Es gibt zwei Ema-Parameter, ema1 ((A2) und ema2 ((A3), die bei einer Ema-Einstellung größer als 100 den Wert von fmz auf der Festplatte nicht mit dem Wert von Binance übereinstimmen, und (normal, wenn ema kleiner als 100 ist), was dazu führt, dass das Auftragssignal 5 bis 10 K-Wurzeln vor- oder nachlässt.

”‘backtest start: 2021-11-01 00:00:00 end: 2021-11-02 00:00:00 period: 5m basePeriod: 1m exchanges: [{“eid”:“Futures_Binance”,“currency”:“BTC_USDT”}] args: [[“M”,8],[“A2”,100],[“A3”,200],[“K3”,500],[“K2”,300]] “’

def accuracy (): # Erhält die Genauigkeit der Börse global BV1,CV1 exchanges[i].SetContractType(‘swap’) currency1=_C(exchanges[i].GetCurrency) ticker1=_C(exchanges[i].GetTicker) account1=_C(exchanges[i].GetAccount) all_BV1list=[‘ALICE_USDT’,‘DODO_USDT’,‘UNFI_USDT’,‘LITU_USDT’,‘ZEN_USDT’,‘FIL_USDT’,‘AAVE_USDT’,‘KSM_USDT’,‘EGLD_USDT’,‘TRB_USDT’,‘CRV_USDT’, ‘BAL_USDT’,‘DOT_USDT’,‘SNX_USDT’,‘WAVES_USDT’,‘RLC_USDT’,‘BAND_USDT’,‘KAVA_USDT’,‘SXP_USDT’,‘OMG_USDT’,‘ZRX_USDT’,‘ALGO_USDT’, ‘THETA_USDT’,‘QTUM_USDT’,‘BAT_USDT’,‘IOTA_USDT’,‘ONT_USDT’,‘XTZ_USDT’,‘EOS_USDT’,‘XRP_USDT’,‘ICP_USDT’,‘NEO_USDT’,‘ATOM_USDT’, ‘BNB_USDT’,‘LINK_USDT’,‘ETC_USDT’,‘BNB_USDT’,‘YFII_USDT’,‘YFI_USDT’,‘DEFI_USDT’,‘MKR_USDT’,‘COMP_USDT’,‘ZEC_USDT’,‘DASH_USDT’, ‘XMR_USDT’,‘LTC_USDT’,‘BCH_USDT’,‘ETH_USDT’,‘BTC_USDT’] list1=[‘ALICE_USDT’,‘DODO_USDT’,‘UNFI_USDT’,‘LITU_USDT’,‘ZEN_USDT’,‘FIL_USDT’,‘AAVE_USDT’,‘KSM_USDT’,‘EGLD_USDT’,‘TRB_USDT’,‘CRV_USDT’, ‘BAL_USDT’,‘DOT_USDT’,‘SNX_USDT’,‘WAVES_USDT’,‘RLC_USDT’,‘BAND_USDT’,‘KAVA_USDT’,‘SXP_USDT’,‘OMG_USDT’,‘ZRX_USDT’,‘ALGO_USDT’, ‘THETA_USDT’,‘QTUM_USDT’,‘BAT_USDT’,‘IOTA_USDT’,‘ONT_USDT’,‘XTZ_USDT’,‘EOS_USDT’,‘XRP_USDT’] list2=[‘ICP_USDT’,‘NEO_USDT’,‘ATOM_USDT’,‘BNB_USDT’,‘LINK_USDT’,‘ETC_USDT’,‘BNB_USDT’] list3=[‘YFII_USDT’,‘YFI_USDT’,‘DEFI_USDT’,‘MKR_USDT’,‘COMP_USDT’,‘ZEC_USDT’,‘DASH_USDT’,‘XMR_USDT’,‘LTC_USDT’,‘BCH_USDT’,‘ETH_USDT’,‘BTC_USDT’] if currency1 in list1: BV1=1 if currency1 in list2: BV1=2 if currency1 in list3: BV1=3 if currency1 not in all_BV1list: BV1=0 #Preise genau berechnet if currency1!=‘YFI_USDT’: RR1=str(ticker1[“Last”]) content1=RR1.split(“.”)[-1] weishu1=len(content1) CV1=weishu1 else: CV1=0 global n1 account1=_C(exchange.GetAccount) walletbalance=account1[“Balance”] P=0.01*P0*float(walletbalance) n1=round(P/ticker1[“Last”],BV1) if n1==0: n1=n1+10**(-BV1)

def main(): while True: global i for i in range(len(exchanges)): exchanges[i].SetContractType(‘swap’) accuracy() exchanges[i].SetMarginLevel(M) ticker1=_C(exchanges[i].GetTicker) currency1=_C(exchanges[i].GetCurrency) position1=_C(exchanges[i].GetPosition) r=_C(exchanges[i].GetRecords) if r and len®>9: EMA=TA.EMA(r,A2) EMA2=TA.EMA(r,A3) longsignal=EMA[-3]EMA2[-2] shortsignal=EMA[-3]>EMA2[-3] and EMA[-2]

                    if longsignal: #1分钟金叉
                        Log(currency1,'多头信号成立')
                        exchanges[i].SetDirection('buy')
                        exchanges[i].Buy(-1,n1)
                        Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                        Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                        
                        
                    #开空信号
                    if shortsignal: #1分钟死叉
                        Log(currency1,'空头信号成立')
                        exchanges[i].SetDirection('sell')
                        exchanges[i].Sell(-1,n1)
                        Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                        Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                        
                if len(position1)==1:
                    if position1[0]["Type"]==0:
                        if ticker1["Last"]>position1[0].Price+K3:
                            Log(currency1,'多头触发止盈')
                            exchanges[i].SetDirection('closebuy')
                            exchanges[i].Sell(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
                        if ticker1["Last"]<position1[0].Price-K2:
                            Log(currency1,'多头触发止损')
                            exchanges[i].SetDirection('closebuy')
                            exchanges[i].Sell(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
                    if position1[0]["Type"]==1:
                        if ticker1["Last"]<position1[0].Price-K3:
                            Log(currency1,'空头触发止盈')
                            exchanges[i].SetDirection('closesell')
                            exchanges[i].Buy(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
                        if ticker1["Last"]>position1[0].Price+K2:
                            Log(currency1,'空头触发止损')
                            exchanges[i].SetDirection('closesell')
                            exchanges[i].Buy(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
        Sleep(S)