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Doc MyLanguage

Autora:Inventor quantificado - sonho pequeno, Criado: 2022-06-30 18:24:06, Atualizado: 2024-02-06 17:36:19

[TOC]

MyLanguage Doc

O MyLanguage é uma linguagem de negociação programática que é compatível e aprimorada com o MyLanguage. O MyLanguage do FMZ Quant passará por uma verificação de sintaxe rigorosa.%%O operador fará com que seja notificado um erro.

  • Instruções básicas

    • ## Contrato

    Contrato de criptomoeda

    Contrato de criptomoeda

    this_week     cryptocurrency futures contract this week
next_week     cryptocurrency futures contract next week
month         cryptocurrency futures contract month
quarter       cryptocurrency futures contract quarter
next_quarter  cryptocurrency futures contract next quarter
third_quarter cryptocurrency futures contract third quarter
last_quarter  contract last quarter


XBTUSD        BITMEX perpetual contract
swap          cryptocurrency futures perpetual contracts other than BITMEX exchange


For details, please refer to the exchange.SetContractType() function section of the JavaScript/Python/C++ documentation

    MyLanguage Doc

    • ## Variaveis

    Uma variável é um espaço aberto na memória do computador para armazenar dados.

    abre a primeira variável

    // assign 1 to variable a
a:=1;

    EmMyLanguage, é fácil de distinguir dodata volume:

    1. Dados de valor único: existe apenas um valor, como:0, 1, 'abc'.
    2. Dados de sequência: uma sequência de dados composta por um conjunto de dados de valor único, tais como:Close(preço de encerramento), ondeClosecontém o preço de encerramento den periods. [ 10.1 , 10.2 , 10.3 , 10.4 , 10.5 ...]

    Distinguir de tipo variável

    1. Tipo de cadeia: deve ser envolto com `'', tipo de string não é permitido para ser usado diretamente, e ele precisa ser de saída para a visão com a função.
    INFO(CLSOE>OPEN,'OK!');
    1. Tipos de valores: incluindo números inteiros, números com vírgula flutuante (decimais).
    // integer
int:=2;


// decimal
float:=3.1;
    1. Tipo booleano, usando 1 (para verdadeiro) ou 0 (para falso): 1, 0, verdadeiro ou falso.A:=1>0;Após este código ser executado, o valor deAé 1.
    // The closing price of the current period is greater than -999, you will find that the return value of each period is 1, which means true, because the closing price is almost impossible to be negative.
is_true:=Close>-999;
    1. Variaveis globais
    VARIABLE:VALUE1:10;     // Declare a global variable, assign the value 10, and execute it only once.

    Observe que ao fazer backtesting:

    VARIABLE:NX:0;    // The initial global variable NX is 0
NX..NX+1;         // Accumulate 1 each time
INFO(1,NX);       // Print NX every time

    Inicialmente, oINFOImpressões de declarações101Talvez não seja.0No início? A razão é que há 100 linhas iniciais K no backtest, e 100 linhas K já foram executadas, que foi acumulado 100 vezes. O preço real depende de quantas linhas K são inicialmente obtidas.

    • Regras de nomeação

    Na maioria dos sistemas, a nomeação de variáveis não permite o uso de palavras reservadas (nomes de variáveis incorporados, nomes de funções).Close, CAlém disso, não são permitidos números puros ou números principais. Na verdade, você não precisa se preocupar com a eficiência do sistema principal de análise de chinês. Acredito que o MyLanguage é muito amigável ao chinês. Para programadores experientes, é recomendável que você use as seguintes duas regras de nomeação:

     1. Chinese name

      // elegant output
  5-day moving average:=MA(C,5);

     2. English + underline

      // Output
  move_avg_5:=MA(C,5);

    Se você preferir o inglês, tente tornar o significado de suas variáveis o mais compreensível possível.A1, AAA, BBBConfie em mim, quando você revisar seu código de indicador novamente em alguns dias, você vai ser muito infeliz devido à perda de memória.

    Assim, a partir de agora, abrace o MyLanguage ao máximo! Espero que possa tornar-se uma ferramenta poderosa para a sua análise e tomada de decisão.

    • ## Tipo de dados

    Tipo de dados é um conceito básico. Quando atribuímos dados claros a uma variável por escrito, a variável também se torna o tipo dos próprios dados.

    • Tipo de valor:
      1.2.3.1.1234.2.23456 ...
    • 2. Tipo de cadeia (str):
      '1' .'2' .'3' ，String types must be wrapped with ''
    • 3. Dados de sequência:
      A collection of data consisting of a series of single-valued data
    • 4. Tipo booleano:

    Utilização1representatruee0parafalse.

    Exemplo

      // declare a variable of value type
  var_int := 1;
  // Declare a variable for sequence data
  var_arr := Close;
  // The string type cannot be declared alone, it needs to be combined with the function
  INFO(C>O, 'positive line');
    • Operador

    A operação e o cálculo utilizados para executar o código do indicador são simplesmente os símbolos envolvidos na operação.

    • ### Operador de atribuição

    para atribuir um valor a uma variável

     - 1. `:`


```:```, represents assignment and output to the graph (subgraph).


```
Close1:Close;      // Assign Close to the variable Close1 and output to the figure
```

 - 2. `:=`


```:=```, represents assignment, but is not output to the graph (main graph, sub graph...), nor is it displayed in the status bar table.


```
Close2:=Close;     // Assign Close to the variable Close2
```

 - 3. `^^`


```^^```, Two ```^``` symbols represent assignment, assign values to variables and output to the graph (main graph).


```
lastPrice^^C;
```

 - 4. `..`


```..```, two ```.``` symbols represent assignment, assign values to variables and display variable names and values in the chart, but do not draw pictures to the chart (main picture, sub-picture...).


```
openPrice..O
```
    • ### Operadores relacionais

    Os operadores relacionais são operadores binários que são usados em expressões condicionais para determinar a relação entre dois dados.

    Valor de retorno: Tipo booleano, quertrue(1) oufalse(0).

     - 1. more than```>```


```
// Assign the operation result of 2>1 to the rv1 variable, at this time rv1=1
rv1:=2>1;
```

 - 2. less than```<```


```
// Returns false, which is 0, because 2 is greater than 1
rv3:=2<1;
```

 - 3. more than or equal to```>=```


```
x:=Close;
// Assign the result of the operation that the closing price is more than or equal to 10 to the variable rv2
// Remark that since close is a sequence of data, when close>=10 is performed, the operation is performed in each period, so each period will have a return value of 1 and 0
rv2:=Close>=10;
```

 - 4. less than or equal to```<=```


```
omitted here
```

 - 5. equal to```=```


```
A:=O=C;     // Determine whether the opening price is equal to the closing price.
```

 - 6. Not equal to```<>```


```
1<>2       // To determine whether 1 is not equal to 2, the return value is 1 (true)
```
    • ### Operadores lógicos

    Valor de retorno: Tipo booleano, quertrue(1) oufalse(0).

     1. The logical and ```&&```, can be replaced by ```and```, and the left and right sides of the and connection must be established at the same time.

      // Determine whether cond_a, cond_b, cond_c are established at the same time
  cond_a:=2>1;
  cond_b:=4>3;
  cond_c:=6>5;
  cond_a && cond_b and cond_c;    // The return value is 1, established

     2. Logical or ```||```, you can use ```or``` to replace the left and right sides of the or link, one side is true (true), the whole is true (return value true).

      cond_a:=1>2;
  cond_b:=4>3;
  cond_c:=5>6;
  cond_a || cond_b or cond_c;    // The return value is 1, established

     3. ```()``` operator, the expression in parentheses will be evaluated first.

      1>2 AND (2>3 OR 3<5)    // The result of the operation is false
  1>2 AND 2>3 OR 3<5      // The result of the operation is true
    • Operadores aritméticos
      Return value: numeric type

    Operadores aritméticos são operadores aritméticos. É um símbolo para completar operações aritméticas básicas (operadores aritméticos), que é um símbolo usado para processar quatro operações aritméticas.

     - **plus +**


```
A:=1+1;      // return 2
```

 - **minus -**


```
A:=2-1;      // return 1
```

 - **multiply \**
```
A:=2*2;      // return 4
```

 - **divide /**


```
A:=4/2;      // return 2
```

    • Funções

      • Funções

    No mundo da programação, uma função é um pedaço de código que implementa uma determinada função.

      function(param1,param2,...)

     - Composition:


Function name (parameter1, parameter2, ...), may have no parameters or have multiple parameters. For example, ```MA(x,n);``` means to return to the simple moving average of ```x``` within ```n``` periods. Among them, ```MA()``` is a function, ```x``` and ```n``` are the parameters of the function.


When using a function, we need to understand the basic definition of the function, that is, what data can be obtained by calling the function. Generally speaking, functions have parameters. When we pass in parameters, we need to ensure that the incoming data type is consistent. At this stage, the code hinting function of most IDEs is very imperfect. There is a data type of the parameter given, which brings some trouble to our use, and ```MA(x,n);``` is interpreted as:


```
Return to simple moving average
Usage:
AVG:=MA(X,N): N-day simple moving average of X, algorithm (X1+X2+X3+...+Xn)/N, N supports variables
```


This is very unfriendly to beginners, but next, we will dissect the function thoroughly, trying to find a quick way to learn and use the function.
    • ### Retorno de valor

    Para aprender funções rapidamente, precisamos entender um conceito primeiro, é chamado valor de retorno, Regresso, como o nome sugere, significa retorno de volta; O valor representa valor específico, então o significado do valor de retorno é: os dados que podem ser obtidos.

      // Because it will be used in the following code, the variable return_value is used to receive and save the return value of function()
  // retrun_value := function(param1,param2);
  // For example:
  AVG:=MA(C,10);     // AVG is retrun_value, function is MA function, param1 parameter: C is the closing price sequence data, param2 parameter: 10.
    • Parâmetros

    Em segundo lugar, o segundo conceito importante da função é o parâmetro, e diferentes valores de retorno podem ser obtidos passando em diferentes parâmetros.

      // The variable ma5 receives the 5-day moving average of closing prices
  ma5:=MA(C,5);
  // The variable ma10 receives the 10-day moving average of closing prices
  ma10:=MA(C,10);

    O primeiro parâmetroXdas variáveis acima referidasma5, ma10éC(preço de encerramento), de facto,CA função 5 é também uma função (retorna a sequência de preços de fechamento desde a abertura até o presente), mas não tem parâmetros.MA()A função torna-se mais flexível para usar através dos parâmetros.

    • Como aprender

      • 1. Primeiro, precisamos entender o que uma função faz, ou seja, que dados essa função pode nos devolver.
      • A última coisa é entender o tipo do valor de retorno.
      • 3. Além disso, precisamos saber o tipo de dados do parâmetroMA(x,n), se não conhecer o tipo de dados do parâmetrox, n, não será capaz de obter o valor de retorno corretamente.

    Na seguinte introdução e utilização da função, siga os três princípios acima.

    • Melhoria da linguagem

      • MyLanguageeJavaScriptProgramação mista de idiomas
      %%
  // This can call any API quantified of FMZ
  scope.TEST = function(obj) {
      return obj.val * 100;
  }
  %%
  Closing price: C;
  Closing price magnified 100 times: TEST(C);
  The last closing price is magnified by 100 times: TEST(REF(C, 1)); // When the mouse moves to the K-line of the backtest, the variable value will be prompted

     - ```scope```object


The ```scope``` object can add attributes and assign anonymous functions to attributes, and the anonymous function referenced by this attribute can be called in the code part of MyLanguage.

 - ```scope.getRefs(obj)```function


In ```JavaScript``` code block, call the ```scope.getRefs(obj)``` function to return the data of the passed in ```obj``` object.


The ```JavaScript``` code wrapped with the following ```%% %%``` will get the ```C``` passed in when the ```TEST(C)``` function in MyLanguage code is called Close price.
The ```scope.getRefs``` function will return all the closing prices of this K-line data. Because of the use of ```throw "stop"``` to interrupt the program, the variable ```arr``` contains the closing price of the first bar only. You can try to delete ```throw "stop"```, it will execute the ```return``` at the end of the ```JavaScript``` code, and return all closing price data.


```
%%
scope.TEST = function(obj){
    var arr = scope.getRefs(obj)
    Log("arr:", arr)
    throw "stop"
    return
}
%%
TEST(C);
```

 - scope.bars


Access all K-line bars in the ``JavaScript`` code block.


The ```TEST``` function returns a value. 1 is a negative line and 0 is a positive line.


```
%%
scope.TEST = function(){
    var bars = scope.bars
    return bars[bars.length - 1].Open > bars[bars.length - 1].Close ? 1 : 0    // Only numeric values can be returned
}
%%
arr:TEST;                                                                      
```


```
# Attention:
# An anonymous function received by TEST, the return value must be a numeric value.
# If the anonymous function has no parameters, it will result in an error when calling TEST, writing VAR:=TEST; and writing VAR:=TEST(); directly.
# TEST in scope.TEST must be uppercase.
```

 - scope.bar


In the ```JavaScript``` code block, access the current bar.


Calculate the average of the high opening and low closing prices.


```
%%
scope.TEST = function(){
    var bar = scope.bar
    var ret = (bar.Open + bar.Close + bar.High + bar.Low) / 4
    return ret
}
%%
avg^^TEST;
```

 - scope.depth


Access to market depth data (order book).


```
%%
scope.TEST = function(){
    Log(scope.depth)
    throw "stop"             // After printing the depth data once, throw an exception and pause
}
%%
TEST;
```

 - scope.symbol


Get the name string of current trading pair.


```
%%
scope.TEST = function(){
    Log(scope.symbol)
    throw "stop"
}
%%
TEST;
```

 - scope.barPos


Get the Bar position of the K-line.


```
%%
scope.TEST = function(){
    Log(scope.barPos)
    throw "stop"
}
%%
TEST;
```

 - scope.get\_locals('name')


This function is used to get the variables in the code section of MyLanguage.


```
V:10;
%%
scope.TEST = function(obj){
    return scope.get_locals('V')
}
%%
GET_V:TEST(C);
```


```
# Attention:
# If a variable cannot calculate the data due to insufficient periods, call the scope.get_locals function in the JavaScript code at this time
# When getting this variable, an error will be reported: line:XX - undefined locals A variable name is undefined
```

 - scope.canTrade


The ```canTrade``` attribute marks whether the current bar can be traded (whether the current Bar is the last one)


For example, judging that the market data is printed when the strategy is in a state where the order can be traded
```
%%
scope.LOGTICKER = function() {
    if(exchange.IO("status") && scope.canTrade){
        var ticker = exchange.GetTicker();
        if(ticker){
            Log("ticker:", ticker);
            return ticker.Last;
        }
    }
}
%%
LASTPRICE..LOGTICKER;
```

    • Exemplo de aplicação:

      %%
scope.TEST = function(a){
  if (a.val) {
      throw "stop"
  }    
}
%%
O>C,BK;
C>O,SP;
TEST(ISLASTSP);

      Parar a estratégia após abrir e fechar uma posição uma vez.

    • Referência para vários períodos

      O sistema selecionará automaticamente um período de linha K subjacente adequado e utilizará esses dados de período de linha K subjacentes para sintetizar todos os dados de linha K referenciados para garantir a precisão dos dados.

      • Utilização:#EXPORT formula_name ... #ENDSe a fórmula não é calculada apenas para obter dados de diferentes períodos, você também pode escrever uma fórmula vazia.

    Uma fórmula vazia é:

      #EXPORT TEST 
  NOP;
  #END           // end
    • Utilização:#IMPORT [MIN,period,formula name] AS variable valueObter vários dados do período definido (preço de encerramento, preço de abertura, etc., obtidos por valor variável).

    OMINemIMPORTComando significaNível de minuto.MyLanguage da plataforma FMZ Quant, e apenas oMINO nível deIMPORTPeríodos não padrão são agora suportados.#IMPORT [MIN, 240, TEST] AS VAR240para importar dados, tais como a linha K de período de 240 minutos (4 horas).

    Exemplo de código:

      // This code demonstrates how to reference formulas of different periods in the same code
  // #EXPORT extended grammar, ending with #END marked as a formula, you can declare multiple
  #EXPORT TEST 
  Mean value 1: EMA(C, 20);
  Mean value 2: EMA(C, 10);
  #END // end


  #IMPORT [MIN,15,TEST] AS VAR15 // Quoting the formula, the K-line period takes 15 minutes
  #IMPORT [MIN,30,TEST] AS VAR30 // Quoting the formula, the K-line period takes 30 minutes
  CROSSUP(VAR15.Mean value is 1, VAR30.Mean value is 1),BPK;
  CROSSDOWN(VAR15.Mean value is 2, VAR30.Mean value is 2),SPK;
  The highest price in fifteen minutes:VAR15.HIGH;
  The highest price in thirty minutes:VAR30.HIGH;
  AUTOFILTER;
    • É necessário prestar atenção ao utilizarREF, LLV, HHVe outras instruções para fazer referência a dados quando se fazem referência a dados em períodos múltiplos.
      (*backtest
  start: 2021-08-05 00:00:00
  end: 2021-08-05 00:15:00
  period: 1m
  basePeriod: 1m
  exchanges: [{"eid":"Futures_OKCoin","currency":"ETH_USD"}]
  args: [["TradeAmount",100,126961],["ContractType","swap",126961]]
  *)      


  %%
  scope.PRINTTIME = function() {
      var bars = scope.bars;
      return _D(bars[bars.length - 1].Time);
  }
  %%
  BARTIME:PRINTTIME;      


  #EXPORT TEST 
  REF1C:REF(C,1);
  REF1L:REF(L,1);
  #END // end      


  #IMPORT [MIN,5,TEST] AS MIN5
  INFO(1, 'C:', C, 'MIN5.REF1C:', MIN5.REF1C, 'REF(MIN5.C, 1):', REF(MIN5.C, 1), 'Trigger BAR time:', BARTIME, '#FF0000');
  INFO(1, 'L:', L, 'MIN5.REF1L:', MIN5.REF1L, 'REF(MIN5.L, 1):', REF(MIN5.L, 1), 'Trigger BAR time:', BARTIME, '#32CD32');
  AUTOFILTER;

    Comparando a diferença entreMIN5.REF1CeREF(MIN5.C, 1), podemos encontrar:

      ```REF(MIN5.C, 1)``` is the K -line period of the current model (the above code backtest period is set to 1 minute, i.e. ```period: 1m``), the closing price of the 5-minute period where the penultimate BAR is located at the current moment.
  These two definitions are differentiated, and they can be used as needed.

- ## Mode Description

 - ### Signal filtering model of one opening and one leveling


  In the model, the ```AUTOFILTER``` function is written to control and realize the signal filtering of one opening and one closing. When there are multiple opening signals that meet the conditions, the first signal is taken as the valid signal, and the same signal on the K-line will be filtered out.


  Instructions supported by filtering model: BK, BP, BPK, SK, SP, SPK, CLOSEOUT, etc. Instructions with lot numbers such as BK(5) are not supported.


  For example

    MA1: MA(CLOSE,5); MA2:MA(CLOSE,10); CROSSUP ((C,MA1),BK; CROSSUP(MA1,MA2),BK; C>BKPRICE+10

    Compreensão: Como no exemplo acima, quando o AUTOFILTER não está definido, a terceira linha BK, a quarta linha BK e a quinta linha SP são acionadas em sequência, e cada linha K aciona um sinal uma vez.
    Se o AUTOFILTER estiver definido, após a activação de BK, apenas SP é acionado, outros sinais BK são ignorados e cada linha K aciona um sinal uma vez.

    
 - ### Increase and decrease position model


  The ```AUTOFILTER``` function is not written in the model, allowing continuous opening signals or continuous closing signals, which can increase and decrease positions.


  Supported instructions: BK(N), BP(N), SK(N), SP(N), CLOSEOUT, BPK(N), SPK(N), open and close orders without lot size are not supported.
  (1)Instruction grouping is supported.
  (2)When multiple instruction conditions are satisfied at the same time, the signals are executed in the order in which the conditional statements are written.
  For example:

    MA1: MA(CLOSE,5); MA2:MA(CLOSE,10); CROSSUP(C,MA1),BK(1); CROSSUP ((MA1,MA2),BK(1); C>BKPRICE+10

    

  Use ```TRADE\_AGAIN```
  It is possible to make the same command line, multiple signals in succession.

    Compreensão: O exemplo acima é executado um por um, e o sinal após a execução não é mais acionado.

    
 - ### Model with one K-line and one signal


  Regardless of whether the K-line is finished, the signal is calculated in real-time orders, that is, the K-line is placed before the order is completed; the K-line is reviewed at the end. If the position direction does not match the signal direction at the end of the K-line, the position will be automatically synchronized.


  For example:

    MA1: MA(CLOSE,5); MA2: MA ((CLOSE,10); CROSSUP(MA1,MA2),BPK; //A média móvel de 5 períodos cruza para cima, e a média móvel de 10 períodos vai longa. CROSSDOWN(MA1,MA2),SPK; //A média móvel de 5 períodos cruza para baixo e a média móvel de 10 períodos fica curta. Autofiltro;

    
 - ### A model of multiple signals on one K-line


  The model uses ```multsig``` to control and implement multiple signals from one K-line.


  Regardless of whether the K-line is finished, the signal is calculated in real-time.


  The signal is not reviewed, there is no signal disappearance, and the direction of the signal is always consistent with the direction of the position.


  If multiple signal conditions are met in one K-line, it can be executed repeatedly.

    Por exemplo: MA1: MA(CLOSE,5); MA2:MA(CLOSE,10); CROSSUP(MA1,MA2),BK; C>BKPRICE+10

    

  ```MULTSIG``` can execute multiple command lines within one K-line.
  A command line is only signaled once.

    O,BK; // Estas condições podem ser executadas em uma barra de linha K, mas apenas um sinal por linha 10+O,BK; // Estratégia mais TRADE_AGAIN(10); pode fazer vários sinais por linha 20+O,BK; 40+O,BK; MULTSIG ((1,1,10);

    

  Supplement:
  1.The model of adding and reducing positions, two ways of one signal and one K-line: placing an order at the closing price and placing an order at the order price, are both supported.
  2.The model of adding and reducing positions also supports ordering of multiple signals from one K-line.
  The model of adding and reducing positions, write the ```multsig``` function to realize multiple additions or multiple reductions on one K-line.

- ## Execution mode


![MyLanguage Doc](/upload/asset/28d0c387f293478294600.png)

 - ### Bar model


  The Bar model refers to the model that is executed after the current BAR is completed, and the trading is executed when the next BAR starts.

 - ### Tick model


  The Tick model means that the model is executed once for each price movement and trades immediately when there is a signal.
  The Tick model ignores the previous day's signal (the previous day's signal is executed immediately on the same day), and the Tick model focuses only on the current market data to determine whether the signal is triggered.

- ## Chart display

 - ### Additional indicators for main chart


  > Use operator ```^^```, set indicators are displayed on the main chart while assigning values to variables.

    MA60^^MA(C, 60); // Calcular o indicador médio com o parâmetro de 60

    

  ![MyLanguage Doc](/upload/asset/168d6ee1bbb8c7c9be63.png)

 - ### Additional Indicators for sub-chart


  Use operator ```:```, set indicators are displayed on the sub-chart while assigning values to variables.

    ATR:MA(MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)),26); // Atribuir um valor à variável ATR, o símbolo : é seguido pela fórmula para o cálculo da ATR

    

  ![MyLanguage Doc](/upload/asset/7b032733df1539ff923b539b1dea72d0.png)


  If you don't want it to be displayed on the main or subchart, use the "..." operator.

    MA60..MA(C, 60); // Calcular o indicador médio com o parâmetro de 60

    

  You can use ```DOT``` and ```COLORRED``` to set the line type and color of the line, etc., in line with the habits of users familiar with the MyLanguage.

- ## Common problems


> Introduce the **problems** commonly encountered in the process of writing indicators, usually the points that need to be paid attention to when writing (continuously added).

 - Remark the semicolon ```;``` at the end.
 - Remark that system keywords cannot be declared as variables.
 - Remark that the string uses **single quotes**, for example: the string ```'Open position'```.

 - ### Remark 


  Annotation

     - ```// The Remark content ``` (input method can be typed in both Chinese and English) means that the code is not compiled during the execution process, that is, the content after ```//``` is not executed. Usually we use it to mark the meaning of the code, when it is convenient for code review, it can be quickly understood and recalled.

     - ```{ Remark content }```Block Remark.


    ```
    A:=MA(C,10);
    {The previous line of code is to calculate the moving average.}
    ```

     - ```(* Remark content *)```Block Remark.


    ```
    A:=MA(C,10);
    (*The previous line of code is to calculate the moving average.*)
    ```

 - ### Input


  When writing code, because the input method is often switched between Chinese and English, resulting in symbol errors. The common errors are as follows: colon ```:```, terminator ```;```, comma ```, ```, brackets ```()```, etc. These characters in different states of Chinese and English need attention.


  > If you use Sogou, Baidu, or Bing input methods, you can quickly switch between Chinese and English by pressing the ```shift``` key once.

 - ### Error-prone logic

     1. At least, not less than, not less than: the corresponding relational operator ```>=```.
     2. Up to, at most, no more than: the corresponding relational operator ```<=```.

 - ### Strategy launch synchronization


  In the futures strategy, if there is a manually opened position before the strategy robot starts, when the robot starts, it will detect the position information and synchronize it to the actual position status.
  In the strategy, you can use the ```SP```, ```BP```, ```CLOSEOUT``` commands to close the position.

    % % se (!scope.init) { var ticker = exchange.GetTicker ((); troca.Comprar.Vender + 10, 1); scope.init = verdadeiro; - Não. % % C> 0, CLOSEOUT; `

    • Posições bidirecionais não são suportadas

    O MyLanguage não suporta o mesmo contrato com posições longas e curtas.

  • Citação de dados de linha K

    • ## ABERTO

    Obtenha o preço de abertura do gráfico da linha K.

    Preço inicial

    Função: OPEN, abreviação de O

    Parâmetros: nenhum

    Explicação: Retorna o preço de abertura de este período

    Dados de sequência

    OPEN gets the opening price of the K-line chart.


Remark:
1.It can be abbreviated as O.


Example 1:
OO:=O;           //Define OO as the opening price; Remark that the difference between O and 0.
Example 2:
NN:=BARSLAST(DATE<>REF(DATE,1));
OO:=REF(O,NN);   //Take the opening price of the day
Example 3:
MA5:=MA(O,5);    //Define the 5-period moving average of the opening price (O is short for OPEN).
    • # # Alto

    Obtenha o preço mais alto no gráfico da linha K.

    O preço mais alto

    Função: HIGH, abreviado H

    Parâmetros: nenhum

    Explicação: Retorna o preço mais elevado do este período

    Dados de sequência

    HIGH achieved the highest price on the K-line chart.


Remark:
1.It can be abbreviated as H.


Example 1:
HH:=H;         // Define HH as the highest price
Example 2:
HH:=HHV(H,5);  // Take the maximum value of the highest price in 5 periods
Example 3:
REF(H,1);      // Take the highest price of the previous K-line
    • Baixo

    Arranja o preço mais baixo no gráfico da linha K.

    O preço mais baixo

    Função: LOW, abreviada L

    Parâmetros: nenhum

    Explicação: Retorna o preço mais baixo do este período

    Dados de sequência

    LOW gets the lowest price on the K-line chart.


Remark:
1.It can be abbreviated as L.


Example 1:
LL:=L;            // Define LL as the lowest price
Example 2:
LL:=LLV(L,5);     // Get the minimum value of the lowest price in 5 periods
Example 3:
REF(L,1);         // Get the lowest price of the previous K-line
    • ## PRÓXIMO

    Obtenha o preço de fechamento do gráfico da linha K.

    Preço de encerramento

    Função: CLOSE, abreviada como C

    Parâmetros: nenhum

    Explicação: Retorna o preço de encerramento de este período

    Dados de sequência

    CLOSE Get the closing price of the K-line chart


Remarks:
1.Obtain the latest price when the intraday K-line has not finished.
2.It can be abbreviated as C.


Example 1:
A:=CLOSE;          //Define the variable A as the closing price (A is the latest price when the intraday K-line has not finished)
Example 2:
MA5:=MA(C,5);      //Define the 5-period moving average of the closing price (C is short for CLOSE)
Example 3:
A:=REF(C,1);       //Get the closing price of the previous K-line
    • ## VOL

    Obter o volume de negociação do gráfico de linha K.

    Volume de negociação

    Função: VOL, abreviada como V

    Parâmetros: nenhum

    Explicação: Retorna o volume de negociação de este período

    Dados de sequência

    VOL obtains the trading volume of the K-line chart.


Remarks:
 It can be abbreviated as V.
The return value of this function on the current TICK is the cumulative value of all TICK trading volume on that day.


Example 1:
VV:=V;       // Define VV as the trading volume
Example 2:
REF(V,1);    // Indicates the trading volume of the previous period
Example 3:
V>=REF(V,1); // The trading volume is greater than the trading volume of the previous period, indicating that the trading volume has increased (V is the abbreviation of VOL)
    • OPI

    Tomar a posição total atual no mercado de futuros (contratos).

    OpenInterest:OPI;
    • ## REF

    Citação.

    Reference the value of X before N periods.


Remarks:
1.When N is a valid value, but the current number of K-lines is less than N, returns null;
2.Return the current X value when N is 0;
3.Return a null value when N is null.
4.N can be a variable.


Example 1:
REF(CLOSE,5);Indicate the closing price of the 5th period before the current period is referenced
Example 2:
AA:=IFELSE(BARSBK>=1,REF(C,BARSBK),C);//Take the closing price of the K-line of the latest position opening signal
// 1）When the BK signal is sent, the bar BARSBK returns null, then the current K-line REF(C, BARSBK) that sends out the BK signal returns null;
// 2）When the BK signal is sent out, the K-line BARSBK returns null, and if BARSBK>=1 is not satisfied, it is the closing price of the K-line.
// 3）The K-line BARSBK after the BK signal is sent, returns the number of periods from the current K-line between the K-line for purchasing and opening a position, REF(C,BARSBK)
Return the closing price of the opening K-line.
// 4）Example: three K-lines: 1, 2, and 3, 1 K-line is the current K-line of the position opening signal, then returns the closing price of the current K-line, 2, 3
The K-line returns the closing price of the 1 K-line.
    • ## UNIT

    Arranja a unidade de negociação do contrato de dados.

    Get the trading unit of the data contract.
Usage:
UNIT takes the trading unit of the loaded data contract.

    Valor nominal da moeda

    O valor UNIT é 1.

    Futuros de criptomoedas

    O valor UNIT está relacionado com a moeda do contrato.

    OKEX futures currency standard contracts: 1 contract for BTC represents $100, 1 contract for other currencies represents $10
    • ## MINPRICE

    O preço mínimo de variação do contrato de dados.

    Take the minimum variation price of the data contract.
Usage:
MINPRICE; Take the minimum variation price of the loaded data contract.
    • ## MINPRICE1

    O preço mínimo de variação de um contrato de negociação.

    Take the minimum variation price of a trading contract.
Usage:
MINPRICE1; Take the minimum variation price of a trading contract.

  • Função de tempo

    • Barpos

    Assuma a posição da linha K.

    BARPOS, Returns the number of periods from the first K-line to the current one.


Remarks:
1.BARPOS returns the number of locally available K-line, counting from the data that exists on the local machine.
2.The return value of the first K-line existing in this machine is 1.


Example 1:LLV(L,BARPOS);        // Find the minimum value of locally available data.


Example 2:IFELSE(BARPOS=1,H,0); // The current K-line is the first K-line that already exists in this machine, and it takes the highest value, otherwise it takes 0.
    • ## DAYBARPOS

    DAYBARPOS o atual K-line BAR é o K-line BAR do dia.

    • Período

    O valor do período é o número de minutos.

    1, 3, 5, 15, 30, 60, 1440
    • ## DATE

    DataFunção DATE, Obter o ano, mês e dia do período desde 1900.

    Example 1:
AA..DATE;                  // The value of AA at the time of testing is 220218, which means February 18, 2022
    • Tempo

    Está na hora de fazer a linha K.

    TIME, the time of taking the K-line.


Remarks:
1.The function returns in real time in the intraday, and returns the starting time of the K-line after the K-line is completed.
2.This function returns the exchange data reception time, which is the exchange time.
3.The TIME function returns a six-digit form when used on a second period, namely: HHMMSS, and displays a four-digit form on other periods, namely: HHMM.
4.The TIME function can only be loaded in periods less than the daily period, and the return value of the function is always 1500 in the daily period and periods above the daily period.
 5. It requires attention when use the TIME function to close a position at the end of the day
(1).It is recommended to set the time for closing positions at the end of the market to the time that can actually be obtained from the return value of the K-line (for example: the return time of the last K-line in the 5-minute period of the thread index is 1455, and the closing time at the end of the market is set to TIME>=1458, CLOSEOUT; the signal of closing the position at the end of the market cannot appear in the effect test)
(2).If the TIME function is used as the condition for closing the position at the end of the day, it is recommended that the opening conditions should also have a corresponding time limit (for example, if the condition for closing the position at the end of the day is set to TIME>=1458, CLOSEOUT; then the condition TIME needs to be added to the corresponding opening conditions. <1458; avoid re-opening after closing)


Example 1:
C>O&&TIME<1450,BK;
C<O&&TIME<1450,SK;
TIME>=1450,SP;
TIME>=1450,BP;
AUTOFILTER;
// Close the position after 14:50.
Example 2:
ISLASTSK=0&&C>O&&TIME>=0915,SK;
    • ## Ano

    Year.

    YEAR, year of acquisition.


Remark:
The value range of YEAR is 1970-2033.


Example 1:
N:=BARSLAST(YEAR<>REF(YEAR,1))+1;
HH:=REF(HHV(H,N),N);
LL:=REF(LLV(L,N),N);
OO:=REF(VALUEWHEN(N=1,O),N);
CC:=REF(C,N);                               // Take the highest price, lowest price, opening price, and closing price of the previous year
Example 2:
NN:=IFELSE(YEAR>=2000 AND MONTH>=1,0,1);
    • ## Mês

    Leva o mês.

    MONTH, returns the month of a period.


Remark:
The value range of MONTH is 1-12.


Example 1:
VALUEWHEN(MONTH=3&&DAY=1,C);                // Take its closing price when the K-line date is March 1
Example 2:
C>=VALUEWHEN(MONTH<REF(MONTH,1),O),SP;
    • ## Dia

    Obter o número de dias em um período

    DAY, returns the number of days in a period.


Remark:
The value range of DAY is 1-31.


Example 1:
DAY=3&&TIME=0915，BK;                      // 3 days from the same day, at 9:15, buy it
Example 2:
N:=BARSLAST(DATE<>REF(DATE,1))+1;
CC:=IFELSE(DAY=1,VALUEWHEN(N=1,O),0);      // When the date is 1, the opening price is taken, otherwise the value is 0
    • ## Hora

    Hour.

    HOUR, returns the number of hours in a period.


Remark:
The value range of HOUR is 0-23


Example 1:
HOUR=10;                                   // The return value is 1 on the K-line at 10:00, and the return value on the remaining K-lines is 0
    • ## MINUTO

    Minute.

    MINUTE, returns the number of minutes in a period.


Remarks:
1: The value range of MINUTE is 0-59
2: This function can only be loaded in the minute period, and returns the number of minutes when the K-line starts.
Example 1:
MINUTE=0;                                 // The return value of the minute K-line at the hour is 1, and the return value of the other K-lines is 0
Example 2:
TIME>1400&&MINUTE=50,SP;                   // Sell and close the position at 14:50
    • Dia da Semana

    Arranja o número da semana.

    WEEKDAY, get the number of the week.


Remark:
1: The value range of WEEKDAY is 0-6. (Sunday ~ Saturday)


Example 1:
N:=BARSLAST(MONTH<>REF(MONTH,1))+1;
COUNT(WEEKDAY=5,N)=3&&TIME>=1450,BP;
COUNT(WEEKDAY=5,N)=3&&TIME>=1450,SP;
AUTOFILTER;                               // Automatically close positions at the end of the monthly delivery day
Example 2:
C>VALUEWHEN(WEEKDAY<REF(WEEKDAY,1),O)+10,BK;
AUTOFILTER;

  • Função de julgamento lógico

    • ## BARSTATUS

    Devolver o estado da posição para o período em curso.

    BARSTATUS returns the position status for the current period.


Remark:
The function returns 1 to indicate that the current period is the first period, returns 2 to indicate that it is the last period, and returns 0 to indicate that the current period is in the middle.


Example:
A:=IFELSE(BARSTATUS=1,H,0);              // If the current K-line is the first period, variable A returns the highest value of the K-line, otherwise it takes 0
    • ## Entre

    Between.

    BETWEEN(X,Y,Z) indicates whether X is between Y and Z, returns 1 (Yes) if established, otherwise returns 0 (No).


Remark:
1.The function returns 1(Yse) if X=Y, X=Z, or X=Y and Y=Z.


Example 1:
BETWEEN(CLOSE,MA5,MA10);                // It indicates that the closing price is between the 5-day moving average and the 10-day moving average
    • ## BARSLASTCOUNT

    BARSLASTCOUNT(COND) conta o número de períodos consecutivos que satisfazem a condição, contando para a frente a partir do período atual.

    Remark:
 1. The return value is the number of consecutive non zero periods calculated from the current period
 2. the first time the condition is established when the return value of the current K-line BARSLASTCOUNT(COND) is 1


Example:
BARSLASTCOUNT(CLOSE>OPEN);
//Calculate the number of consecutive positive periods within the current K-line
    • ## CROSS

    Função cruzada.

    CROSS(A,B) means that A crosses B from bottom to top, and returns 1 (Yes) if established, otherwise returns 0 (No)


Remark:
1.To meet the conditions for crossing, the previous k-line must satisfy A<=B, and when the current K-line satisfies A>B, it is considered to be crossing.


Example 1:
CROSS(CLOSE,MA(CLOSE,5));              // Indicates that the closing line crosses the 5-period moving average from below
    • ## CROSSDOWN

    Crossdown

    CROSSDOWN(A,B): indicates that when A passes through B from top to bottom, it returns 1 (Yes) if it is established, otherwise it returns 0 (No)


Remark:
1.CROSSDOWN(A,B) is equivalent to CROSS(B,A), and CROSSDOWN(A,B) is easier to understand


Example 1:
MA5:=MA(C,5);
MA10:=MA(C,10);
CROSSDOWN(MA5,MA10),SK;               // MA5 crosses down MA10 to sell and open a position
// CROSSDOWN(MA5,MA10),SK; Same meaning as CROSSDOWN(MA5,MA10)=1,SK;
    • ## CROSSUP

    Crossup.

    CROSSUP(A,B) means that when A crosses B from the bottom up, it returns 1 (Yes) if it is established, otherwise it returns 0 (No)


Remark:
1.CROSSUP(A,B) is equivalent to CROSS(A,B), and CROSSUP(A,B) is easier to understand.


Example 1:
MA5:=MA(C,5);
MA10:=MA(C,10);
CROSSUP(MA5,MA10),BK;                 // MA5 crosses MA10, buy open positions
// CROSSUP(MA5,MA10),BK;与CROSSUP(MA5,MA10)=1,BK; express the same meaning
    • Todos.

    Determinar se está continuamente satisfeito.

    EVERY(COND,N), Determine whether the COND condition is always satisfied within N periods. The return value of the function is 1 if it is satisfied, and 0 if it is not satisfied.


Remarks:
1.N contains the current K-line.
2.If N is a valid value, but there are not so many K-lines in front, or N is a null value, it means that the condition is not satisfied, and the function returns a value of 0.
3.N can be a variable.


Example 1:
EVERY(CLOSE>OPEN,5);                // Indicates that it has been a positive line for 5 periods
Example 2:
MA5:=MA(C,5);                       // Define a 5-period moving average
MA10:=MA(C,10);                     // Define a 10-period moving average
EVERY(MA5>MA10,4),BK;               // If MA5 is greater than MA10 within 4 periods, then buy the open position
// EVERY(MA5>MA10,4),BK; has the same meaning as EVERY(MA5>MA10,4)=1,BK;
    • ## EXISTEM

    Determine se há satisfação.

    EXIST(COND, N) judges whether there is a condition that satisfies COND within N periods.


Remarks:
1.N contains the current K-line.
2.N can be a variable.
3.If N is a valid value, but there are not so many K-lines in front, it is calculated according to the actual number of periods.


Example 1:
EXIST(CLOSE>REF(HIGH,1),10);     // Indicates whether there is a closing price greater than the highest price of the previous period in 10 periods, returns 1 if it exists, and returns 0 if it does not exist
Example 2:
N:=BARSLAST(DATE<>REF(DATE,1))+1;
EXIST(C>MA(C,5),N);              // Indicates whether there is a K-line that satisfies the closing price greater than the 5-period moving average on the day, returns 1 if it exists, returns 0 if it does not exist
    • ## SE

    Função de condição.

    IF(COND,A,B)Returns A if the COND condition is true, otherwise returns B.


Remarks:
1.COND is a judgment condition; A and B can be conditions or values.
2.This function supports the variable circular reference to the previous period's own variable, that is, supports the following writing Y: IF(CON,X,REF(Y,1)).
Example 1:
IF(ISUP,H,L);                   // The K-line is the positive line, the highest price is taken, otherwise the lowest price is taken
Example 2:
A:=IF(MA5>MA10,CROSS(DIFF,DEA),IF(CROSS(D,K),2,0));     // When MA5>MA10, check whether it satisfies the DIFF and pass through DEA, otherwise (MA5 is not greater than MA10), when K and D are dead fork, let A be assigned a value of 2, if none of the above conditions are met, A is assigned a value of 0
A=1,BPK;                                                // When MA5>MA10, the condition for opening a long position is to cross DEA above the DIFF
A=2,SPK;                                                // When MA5 is not greater than MA10, use K and D dead forks as the conditions for opening short positions
    • ## IFELSE

    Função de condição.

    ` IFELSE(COND,A,B) Retorna A se a condição COND for verdadeira, caso contrário retorna B.

    Observações: 1.COND é uma condição de julgamento; A e B podem ser condições ou valores. 2.Esta função suporta a referência circular da variável à própria variável do período anterior, isto é, suporta a seguinte escrita Y: IFELSE ((CON,X,REF ((Y,1)); Exemplo 1: IFELSE ((ISUP,H,L); // A linha K é a linha positiva, o preço mais alto é tomado, caso contrário, o preço mais baixo é tomado Exemplo 2: A:=IFELSE(MA5>MA10,CROSS(DIFF,DEA),IFELSE(CROSS(D,K,2,0)); // Quando MA5>MA10, verifique se ele satisfaz o DIFF e passar através de DEA, caso contrário (MA5 não é maior que MA10), quando K e D são bifurcados, deixe A ser atribuído um valor de 2, se nenhuma das condições acima estiver preenchida, A é atribuído um valor de 0 A=1,BPK; // Quando MA5>MA10, a condição para abrir uma posição longa é cruzar a DEA acima do DIFF A = 2,SPK; // Quando MA5 não é maior do que MA10, usar K e D garfos mortos como o conditio

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