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Final Formula by TraderShaman

Author: TraderShaman, Date: 2022-06-29 11:15:23
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TWITTER: https://twitter.com/TraderShaman

TELEGRAM: https://t.me/tradershaman

Hello.

You see the performance of my trades in the charts. For my all charts: https://www.fmz.com/user/6261c777972a854f5c0460520f9206bd

You can also see my different details and earnings rates on TraderWagon: https://www.traderwagon.com/en/portfolio/3886?ref=zoh4wq9

By becoming a member of the trade platform called TraderWagon, which was established in partnership with Binance, it is possible to copy my positions with one click at the rate of your own volume.

For special - discount membership with reduced commission rates: https://www.traderwagon.com/en/register?ref=zoh4wq9

With the slogan “Variable formulas for the volatile market”, I update the values of the formula I have been working on for a long time on a daily basis. It is not possible for fixed formulas to remain healthy in this volatile market in the long run.

I make futures transactions on 4 or 5 coins that I have determined by examining detailed historical correlations. I also make changes in these coins when I deem necessary.

I update my volume and transaction rate daily according to the formulas I have created after careful and long-term studies.

I prevent liquidation to the maximum extent with carefully determined different profit taking and cost reduction points.

However, these transactions are not entirely risk-free.

I promise not high gains, but small, lossless and stable gains.

https://www.traderwagon.com/en/portfolio/3886?ref=zoh4wq9

TELEGRAM: https://t.me/tradershaman

TWITTER: https://twitter.com/TraderShaman


// OKEX V5 获取总权益
function getTotalEquity_OKEX_V5() {
    var totalEquity = null 
    var ret = exchange.IO("api", "GET", "/api/v5/account/balance", "ccy=USDT")
    if (ret) {
        try {
            totalEquity = parseFloat(ret.data[0].details[0].eq)
        } catch(e) {
            Log("获取账户总权益失败!")
            return null
        }
    }
    return totalEquity
}

// 币安期货
function getTotalEquity_Binance() {
    var totalEquity = null 
    var ret = exchange.GetAccount()
    if (ret) {
        try {
            totalEquity = parseFloat(ret.Info.totalWalletBalance)
        } catch(e) {
            Log("获取账户总权益失败!")
            return null
        }
    }
    return totalEquity
}

// dYdX
function getTotalEquity_dYdX() {
    var totalEquity = null 
    var ret = exchange.GetAccount()
    if (ret) {
        totalEquity = ret.Balance
    }
    return totalEquity
}

function getTotalEquity() {
    var exName = exchange.GetName()
    if (exName == "Futures_OKCoin") {
        return getTotalEquity_OKEX_V5()
    } else if (exName == "Futures_Binance") {
        return getTotalEquity_Binance()
    } else if (exName == "Futures_dYdX") {
        return getTotalEquity_dYdX()
    } else {
        throw "不支持该交易所"
    }
}

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])
            Sleep(500)
        }
        Sleep(500)
    }
}

function trade(distance, price, amount) {
    var tradeFunc = null 
    if (distance == "buy") {
        tradeFunc = exchange.Buy
    } else if (distance == "sell") {
        tradeFunc = exchange.Sell
    } else if (distance == "closebuy") {
        tradeFunc = exchange.Sell
    } else {
        tradeFunc = exchange.Buy
    }
    exchange.SetDirection(distance)
    return tradeFunc(price, amount)
}

function openLong(price, amount) {
    return trade("buy", price, amount)
}

function openShort(price, amount) {
    return trade("sell", price, amount)
}

function coverLong(price, amount) {
    return trade("closebuy", price, amount)
}

function coverShort(price, amount) {
    return trade("closesell", price, amount)
}

var buyOrderId = null
var sellOrderId = null

function main() {
    var exName = exchange.GetName()    
    // 切换OKEX V5模拟盘
    if (isSimulate && exName == "Futures_OKCoin") {
        exchange.IO("simulate", true)
    }

    if (isReset) {
        _G(null)
        LogReset(1)
        LogProfitReset()
        LogVacuum()
        Log("重置所有数据", "#FF0000")
    }

    exchange.SetContractType("swap")
    exchange.SetPrecision(pricePrecision, amountPrecision)
    Log("设置精度", pricePrecision, amountPrecision)

    if (totalEq == -1 && !IsVirtual()) {
        var recoverTotalEq = _G("totalEq")
        if (!recoverTotalEq) {
            var currTotalEq = getTotalEquity()
            if (currTotalEq) {
                totalEq = currTotalEq
                _G("totalEq", currTotalEq)
            } else {
                throw "获取初始权益失败"
            }
        } else {
            totalEq = recoverTotalEq
        }
    }

    while (1) {
        var ticker = _C(exchange.GetTicker)
        var pos = _C(exchange.GetPosition)
        if (pos.length > 1) {
            Log(pos)
            throw "同时有多空持仓"
        }
        // 根据状态而定
        if (pos.length == 0) {
            // 未持仓了,统计一次收益
            if (!IsVirtual()) {
                var currTotalEq = getTotalEquity()
                if (currTotalEq) {
                    LogProfit(currTotalEq - totalEq, "当前总权益:", currTotalEq)
                }
            }

            buyOrderId = openLong(ticker.Last - targetProfit, amount)
            sellOrderId = openShort(ticker.Last + targetProfit, amount)
        } else if (pos[0].Type == PD_LONG) {   // 有多头持仓
            var n = 1
            var price = ticker.Last
            buyOrderId = openLong(price - targetProfit * n, amount)
            sellOrderId = coverLong(pos[0].Price + targetProfit, pos[0].Amount)
        } else if (pos[0].Type == PD_SHORT) {   // 有空头持仓
            var n = 1
            var price = ticker.Last
            buyOrderId = coverShort(pos[0].Price - targetProfit, pos[0].Amount)
            sellOrderId = openShort(price + targetProfit * n, amount)
        }

        if (!sellOrderId || !buyOrderId) {
            cancelAll()
            buyOrderId = null 
            sellOrderId = null
            continue
        } 

        while (1) {  // 监控订单
            var isFindBuyId = false 
            var isFindSellId = false
            var orders = _C(exchange.GetOrders)
            for (var i = 0 ; i < orders.length ; i++) {
                if (buyOrderId == orders[i].Id) {
                    isFindBuyId = true 
                }
                if (sellOrderId == orders[i].Id) {
                    isFindSellId = true 
                }               
            }
            if (!isFindSellId && !isFindBuyId) {    // 买卖单都成交了
                cancelAll()
                break
            } else if (!isFindBuyId) {   // 买单成交
                Log("买单成交")
                cancelAll()
                break
            } else if (!isFindSellId) {  // 卖单成交
                Log("卖单成交")
                cancelAll()
                break
            }           
            
            if (!IsVirtual()) {
                var currTotalEq = getTotalEquity()
                var pos = exchange.GetPosition()
                if (currTotalEq && pos) {
                    // LogStatus(_D(), "当前总权益:", currTotalEq, "持仓:", pos)
                    var tblPos = {
                        "type" : "table",
                        "title" : "持仓",
                        "cols" : ["持仓数量", "持仓方向", "持仓均价", "持仓盈亏", "合约代码", "自定义字段 / " + SpecifyPosField],
                        "rows" : []
                    }
                    var descType = ["多头仓位", "空头仓位"]
                    for (var posIndex = 0 ; posIndex < pos.length ; posIndex++) {
                        tblPos.rows.push([pos[posIndex].Amount, descType[pos[posIndex].Type], pos[posIndex].Price, pos[posIndex].Profit, pos[posIndex].ContractType, SpecifyPosField == "" ? "--" : pos[posIndex].Info[SpecifyPosField]])
                    }
                    
                    var tbl = {
                        "type" : "table",
                        "title" : "数据",
                        "cols" : ["当前总权益", "实际盈亏", "当前价格", "买单价格/数量", "卖单价格/数量"],
                        "rows" : []
                    }
                    var buyOrder = null 
                    var sellOrder = null 
                    for (var orderIndex = 0 ; orderIndex < orders.length ; orderIndex++) {
                        if (orders[orderIndex].Type == ORDER_TYPE_BUY) {
                            buyOrder = orders[orderIndex]
                        } else {
                            sellOrder = orders[orderIndex]
                        }
                    }
                    var realProfit = currTotalEq - totalEq
                    if (exchange.GetName() == "Futures_Binance") {
                        _.each(pos, function(p) {
                            realProfit += parseFloat(p.Info.unRealizedProfit)
                        })                        
                    }
                    var t = exchange.GetTicker()
                    tbl.rows.push([currTotalEq, realProfit, t ? t.Last : "--", (buyOrder.Price + "/" + buyOrder.Amount), (sellOrder.Price + "/" + sellOrder.Amount)])
                    
                    // 更新图表数据             
                    if (t && showLine) {
                        _.each(pos, function(p) {
                            $.PlotLine(descType[p.Type] + "持仓价格", p.Price)
                        })
                        $.PlotLine("买单挂单价格", buyOrder.Price)
                        $.PlotLine("卖单挂单价格", sellOrder.Price)
                        $.PlotLine("当前价格", t.Last)
                    }
                    
                    // 更新状态栏数据
                    LogStatus("时间:" + _D() + "\n" + "`" + JSON.stringify(tblPos) + "`" + "\n" + "`" + JSON.stringify(tbl) + "`")
                }
            }            
            Sleep(5000)
        }
        Sleep(500)
    }
}

function onexit() {
    Log("扫尾,撤销所有挂单")
    cancelAll()
}

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