/*backtest start: 2019-12-01 00:00:00 end: 2024-02-07 23:59:00 period: 30m basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":100000}] args: [["pricePrecision",2],["amountPrecision",3],["linjie",30]] */ function cancelAll() { while (1) { var orders = _C(exchange.GetOrders) if (orders.length == 0) { break } for (var i = 0; i < orders.length; i++) { exchange.CancelOrder(orders[i].Id, orders[i].Id) Sleep(100) } Sleep(100) } } function onexit() { // cancelAll() } function main() { exchange.SetContractType("swap") exchange.SetPrecision(pricePrecision, amountPrecision) //精度 exchange.SetMarginLevel(leverage) //杠杆 //LogProfitReset() LogReset(1) var buyOrderId var sellOrderId while (1) { var pos = _C(exchange.GetPosition) if (pos.length > 0) { var Mar = pos[0].Margin //保证金 } else { var Mar = 0 } var MarginLevel = leverage //杠杆 var account = _C(exchange.GetAccount) var Bala = account.Balance //可用余额 var Bal = Bala - Mar * (MarginLevel - 1) //去掉仓位的余额 var ticker = _C(exchange.GetTicker) var price = ticker.Last //最新价 var Qian = Mar + Bala LogStatus("币价:", price,"权益:",Qian) var orders = _C(exchange.GetOrders) if (orders.length == 0) { //没有订单 if (Mar * MarginLevel - Bal > 2 * linjie) { //仓位价值多于余额 //临界价值 exchange.SetDirection("closebuy") var Amount = 0.5 * (Mar * MarginLevel - Bal) / price exchange.Sell(-1, Amount) } else if (Bal - Mar * MarginLevel > 2 * linjie) { //余额多于仓位价值 //临界价值 var Amount = 0.5 * (Bal - Mar * MarginLevel) / price exchange.SetDirection("buy") exchange.Buy(-1, Amount) } else {//状态平衡时双向挂单 var Bprice = price * (Bal - linjie) / (Mar * leverage) var BAmount = 0.5 * linjie / Bprice exchange.SetDirection("buy") buyOrderId = exchange.Buy(Bprice, BAmount) var Sprice = price * (Bal - (-linjie)) / (Mar * leverage) var SAmount = 0.5 * linjie / Sprice exchange.SetDirection("closebuy") sellOrderId = exchange.Sell(Sprice, SAmount) } } else { //有订单 var isFindBuyId = false var isFindSellId = false //Log("初始状态") for (var i = 0; i < orders.length; i++) { if (buyOrderId == orders[i].Id) { isFindBuyId = true //Log("有买单") } if (sellOrderId == orders[i].Id) { isFindSellId = true //Log("有卖单") } } if (!isFindBuyId || !isFindSellId) { //有一方成交,取消订单进入新循环 cancelAll() var Qian = Mar + Bala LogProfit(Qian) //LogStatus("币价:", price) } } Sleep(5000) } }
Hexie8Pode haver mais variedades?
VICO super-chefe Zhang saiu e você pode ir ver.
VICA moeda, se o dono quiser, pode ser personalizada.