The net of easy and bad contracts
Author: The Noble, Date: 2021-11-18 17:28:35Tags:
The parameters are very simple, take BTC as an example, to the area with a lot of flat open, to the area with a lot of open, to the area with a lot of flat open, and back again.
Obviously, in monetary circles, in the long run, any complex model can't run on a brainless grid.
The code for wealth is brainless grid + brainless hound
Hopefully, like the first Martin, it's the simplest, roughest, but most profitable strategy.
'''backtest
start: 2021-01-01 00:00:00
end: 2021-11-17 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT","balance":2500}]
args: [["H",30],["n1",0.001],["grid",300],["xia",50000]]
'''
def CancelPendingOrders():
orders = _C(exchanges[0].GetOrders)
if len(orders)>0:
for j in range(len(orders)):
exchanges[0].CancelOrder(orders[j].Id, orders[j])
j=j+1
def main():
exchange.SetContractType('swap')
exchange.SetMarginLevel(M)
currency=exchange.GetCurrency()
if _G('buyp') and _G('sellp'):
buyp=_G('buyp')
sellp=_G('sellp')
Log('读取网格价格')
else:
ticker=exchange.GetTicker()
buyp=ticker["Last"]-grid
sellp=ticker["Last"]+grid
_G('buyp',buyp)
_G('sellp',sellp)
Log('网格数据初始化')
while True:
account=exchange.GetAccount()
ticker=exchange.GetTicker()
position=exchange.GetPosition()
orders=exchange.GetOrders()
if len(position)==0:
if ticker["Last"]>shang:
exchange.SetDirection('sell')
exchange.Sell(-1,n1*H)
Log(currency,'到达开空区域,买入空头底仓')
else:
exchange.SetDirection('buy')
exchange.Buy(-1,n1*H)
Log(currency,'到达开多区域,买入多头底仓')
if len(position)==1:
if position[0]["Type"]==1:
if ticker["Last"]<xia:
Log(currency,'空单全部止盈反手')
exchange.SetDirection('closesell')
exchange.Buy(-1,position[0].Amount)
else:
orders=exchange.GetOrders()
if len(orders)==0:
exchange.SetDirection('sell')
exchange.Sell(sellp,n1)
exchange.SetDirection('closesell')
exchange.Buy(buyp,n1)
if len(orders)==1:
if orders[0]["Type"]==1: #止盈成交
Log(currency,'网格减仓,当前份数:',position[0].Amount)
CancelPendingOrders()
buyp=buyp-grid
sellp=sellp-grid
LogProfit(account["Balance"])
if orders[0]["Type"]==0:
Log(currency,'网格加仓,当前份数:',position[0].Amount)
CancelPendingOrders()
buyp=buyp+grid
sellp=sellp+grid
LogProfit(account["Balance"])
if position[0]["Type"]==0:
if ticker["Last"]>float(shang):
Log(currency,'多单全部止盈反手')
exchange.SetDirection('closebuy')
exchange.Sell(-1,position[0].Amount)
else:
orders=exchange.GetOrders()
if len(orders)==0:
exchange.SetDirection('buy')
exchange.Buy(buyp,n1)
exchange.SetDirection('closebuy')
exchange.Sell(sellp,n1)
if len(orders)==1:
if orders[0]["Type"]==0: #止盈成交
Log(currency,'网格减仓,当前份数:',position[0].Amount)
CancelPendingOrders()
buyp=buyp+grid
sellp=sellp+grid
LogProfit(account["Balance"])
if orders[0]["Type"]==1:
Log(currency,'网格加仓,当前份数:',position[0].Amount)
CancelPendingOrders()
buyp=buyp-grid
sellp=sellp-grid
LogProfit(account["Balance"])
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mexminThere is a problem with the for loop syntax
Light cloudsPlease tell me, the real disk error suggests Traceback (most recent call last): File "
Light cloudsI'm a huge fan of JS, and I'd love to write one with JS.
Light cloudsGood. Thank you.
The NobleSo let's say that we have an array of positions, and let's look at the array structure.