[idx - 1] + parseFloat(AmountCoefficient.substring(1));
break;
case '-':
amountB[idx] = amountB[idx - 1] - parseFloat(AmountCoefficient.substring(1));
break;
case '*':
amountB[idx] = amountB[idx - 1] * parseFloat(AmountCoefficient.substring(1));
break;
case '/':
amountB[idx] = amountB[idx - 1] / parseFloat(AmountCoefficient.substring(1));
break;
}
amountB[idx] = _N(amountB[idx], AmountDot);
amountS[idx] = amountB[idx];
}
}
if (FirstPriceAuto) {
FirstPrice = BuyFirst ? _N(ticker.Buy - PriceGrid, Precision) : _N(ticker.Sell + PriceGrid, Precision);
}
// Initialize fish table
var fishTable = {};
var uuidTable = {};
var needStocks = 0;
var needMoney = 0;
var actualNeedMoney = 0;
var actualNeedStocks = 0;
var notEnough = false;
var canNum = 0;
for (var idx = 0; idx < AllNum; idx++) {
var price = _N((BuyFirst ? FirstPrice - (idx * PriceGrid) : FirstPrice + (idx * PriceGrid)), Precision);
needStocks += amountS[idx];
needMoney += price * amountB[idx];
if (BuyFirst) {
if (_N(needMoney) <= _N(account.Balance)) {
actualNeedMondy = needMoney;
actualNeedStocks = needStocks;
canNum++;
} else {
notEnough = true;
}
} else {
if (_N(needStocks) <= _N(account.Stocks)) {
actualNeedMondy = needMoney;
actualNeedStocks = needStocks;
canNum++;
} else {
notEnough = true;
}
}
fishTable[idx] = STATE_WAIT_OPEN;
uuidTable[idx] = -1;
}
if (!EnableAccountCheck && (canNum < AllNum)) {
Log("警告, 当前资金只可做", canNum, "个网格, 全网共需", (BuyFirst ? needMoney : needStocks), "请保持资金充足");
canNum = AllNum;
}
if (BuyFirst) {
if (EnableProtectDiff && (FirstPrice - ticker.Sell) > ProtectDiff) {
throw "首次买入价比市场卖1价高" + _N(FirstPrice - ticker.Sell, Precision) + ' 元';
} else if (EnableAccountCheck && account.Balance < _N(needMoney)) {
if (fishCount == 1) {
throw "资金不足, 需要" + _N(needMoney) + "元";
} else {
Log("资金不足, 需要", _N(needMoney), "元, 程序只做", canNum, "个网格 #ff0000");
}
} else {
Log('预计动用资金: ', _N(needMoney), "元");
}
} else {
if (EnableProtectDiff && (ticker.Buy - FirstPrice) > ProtectDiff) {
throw "首次卖出价比市场买1价高 " + _N(ticker.Buy - FirstPrice, Precision) + ' 元';
} else if (EnableAccountCheck && account.Stocks < _N(needStocks)) {
if (fishCount == 1) {
throw "币数不足, 需要 " + _N(needStocks) + " 个币";
} else {
Log("资金不足, 需要", _N(needStocks), "个币, 程序只做", canNum, "个网格 #ff0000");
}
} else {
Log('预计动用币数: ', _N(needStocks), "个, 约", _N(needMoney), "元");
}
}
var trader = new Trader();
var OpenFunc = BuyFirst ? exchange.Buy : exchange.Sell;
var CoverFunc = BuyFirst ? exchange.Sell : exchange.Buy;
if (EnableDynamic) {
OpenFunc = BuyFirst ? trader.Buy : trader.Sell;
CoverFunc = BuyFirst ? trader.Sell : trader.Buy;
}
var ts = new Date();
var preMsg = "";
var profitMax = 0;
while (true) {
var now = new Date();
var table = null;
if (now.getTime() - ts.getTime() > 5000) {
if (typeof(GetCommand) == 'function' && GetCommand() == "收网") {
Log("开始执行命令进行收网操作");
balanceAccount(orgAccount, InitAccount);
return false;
}
ts = now;
var nowAccount = _C(exchange.GetAccount);
var ticker = _C(exchange.GetTicker);
if (EnableDynamic) {
trader.Poll(ticker, DynamicMax);
}
var amount_diff = (nowAccount.Stocks + nowAccount.FrozenStocks) - (InitAccount.Stocks + InitAccount.FrozenStocks);
var money_diff = (nowAccount.Balance + nowAccount.FrozenBalance) - (InitAccount.Balance + InitAccount.FrozenBalance);
var floatProfit = _N(money_diff + (amount_diff * ticker.Last));
var floatProfitAll = _N((nowAccount.Balance + nowAccount.FrozenBalance - orgAccount.Balance - orgAccount.FrozenBalance) + ((nowAccount.Stocks + nowAccount.FrozenStocks - orgAccount.Stocks - orgAccount.FrozenStocks) * ticker.Last));
var isHold = Math.abs(amount_diff) >= MinStock;
if (isHold) {
setBusy();
}
profitMax = Math.max(floatProfit, profitMax);
if (EnableAccountCheck && EnableStopLoss) {
if ((profitMax - floatProfit) >= StopLoss) {
Log("当前浮动盈亏", floatProfit, "利润最高点: ", profitMax, "开始止损");
balanceAccount(orgAccount, InitAccount);
if (StopLossMode == 0) {
throw "止损退出";
} else {
return true;
}
}
}
if (EnableAccountCheck && EnableStopWin) {
if (floatProfit > StopWin) {
Log("当前浮动盈亏", floatProfit, "开始止盈");
balanceAccount(orgAccount, InitAccount);
if (StopWinMode == 0) {
throw "止盈退出";
} else {
return true;
}
}
}
var distance = 0;
if (EnableAccountCheck && AutoMove) {
if (BuyFirst) {
distance = ticker.Last - FirstPrice;
} else {
distance = FirstPrice - ticker.Last;
}
var refish = false;
if (!isHold && isTimeout()) {
Log("空仓过久, 开始移动网格");
refish = true;
}
if (distance > MaxDistance) {
Log("价格超出网格区间过多, 开始移动网格, 当前距离: ", _N(distance, Precision), "当前价格:", ticker.Last);
refish = true;
}
if (refish) {
balanceAccount(orgAccount, InitAccount);
return true;
}
}
var holdDirection, holdAmount = "--",
holdPrice = "--";
if (isHold) {
if (RestoreProfit && ProfitAsOrg) {
if (BuyFirst) {
money_diff += LastProfit;
} else {
money_diff -= LastProfit;
}
}
holdAmount = amount_diff;
holdPrice = (-money_diff) / amount_diff;
if (!BuyFirst) {
holdAmount = -amount_diff;
holdPrice = (money_diff) / -amount_diff;
}
holdAmount = _N(holdAmount, 4);
holdPrice = _N(holdPrice, Precision);
holdDirection = BuyFirst ? "多" : "空";
} else {
holdDirection = "--";
}
table = {
type: 'table',
title: '运行状态',
cols: ['动用资金', '持有仓位', '持仓大小', '持仓均价', '总浮动盈亏', '当前网格盈亏', '撒网次数', '网格偏移', '真实委托', '最新币价'],
rows: [
[_N(actualNeedMondy, 4), holdDirection, holdAmount, holdPrice, _N(floatProfitAll, 4) + ' ( ' + _N(floatProfitAll * 100 / actualNeedMondy, 4) + ' % )', floatProfit, fishCount, (AutoMove && distance > 0) ? ((BuyFirst ? "向上" : "向下") + "偏离: " + _N(distance) + " 元") : "--", trader.RealLen(), ticker.Last]
]
};
}
var orders = _C(trader.GetOrders);
if (table) {
if (!EnableDynamic) {
table.rows[0][8] = orders.length;
}
LogStatus('`' + JSON.stringify(table) + '`');
}
for (var idx = 0; idx < canNum; idx++) {
var openPrice = _N((BuyFirst ? FirstPrice - (idx * PriceGrid) : FirstPrice + (idx * PriceGrid)), Precision);
var coverPrice = _N((BuyFirst ? openPrice + PriceDiff : openPrice - PriceDiff), Precision);
var state = fishTable[idx];
var fishId = uuidTable[idx];
if (hasOrder(orders, fishId)) {
continue;
}
if (fishId != -1 && IsSupportGetOrder) {
var order = trader.GetOrder(fishId);
if (!order) {
Log("获取订单信息失败, ID: ", fishId);
continue;
}
if (order.Status == ORDER_STATE_PENDING) {
//Log("订单状态为未完成, ID: ", fishId);
continue;
}
}
if (state == STATE_WAIT_COVER) {
var coverId = CoverFunc(coverPrice, (BuyFirst ? amountS[idx] : amountB[idx]), (BuyFirst ? '完成买单:' : '完成卖单:'), openPrice, '量:', (BuyFirst ? amountB[idx] : amountS[idx]));
if (coverId) {
fishTable[idx] = STATE_WAIT_CLOSE;
uuidTable[idx] = coverId;
}
} else if (state == STATE_WAIT_OPEN || state == STATE_WAIT_CLOSE) {
var openId = OpenFunc(openPrice, BuyFirst ? amountB[idx] : amountS[idx]);
if (openId) {
fishTable[idx] = STATE_WAIT_COVER;
uuidTable[idx] = openId;
if (state == STATE_WAIT_CLOSE) {
ProfitCount++;
var account = _C(exchange.GetAccount);
var ticker = _C(exchange.GetTicker);
var initNet = _N(((InitAccount.Stocks + InitAccount.FrozenStocks) * ticker.Buy) + InitAccount.Balance + InitAccount.FrozenBalance, 8);
var nowNet = _N(((account.Stocks + account.FrozenStocks) * ticker.Buy) + account.Balance + account.FrozenBalance, 8);
var actualProfit = _N(((nowNet - initNet)) * 100 / initNet, 8);
if (AmountType == 0) {
var profit = _N((ProfitCount * amount * PriceDiff) + LastProfit, 8);
Log((BuyFirst ? '完成卖单:' : '完成买单:'), coverPrice, '量:', (BuyFirst ? amountS[idx] : amountB[idx]), '平仓收益', profit);
} else {
Log((BuyFirst ? '完成卖单:' : '完成买单:'), coverPrice, '量:', (BuyFirst ? amountS[idx] : amountB[idx]));
}
}
}
}
}
Sleep(CheckInterval);
}
return true;
}
function main() {
if (ResetData) {
LogProfitReset();
LogReset();
}
exchange.SetPrecision(Precision, XPrecision)
if (typeof(AmountType) === 'undefined') {
AmountType = 0;
}
if (typeof(AmountDot) === 'undefined') {
AmountDot = 3;
}
if (typeof(EnableDynamic) === 'undefined') {
EnableDynamic = false;
}
if (typeof(AmountCoefficient) === 'undefined') {
AmountCoefficient = "*1";
}
if (typeof(EnableAccountCheck) === 'undefined') {
EnableAccountCheck = true;
}
BuyFirst = (OpType == 0);
IsSupportGetOrder = exchange.GetName().indexOf('itstamp') == -1;
if (!IsSupportGetOrder) {
Log(exchange.GetName(), "不支持GetOrder, 可能影响策略稳定性.");
}
SetErrorFilter("502:|503:|S_U_001|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|refused|EOF|When");
exchange.SetRate(1);
Log('已经禁用汇率转换, 当前货币为', exchange.GetBaseCurrency());
if (!RestoreProfit) {
LastProfit = 0;
}
var orgAccount = _C(exchange.GetAccount);
var fishCount = 1;
while (true) {
if (!fishing(orgAccount, fishCount)) {
break;
}
fishCount++;
Log("第", fishCount, "次重新撒网...");
FirstPriceAuto = true;
Sleep(1000);
}
}
HidupApabila ditanam semula secara automatik, re-seeding adalah untuk dikitar semula secara automatik, atau ditanam semula mengikut jumlah pembayaran
HidupApabila ditanam semula secara automatik, re-seeding adalah untuk dikitar semula secara automatik, atau ditanam semula mengikut jumlah pembayaran
HidupApabila ditanam semula secara automatik, re-seeding adalah untuk dikitar semula secara automatik, atau ditanam semula mengikut jumlah pembayaran
HidupApabila ditanam semula secara automatik, re-seeding adalah untuk dikitar semula secara automatik, atau ditanam semula mengikut jumlah pembayaran
HidupApabila kerugian berhenti ditarik balik, kemudian disebarkan semula, akan ada pusingan baru kerugian berhenti, jika terus turun, maka spekulasi terus berputar?
wangxh7812Adakah anda menyokong niaga hadapan?
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jjkkStrategi ini, buka simpanan dinamik, dan kemudian akan terus turunkan pesanan, sepatutnya bug.
Woe880Tuan-tuan, kamu belum menyertakan saya. QQ:3219496198
Da XuApakah mekanisme yang menyebabkan harga sekarang lebih rendah daripada harga awal?
momoxApa yang dipanggil keuntungan tidak mewakili? bukankah strategi adalah untuk mengukur kebaikan dan keburukan berdasarkan keuntungan? tidak jelas.
Kapal karam 7Berapa wang sebulan?
Kapal karam 7Mengapa tidak mendedahkan keuntungan ini?
fyl_4545Saya mempunyai masalah yang sama dengan anda, adakah anda menyelesaikan masalah ini?
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SifarKumpulan 309368835 + saya adalah pemilik kumpulan.
Kapal karam 7Bagaimana untuk menghubungi anda dan mendapati anda hanya membalas di sini, menghantar e-mel ke zeropool@qq.com atau zero@botvs.com dan tidak menerima jawapan anda. Bagaimana untuk membayar?
SifarIni adalah strategi yang termasuk dalam kelas baris pendek, yang memerlukan penyesuaian parameter dalam tempoh yang lama, dan berapa banyak keuntungan tidak mewakili.