Moving Average Bot 30 lines
Author: 小草, Date: 2018-07-03 15:16:29Tags: TrendStudy
“Talk is cheap. Show me the code”
Just for learning, Be carefully when using in real market.
Only run on digital currency exchanges.
Note: this strategy included template. (function with $.)
Beginers can start with this strategy, learn how to code, know the difference between backtesting and real market.
/*backtest
start: 2020-10-11 00:00:00
end: 2020-10-11 23:59:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*/
start = false
function main() {
Log('started');
var initAccount = _C(exchange.GetAccount);
var ticker = exchange.GetTicker();
var InitValue = (initAccount.Stocks + initAccount.FrozenStocks)*ticker.Last + initAccount.Balance + initAccount.FrozenBalance;
while (true) {
var records = _C(exchange.GetRecords, PERIOD_M15);
if(!start){
Log(records[0], records.length)
start = true
}
ticker =_C(exchange.GetTicker);
var FastRecords = TA.MA(records,FastPeriod);
var SlowRecords = TA.MA(records,SlowPeriod);
var NowAccount = _C(exchange.GetAccount);
var n = _Cross(FastRecords, SlowRecords);
if (n >= EnterPeriod && NowAccount.Balance > 0) {
var Price = _N(ticker.Sell+Slippage, 2);
var Amount = _N(0.99*NowAccount.Balance/Price, 3);
if(Amount>0.1){
var id = exchange.Buy(Price, Amount);
if(exchange.GetOrders(id).Status == ORDER_STATE_PENDING){exchange.CancelOrder(id);}
LogProfit((NowAccount.Stocks + NowAccount.FrozenStocks)*ticker.Last + NowAccount.Balance + NowAccount.FrozenBalance - InitValue);
}
}
if(n <= -EnterPeriod && NowAccount.Stocks > 0) {
var Price = _N(ticker.Buy-Slippage, 2);
var Amount = _N(NowAccount.Stocks, 3);
if(Amount>0.1){
var id = exchange.Sell(Price, Amount);
if(exchange.GetOrders(id).Status == ORDER_STATE_PENDING){exchange.CancelOrder(id);}
LogProfit((NowAccount.Stocks + NowAccount.FrozenStocks)*ticker.Last + NowAccount.Balance + NowAccount.FrozenBalance - InitValue);
}
}
if(!IsVirtual()){
Sleep(Interval*1000)
}
}
}
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爱Jimmy exchange.GetOrders(id).Status应该为exchange.GetOrders(id).type吧？