दो ईएमए पैरामीटर हैं, ईएमए 1 ((A2) और ईएमए 2 ((A3)), और जब ईएमए में से एक 100 से अधिक सेट होता है, तो एफएमजेड रैखिक रन पर ईएमए और बिटकॉइन के बीच असंगत होता है, और ईएमए 100 से कम होने पर सामान्य होता है, जिससे ऑर्डर सिग्नल 5-10 रूट के लाइन को आगे या पीछे ले जाता है।

”‘backtest start: 2021-11-01 00:00:00 end: 2021-11-02 00:00:00 period: 5m basePeriod: 1m exchanges: [{“eid”:“Futures_Binance”,“currency”:“BTC_USDT”}] args: [[“M”,8],[“A2”,100],[“A3”,200],[“K3”,500],[“K2”,300]] “’

एक्सचेंज सटीकता प्राप्त करें

global BV1,CV1 exchanges[i].SetContractType(‘swap’) currency1=_C(exchanges[i].GetCurrency) ticker1=_C(exchanges[i].GetTicker) account1=_C(exchanges[i].GetAccount) all_BV1list=[‘ALICE_USDT’,‘DODO_USDT’,‘UNFI_USDT’,‘LITU_USDT’,‘ZEN_USDT’,‘FIL_USDT’,‘AAVE_USDT’,‘KSM_USDT’,‘EGLD_USDT’,‘TRB_USDT’,‘CRV_USDT’, ‘BAL_USDT’,‘DOT_USDT’,‘SNX_USDT’,‘WAVES_USDT’,‘RLC_USDT’,‘BAND_USDT’,‘KAVA_USDT’,‘SXP_USDT’,‘OMG_USDT’,‘ZRX_USDT’,‘ALGO_USDT’, ‘THETA_USDT’,‘QTUM_USDT’,‘BAT_USDT’,‘IOTA_USDT’,‘ONT_USDT’,‘XTZ_USDT’,‘EOS_USDT’,‘XRP_USDT’,‘ICP_USDT’,‘NEO_USDT’,‘ATOM_USDT’, ‘BNB_USDT’,‘LINK_USDT’,‘ETC_USDT’,‘BNB_USDT’,‘YFII_USDT’,‘YFI_USDT’,‘DEFI_USDT’,‘MKR_USDT’,‘COMP_USDT’,‘ZEC_USDT’,‘DASH_USDT’, ‘XMR_USDT’,‘LTC_USDT’,‘BCH_USDT’,‘ETH_USDT’,‘BTC_USDT’] list1=[‘ALICE_USDT’,‘DODO_USDT’,‘UNFI_USDT’,‘LITU_USDT’,‘ZEN_USDT’,‘FIL_USDT’,‘AAVE_USDT’,‘KSM_USDT’,‘EGLD_USDT’,‘TRB_USDT’,‘CRV_USDT’, ‘BAL_USDT’,‘DOT_USDT’,‘SNX_USDT’,‘WAVES_USDT’,‘RLC_USDT’,‘BAND_USDT’,‘KAVA_USDT’,‘SXP_USDT’,‘OMG_USDT’,‘ZRX_USDT’,‘ALGO_USDT’, ‘THETA_USDT’,‘QTUM_USDT’,‘BAT_USDT’,‘IOTA_USDT’,‘ONT_USDT’,‘XTZ_USDT’,‘EOS_USDT’,‘XRP_USDT’] list2=[‘ICP_USDT’,‘NEO_USDT’,‘ATOM_USDT’,‘BNB_USDT’,‘LINK_USDT’,‘ETC_USDT’,‘BNB_USDT’] list3=[‘YFII_USDT’,‘YFI_USDT’,‘DEFI_USDT’,‘MKR_USDT’,‘COMP_USDT’,‘ZEC_USDT’,‘DASH_USDT’,‘XMR_USDT’,‘LTC_USDT’,‘BCH_USDT’,‘ETH_USDT’,‘BTC_USDT’] if currency1 in list1: BV1=1 if currency1 in list2: BV1=2 if currency1 in list3: BV1=3 if currency1 not in all_BV1list: BV1=0

कीमतों की सटीक गणना

if currency1!=‘YFI_USDT’: RR1=str(ticker1[“Last”]) content1=RR1.split(“.”)[-1] weishu1=len(content1) CV1=weishu1 else: CV1=0 global n1 account1=_C(exchange.GetAccount) walletbalance=account1[“Balance”] P=0.01*P0*float(walletbalance) n1=round(P/ticker1[“Last”],BV1) if n1==0: n1=n1+10**(-BV1)

def main(): while True: global i for i in range(len(exchanges)): exchanges[i].SetContractType(‘swap’) accuracy() exchanges[i].SetMarginLevel(M) ticker1=_C(exchanges[i].GetTicker) currency1=_C(exchanges[i].GetCurrency) position1=_C(exchanges[i].GetPosition) r=_C(exchanges[i].GetRecords) if r and len®>9: EMA=TA.EMA(r,A2) EMA2=TA.EMA(r,A3) longsignal=EMA[-3]EMA2[-2] shortsignal=EMA[-3]>EMA2[-3] and EMA[-2]

                    if longsignal: #1分钟金叉
                        Log(currency1,'多头信号成立')
                        exchanges[i].SetDirection('buy')
                        exchanges[i].Buy(-1,n1)
                        Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                        Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                        
                        
                    #开空信号
                    if shortsignal: #1分钟死叉
                        Log(currency1,'空头信号成立')
                        exchanges[i].SetDirection('sell')
                        exchanges[i].Sell(-1,n1)
                        Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                        Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                        
                if len(position1)==1:
                    if position1[0]["Type"]==0:
                        if ticker1["Last"]>position1[0].Price+K3:
                            Log(currency1,'多头触发止盈')
                            exchanges[i].SetDirection('closebuy')
                            exchanges[i].Sell(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
                        if ticker1["Last"]<position1[0].Price-K2:
                            Log(currency1,'多头触发止损')
                            exchanges[i].SetDirection('closebuy')
                            exchanges[i].Sell(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
                    if position1[0]["Type"]==1:
                        if ticker1["Last"]<position1[0].Price-K3:
                            Log(currency1,'空头触发止盈')
                            exchanges[i].SetDirection('closesell')
                            exchanges[i].Buy(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
                        if ticker1["Last"]>position1[0].Price+K2:
                            Log(currency1,'空头触发止损')
                            exchanges[i].SetDirection('closesell')
                            exchanges[i].Buy(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
        Sleep(S)