实盘：https://www.fmz.com/m/robot/26018 这个策略适合长期看好比特币的脑残粉，使用价值平均策略来进行定投，可以有效的抵抗市场波动。（关于价值平均定投请度娘。）
基本的思路是先想好每个月想要投入多少钱（策略变量：MoneyEveryMonth），然后决定多久交易一次，交易的间隔不建议小于5分钟（策略参数：InvestInternal）。
以下用一个实例说明策略思路和买卖时机： 假设每月想要买入价值72000元人民币的比特币(便于计算)，每个小时交易一次，就是计划每个月交易24*30＝720次，每次计划投入的资金价值为72000/720=100元（变量A）。
小时B，当时价格C，已投入资金D，已买入币数E，现在币价值F，本次投入资金G， 本次买入币数H
1 400 0 0 CE=0 AB-F=100 G/C=0.25
2 200 100 0.25 2000.25=50 1002-50=150 0.75
3 1000 250 1 1000 1003-1000=-700 -0.7
4 500 -550 0.3 150 1004-150=250 0.5
最终的结果，投入资金300，买入0.8个比特币（价值400元），平均价格375元。
说明：程序会每次检查账户内的资金和比特币与启动时的差额，以此计算每次需要购买的数量，因此不要用其他机器人公用一个帐户，也不要手工进行买入卖出的操作。如果在交易所有充值和体现，应该在程序互动部分填入，否则程序计算会错误。
var initAccount;
var startTime; //unix timestamp
var pause = false; //pause execution of strategy or continue
var moneyDeposit = 0; // positive means deposit, negative means withdraw
var sotckDeposit = 0; // positive means deposit, negative means withdraw
function AdjustFloat(v) {
return Math.floor(v * 1000)/1000;
}
function GetAccount() {
var account = null;
while (!(account = exchange.GetAccount())) {
Log('Get Account Error');
Sleep(ErrorInterval);
}
return account;
}
function GetCurrentPrice() {
var ticker = null;
while (!(ticker = exchange.GetTicker())) {
Log('Get Ticker Error');
Sleep(ErrorInterval);
}
return AdjustFloat(ticker.Last);
}
function GetOrders(){
var orders = null;
while (!(orders = exchange.GetOrders())) {
Log('Get Orders Error');
Sleep(ErrorInterval);
}
return orders;
}
function CancelPendingOrders() {
while(true){
var orders = GetOrders();
if (orders.length === 0) {
return;
}
for (var i = 0; i < orders.length; i++) {
exchange.CancelOrder(orders[i].Id);
if (i < (orders.length-1)) {
Sleep(ErrorInterval);
}
}
}
}
function ProcessCommand() {
var command = GetCommand();
if (command !== null) {
Log('command:', command);
if (command === 'pause') {
pause = true;
}
if (command === 'Continue') {
pause = false;
}
if(command.indexOf('MoneyChange:') === 0){
moneyDeposit += parseFloat(command.replace("MoneyChange:", ""));
Log('Deposit Money:', moneyDeposit);
}
if(command.indexOf('StockChange:') === 0){
stockDeposit += parseFloat(command.replace("StockChange:", ""));
Log('Deposit Stock:',stockDeposit);
}
}
}
function CaculateMoneyToInvest(currentPrice,investCount)
{
var moneyEveryInvest = MoneyEveryMonth * InvestInternal / (30 * 24 * 60);
var totalStockInvested = 0.0;
var totalMoneyInvested = 0.0;
var totalValueInvested = 0.0;
var moneyToInvestThisTime = 0.0;
CancelPendingOrders();
var accountNow = GetAccount();
totalMoneyInvested = initAccount.Balance + initAccount.FrozenBalance + moneyDeposit - accountNow.Balance - accountNow.FrozenBalance;
totalStockInvested = accountNow.Stocks + accountNow.FrozenStocks - initAccount.Stocks - initAccount.FrozenStocks - stockDeposit;
Log('Total Money Invested:',totalMoneyInvested);
Log('Total Stock Invested:',totalStockInvested);
totalValueInvested = AdjustFloat(totalStockInvested * currentPrice);
Log('Total Value Invested:',totalValueInvested);
var averagePrice = 0;
if(totalStockInvested !== 0){
averagePrice = AdjustFloat(totalMoneyInvested / totalStockInvested);
}
moneyToInvestThisTime = AdjustFloat(moneyEveryInvest * investCount - totalValueInvested);
Log('Money to Invest This Time:', moneyToInvestThisTime);
var profit = totalValueInvested - totalMoneyInvested;
var totalValueNow = (accountNow.Stocks + accountNow.FrozenStocks) * currentPrice + accountNow.Balance + accountNow.FrozenBalance;
LogStatus('Account Value Now:' + totalValueNow + '\n' + 'Count:',investCount,' Money:', totalMoneyInvested, 'Stock:', totalStockInvested, 'Average:', averagePrice,'Profit:',profit);
LogProfit(profit);
return moneyToInvestThisTime;
}
function onTick(investCount) {
var currentPrice = GetCurrentPrice();
Log('Current Price', currentPrice);
var moneyToInvestThisTime = CaculateMoneyToInvest(currentPrice,investCount);
var stockToInvestThisTime = 0;
if(moneyToInvestThisTime > 0){ //Buy
stockToInvestThisTime = AdjustFloat(moneyToInvestThisTime / (currentPrice + SlidePrice));
}else{ //Sell
stockToInvestThisTime = AdjustFloat(moneyToInvestThisTime / (currentPrice - SlidePrice));
}
var minPrice = exchange.GetMinPrice();
if(Math.abs(moneyToInvestThisTime) < minPrice){
Log('Invest Less Than MinPrice:', minPrice);
return;
}
var minStock = exchange.GetMinStock();
if(Math.abs(stockToInvestThisTime) < minStock){
Log('Invest Less Than MinStock:',minStock);
return;
}
var account = GetAccount();
if(stockToInvestThisTime > 0){ //Buy
if(account.Balance < moneyToInvestThisTime){
Log('Money not Enough.#ff0000@');
return;
}
}else{ //Sell
if(account.Stocks < Math.abs(stockToInvestThisTime)){
Log('Stock not Enough.#ff0000@');
return;
}
}
var orderID = -1;
if(stockToInvestThisTime > 0){ //Buy
Log('Buy Stock:',stockToInvestThisTime);
orderID = exchange.Buy(currentPrice + SlidePrice,stockToInvestThisTime);
}
if(stockToInvestThisTime < 0){ //Sell
Log('Sell Stock:',Math.abs(stockToInvestThisTime));
orderID = exchange.Sell(currentPrice - SlidePrice,Math.abs(stockToInvestThisTime));
}
}
function main() {
//exchange.IO("websocket");
initAccount = _G('InitAccount');
if(initAccount === null){
initAccount = GetAccount();
_G('InitAccount',initAccount);
Log('Set Init account.');
Log(exchange.GetName(), exchange.GetCurrency(), initAccount);
}
else{
Log('Read Init Account:', initAccount);
}
startTime = _G('StartTime');
if(startTime === null){
startTime = new Date().getTime();
_G('StartTime',startTime);
Log('Set Start Time:', startTime);
}else{
Log('Read Start Time',new Date().setTime(startTime));
}
var investCount = _G('InvestCount' );
if(investCount === null){
investCount = 1;
Log('Set Invest Starting from Count 1.');
}
else{
Log('Invest Continuing from:', investCount);
}
moneyDeposit = _G('MoneyDeposit');
if(moneyDeposit === null){
moneyDeposit = 0;
Log('Set Money Deposit 0.');
}
else{
Log('Read Money Deposit:', moneyDeposit);
}
stockDeposit = _G('StockDeposit');
if(stockDeposit === null){
stockDeposit = 0;
Log('Set Stock Deposit 0.');
}
else{
Log('Read Stock Deposit:', stockDeposit);
}
while (true) {
ProcessCommand();
if (!pause) {
Log('=================================================');
Log('Invest Count', investCount);
onTick(investCount);
investCount += 1;
_G('InvestCount',investCount);
}
Sleep(InvestInternal * 1000 * 60);
}
}
function onexit(){
_G('MoneyDeposit',moneyDeposit);
_G('StockDeposit', stockDeposit);
Log('Robot Stopped!#ff0000@');
}
lazyp 还在跑吗？晒下收益
xuanxuan 谢谢分享 不错，希望坚持下去
宁公子 谢谢分享
Lizza 有空帮看看代码吧
Zero 感谢分享, 定投相当于以时间做为权重的长期投资，很靠谱的投资策略 !