/*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)
}
}
Hexie8Có thể có nhiều giống không?
VICTrong khi đó, một người phụ nữ khác cũng có thể làm điều đó.
VICMột đồng xu, nếu chủ sở hữu muốn, có thể được tùy chỉnh