An overview of the benefits of simulated retargeting is to only sell and not buy.

Author: kite, Created: 2020-12-07 23:24:34, Updated:

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As shown in the graph, when I tested currency spot trading, I found that the earnings overview chart counted the purchases as blank stocks, sold without statistics, and I don't know which god can point to. The other thing is,exchange.GetPosition()The method of obtaining holdings is suggested not to support this method in retesting. The code is as follows:

/*backtest
start: 2020-05-01 00:00:00
end: 2020-12-03 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Huobi","currency":"BTC_USDT"}]
*/

var times = 0;
var lasttime = null;
var hasPosition = false; //持仓数量

function main() {
    Log("strategy started.");
    while(true){
        var records = _C(exchange.GetRecords, PERIOD_D1);
            records = records.slice(-20);
        var {Time} = records[records.length - 1];
        if(lasttime != Time){
            lasttime = Time;
            var fast = TA.MA(records, 5);
            var slow = TA.MA(records, 20);
            
            var lastFast1 = fast[fast.length - 2];
            var lastSlow1 = slow[slow.length - 2];
            var lastFast2 = fast[fast.length - 3];
            var lastSlow2 = slow[slow.length - 3];
            
            if(lastFast2 < lastSlow2 && lastFast1 > lastSlow1 && !hasPosition){
                //当前为金叉
                //$.Buy(0.001);
                exchange.Buy(-1, 0.01);
                hasPosition = true;
            }
            if(lastFast2 > lastSlow2 && lastFast1 < lastSlow1 && hasPosition){
                //当前为死叉
                exchange.Sell(-1, 0.01);
                hasPosition = false;
            }
        }
    }
}

function init() {
    const account = _C(exchange.GetAccount);
    Log('strategy inted.', exchange.GetName(), account);
}

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The grassThe spot exchange does not have a position concept, so it is recommended that you read the community's initial tutorial. Calculating profit and loss is compared to the initial holding.

kiteUnderstood, thank you.