1. Square
2. Moving Average Bot 30 lines

Moving Average Bot 30 lines

Author: 小草, Date: 2018-07-03 15:16:29
Tags: TrendStudy

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/*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？