Cette stratégie est basée sur les indicateurs RSI et offre de fortes chances de succès dans les marchés baissiers. La stratégie analyse les données RSI du marché et effectue une courte-course dès qu'elle capture une forme de ligne K prédéfinie.
L'indicateur RSI décrit: Le RSI a été utilisé pour la première fois dans les négociations à terme, puis il a été découvert que l'indicateur était très utile pour guider les résultats des investissements sur le marché boursier, et ses caractéristiques ont été constamment résumées. Aujourd'hui, le RSI est devenu l'un des indicateurs techniques les plus largement utilisés par les investisseurs. Le principe général de l'investissement est que le comportement d'achat et de vente des investisseurs est le reflet d'un ensemble de facteurs, les changements de marché dépendent finalement de la relation d'offre et d'offre.
Les caractéristiques stratégiques: Prise en charge du suivi des tendances à n'importe quel niveau (minutes K, heures K, jours K, semaines K, etc.) Prise en charge des paires de transactions arbitraires (ETH/BTC, BSV/BTC, etc.) Prise en charge des échanges arbitraires Rapport stratégique détaillé (incluant l'état de la stratégie, l'historique des transactions, etc.) Prise en charge de près de 10 paramètres de personnalisation personnalisés
Les paramètres de stratégie:https://www.pcclean.io/8cut
/*
RSI策略:仅用于学习用途,用于实盘后果自负
*/
var ExchangProcessor={
createNew: function(exc_obj){
//策略参数
var manage_assets=1;//bch
var max_positions=4;//max=4N
var price_n={BTC_BCH:8,ETH_BCH:8,XRP_BCH:8,EOS_BCH:8,LTC_BCH:8,DASH_BCH:8,CET_BCH:8}; //价格精度
var num_n={BTC_BCH:8,ETH_BCH:8,XRP_BCH:8,EOS_BCH:8,LTC_BCH:8,DASH_BCH:8,CET_BCH:8}; //数量精度
var minest_buy={BTC_BCH:0.001,ETH_BCH:0.01,XRP_BCH:1,EOS_BCH:1,LTC_BCH:0.1,DASH_BCH:0.01,CET_BCH:1};//最小买入量
var minest_sell={BTC_BCH:0.001,ETH_BCH:0.01,XRP_BCH:1,EOS_BCH:1,LTC_BCH:0.1,DASH_BCH:0.01,CET_BCH:1};//最小卖出量
var order_wait_secs=120000; //订单的最长等待时间 毫秒
var wait_ms=1000;//默认等待毫秒
var sxf=0.0005;//用来计算手续费消耗
//全局状态变量
var positions=[];//记录仓位
var init_asset=0; //初始资产
var trades=[];//所有交易
var trades_recorder=true;//记录所有交易
var pre_time=null; //记录轮询间隔时间
var approximate_profit=0;//盈亏近似值
var add_already=0;//已经加仓次数
var processor={};
//重试购买，直到成功返回
processor.retryBuy=function(ex,price,num)
{
var currency=ex.GetCurrency();
var r=ex.Buy(_N(price,price_n[currency]), _N(num,num_n[currency]));
while (!r){
Log("Buy失败，正在retry。");
Sleep(wait_ms);
var account=_C(ex.GetAccount);
var ticker=_C(ex.GetTicker);
var last=ticker.Last;
var fixedAmount=(price===-1?Math.min(account.Balance*0.95,num):Math.min(account.Balance/last*0.95,num));
r=ex.Buy(_N(price,price_n[currency]), _N(fixedAmount,num_n[currency]));
}
return r;
}
//重试卖出，直到成功返回
processor.retrySell=function(ex,price,num){
var currency=ex.GetCurrency();
var r=ex.Sell(_N(price,price_n[currency]), _N(num,num_n[currency]));
while (!r){
Log("Sell失败，正在retry。");
Sleep(wait_ms);
var account=_C(ex.GetAccount);
var fixedAmount=Math.min(account.Stocks,num);
r=ex.Sell(_N(price,price_n[currency]), _N(fixedAmount,num_n[currency]));
}
return r;
}
processor.get_ChinaTimeString=function(){
var date = new Date();
var now_utc = Date.UTC(date.getUTCFullYear(), date.getUTCMonth(), date.getUTCDate(),
date.getUTCHours(), date.getUTCMinutes(), date.getUTCSeconds());
var cdate=new Date(now_utc);
cdate.setHours(cdate.getHours()+8);
var localstring=cdate.getFullYear()+'/'+(cdate.getMonth()+1)+'/'+cdate.getDate()+' '+cdate.getHours()+':'+cdate.getMinutes()+':'+cdate.getSeconds();
return localstring;
}
processor.init_obj=function(){
_CDelay(wait_ms);
pre_time = new Date();
//init
{
var account=_C(exc_obj.GetAccount);
var ticker=_C(exc_obj.GetTicker);
var last=ticker.Last;
init_asset=(account.Balance+account.FrozenBalance)+(account.Stocks+account.FrozenStocks)*last;
Sleep(wait_ms);
}
}
processor.work=function(){
var cur_time = new Date();
var passedtime=cur_time-pre_time;
pre_time=cur_time;
//计算n,头寸
var exname=exc_obj.GetName();
var currency=exc_obj.GetCurrency();
var account=_C(exc_obj.GetAccount);
var ticker=_C(exc_obj.GetTicker);
var depth = _C(exc_obj.GetDepth);
var last=ticker.Last;
var ask1=depth.Asks[0].Price;
var bid1=depth.Bids[0].Price;
var bestprice=bid1+(Math.abs(ask1-bid1)/2);
var records = _C(exc_obj.GetRecords);
if (records.length<=50){
Log("records.length is not valid.");
Sleep(wait_ms);
return;
}
var atr = TA.ATR(records, 20);
if (atr.length<=1){
Log("atr.length is not valid.");
Sleep(wait_ms);
return;
}
var N=atr[atr.length-1];
var position_unit=Math.min(manage_assets*0.01/N,account.Balance/last*0.95);//cet
//Log("N="+N+", 头寸单位="+position_unit+"CET");
var highest=TA.Highest(records, 20, 'High');
var Lowest=TA.Lowest(records, 10, 'Low');
var cur_asset=(account.Balance+account.FrozenBalance)+(account.Stocks+account.FrozenStocks)*last;
var rsi6 = TA.RSI(records, 6);
var rsi12 = TA.RSI(records, 12);
if (rsi6.length<=5 || rsi12.length<=5){
Log("rsi is not valid.");
Sleep(wait_ms);
return;
}
var rsi_in=false;
if (rsi6[rsi6.length-1]-rsi6[rsi6.length-2]>1 && rsi6[rsi6.length-2]<=65){
//Log("rsi_in=true");
rsi_in=true;
}
var rsi_out=false;
if (rsi6[rsi6.length-1]>=60){
//Log("rsi_out=true");
rsi_out=true;
}
//建仓
if (positions.length==0 && position_unit>minest_buy[currency]){
if (rsi_in)
{
var buyID = processor.retryBuy(exc_obj,last,position_unit);
Sleep(order_wait_secs);
var buyOrder=_C(exc_obj.GetOrder,buyID);
if (buyOrder.Status!=ORDER_STATE_CLOSED){
exc_obj.CancelOrder(buyID);
}
if (buyOrder.DealAmount>0){
var postion = {
amount:buyOrder.DealAmount,
buy_price:buyOrder.AvgPrice,
stoploss_price:buyOrder.AvgPrice-N};
positions.push(postion);
var details={
type:"建仓",
time:processor.get_ChinaTimeString(),
RealAmount:buyOrder.DealAmount,
WantAmount:position_unit,
RealPrice:buyOrder.AvgPrice,
WantPrice:buyOrder.Price,
Memo:""
};
if (trades_recorder){
trades.push(details);
}
add_already=1;
}
}
}
//加仓
if (positions.length>0 && position_unit>minest_buy[currency]){
var last_buy_price=positions[positions.length-1].buy_price;
if (add_already<max_positions){
if (last-last_buy_price>=0.5*N){
var buyID = processor.retryBuy(exc_obj,last,position_unit);
Sleep(order_wait_secs);
var buyOrder=_C(exc_obj.GetOrder,buyID);
if (buyOrder.Status!=ORDER_STATE_CLOSED){
exc_obj.CancelOrder(buyID);
}
if (buyOrder.DealAmount>0){
var postion = {
amount:buyOrder.DealAmount,
buy_price:buyOrder.AvgPrice,
stoploss_price:buyOrder.AvgPrice-N};
positions.push(postion);
var details={
type:"加仓",
time:processor.get_ChinaTimeString(),
RealAmount:buyOrder.DealAmount,
WantAmount:position_unit,
RealPrice:buyOrder.AvgPrice,
WantPrice:last,
Memo:""
};
if (trades_recorder){
trades.push(details);
}
add_already=add_already+1;
}
}
}
}
//止损
if (positions.length>0){
var positions_new=[];
for (var i=0; i < positions.length; i++){
if (last<=positions[i].stoploss_price){
account=_C(exc_obj.GetAccount);
var fixedAmount=Math.min(account.Stocks,positions[i].amount);
if (fixedAmount>minest_sell[currency]){
var sellID = processor.retrySell(exc_obj, last, fixedAmount);
Sleep(order_wait_secs);
var sellOrder=_C(exc_obj.GetOrder,sellID);
approximate_profit+=(sellOrder.AvgPrice*sellOrder.DealAmount*(1-sxf)-positions[i].buy_price*sellOrder.DealAmount*(1+sxf));
Log("定价卖出: 数量-"+sellOrder.DealAmount+",approximate_profit="+approximate_profit);
if (sellOrder.Status!=ORDER_STATE_CLOSED){
exc_obj.CancelOrder(sellID);
if (Math.min(account.Stocks,fixedAmount-sellOrder.DealAmount)>minest_sell[currency]){
var marketsellOrderID=processor.retrySell(exc_obj, -1, fixedAmount-sellOrder.DealAmount);
Sleep(order_wait_secs);
var marketsellOrderData=_C(exc_obj.GetOrder,marketsellOrderID);
approximate_profit+=(marketsellOrderData.AvgPrice*marketsellOrderData.DealAmount*(1-sxf)-positions[i].buy_price*marketsellOrderData.DealAmount*(1+sxf));
Log("市价卖出: 数量-"+marketsellOrderData.DealAmount+",approximate_profit="+approximate_profit);
}
}
var details={
type:"止损",
time:processor.get_ChinaTimeString(),
RealAmount:-1,
WantAmount:fixedAmount,
RealPrice:-1,
WantPrice:last,
Memo:(last>positions[i].buy_price?"盈利":"亏损")
};
if (trades_recorder){
trades.push(details);
}
}
}else{
positions_new.push(positions[i]);
}
}
positions=positions_new;
}
//清仓
if (positions.length>0){
if (rsi_out){
var positions_new=[];
for (var i=0; i < positions.length; i++){
account=_C(exc_obj.GetAccount);
var fixedAmount=Math.min(account.Stocks,positions[i].amount);
if (fixedAmount>minest_sell[currency]){
var sellID = processor.retrySell(exc_obj, last, fixedAmount);
Sleep(order_wait_secs);
var sellOrder=_C(exc_obj.GetOrder,sellID);
approximate_profit+=(sellOrder.AvgPrice*sellOrder.DealAmount*(1-sxf)-positions[i].buy_price*sellOrder.DealAmount*(1+sxf));
Log("定价卖出: 数量-"+sellOrder.DealAmount+",approximate_profit="+approximate_profit);
if (sellOrder.Status!=ORDER_STATE_CLOSED){
exc_obj.CancelOrder(sellID);
if (Math.min(account.Stocks,fixedAmount-sellOrder.DealAmount)>minest_sell[currency]){
var marketsellOrderID=processor.retrySell(exc_obj, -1, fixedAmount-sellOrder.DealAmount);
Sleep(order_wait_secs);
var marketsellOrderData=_C(exc_obj.GetOrder,marketsellOrderID);
approximate_profit+=(marketsellOrderData.AvgPrice*marketsellOrderData.DealAmount*(1-sxf)-positions[i].buy_price*marketsellOrderData.DealAmount*(1+sxf));
Log("市价卖出: 数量-"+marketsellOrderData.DealAmount+",approximate_profit="+approximate_profit);
}
}
var details={
type:"清仓",
time:processor.get_ChinaTimeString(),
RealAmount:-1,
WantAmount:fixedAmount,
RealPrice:-1,
WantPrice:last,
Memo:(last>positions[i].buy_price?"盈利":"亏损")
};
if (trades_recorder){
trades.push(details);
}
}
}
positions=positions_new;
}
}
//显示状态
var table1 = {type: 'table', title: '仓位-'+exname+'('+currency+')', cols: ['数量', '成交价','止损价'], rows: []};
var table2 = {type: 'table', title: '状态-'+exname+'('+currency+')', cols: ['平均真实波幅(N)','头寸单位','初始资产','当前资产','轮询时间','最新价','Highest','Lowest','加仓次数','【近似盈亏】'], rows: []};
var table3 = {type: 'table', title: '交易历史-'+exname+'('+currency+')', cols: ['日期','类型', '成交数量','发单数量','成交价','发单价','备注'], rows: []};
for (var i=0; i < positions.length; i++){
table1.rows.push([positions[i].amount,positions[i].buy_price,positions[i].stoploss_price]);
}
table2.rows.push([N,position_unit,init_asset,cur_asset,passedtime+'ms',last,highest,Lowest,add_already,approximate_profit]);
for (i=0; i < trades.length; i++){
table3.rows.push([trades[i].time,trades[i].type,trades[i].RealAmount,trades[i].WantAmount,trades[i].RealPrice,trades[i].WantPrice,trades[i].Memo]);
}
processor.logstatus=('`' + JSON.stringify([table1, table2, table3])+'`'+'\n');
//记录盈利
processor.logprofit=approximate_profit;
//rest
Sleep(wait_ms);
}
return processor;
}
};
//主函数
function main(){
var exchange_num=exchanges.length;
var processors=[];
for (var i=0; i<exchange_num; ++i){
var p=ExchangProcessor.createNew(exchanges[i]);
processors.push(p);
}
for (i=0; i<exchange_num; ++i){
processors[i].init_obj();
}
var pre_profit=Number(_G("pre_profit"));
Log('之前收入累计：'+pre_profit);
var lastprofit=0;
while(true){
var allstatus='定制策略请联系微信: alinwo (验证消息:botvs量化)#0000ff'+'\n';
var allprofit=0;
for (i=0; i<exchange_num; ++i){
processors[i].work();
allstatus+=processors[i].logstatus;
allprofit+=processors[i].logprofit;
}
allstatus+=('定制策略请联系微信: alinwo (验证消息:botvs量化)#0000ff'+'\n');
LogStatus(allstatus);
if (lastprofit!==allprofit){
LogProfit(pre_profit+allprofit);
_G("pre_profit", pre_profit+allprofit);
lastprofit=allprofit;
}
}
}