1. Square
2. The original version by Martin Variation

The original version by Martin Variation

这是我进入澳门之后的第一个简单策略，当时我花了10分钟写出了它，它是一个加仓间隔非常小的马丁变种，通过定投和逐步拉大加仓间隔来控制爆仓的风险，盈亏比比传统马丁好不少。
在三四月份的大牛市中，这个马丁表现非常不错，巅峰时期用小资金跑一天一倍，当时四天用12u跑CHR到了48u。
然而时过境迁，大牛市早已不在，这个马丁用于今天的市场不免会让使用者成为短信接收员，因此我把它分享了出来。
其实实盘还有一些可以跑的价值，但是需要人工择时，现在再也不是那种马丁一开坐着数钱的行情了。

'''backtest
start: 2021-05-01 00:00:00
end: 2021-05-14 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"EOS_USDT","balance":1000}]
args: [["zuokong",true],["n",3],["E",0.02]]
'''
def main():
    while True:
        exchange.SetContractType("swap")
        exchange.SetMarginLevel(MarginLevel)
        ticker = _C(exchange.GetTicker)
        account = _C(exchange.GetAccount)
        position = _C(exchange.GetPosition)
        if zuoduo:
            if len(position) == 0:   
                    exchange.SetDirection("buy")
                    exchange.Buy(-1, k, "开多")
            if len(position) > 0:
                if position[0].Type==0:
                    
                    if position[0].Price+Q<ticker["Last"]:
                        exchange.SetDirection("closebuy")
                        exchange.Sell(-1, position[0].Amount) 
                        account = exchange.GetAccount()
                        LogProfit(account["Balance"]) 
                    fx=(E/n)*position[0].Amount  
                    if position[0].Profit<position[0].Margin * -fx :
                        #轮询加仓
                            exchange.SetDirection("buy")
                            exchange.Buy(-1, k)
                            LogProfit(account["Balance"])     
        if zuokong:
            if len(position) == 0:   
                    exchange.SetDirection("sell")
                    exchange.Sell(-1, k, "开空")
            if len(position) > 0:
                if position[0].Type == 1 :
                    fp=Q*position[0].Amount
                    if position[0].Profit > 0.01*fp*ticker["Last"] :
                        exchange.SetDirection("closesell")
                        exchange.Buy(-1, position[0].Amount) 
                        account = exchange.GetAccount()
                        LogProfit(account["Balance"]) 
                    fx=(E/n)*position[0].Amount  
                    if position[0].Profit<position[0].Margin * -fx :
                        #轮询加仓
                            exchange.SetDirection("sell")
                            exchange.Sell(-1, n)
                            LogProfit(account["Balance"])
        
        Sleep(3000)

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• This is the first time I've seen this video.
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• 30 tips for gamblers
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• The triangular system is called the Exodus system.
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• Hedging strategies for different currencies (Teaching)
• Dry goods - down-supply precision and price precision - applicable to all exchanges
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• Two-way contract mesh trading v1.0.2
• grid
• The beach strategy btc instant version
• This is the first time I've seen this video.
• 练习01.RSI
• Switch to the OKEX_V5 analogue trading terminal plug-in
• Multi-variety futures and forward hedging strategies
• Python chasing the choke and drop strategy (Teaching) @binanUSDT
• Withdrawal on time
• okex order thin checksum algorithm function

Dreams are worth eight figures.Why can't it run both ways?

Treasures from HeavenI can't use~~

cjjklwx/upload/asset/25b56df4d22feadcf17e3.jpg Thank you very much Author This is a joke

Pen OneHow many, pull me. Boss.

caixb1233This is a market price item, can you change it to a limited price item?

The RootsThis can't run in both directions? position[0], this place is dead.

shanzhuFx = ((E/n) * position [0].Amount If position [0].Profit < position [0].Margin * - fx: What do you mean by that?

The NobleYour API is not working.

The Noble vx：15001733415

The NobleYou can sign up for the group rental version (doge)

caixb1233Unfortunately I won't.

The NobleIf you can, do it yourself, dog.

The NobleYes, I didn't realize it at first, but then I changed my mind.

The NobleConstruct a leverage interval function, where fx is the leverage interval, and ((E/n) is the number of positions held, and each position will increase the leverage interval linearly as the position increases.