This strategy is a strategy for monitoring the spread between a futures exchange and a spot exchange. Draw a graph with a statistical deviation of 10 seconds, drawn on a graph. The first exchange to be added is the futures exchange. The second exchange added is the spot exchange.
Testing can be done using the BTC_USDT transaction pair.
Default futures exchanges use tokens for DM contracts quarterly contracts, codenamed:quarterI'm not sure.
The spot test exchange uses BIT-Z, trading pairs set to BTC_USDT.
Testing demonstrations, teaching use.
function main () {
LogReset(1)
exchanges[0].SetContractType(ContractType)
var lastPlotTime = 0
while(true) {
var ticker_futures = exchanges[0].GetTicker()
var ticker_spot = exchanges[1].GetTicker()
var diff = ticker_futures.Last - ticker_spot.Last
LogStatus(_D(), "期货-现货，差价：", diff)
var cmd = GetCommand()
if (cmd) {
Log("接收到命令：", cmd, "可以对该命令内容解析，触发自定义的函数执行！#FF0000")
}
var ts = new Date().getTime()
if (ts - lastPlotTime > 1000 * 10) {
$.PlotLine("差价(期货-现货)", diff)
lastPlotTime = ts
}
Sleep(500)
}
}
bwxiaokIt's simple and easy to understand.